Deep splitting method for parabolic PDEs

• المؤلفون الرئيسيون: Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2022
• الموضوعات: Science::Mathematics; Nonlinear Partial Differential Equations; Splitting-Up Method
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/153744

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational graph for each of the subproblems is comparatively small,...