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numerical solution

3 papers

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differential equation (2) kolmogorov pde (1) black-scholes option pricing (1) richardson extrapolation (1) numerical analysis (1) kernel methods (1) feynman-kac formula (1) parametric family (1) probabilistic numerics (1) scientific computing (1)

Papers

KP-PINNs: Kernel Packet Accelerated Physics Informed Neural Networks IJCAI 2025 Black Box Probabilistic Numerics NeurIPS 2021 Numerically Solving Parametric Families of High-Dimensional Kolmogorov Partial Differential Equations via Deep Learning NeurIPS 2020