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In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…
In the past few years we have derived asymptotic expansions for lambda_d of the dimer problem and lambda_d(p) of the monomer-dimer problem. The many expansions so far computed are collected herein. We shine a light on results in two…
In this paper, we propose a novel implicit semantic data augmentation (ISDA) approach to complement traditional augmentation techniques like flipping, translation or rotation. Our work is motivated by the intriguing property that deep…
Pre-trained deep image representations are useful for post-training tasks such as classification through transfer learning, image retrieval, and object detection. Data augmentations are a crucial aspect of pre-training robust…
In this paper, we present a probabilistic numerical method for a class of forward utilities in a stochastic factor model. For this purpose, we use the representation of dynamic consistent utilities with mean of ergodic Backward Stochastic…
We present a new asymptotic strategy for general micro-macro models which analyze complex viscoelastic fluids governed by coupled multiscale dynamics. In such models, the elastic stress appearing in the macroscopic continuum equation is…
We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…
We established and estimate the full asymptotic expansion in integer powers of 1 N of the [ $\sqrt$ N ] first marginals of N-body evolutions lying in a general paradigm containing Kac models and non-relativistic quantum evolution. We prove…
Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used…
Deep learning methods based on backward stochastic differential equations (BSDEs) have emerged as competitive alternatives to physics-informed neural networks (PINNs) for solving high-dimensional partial differential equations (PDEs). By…
Uniform asymptotic expansions are derived for the zeros of the reverse generalized Bessel polynomials of large degree $n$ and real parameter $a$. It is assumed that $-\Delta_{1} n+\frac{3}{2} \leq a \leq \Delta_{2} n$ for fixed arbitrary…
We consider the Faddeev-Green function in the three-dimensional space and in a slab, and we construct formal asymptotic expansions for the large complex parameter appearing in this function. The basic idea of the construction is to express…
In recent years, deep neural networks have significantly impacted the seismic interpretation process. Due to the simple implementation and low interpretation costs, deep neural networks are an attractive component for the common…
This article proposes a new approximation scheme for quadratic-growth BSDEs in a Markovian setting by connecting a series of semi-analytic asymptotic expansions applied to short-time intervals. Although there remains a condition which needs…
We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson's lemma, Laplace's method, the saddle point method, and the method of stationary phase. Certain developments in the field of…
Despite the fast advances in high-sigma yield analysis with the help of machine learning techniques in the past decade, one of the main challenges, the curse of dimensionality, which is inevitable when dealing with modern large-scale…
This paper develops further and systematically the asymptotic expansion theory that was initiated by Foias and Saut in [11]. We study the long-time dynamics of a large class of dissipative systems of nonlinear ordinary differential…
This work addresses flexibility in deep learning by means of transductive reasoning. For adaptation to new data and tasks, e.g., in continual learning, existing methods typically involve tuning learnable parameters or complete re-training…
Deep metric learning techniques have been used for visual representation in various supervised and unsupervised learning tasks through learning embeddings of samples with deep networks. However, classic approaches, which employ a fixed…