Tackling the curse of dimensionality with physics-informed neural networks

by jhohoon 9/19/2023, 2:57 AMwith 17 comments

by SeanAndersonon 9/19/2023, 4:26 AM

> For instance, we solve nontrivial nonlinear PDEs (one HJB equation and one Black-Scholes equation) in 100,000 dimensions in 6 hours on a single GPU using SDGD with PINNs

100,000 dimensions? I thought there were like... 11 tops? https://imagine.gsfc.nasa.gov/science/questions/superstring....

(edit: oops, I misunderstood the context of dimensions here. my bad. thanks)

by Eliezeron 9/19/2023, 7:40 AM

Iiii do not think you should be able to solve the Schrodinger equation with thousands of dimensions in general on a non-quantum computer, what with that being a quantum-mechanical equation some of whose solutions would reflect quantum-hard problems?