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