An exponential linear unit based neural network approach for optimizing numerical solutions of stochastic integral equation

DOI10.1216/JIE.2023.35.473MaRDI QIDQ6499435zbMATH OpenFDO

Authors S. Singh

Publication date 8 May 2024

Published in Journal of Integral Equations and Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionMonte Carlo methodloss functionstochastic integral equationstochastic gradient descent

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Artificial neural networks and deep learning (68T07) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 5934741 (Why is no real title available?)
• A method for solving Fredholm integral equations of the first kind based on Chebyshev wavelets
• A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
• Approximate solution of linear Volterra-Fredholm integral equations and systems of Volterra-Fredholm integral equations using Taylor expansion method
• Artificial neural networks for engineers and scientists. Solving ordinary differential equations
• Chelyshkov collocation method for solving the two-dimensional Fredholm-Volterra integral equations
• Integral equation models for image restoration: high accuracy methods and fast algorithms
• Integral equations and machine learning
• Lagrange collocation method for solving Volterra-Fredholm integral equations
• Mean value theorems for stochastic integrals
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• Solution of nonlinear Fredholm integral equations via the Haar wavelet method
• Solving Fredholm integral equations using deep learning
• Utilizing artificial neural network approach for solving two-dimensional integral equations

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