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Neural networks-based backward scheme for fully nonlinear PDEs

Neural networks-based backward scheme for fully nonlinear PDEs

31 July 2019
H. Pham
X. Warin
Maximilien Germain
ArXivPDFHTML

Papers citing "Neural networks-based backward scheme for fully nonlinear PDEs"

13 / 13 papers shown
Title
Approximation of Solution Operators for High-dimensional PDEs
Approximation of Solution Operators for High-dimensional PDEs
Nathan Gaby
Xiaojing Ye
30
0
0
18 Jan 2024
A deep learning approach to the probabilistic numerical solution of
  path-dependent partial differential equations
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations
Jiang Yu Nguwi
Nicolas Privault
49
5
0
28 Sep 2022
Is $L^2$ Physics-Informed Loss Always Suitable for Training
  Physics-Informed Neural Network?
Is L2L^2L2 Physics-Informed Loss Always Suitable for Training Physics-Informed Neural Network?
Chuwei Wang
Shanda Li
Di He
Liwei Wang
AI4CE
PINN
31
28
0
04 Jun 2022
A deep branching solver for fully nonlinear partial differential
  equations
A deep branching solver for fully nonlinear partial differential equations
Jiang Yu Nguwi
Guillaume Penent
Nicolas Privault
19
14
0
07 Mar 2022
A novel control method for solving high-dimensional Hamiltonian systems
  through deep neural networks
A novel control method for solving high-dimensional Hamiltonian systems through deep neural networks
Shaolin Ji
S. Peng
Ying Peng
Xichuan Zhang
19
1
0
04 Nov 2021
Cell-average based neural network method for hyperbolic and parabolic
  partial differential equations
Cell-average based neural network method for hyperbolic and parabolic partial differential equations
Changxin Qiu
Jue Yan
21
10
0
02 Jul 2021
Neural network architectures using min-plus algebra for solving certain
  high dimensional optimal control problems and Hamilton-Jacobi PDEs
Neural network architectures using min-plus algebra for solving certain high dimensional optimal control problems and Hamilton-Jacobi PDEs
Jérome Darbon
P. Dower
Tingwei Meng
8
22
0
07 May 2021
An overview on deep learning-based approximation methods for partial
  differential equations
An overview on deep learning-based approximation methods for partial differential equations
C. Beck
Martin Hutzenthaler
Arnulf Jentzen
Benno Kuckuck
30
146
0
22 Dec 2020
Solving non-linear Kolmogorov equations in large dimensions by using
  deep learning: a numerical comparison of discretization schemes
Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes
Raffaele Marino
N. Macris
24
16
0
09 Dec 2020
Convergence of Deep Fictitious Play for Stochastic Differential Games
Convergence of Deep Fictitious Play for Stochastic Differential Games
Jiequn Han
Ruimeng Hu
Jihao Long
21
19
0
12 Aug 2020
Space-time deep neural network approximations for high-dimensional
  partial differential equations
Space-time deep neural network approximations for high-dimensional partial differential equations
F. Hornung
Arnulf Jentzen
Diyora Salimova
AI4CE
29
19
0
03 Jun 2020
Uniform error estimates for artificial neural network approximations for
  heat equations
Uniform error estimates for artificial neural network approximations for heat equations
Lukas Gonon
Philipp Grohs
Arnulf Jentzen
David Kofler
David Siska
32
34
0
20 Nov 2019
Space-time error estimates for deep neural network approximations for
  differential equations
Space-time error estimates for deep neural network approximations for differential equations
Philipp Grohs
F. Hornung
Arnulf Jentzen
Philipp Zimmermann
34
33
0
11 Aug 2019
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