Neural networks-based backward scheme for fully nonlinear PDEs
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Publication:2022970
DOI10.1007/s42985-020-00062-8OpenAlexW3125896160WikidataQ114216517 ScholiaQ114216517MaRDI QIDQ2022970
Xavier Warin, Maximilien Germain, Huyên Pham
Publication date: 3 May 2021
Published in: SN Partial Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.00412
Probabilistic models, generic numerical methods in probability and statistics (65C20) Learning and adaptive systems in artificial intelligence (68T05) Optimal stochastic control (93E20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
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Uses Software
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