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06/19/2023
Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation
We provide sufficient conditions for the existence of viscosity solution...
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12/26/2022
Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm
We present an algorithm for the numerical solution of systems of fully n...
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10/27/2022
Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants
We derive exact analytical expressions for the cumulants of any orders o...
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09/28/2022
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations
Recent work on Path-Dependent Partial Differential Equations (PPDEs) has...
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03/07/2022
A deep branching solver for fully nonlinear partial differential equations
We present a multidimensional deep learning implementation of a stochast...
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01/16/2022
Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
We present an algorithm for the numerical solution of ordinary different...
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10/25/2021
An algorithm for the computation of joint Hawkes moments with exponential kernel
The purpose of this paper is to present a recursive algorithm and its im...
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12/14/2020
Recursive computation of the Hawkes cumulants
We propose a recursive method for the computation of the cumulants of se...
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05/29/2020
