FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs.
Wenzhong ZhangWei CaiPublished in: CoRR (2020)
Keyphrases
- neural network
- high dimensional
- learning algorithm
- image processing
- data mining
- computational complexity
- significant improvement
- computational cost
- nearest neighbor
- orders of magnitude
- computationally efficient
- theoretical analysis
- dimensional data
- differential equations
- benchmark datasets
- similarity search
- low dimensional
- fuzzy logic
- data structure