45 citations · 138 across the 13 of their papers we have counts for
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math.NA2020★ 11 cited
A semigroup method for high dimensional committor functions based on neural network
Haoya Li, Yuehaw Khoo, Yinuo Ren +1
This paper proposes a new method based on neural networks for computing the high-dimensional committor functions that satisfy Fokker-Planck equations. Instead of working with parti…
math.NA2020★ 9 cited
A Simple Multiscale Method for Mean Field Games
Haoya Li, Yuwei Fan, Lexing Ying
This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initia…