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A Zeroth-Order Deep Learning Method for Fully Nonlinear Parabolic Partial Differential Equations with Unknown Coefficients

arXiv cs.LG · 2026-06-25 Cached

This paper introduces a model-free deep learning method for solving high-dimensional nonlinear partial differential equations with unknown coefficients, using zeroth-order derivative estimators derived from perturbed Monte Carlo trajectories. The approach avoids automatic differentiation, provides theoretical error bounds, and demonstrates competitive performance in numerical experiments.

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