Walk-on-spheres Monte Carlo and neural network approximators for elliptic PDEs with drift and killing achieve polynomial-in-dimension complexity, extending the drift-free analyses of Beznea et al. and Grohs-Herrmann.
Deep neural network approximation for high-dimensional elliptic PDEs with boundary conditions
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Walk-on-Spheres Monte Carlo and deep neural network approximations of elliptic PDEs with drift and killing
Walk-on-spheres Monte Carlo and neural network approximators for elliptic PDEs with drift and killing achieve polynomial-in-dimension complexity, extending the drift-free analyses of Beznea et al. and Grohs-Herrmann.