Neural networks-based backward scheme for fully nonlinear PDEs
Huyên Pham, Xavier Warin, Maximilien Germain
Topics & Concepts
Scheme (mathematics)Nonlinear systemComputer scienceArtificial neural networkArtificial intelligenceMathematicsPhysicsMathematical analysisQuantum mechanicsModel Reduction and Neural NetworksStochastic processes and financial applicationsNumerical methods for differential equations