2 papers
math.NA2023
Deep Learning Based on Randomized Quasi-Monte Carlo Method for Solving Linear Kolmogorov Partial Differential Equation
Jichang Xiao, Fengjiang Fu, Xiaoqun Wang
Deep learning algorithms have been widely used to solve linear Kolmogorov partial differential equations~(PDEs) in high dimensions, where the loss function is defined as a mathemat…
math.NA2022
Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations
Fengjiang Fu, Xiaoqun Wang
Deep learning methods have achieved great success in solving partial differential equations (PDEs), where the loss is often defined as an integral. The accuracy and efficiency of t…