DGM: A deep learning algorithm for solving partial differential equations

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial condition, and boundary conditions. Our algorithm is meshfree, whi...

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Bibliographic Details
Main Authors: Sirignano, J, Spiliopoulos, K
Format: Journal article
Language:English
Published: Elsevier 2018