Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning

Mathematics

• Machine Learning 86%
• Higher Dimensions 72%
• High-dimensional 64%
• Partial differential equation 57%
• Scientific Computing 53%
• Picard Iteration 53%
• Curse of Dimensionality 49%
• Backward Stochastic Differential Equation 46%
• Parabolic Partial Differential Equations 42%
• Monte Carlo method 40%
• Reformulation 39%
• Numerical Algorithms 38%
• Galerkin 37%
• Nonlinear Partial Differential Equations 37%
• Variational Problem 37%
• Learning 35%
• Least Squares 35%
• Review 28%
• Formulation 24%
• Demonstrate 23%

Physics & Astronomy

• machine learning 100%
• partial differential equations 76%
• parabolic differential equations 41%
• readers 29%
• mathematics 29%
• learning 28%
• iteration 25%
• Monte Carlo method 23%
• differential equations 21%
• formulations 18%

Engineering & Materials Science

• Partial differential equations 77%
• Machine learning 57%
• Natural sciences computing 33%
• Monte Carlo methods 28%
• Deep learning 23%
• Differential equations 23%