Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations

Shaojie Zeng, Yihua Cai, Qingsong Zou. Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations. J. Comput. Physics, 468:111503, 2022. [doi]

@article{ZengCZ22,
  title = {Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations},
  author = {Shaojie Zeng and Yihua Cai and Qingsong Zou},
  year = {2022},
  doi = {10.1016/j.jcp.2022.111503},
  url = {https://doi.org/10.1016/j.jcp.2022.111503},
  researchr = {https://researchr.org/publication/ZengCZ22},
  cites = {0},
  citedby = {0},
  journal = {J. Comput. Physics},
  volume = {468},
  pages = {111503},
}