High-Dimensional PDE Solving on BSB (Black-Scholes-Barenblatt)
0.0048RL2 ErrorFS-PINNs
Evaluation Results
| Method | Links | |
|---|---|---|
| FS-PINNsConstraint=Hard constraint2026.05 | 0.0048 | |
| Un-EM-BSDEConstraint=Hard constraint2026.05 | 0.012 | |
| Heun-BSDEConstraint=Hard constraint2026.05 | 0.0201 | |
| FS-PINNsConstraint=Soft constraint2026.05 | 0.0478 | |
| Multi-Shot EM-BSDEConstraint=Hard constraint2026.05 | 0.0739 | |
| Un-EM-BSDEConstraint=Soft constraint2026.05 | 0.0814 | |
| Heun-BSDEConstraint=Soft constraint2026.05 | 0.103 | |
| Multi-Shot EM-BSDEConstraint=Soft constraint2026.05 | 0.1046 | |
| ShotgunConstraint=Hard constraint2026.05 | 0.1629 | |
| EM-BSDEConstraint=Hard constraint2026.05 | 0.3456 | |
| EM-BSDEConstraint=Soft constraint2026.05 | 0.3483 | |
| ShotgunConstraint=Soft constraint2026.05 | 39.9934 |