How can we reformulate PDEs into random differential equations (BSDEs)?

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Juho Andelmin

Hi Karam Adel Abed

This short lecture includes two example problems where PDEs are reformulated as BSDEs and solved with the Julia programming language package SciML

https://mitmath.github.io/18337/lecture15/diffeq_machine_learning

To see what SciML has to offer, you can visit their website at

https://sciml.ai/

Best regards,

Juho

Muhammad Ali

Have a look at https://www.pnas.org/content/115/34/8505 or

https://www.pnas.org/content/pnas/115/34/8505.full.pdf

Article Solving high-dimensional partial differential equations usin...

Hanadi Dawood Saleem

See the reference of Bernt Osendal