We discuss two Newton-like methods for solving the systems which arise from nonlinear partial differential equations and nonlinear networks. Under appropriate conditions both methods provide global ...
This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing ...