Three ways to solve partial differential equations with neural networks—A review

J Blechschmidt, OG Ernst - GAMM‐Mitteilungen, 2021 - Wiley Online Library
Neural networks are increasingly used to construct numerical solution methods for partial
differential equations. In this expository review, we introduce and contrast three important …

Machine learning techniques to detect a DDoS attack in SDN: A systematic review

TE Ali, YW Chong, S Manickam - Applied Sciences, 2023 - mdpi.com
The recent advancements in security approaches have significantly increased the ability to
identify and mitigate any type of threat or attack in any network infrastructure, such as a …

Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis

AKVN Biju, AS Thomas, J Thasneem - Quality & Quantity, 2024 - Springer
This paper surveys the extant literature on machine learning, artificial intelligence, and deep
learning mechanisms within the financial sphere using bibliometric methods. We considered …

Adaptive deep learning for high-dimensional Hamilton--Jacobi--Bellman equations

T Nakamura-Zimmerer, Q Gong, W Kang - SIAM Journal on Scientific …, 2021 - SIAM
Computing optimal feedback controls for nonlinear systems generally requires solving
Hamilton--Jacobi--Bellman (HJB) equations, which are notoriously difficult when the state …

Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

C Huré, H Pham, A Bachouch, N Langrené - SIAM Journal on Numerical …, 2021 - SIAM
This paper develops algorithms for high-dimensional stochastic control problems based on
deep learning and dynamic programming. Unlike classical approximate dynamic …

Neural networks-based algorithms for stochastic control and PDEs in finance

M Germain, H Pham, X Warin - arXiv preprint arXiv:2101.08068, 2021 - cambridge.org
This chapter presents machine learning techniques and deep reinforcement learning-based
algorithms for the efficient resolution of nonlinear partial differential equations and dynamic …

Overcoming the curse of dimensionality for some Hamilton–Jacobi partial differential equations via neural network architectures

J Darbon, GP Langlois, T Meng - Research in the Mathematical Sciences, 2020 - Springer
We propose new and original mathematical connections between Hamilton–Jacobi (HJ)
partial differential equations (PDEs) with initial data and neural network architectures …

Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning

C Schütte, S Klus, C Hartmann - Acta Numerica, 2023 - cambridge.org
One of the main challenges in molecular dynamics is overcoming the 'timescale barrier': in
many realistic molecular systems, biologically important rare transitions occur on timescales …

Recent developments in machine learning methods for stochastic control and games

R Hu, M Lauriere - arXiv preprint arXiv:2303.10257, 2023 - arxiv.org
Stochastic optimal control and games have a wide range of applications, from finance and
economics to social sciences, robotics, and energy management. Many real-world …

On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton–Jacobi partial differential equations

J Darbon, T Meng - Journal of Computational Physics, 2021 - Elsevier
We propose novel connections between several neural network architectures and viscosity
solutions of some Hamilton–Jacobi (HJ) partial differential equations (PDEs) whose …