A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations.
Jiang Yu NguwiNicolas PrivaultPublished in: CoRR (2022)
Keyphrases
- numerical solution
- deep learning
- partial differential equations
- unsupervised learning
- anisotropic diffusion
- finite difference
- image denoising
- level set
- image processing
- machine learning
- differential equations
- bayesian networks
- image enhancement
- multiscale
- weakly supervised
- finite element method
- energy functional
- boundary value problem
- finite element
- generative model
- mental models
- curve evolution
- diffusion equation
- probabilistic model
- numerical methods
- high order
- exact solution
- active contours
- supervised learning
- feature selection