Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

Mathematics

• Backward Stochastic Differential Equation 100%
• Parabolic Partial Differential Equations 90%
• Reinforcement Learning 84%
• Learning 77%
• High-dimensional 69%
• Numerical Methods 62%
• Policy 55%
• Financial Derivatives 43%
• Allen-Cahn Equation 36%
• Pricing 30%
• Finance 29%
• Loss Function 29%
• Nonlinear Partial Differential Equations 26%
• Neural Networks 26%
• Analogy 26%
• Higher Dimensions 25%
• Physics 23%
• Gradient 21%
• Numerical Results 18%
• Model 9%

Engineering & Materials Science

• Partial differential equations 83%
• Deep learning 75%
• Differential equations 75%
• Numerical methods 74%
• Reinforcement learning 56%
• Finance 32%
• Physics 24%
• Derivatives 23%
• Neural networks 17%
• Costs 10%