Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations

DOI10.1137/18M1225409zbMath1440.60065arXiv1811.02033OpenAlexW3004450693MaRDI QIDQ5214836

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Publication date: 5 February 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.02033

zbMATH Keywords

inverse problemshigh-dimensional problemselliptic stochastic problemsmultiplayer GANsWGAN-GP

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Neural nets and related approaches to inference from stochastic processes (62M45)

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Uses Software

• DiffSharp
• Adam
• GitHub
• SeqGAN
• CycleGAN
• pix2pix
• POT
• MaskGAN
• BEGAN
• MidiNet
• DGM
• Wasserstein GAN

Cites Work

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• DGM: a deep learning algorithm for solving partial differential equations
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• Inverse problems: A Bayesian perspective
• Numerical Gaussian Processes for Time-Dependent and Nonlinear Partial Differential Equations
• Solving parametric PDE problems with artificial neural networks