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math.NA2023
Cost-reduction implicit exponential Runge-Kutta methods for highly oscillatory systems
Xianfa Hu, Wansheng Wang, Bin Wang +1
In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic condi…
math.NA2023★ 1 cited
Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps
Wansheng Wang, Jie Wang, Jinping Li +2
We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equ…