29 citations · 30 across the 2 of their papers we have counts for
2 papers
q-fin.CP2019★ 1 cited
Extensions of the Deep Galerkin Method
Ali Al-Aradi, Adolfo Correia, Danilo de Frietas Naiff +2
We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of op…
q-fin.CP2018★ 29 cited
Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning
Ali Al-Aradi, Adolfo Correia, Danilo Naiff +2
In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative f…