Deep splitting method for parabolic PDEs
In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational graph for each of the subproblems is comparatively small,...
Main Authors: | Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel |
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Other Authors: | School of Physical and Mathematical Sciences |
Format: | Journal Article |
Language: | English |
Published: |
2022
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/153744 |
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