3 citations · 5 across the 7 of their papers we have counts for
7 papers
Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation
Guillaume Penent, Nicolas Privault
We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index with polynomial gradient nonlinearities on $d…
Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
We present an algorithm for the numerical solution of systems of fully nonlinear PDEs using stochastic coded branching trees. This approach covers functional nonlinearities involvi…
A deep branching solver for fully nonlinear partial differential equations
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tack…
Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
Guillaume Penent, Nicolas Privault
We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge-Kutta metho…
A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinea…
Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
Guillaume Penent, Nicolas Privault
We prove the existence of viscosity solutions for fractional semilinear elliptic PDEs on open balls with bounded exterior condition in dimension . Our approach relies on a…
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
Guillaume Penent, Nicolas Privault
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on with polynomial nonlinearities in , using a tree-based probabi…