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20082023
most citedDGM: A deep learning algorithm for solving partial differential equations

2.3k citations · 2.7k across the 51 of their papers we have counts for

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Showing 2022Show all

5 papers · 1 filter

cs.LG2022

Normalization effects on deep neural networks

Jiahui Yu, Konstantinos Spiliopoulos

We study the effect of normalization on the layers of deep neural networks of feed-forward type. A given layer with hidden units is allowed to be normalized by $1/N_{i}…

math.PR2022

Fluctuation analysis for particle-based stochastic reaction-diffusion models

Max Heldman, Samuel Isaacson, Jingwei Ma +1

Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspo…

math.PR2022

Moderate deviation principle for multiscale systems driven by fractional Brownian motion

Solesne Bourguin, Thanh Dang, Konstantinos Spiliopoulos

In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical systems where the slow motion is governed by small fractional Brownian motion (fBm…

math.PR2022

Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime

Ioannis Gasteratos, Michael Salins, Konstantinos Spiliopoulos

We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighbo…

math.PR2022★ 1 cited

Rate of homogenization for fully-coupled McKean-Vlasov SDEs

Zachary Bezemek, Konstantinos Spiliopoulos

We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence r…