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19992022
most citedSolving high-dimensional partial differential equations using deep learning

1.8k citations

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46 papers · 1 filter

math.NA2022

Monte Carlo convergence rates for th moments in Banach spaces

Kristin Kirchner, Christoph Schwab

We formulate standard and multilevel Monte Carlo methods for the th moment of a Banach space valued random variable , interpreted as…

math.NA2022★ 11 cited

Exponential Convergence of hp FEM for the Integral Fractional Laplacian in Polygons

Markus Faustmann, Carlo Marcati, Jens Markus Melenk +1

We prove exponential convergence in the energy norm of finite element discretizations for the integral fractional diffusion operator of order subject to homogene…

math.NA2022★ 4 cited

Exponential convergence of hp-FEM for the integral fractional Laplacian in 1D

Markus Faustmann, Carlo Marcati, Jens Markus Melenk +1

We prove weighted analytic regularity for the solution of the integral fractional Poisson problem on bounded intervals with analytic right-hand side. Based on this regularity resul…

math.NA2022★ 12 cited

De Rham compatible Deep Neural Network FEM

Marcello Longo, Joost A. A. Opschoor, Nico Disch +2

On general regular simplicial partitions of bounded polytopal domains , , we construct \emph{exact neural network (NN) emulations}…

math.NA2021★ 26 cited

Exponential Convergence of Deep Operator Networks for Elliptic Partial Differential Equations

Carlo Marcati, Christoph Schwab

We construct and analyze approximation rates of deep operator networks (ONets) between infinite-dimensional spaces that emulate with an exponential rate of convergence the coeffici…

math.NA2021★ 2 cited

On the approximation of functions by tanh neural networks

Tim De Ryck, Samuel Lanthaler, Siddhartha Mishra

We derive bounds on the error, in high-order Sobolev norms, incurred in the approximation of Sobolev-regular as well as analytic functions by neural networks with the hyperbolic ta…

math.NA2020★ 15 cited

Exponential Convergence of FEM for Spectral Fractional Diffusion in Polygons

Lehel Banjai, Jens M. Melenk, Christoph Schwab

For the spectral fractional diffusion operator of order in bounded, curvilinear polygonal domains we prove exponential convergence of two classes of discreti…

math.NA2020★ 20 cited

Exponential ReLU Neural Network Approximation Rates for Point and Edge Singularities

Carlo Marcati, Joost A. A. Opschoor, Philipp C. Petersen +1

We prove exponential expressivity with stable ReLU Neural Networks (ReLU NNs) in for weighted analytic function classes in certain polytopal domains , in space dimensio…

math.NA2020★ 5 cited

Second-order accurate TVD numerical methods for nonlocal nonlinear conservation laws

Ulrik Skre Fjordholm, Adrian Montgomery Ruf

We present a second-order accurate numerical method for a class of nonlocal nonlinear conservation laws called the "nonlocal pair-interaction model" which was recently introduced b…

math.NA2020★ 26 cited

Well-balanced finite volume schemes for nearly steady adiabatic flows

Luc Grosheintz-Laval, Roger Käppeli

We present well-balanced finite volume schemes designed to approximate the Euler equations with gravitation. They are based on a novel local steady state reconstruction. The scheme…

math.NA2020★ 35 cited

Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations

Sebastian Becker, Ramon Braunwarth, Martin Hutzenthaler +2

One of the most challenging issues in applied mathematics is to develop and analyze algorithms which are able to approximately compute solutions of high-dimensional nonlinear parti…

math.NA2020★ 2 cited

Space-time discontinuous Galerkin approximation of acoustic waves with point singularities

Pratyuksh Bansal, Andrea Moiola, Ilaria Perugia +1

We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains , possibly occupied by piecewise ho…

math.NA2019★ 23 cited

Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities

Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse

Partial differential equations (PDEs) are a fundamental tool in the modeling of many real world phenomena. In a number of such real world phenomena the PDEs under consideration con…

math.NA2019★ 31 cited

Uniform error estimates for artificial neural network approximations for heat equations

Lukas Gonon, Philipp Grohs, Arnulf Jentzen +2

Recently, artificial neural networks (ANNs) in conjunction with stochastic gradient descent optimization methods have been employed to approximately compute solutions of possibly r…

math.NA2019★ 44 cited

Full error analysis for the training of deep neural networks

Christan Beck, Arnulf Jentzen, Benno Kuckuck

Deep learning algorithms have been applied very successfully in recent years to a range of problems out of reach for classical solution paradigms. Nevertheless, there is no complet…

math.NA2019★ 17 cited

Statistical solutions of the incompressible Euler equations

Samuel Lanthaler, Siddhartha Mishra, Carlos Parés-Pulido

We propose and study the framework of dissipative statistical solutions for the incompressible Euler equations. Statistical solutions are time-parameterized probability measures on…

math.NA2019★ 16 cited

Deep neural network approximations for Monte Carlo algorithms

Philipp Grohs, Arnulf Jentzen, Diyora Salimova

Recently, it has been proposed in the literature to employ deep neural networks (DNNs) together with stochastic gradient descent methods to approximate solutions of PDEs. There are…

math.NA2019★ 12 cited

Convergence rates of monotone schemes for conservation laws with discontinuous flux

Jayesh Badwaik, Adrian Montgomery Ruf

We prove that a class of monotone finite volume schemes for scalar conservation laws with discontinuous flux converge at a rate of in , whenever the flux…

math.NA2019★ 3 cited

Elastic energy regularization for inverse obstacle scattering problems

Julian Eckhardt, Ralf Hiptmair, Thorsten Hohage +2

By introducing a shape manifold as a solution set to solve inverse obstacle scattering problems we allow the reconstruction of general, not necessarily star-shaped curves. The bend…

math.NA2019★ 6 cited

On the convergence of the spectral viscosity method for the two-dimensional incompressible Euler equations with rough initial data

Samuel Lanthaler, Siddhartha Mishra

We propose a spectral viscosity method to approximate the two-dimensional Euler equations with rough initial data and prove that the method converges to a weak solution for a large…

math.NA2019★ 84 cited

A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse +1

Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial differential…

math.NA2018★ 13 cited

Low-rank Riemannian eigensolver for high-dimensional Hamiltonians

Maxim Rakhuba, Alexander Novikov, Ivan Oseledets

Such problems as computation of spectra of spin chains and vibrational spectra of molecules can be written as high-dimensional eigenvalue problems, i.e., when the eigenvector can b…

math.NA2018★ 153 cited

A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

Philipp Grohs, Fabian Hornung, Arnulf Jentzen +1

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recogniti…

math.NA2018★ 83 cited

Solving the Kolmogorov PDE by means of deep learning

Christian Beck, Sebastian Becker, Philipp Grohs +2

Stochastic differential equations (SDEs) and the Kolmogorov partial differential equations (PDEs) associated to them have been widely used in models from engineering, finance, and…