135 citations · 872 across the 21 of their papers we have counts for
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math.NA2020★ 10 cited
Deep learning based numerical approximation algorithms for stochastic partial differential equations
Christian Beck, Sebastian Becker, Patrick Cheridito +2
In this article, we introduce a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realiz…
math.NA2020★ 35 cited
Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations
Sebastian Becker, Ramon Braunwarth, Martin Hutzenthaler +2
One of the most challenging issues in applied mathematics is to develop and analyze algorithms which are able to approximately compute solutions of high-dimensional nonlinear parti…