Numerical approximation based on deep convolutional neural network for high-dimensional fully nonlinear merged PDEs and 2BSDEs.
Xu XiaoWenlin QiuPublished in: CoRR (2022)
Keyphrases
- solving partial differential equations
- partial differential equations
- convolutional neural network
- high dimensional
- stochastic differential equations
- image denoising
- dynamical systems
- level set
- anisotropic diffusion
- numerical solution
- face detection
- image processing
- finite difference
- image enhancement
- diffusion equation
- low dimensional
- multiscale
- differential equations
- maximum a posteriori estimation
- difference equations
- neural network
- nonlinear diffusion
- computer vision
- brownian motion
- long run
- optimal control
- detection algorithm
- maximum likelihood
- image segmentation