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}, }