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

1.8k citations

Showing 2019Show all

14 papers · 1 filter

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…

astro-ph.SR2019★ 9 cited

A well-balanced scheme for the simulation tool-kit A-MaZe: implementation, tests, and first applications to stellar structure

M. V. Popov, R. Walder, D. Folini +6

Characterizing stellar convection in multiple dimensions is a topic at the forefront of stellar astrophysics. Numerical simulations are an essential tool for this task. We present…

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.PR2019★ 2 cited

Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise

Arnulf Jentzen, Felix Lindner, Primož Pušnik

In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combina…

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…

cs.CE2019★ 63 cited

Solving high-dimensional optimal stopping problems using deep learning

Sebastian Becker, Patrick Cheridito, Arnulf Jentzen +1

Nowadays many financial derivatives, such as American or Bermudan options, are of early exercise type. Often the pricing of early exercise options gives rise to high-dimensional op…

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…

physics.comp-ph2019★ 167 cited

Deep learning observables in computational fluid dynamics

Kjetil O. Lye, Siddhartha Mishra, Deep Ray

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered…

math.PR2019★ 1 cited

Existence, uniqueness, and numerical approximations for stochastic Burgers equations

Sara Mazzonetto, Diyora Salimova

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial…

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…