A physics-informed neural network trained on Monte Carlo-averaged residuals approximates the expected value of linear SPDE solutions, tested on the stochastic heat equation in 144 settings.
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Chaos into Order: Neural Framework for Expected Value Estimation of Stochastic Partial Differential Equations
A physics-informed neural network trained on Monte Carlo-averaged residuals approximates the expected value of linear SPDE solutions, tested on the stochastic heat equation in 144 settings.