3 papers
math.NA2025
Deep Forward-Backward Dynamic Programming Schemes for High-Dimensional Semilinear Nonlocal PDEs and FBSDE with Jumps
Wansheng Wang, Jiangtao Pan, Jie Wang +1
We propose a new deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and forward-backward stochastic differential equations with j…
cs.LG2025
Recurrent Neural Operators: Stable Long-Term PDE Prediction
Zaijun Ye, Chen-Song Zhang, Wansheng Wang
Neural operators have emerged as powerful tools for learning solution operators of partial differential equations. However, in time-dependent problems, standard training strategies…
math.NA2024
FBSJNN: A Theoretically Interpretable and Efficiently Deep Learning method for Solving Partial Integro-Differential Equations
Zaijun Ye, Wansheng Wang
We propose a novel framework for solving a class of Partial Integro-Differential Equations (PIDEs) and Forward-Backward Stochastic Differential Equations with Jumps (FBSDEJs) throu…