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  2. Stochastic processes and boundary value problems - Wikipedia

    en.wikipedia.org/wiki/Stochastic_processes_and...

    Let be a domain (an open and connected set) in .Let be the Laplace operator, let be a bounded function on the boundary, and consider the problem: {() =, = (),It can be shown that if a solution exists, then () is the expected value of () at the (random) first exit point from for a canonical Brownian motion starting at .

  3. Kansa method - Wikipedia

    en.wikipedia.org/wiki/Kansa_method

    Kansa method has recently been extended to various ordinary and PDEs including the bi-phasic and triphasic mixture models of tissue engineering problems, [14] [15] 1D nonlinear Burger's equation [16] with shock wave, shallow water equations [17] for tide and current simulation, heat transfer problems, [18] free boundary problems, [19] and ...

  4. Airy function - Wikipedia

    en.wikipedia.org/wiki/Airy_function

    The function Ai(x) and the related function Bi(x), are linearly independent solutions to the differential equation =, known as the Airy equation or the Stokes equation. Because the solution of the linear differential equation d 2 y d x 2 − k y = 0 {\displaystyle {\frac {d^{2}y}{dx^{2}}}-ky=0} is oscillatory for k <0 and exponential for k >0 ...

  5. Physics-informed neural networks - Wikipedia

    en.wikipedia.org/wiki/Physics-informed_neural...

    Physics-informed neural networks for solving Navier–Stokes equations. Physics-informed neural networks (PINNs), [1] also referred to as Theory-Trained Neural Networks (TTNs), [2] are a type of universal function approximators that can embed the knowledge of any physical laws that govern a given data-set in the learning process, and can be described by partial differential equations (PDEs).

  6. JAX (software) - Wikipedia

    en.wikipedia.org/wiki/JAX_(software)

    JAX is a Python library that provides a machine learning framework for transforming numerical functions developed by Google with some contributions from Nvidia. [2] [3] [4] It is described as bringing together a modified version of autograd (automatic obtaining of the gradient function through differentiation of a function) and OpenXLA's XLA (Accelerated Linear Algebra).

  7. Proper generalized decomposition - Wikipedia

    en.wikipedia.org/wiki/Proper_generalized...

    The proper generalized decomposition (PGD) is an iterative numerical method for solving boundary value problems (BVPs), that is, partial differential equations constrained by a set of boundary conditions, such as the Poisson's equation or the Laplace's equation.

  8. Deep backward stochastic differential equation method

    en.wikipedia.org/wiki/Deep_backward_stochastic...

    Deep backward stochastic differential equation method is a numerical method that combines deep learning with Backward stochastic differential equation (BSDE). This method is particularly useful for solving high-dimensional problems in financial derivatives pricing and risk management .

  9. Fredholm alternative - Wikipedia

    en.wikipedia.org/wiki/Fredholm_alternative

    The Fredholm alternative can be applied to solving linear elliptic boundary value problems. The basic result is: if the equation and the appropriate Banach spaces have been set up correctly, then either (1) The homogeneous equation has a nontrivial solution, or (2) The inhomogeneous equation can be solved uniquely for each choice of data.