Solving for high-dimensional committor functions using artificial neural networks
DOI10.1007/s40687-018-0160-2zbMath1498.60222arXiv1802.10275OpenAlexW2963139910WikidataQ129031092 ScholiaQ129031092MaRDI QIDQ2319851
Yuehaw Khoo, Lexing Ying, Jian-feng Lu
Publication date: 20 August 2019
Published in: Research in the Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.10275
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Learning and adaptive systems in artificial intelligence (68T05) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)
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Cites Work
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