Cover Image

A backward Monte-Carlo method for solving parabolic partial differential equations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Carlsson, Johan
Format:	Preprint
Published:	2000
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Accuracy and convergence of the backward Monte-Carlo method
by: Carlsson, Johan
Published: (2001)

Boundary neuron method for solving partial differential equations
by: Lin, Ye, et al.
Published: (2026)

Deep Neural networks for solving high-dimensional parabolic partial differential equations
by: Zhang, Wenzhong, et al.
Published: (2026)

Subspace method based on neural networks for solving the partial differential equation
by: Xu, Zhaodong, et al.
Published: (2024)

Moving sample method for solving time-dependent partial differential equations
by: Xu, Beining, et al.
Published: (2026)

A deep shotgun method for solving high-dimensional parabolic partial differential equations
by: Xu, Wenjun, et al.
Published: (2025)

Deep random difference method for high-dimensional quasilinear parabolic partial differential equations
by: Cai, Wei, et al.
Published: (2025)

Adaptive feature capture method for solving partial differential equations with near singular solutions
by: Deng, Yangtao, et al.
Published: (2025)

Subspace method based on neural networks for solving the partial differential equation in weak form
by: Liu, Pengyuan, et al.
Published: (2024)

Algorithms based on DQM with new sets of base functions for solving parabolic partial differential equations in $(2+1)$ dimension
by: Singh, Brajesh Kumar, et al.
Published: (2016)

A power series method for solving ordinary and partial differentials equations motivated by domain growth
by: Ross, Robert
Published: (2019)

Annealed adaptive importance sampling method in PINNs for solving high dimensional partial differential equations
by: Zhang, Zhengqi, et al.
Published: (2024)

Data-integrated neural networks for solving partial differential equations
by: Zheng, Jiachun, et al.
Published: (2025)

A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations
by: Bachmayr, Markus, et al.
Published: (2023)

An introduction to the a posteriori error analysis of parabolic partial differential equations
by: Smears, Iain
Published: (2025)

Rank Inspired Neural Network for solving linear partial differential equations
by: Peng, Wentao, et al.
Published: (2025)

A posteriori error estimates for parabolic partial differential equations on stationary surfaces
by: Kovács, Balázs, et al.
Published: (2024)

Physics informed learning of orthogonal features with applications in solving partial differential equations
by: Jia, Qianxing, et al.
Published: (2026)

A new approximation method for solving stochastic differential equations
by: Mojarrad, Faezeh Nassajian
Published: (2024)

Boundary-preserving weak approximation for some semilinear stochastic partial differential equations
by: Ulander, Johan
Published: (2024)

Deep neural network approximation for high-dimensional parabolic partial integro-differential equations
by: Baranek, Marcin
Published: (2025)

On the efficiency of a posteriori error estimators for parabolic partial differential equations in the energy norm
by: Smears, Iain
Published: (2025)

An Isogeometric Tearing and Interconnecting (IETI) method for solving high order partial differential equations over planar multi-patch geometries
by: Kapl, Mario, et al.
Published: (2025)

Meshing method to build a centrosymmetric matrix to solve partial differential equations on an irreducible domain including a planar symmetry
by: Thuillier, T.
Published: (2025)

Diffusion models with physics-guided inference for solving partial differential equations
by: Bing, Yi, et al.
Published: (2026)

A shallow physics-informed neural network for solving partial differential equations on surfaces
by: Hu, Wei-Fan, et al.
Published: (2022)

High order numerical methods for solving high orders functional differential equations
by: A, Dang Quang, et al.
Published: (2024)

A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees
by: Acebron, Juan A., et al.
Published: (2024)

Optimal preconditioners for nonsymmetric multilevel Toeplitz systems with application to solving non-local evolutionary partial differential equations
by: Huang, Yuan-Yuan, et al.
Published: (2024)

DD-DeepONet: Domain decomposition and DeepONet for solving partial differential equations in three application scenarios
by: Yang, Bo, et al.
Published: (2025)

Sequential-in-time training of nonlinear parametrizations for solving time-dependent partial differential equations
by: Zhang, Huan, et al.
Published: (2024)

A novel model reduction method to solve inverse problems of parabolic type
by: Zhang, Wenlong, et al.
Published: (2024)

A brief review of the Deep BSDE method for solving high-dimensional partial differential equations
by: Han, Jiequn, et al.
Published: (2025)

Stochastic Galerkin and Monte-Carlo methods for parabolic problems: Numerical performance of variational matrix-free approximations
by: Dawor, Moataz, et al.
Published: (2026)

Learning by solving differential equations
by: Dherin, Benoit, et al.
Published: (2025)

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
by: Cai, Jingjing, et al.
Published: (2024)

A novel second order scheme with one step for forward backward stochastic differential equations
by: Han, Qiang, et al.
Published: (2024)

Discrete-time approximation for backward stochastic differential equations driven by $G$-Brownian motion
by: Jiang, Lianzi, et al.
Published: (2019)

A novel number-theoretic sampling method for neural network solutions of partial differential equations
by: Yang, Yu, et al.
Published: (2024)

High-order numerical method for solving elliptic partial differential equations on unfitted node sets
by: Nielsen, Morten E., et al.
Published: (2024)