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q-fin.CP2019
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
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…