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Cited by 1,722

The DOI matches its Crossref record; 5 of the 5 references it cites were found in a registry or an index.

Solving high-dimensional partial differential equations using deep learning

Open access
Han, Jiequn, Jentzen, Arnulf, E, Weinan·2018·Proceedings of the National Academy of Sciences

Abstract

Significance: Partial differential equations (PDEs) are among the most ubiquitous tools used in modeling problems in nature. However, solving high-dimensional PDEs has been notoriously difficult due to the “curse of dimensionality.” This paper introduces a practical algorithm for solving nonlinear PDEs in very high (hundreds and potentially thousands of) dimensions. Numerical results suggest that the proposed algorithm is quite effective for a wide variety of problems, in terms of both accuracy and speed. We believe that this opens up a host of possibilities in economics, finance, operational research, and physics, by considering all participating agents, assets, resources, or particles together at the same time, instead of making ad hoc assumptions on their interrelationships.

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Crossref · 10.1073/pnas.1718942115

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Metadata

Authors
Han, J., Jentzen, A., & E, W.
Venue
Proceedings of the National Academy of Sciences
Published
2018-08-06
Volume
115
Issue
34
Pages
8505-8510
ISSN
  • 0027-8424 (ISSN-L)
  • 1091-6490
OpenAlex
W2803629276
Cited by
1,722
References
5
FWCI
62.31
Type
journal article
Language
en
Open access
green

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.