Deep random difference method for high-dimensional quasilinear parabolic partial differential equations (Q7254232)

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Deep random difference method for high-dimensional quasilinear parabolic partial differential equations

scientific article; zbMATH DE number 8204470

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English	Deep random difference method for high-dimensional quasilinear parabolic partial differential equations	scientific article; zbMATH DE number 8204470

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instance of

scholarly article

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title

Deep random difference method for high-dimensional quasilinear parabolic partial differential equations (English)

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Journal of Computational Physics

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publication date

28 May 2026

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zbMATH Keywords

high-dimensional PDEs

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Hamilton-Jacobi-Bellman equations

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quasilinear parabolic equations

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finite difference method

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deep learning

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error estimates

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MaRDI profile type

MaRDI publication profile

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cites work

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A numerical scheme for BSDEs

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Q4004325

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A generalized \(\theta\)-scheme for solving backward stochastic differential equations

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Identifiers

DOI

10.1016/J.JCP.2026.114767

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Deep random difference method for high-dimensional quasilinear parabolic partial differential equations