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20032023
most citedIsotropic Gaussian random fields on the sphere: Regularity, fast simulation and stochastic partial differential equations

142 citations · 696 across the 46 of their papers we have counts for

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Showing 2021Show all

6 papers · 1 filter

math.AP2021★ 16 cited

Weighted analytic regularity for the integral fractional Laplacian in polygons

Markus Faustmann, Carlo Marcati, Jens Markus Melenk +1

We prove weighted analytic regularity of solutions to the Dirichlet problem for the integral fractional Laplacian in polygons with analytic right-hand side. We localize the problem…

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

Deep Learning in High Dimension: Neural Network Approximation of Analytic Functions in

Christoph Schwab, Jakob Zech

For artificial deep neural networks, we prove expression rates for analytic functions in the norm of where $d\in {\mathbb{N}}\…

math.ST2021★ 5 cited

Multilevel approximation of Gaussian random fields: Covariance compression, estimation and spatial prediction

Helmut Harbrecht, Lukas Herrmann, Kristin Kirchner +1

Centered Gaussian random fields (GRFs) indexed by compacta such as smooth, bounded Euclidean domains or smooth, compact and orientable manifolds are determined by their covariance…

math.NA2021

Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations

Lukas Gonon, Christoph Schwab

Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferental equations (PIDEs) on state space…

math.NA2021

Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential Lévy models

Lukas Gonon, Christoph Schwab

We study the expression rates of deep neural networks (DNNs for short) for option prices written on baskets of risky assets, whose log-returns are modelled by a multivariate Lé…