Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations
Shaojie Zeng, Yihua Cai, Qingsong Zou
Topics & Concepts
Partial differential equationMathematicsDiscretizationCurse of dimensionalityApplied mathematicsArtificial neural networkTemporal difference learningFunction approximationStochastic gradient descentStochastic differential equationBasis functionMathematical optimizationAlgorithmComputer scienceReinforcement learningMathematical analysisArtificial intelligenceStatisticsModel Reduction and Neural NetworksMeteorological Phenomena and SimulationsFluid Dynamics and Turbulent Flows