activity
20092023
most citedA proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

153 citations · 899 across the 45 of their papers we have counts for

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Showing 2020Show all

5 papers · 1 filter

cs.LG2020

Approximations with deep neural networks in Sobolev time-space

Ahmed Abdeljawad, Philipp Grohs

Solutions of evolution equation generally lies in certain Bochner-Sobolev spaces, in which the solution may has regularity and integrability properties for the time variable that c…

cs.LG2020★ 5 cited

Numerically Solving Parametric Families of High-Dimensional Kolmogorov Partial Differential Equations via Deep Learning

Julius Berner, Markus Dablander, Philipp Grohs

We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is ba…

math.NA2020

Deep neural network approximation for high-dimensional elliptic PDEs with boundary conditions

Philipp Grohs, Lukas Herrmann

In recent work it has been established that deep neural networks are capable of approximating solutions to a large class of parabolic partial differential equations without incurri…

math.FA2020

Phase Transitions in Rate Distortion Theory and Deep Learning

Philipp Grohs, Andreas Klotz, Felix Voigtlaender

Rate distortion theory is concerned with optimally encoding a given signal class using a budget of bits, as . We say that can be compres…

math.FA2020★ 29 cited

Injectivity of Gabor phase retrieval from lattice measurements

Philipp Grohs, Lukas Liehr

We establish novel uniqueness results for the Gabor phase retrieval problem: if denotes the Gabor transform then every $f \in…