Deep backward multistep high-order regression methods for high dimensional nonlinear parabolic partial differential equations

Qiang Han, Shaolin Ji, Zihao Xv

We propose a deep backward multistep high-order regression (MHDBR) method for semilinear parabolic partial differential equations through their backward stochastic differential equation representations. The method combines multistep time discretization with regression targets formed by conditional expectations. Under explicit regularity, starting-value, forward-approximation and network-moment assumptions, we prove an error bound separating time discretization, conditional Monte Carlo sampling and neural-network approximation. The analysis assumes exact population minimization; finite-training-sample generalization and optimization errors are not included. For generators independent of the gradient variable, suitably constrained GroupSort networks and sufficiently large conditional sample sizes give order $J$ in the stated nodal $L^2$ error norm. The required network sizes depend on dimension, so this result does not establish dimension-independent complexity. We present a reproducible time-discretization test satisfying the analytical assumptions and three broader neural-network benchmarks, whose relation to the assumptions is discussed explicitly.