Solving High Dimensional HJ Equations Using Generalized Hopf-Lax Formulas vs Using Machine Learning

Solving High Dimensional HJ Equations Using Generalized Hopf-Lax Formulas vs Using Machine Learning

Institute for Pure & Applied Mathematics (IPAM) via YouTube Direct link

Gradient

12 of 22

12 of 22

Gradient

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Solving High Dimensional HJ Equations Using Generalized Hopf-Lax Formulas vs Using Machine Learning

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  1. 1 Introduction
  2. 2 Most important slide
  3. 3 Lagrangian formulation
  4. 4 Main idea
  5. 5 Microscopic model
  6. 6 Hamiltonian equation
  7. 7 Continuity equation
  8. 8 Existing work
  9. 9 Monte Carlo
  10. 10 Machine Learning Framework
  11. 11 RecordBased Architecture
  12. 12 Gradient
  13. 13 Trace
  14. 14 Cost
  15. 15 Improved red constructions
  16. 16 Enforce the physics
  17. 17 Gradient penalization
  18. 18 Results
  19. 19 Numerical Results
  20. 20 Conclusion
  21. 21 Last function
  22. 22 Comments

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