Machine Learning for semi linear PDEs
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Abstract (arXiv)
Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point problem by using deep learning techniques. This new algorithm appears to be competitive in terms of accuracy with the best existing algorithms.
Key facts. Cited by 28 papers in the map (data through 7 Oct 2026). First posted on arXiv 20 Sep 2018.
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Citing papers per year: 2021: 3; 2022: 6; 2023: 9; 2024: 1; 2025: 5; 2026: 4.
28 papers.
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- 2023Tackling the Curse of Dimensionality with Physics-Informed Neural Networkscited by 78
- 2023Physics informed WNOcited by 26
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networkscited by 23
- 2023Bias-Variance Trade-off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEscited by 19
- 2022Mean-field neural networks: learning mappings on Wasserstein spacecited by 15
- 2022Convergence of a robust deep FBSDE method for stochastic controlcited by 11
- 2022Mean-field neural networks-based algorithms for McKean-Vlasov control problems *cited by 9
- 2023Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumpscited by 6
- 2021Neural network architectures using min-plus algebra for solving certain high dimensional optimal control problems and Hamilton-Jacobi PDEscited by 5
- 2022Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusionscited by 4
- 2024FBSJNN: A Theoretically Interpretable and Efficiently Deep Learning method for Solving Partial Integro-Differential Equationscited by 4
- 2022Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditionscited by 3
16 more
- 2023Simultaneous upper and lower bounds of American-style option prices with hedging via neural networkscited by 3
- 2023EPINN-NSE: Enhanced Physics-Informed Neural Networks for Solving Navier-Stokes Equationscited by 3
- 2025Integration Matters for Learning PDEs with Backward SDEscited by 3
- 2022A Deep Learning Approach for the solution of Probability Density Evolution of Stochastic Systemscited by 2
- 2023A Deep-Genetic Algorithm (Deep-GA) Approach for High-Dimensional Nonlinear Parabolic Partial Differential Equationscited by 2
- 2021Cell-average based neural network method for hyperbolic and parabolic partial differential equationscited by 1
- 2021A novel control method for solving high-dimensional Hamiltonian systems through deep neural networkscited by 1
- 2023Solution of FPK Equation for Stochastic Dynamics Subjected to Additive Gaussian Noise via Deep Learning Approachcited by 1
- 2025A deep solver for backward stochastic Volterra integral equationscited by 1
- 2025HEATNETs: Explainable Random Feature Neural Networks for High-Dimensional Parabolic PDEscited by 1
- 2025Error analysis for the deep Kolmogorov methodcited by 0
- 2025High-dimensional Bayesian filtering through deep density approximationcited by 0
- 2026KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solvercited by 0
- 2026INEUS: Iterative Neural Solver for High-Dimensional PIDEscited by 0
- 2026Parameterized Representations via Implicit Stochastic Modulation for High-Dimensional and High-Order Neural PDE Solverscited by 0
- 2026Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilitiescited by 0
- 2026Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilities23 Jun 2026
- 2026Parameterized Representations via Implicit Stochastic Modulation for High-Dimensional and High-Order Neural PDE Solvers20 Jun 2026
- 2026INEUS: Iterative Neural Solver for High-Dimensional PIDEs7 May 2026
- 2026KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver16 Jan 2026
- 2025High-dimensional Bayesian filtering through deep density approximation10 Nov 2025
- 2025HEATNETs: Explainable Random Feature Neural Networks for High-Dimensional Parabolic PDEs2 Nov 2025
- 2025Error analysis for the deep Kolmogorov method23 Aug 2025
- 2025A deep solver for backward stochastic Volterra integral equations23 May 2025
- 2025Integration Matters for Learning PDEs with Backward SDEs2 May 2025
- 2024FBSJNN: A Theoretically Interpretable and Efficiently Deep Learning method for Solving Partial Integro-Differential Equations15 Dec 2024
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networks22 Dec 2023
- 2023Bias-Variance Trade-off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs26 Nov 2023
16 more
- 2023A Deep-Genetic Algorithm (Deep-GA) Approach for High-Dimensional Nonlinear Parabolic Partial Differential Equations20 Nov 2023
- 2023Solution of FPK Equation for Stochastic Dynamics Subjected to Additive Gaussian Noise via Deep Learning Approach8 Nov 2023
- 2023Tackling the Curse of Dimensionality with Physics-Informed Neural Networks23 Jul 2023
- 2023EPINN-NSE: Enhanced Physics-Informed Neural Networks for Solving Navier-Stokes Equations7 Apr 2023
- 2023Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks24 Feb 2023
- 2023Physics informed WNO12 Feb 2023
- 2023Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps30 Jan 2023
- 2022Mean-field neural networks-based algorithms for McKean-Vlasov control problems *22 Dec 2022
- 2022Mean-field neural networks: learning mappings on Wasserstein space27 Oct 2022
- 2022A Deep Learning Approach for the solution of Probability Density Evolution of Stochastic Systems5 Jul 2022
- 2022Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusions7 Jun 2022
- 2022Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions7 May 2022
- 2022Convergence of a robust deep FBSDE method for stochastic control18 Jan 2022
- 2021A novel control method for solving high-dimensional Hamiltonian systems through deep neural networks4 Nov 2021
- 2021Cell-average based neural network method for hyperbolic and parabolic partial differential equations2 Jul 2021
- 2021Neural network architectures using min-plus algebra for solving certain high dimensional optimal control problems and Hamilton-Jacobi PDEs7 May 2021
- 2023Tackling the Curse of Dimensionality with Physics-Informed Neural Networkscited by 78
- 2023Physics informed WNOcited by 26
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networkscited by 23
- 2023Bias-Variance Trade-off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEscited by 19
- 2022Mean-field neural networks: learning mappings on Wasserstein spacecited by 15
- 2022Convergence of a robust deep FBSDE method for stochastic controlcited by 11
- 2022Mean-field neural networks-based algorithms for McKean-Vlasov control problems *cited by 9
- 2023Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumpscited by 6
- 2021Neural network architectures using min-plus algebra for solving certain high dimensional optimal control problems and Hamilton-Jacobi PDEscited by 5
- 2022Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusionscited by 4
- 2024FBSJNN: A Theoretically Interpretable and Efficiently Deep Learning method for Solving Partial Integro-Differential Equationscited by 4
- 2022Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditionscited by 3
12 most cited of 28 All 28 (JSON)
- 2026Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilities23 Jun 2026
- 2026Parameterized Representations via Implicit Stochastic Modulation for High-Dimensional and High-Order Neural PDE Solvers20 Jun 2026
- 2026INEUS: Iterative Neural Solver for High-Dimensional PIDEs7 May 2026
- 2026KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver16 Jan 2026
- 2025High-dimensional Bayesian filtering through deep density approximation10 Nov 2025
- 2025HEATNETs: Explainable Random Feature Neural Networks for High-Dimensional Parabolic PDEs2 Nov 2025
- 2025Error analysis for the deep Kolmogorov method23 Aug 2025
- 2025A deep solver for backward stochastic Volterra integral equations23 May 2025
- 2025Integration Matters for Learning PDEs with Backward SDEs2 May 2025
- 2024FBSJNN: A Theoretically Interpretable and Efficiently Deep Learning method for Solving Partial Integro-Differential Equations15 Dec 2024
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networks22 Dec 2023
- 2023Bias-Variance Trade-off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs26 Nov 2023
12 newest of 28 All 28 (JSON)