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math.NA2025
WoSNN: Stochastic Solver for PDEs with Machine Learning
Silei Song, Arash Fahim, Michael Mascagni
Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS…
math.OC2025
A hierarchical resource-efficient deep policy gradient method for continuous-time optimal control problems
Arash Fahim, Md. Arafatur Rahman
In this paper, we propose an efficient implementation of a deep policy gradient method (PGM) for optimal control problems in continuous time. For continuous-time problems that requ…