A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations
DOI10.1016/j.camwa.2023.11.022arXiv2311.11558OpenAlexW4388996328MaRDI QIDQ6184720
Amirul Hakam, Muhammad L. Shahab, Mohammad Iqbal, Imam Mukhlash, Hadi Susanto, Lutfi Mardianto, Endah R. M. Putri
Publication date: 5 January 2024
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2311.11558
Numerical methods (including Monte Carlo methods) (91G60) Artificial neural networks and deep learning (68T07) Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Derivative securities (option pricing, hedging, etc.) (91G20) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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