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...

Täydet tiedot

Bibliografiset tiedot
Päätekijät: Sirignano, J, Spiliopoulos, K
Aineistotyyppi: Journal article
Kieli:English
Julkaistu: Elsevier 2018