DGM: a deep learning algorithm for solving partial differential equations

DOI10.1016/j.jcp.2018.08.029zbMath1416.65394arXiv1708.07469MaRDI QIDQ2002333

Justin A. Sirignano, Konstantinos V. Spiliopoulos

Publication date: 11 July 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.07469

zbMATH Keywords

partial differential equations; machine learning; deep learning; high-dimensional partial differential equations

Mathematics Subject Classification ID

65C05: Monte Carlo methods

68T05: Learning and adaptive systems in artificial intelligence

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

35K59: Quasilinear parabolic equations

65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs

Related Items

DGM

Uses Software

• Adam