Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
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DOI: 10.1088/1361-6544/ac337f
Abstract: In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are… read more here.
Keywords: monte carlo; algorithms solving; carlo; nonlinear monte ... See more keywords