Neural networks-based backward scheme for fully nonlinear PDEs

DOI10.1007/S42985-020-00062-8arXiv1908.00412WikidataQ114216517 ScholiaQ114216517MaRDI QIDQ6323031

Xavier Warin, Maximilien Germain, Huyên Pham

Publication date: 31 July 2019

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Nonlinear parabolic equations (35K55) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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