Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs

8 May 2024

Papers citing "Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs"

4 / 4 papers shown

Title
RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks Guglielmo Gattiglio Lyudmila Grigoryeva M. Tamborrino 34 1 0 09 Nov 2024
Multilevel Picard approximations and deep neural networks with ReLU, leaky ReLU, and softplus activation overcome the curse of dimensionality when approximating semilinear parabolic partial differential equations in $L^p$ -sense Ariel Neufeld Tuan Anh Nguyen 32 0 0 30 Sep 2024
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations Jiang Yu Nguwi Nicolas Privault 33 5 0 28 Sep 2022
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics R. Frey Verena Köck 28 16 0 23 Sep 2021