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We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in `{C}esaro sense. In such a case, the averaged coefficients could be discontinuous. We use probabilistic approach based on weak convergence for the associated backward stochastic differential equation in the S-topology to derive the averaged PDE. However, since the averaged coefficients are discontinuous, the classical viscosity solution is not defined for the averaged PDE. We then use the notion of $L^p-$viscosity solution introduced in cite{CCKS}. We use BSDEs techniques to establish the existence of $L^p-$viscosity solution for the averaged PDE. We establish weak continuity for the flow of the limit diffusion process and related the PDE limit to the backward stochastic differential equation via the representation of $L^p$-viscosity solution.
Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point problem by usi
A new class of explicit Milstein schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these explici
A conjecture appears in cite{milsteinscheme}, in the form of a remark, where it is stated that it is possible to construct, in a specified way, any high order explicit numerical schemes to approximate the solutions of SDEs with superlinear coefficien
Consider an infinite system [partial_tu_t(x)=(mathscr{L}u_t)(x)+ sigmabigl(u_t(x)bigr)partial_tB_t(x)] of interacting It^{o} diffusions, started at a nonnegative deterministic bounded initial profile. We study local and global features of the solutio
Linear systems with large differences between coefficients (discontinuous coefficients) arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to solving such pr