most citedSolving eigenvalue PDEs of metastable diffusion processes using artificial neural networks

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math.OC2021★ 17 cited

Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks

Wei Zhang, Tiejun Li, Christof Schütte

In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artifici…