Related papers: Neural Network Approximations of PDEs Beyond Linea…
We establish a regularity theorem for second-order elliptic PDEs on $\mathbb{R}^{d}$ in spectral Barron spaces. Under mild ellipticity and smallness assumptions, the solution gains two additional orders of Barron regularity. As a corollary,…
Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…
Operator learning is a recent development in the simulation of Partial Differential Equations (PDEs) by means of neural networks. The idea behind this approach is to learn the behavior of an operator, such that the resulting neural network…
The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modeled into the equations as random coefficients. However, very often the variability of…
We develop a corrective mechanism for neural network approximation: the total available non-linear units are divided into multiple groups and the first group approximates the function under consideration, the second group approximates the…
Universal approximation theorems show that neural networks can approximate any continuous function; however, the number of parameters may grow exponentially with the ambient dimension, so these results do not fully explain the practical…
We develop a novel computational framework to approximate solution operators of evolution partial differential equations (PDEs). By employing a general nonlinear reduced-order model, such as a deep neural network, to approximate the…
We develop several deep learning algorithms for approximating families of parametric PDE solutions. The proposed algorithms approximate solutions together with their gradients, which in the context of mathematical finance means that the…
We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…
There has been a large amount of interest, both in the past and particularly recently, into the power of different families of universal approximators, e.g. ReLU networks, polynomials, rational functions. However, current research has…
Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
We demonstrate that deep neural networks with the ReLU activation function can efficiently approximate the solutions of various types of parametric linear transport equations. For non-smooth initial conditions, the solutions of these PDEs…
Accurate approximation of scalar-valued functions from sample points is a key task in computational science. Recently, machine learning with Deep Neural Networks (DNNs) has emerged as a promising tool for scientific computing, with…
Neural networks are versatile tools for computation, having the ability to approximate a broad range of functions. An important problem in the theory of deep neural networks is expressivity; that is, we want to understand the functions that…
We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…
In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we…
The purpose of this article is to develop a machinery to study the capacity of deep neural networks (DNNs) to approximate high-dimensional functions. In particular, we show that DNNs have the expressive power to overcome the curse of…
We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…
This paper investigates the approximation properties of shallow neural networks with activation functions that are powers of exponential functions. It focuses on the dependence of the approximation rate on the dimension and the smoothness…