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20092026
most citedSolving high-dimensional partial differential equations using deep learning

1.8k citations · 7.5k across the 146 of their papers we have counts for

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13 papers · 1 filter

math.OC2025

ODE approximation for the Adam algorithm: General and overparametrized setting

Steffen Dereich, Arnulf Jentzen, Sebastian Kassing

The Adam optimizer is currently presumably the most popular optimization method in deep learning. In this article we develop an ODE based method to study the Adam optimizer in a fa…

math.OC2025

Adam symmetry theorem: characterization of the convergence of the stochastic Adam optimizer

Steffen Dereich, Thang Do, Arnulf Jentzen +1

Beside the standard stochastic gradient descent (SGD) method, the Adam optimizer due to Kingma & Ba (2014) is currently probably the best-known optimization method for the training…

math.OC2025

Asymptotic stability properties and a priori bounds for Adam and other gradient descent optimization methods

Steffen Dereich, Robin Graeber, Arnulf Jentzen +1

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in d…

math.NA2025

Error analysis for the deep Kolmogorov method

Iulian Cîmpean, Thang Do, Lukas Gonon +2

The deep Kolmogorov method is a simple and popular deep learning based method for approximating solutions of partial differential equations (PDEs) of the Kolmogorov type. In this w…

math.OC2025

Deep neural networks can provably solve Bellman equations for Markov decision processes without the curse of dimensionality

Arnulf Jentzen, Konrad Kleinberg, Thomas Kruse

Discrete time stochastic optimal control problems and Markov decision processes (MDPs) are fundamental models for sequential decision-making under uncertainty and as such provide t…

math.OC2025

PADAM: Parallel averaged Adam reduces the error for stochastic optimization in scientific machine learning

Arnulf Jentzen, Julian Kranz, Adrian Riekert

Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient…

math.NA2025

A brief review of the Deep BSDE method for solving high-dimensional partial differential equations

Jiequn Han, Arnulf Jentzen, Weinan E

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of t…

cs.LG2025

SAD Neural Networks: Divergent Gradient Flows and Asymptotic Optimality via o-minimal Structures

Julian Kranz, Davide Gallon, Steffen Dereich +1

We study gradient flows for loss landscapes of fully connected feedforward neural networks with commonly used continuously differentiable activation functions such as the logistic,…

math.OC2025

Sharp higher order convergence rates for the Adam optimizer

Steffen Dereich, Arnulf Jentzen, Adrian Riekert

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable…

cs.LG2025

Non-convergence to the optimal risk for Adam and stochastic gradient descent optimization in the training of deep neural networks

Thang Do, Arnulf Jentzen, Adrian Riekert

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relev…

cs.LG2025

On the logical skills of large language models: evaluations using arbitrarily complex first-order logic problems

Shokhrukh Ibragimov, Arnulf Jentzen, Benno Kuckuck

We present a method of generating first-order logic statements whose complexity can be controlled along multiple dimensions. We use this method to automatically create several data…

cs.LG2025

Mathematical analysis of the gradients in deep learning

Steffen Dereich, Thang Do, Arnulf Jentzen +1

Deep learning algorithms -- typically consisting of a class of deep artificial neural networks (ANNs) trained by a stochastic gradient descent (SGD) optimization method -- are nowa…

math.OC2025

Averaged Adam accelerates stochastic optimization in the training of deep neural network approximations for partial differential equation and optimal control problems

Steffen Dereich, Arnulf Jentzen, Adrian Riekert

Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent i…