Solve High-Dimensional Reflected Partial Differential Equations by Neural Network Method
Reflected partial differential equations (PDEs) have important applications in financial mathematics, stochastic control, physics, and engineering. This paper aims to present a numerical method for solving high-dimensional reflected PDEs. In fact, overcoming the “dimensional curse” and approximating...
Main Authors: | Xiaowen Shi, Xiangyu Zhang, Renwu Tang, Juan Yang |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-06-01
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Series: | Mathematical and Computational Applications |
Subjects: | |
Online Access: | https://www.mdpi.com/2297-8747/28/4/79 |
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