DeepMartNet -- A Martingale Based Deep Neural Network Learning Method for Dirichlet BVPs and Eigenvalue Problems of Elliptic PDEs in R^d

Wei Cai, Andrew He, Daniel Margolis

In this paper, we propose DeepMartNet - a Martingale based deep neural network learning method for solving Dirichlet boundary value problems (BVPs) and eigenvalue problems for elli…