output
19992022
most citedSolving high-dimensional partial differential equations using deep learning

1.8k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2015 · math.PRShow all

3 papers · 2 filters

math.PR2015★ 17 cited

Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise

Ladislas Jacobe de Naurois, Arnulf Jentzen, Timo Welti

Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring…

math.PR2015★ 26 cited

Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities

Arnulf Jentzen, Primož Pušnik

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipsch…

math.PR2015★ 38 cited

Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients

Arnulf Jentzen, Ryan Kurniawan

Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood i…