FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs.
Wenzhong ZhangWei CaiPublished in: J. Comput. Phys. (2022)
Keyphrases
- neural network
- high dimensional
- worst case
- nearest neighbour
- partial differential equations
- similarity search
- computational complexity
- data structure
- artificial neural networks
- significant improvement
- computational cost
- pattern recognition
- multi dimensional
- optimization problems
- computationally efficient
- high dimensional data
- high dimensionality
- image processing
- noisy data
- data mining