Tag
This paper introduces Neural Networks with Local Converging Inputs (NNLCI) to accelerate PDE-based option pricing, combining coarse and refined mesh solutions to reduce RMSE by 4–12x in multi-asset Black–Scholes and Heston models.
A technical blog post introducing Walk on Decomposed Subdomains (WODS), a grid-free Monte Carlo method for solving elliptic PDEs with complex geometries, contrasted with finite differences and finite elements.
AutoPDE is a code agent that explicitly represents solver strategies for partial differential equations, improving pass rate by 14.2% over baselines on the PDE Agent Bench.
Blog post surveys fast hyperbolic tangent approximations—Taylor, Padé, splines, and bit-level tricks—for neural-network and real-time audio use.