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In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

In this paper, we study the deep Ritz method for solving the linear elasticity equation from a numerical analysis perspective. A modified Ritz formulation using the $H^{1/2}(\Gamma_D)$ norm is introduced and analyzed for linear elasticity…

Numerical Analysis · Mathematics 2023-08-02 Min Liu , Zhiqiang Cai , Karthik Ramani

In this work, we present some applications of random matrix theory for the training of deep neural networks. Recently, random matrix theory (RMT) has been applied to the overfitting problem in deep learning. Specifically, it has been shown…

Machine Learning · Computer Science 2023-03-17 Yitzchak Shmalo , Jonathan Jenkins , Oleksii Krupchytskyi

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

We study gradient-based regularization methods for neural networks. We mainly focus on two regularization methods: the total variation and the Tikhonov regularization. Applying these methods is equivalent to using neural networks to solve…

Machine Learning · Computer Science 2022-11-09 Lingfeng Li , Xue-Cheng Tai , Jiang Yang

We combine concepts from multilevel solvers for partial differential equations (PDEs) with neural network based deep learning and propose a new methodology for the efficient numerical solution of high-dimensional parametric PDEs. An…

Machine Learning · Computer Science 2023-04-05 Cosmas Heiß , Ingo Gühring , Martin Eigel

Deep neural networks are widely used prediction algorithms whose performance often improves as the number of weights increases, leading to over-parametrization. We consider a two-layered neural network whose first layer is frozen while the…

Machine Learning · Computer Science 2023-04-10 Roman Worschech , Bernd Rosenow

Multi-layer neural networks are among the most powerful models in machine learning, yet the fundamental reasons for this success defy mathematical understanding. Learning a neural network requires to optimize a non-convex high-dimensional…

Machine Learning · Statistics 2022-06-08 Song Mei , Andrea Montanari , Phan-Minh Nguyen

This paper focuses on the problem of Differentially Private Stochastic Optimization for (multi-layer) fully connected neural networks with a single output node. In the first part, we examine cases with no hidden nodes, specifically focusing…

Machine Learning · Computer Science 2023-10-13 Hanpu Shen , Cheng-Long Wang , Zihang Xiang , Yiming Ying , Di Wang

A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…

Numerical Analysis · Mathematics 2020-04-29 Yous van Halder , Benjamin Sanderse , Barry Koren

Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method…

Machine Learning · Computer Science 2020-06-19 Ravi G. Patel , Nathaniel A. Trask , Mamikon A. Gulian , Eric C. Cyr

Residual minimization is a widely used technique for solving Partial Differential Equations in variational form. It minimizes the dual norm of the residual, which naturally yields a saddle-point (min-max) problem over the so-called trial…

Numerical Analysis · Mathematics 2023-01-20 Carlos Uriarte , David Pardo , Ignacio Muga , Judit Muñoz-Matute

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Although the neural network (NN) technique plays an important role in machine learning, understanding the mechanism of NN models and the transparency of deep learning still require more basic research. In this study, we propose a novel…

Machine Learning · Computer Science 2023-11-10 Shuyue Guan , Murray Loew

Physics-informed machine learning and inverse modeling require the solution of ill-conditioned non-convex optimization problems. First-order methods, such as SGD and ADAM, and quasi-Newton methods, such as BFGS and L-BFGS, have been applied…

Numerical Analysis · Mathematics 2021-05-18 Kailai Xu , Eric Darve

DNNs have been quickly and broadly exploited to improve the data analysis quality in many complex science and engineering applications. Today's DNNs are becoming deeper and wider because of increasing demand on the analysis quality and more…

Computer Vision and Pattern Recognition · Computer Science 2019-04-24 Sian Jin , Sheng Di , Xin Liang , Jiannan Tian , Dingwen Tao , Franck Cappello

We present a neural network-based method for solving linear and nonlinear partial differential equations, by combining the ideas of extreme learning machines (ELM), domain decomposition and local neural networks. The field solution on each…

Numerical Analysis · Mathematics 2021-09-22 Suchuan Dong , Zongwei Li

Algebraic multigrid (AMG) methods are among the most efficient solvers for linear systems of equations and they are widely used for the solution of problems stemming from the discretization of Partial Differential Equations (PDEs). The most…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Paola F. Antonietti , Luca Dede'

Finding the optimal configuration of parameters in ResNet is a nonconvex minimization problem, but first-order methods nevertheless find the global optimum in the overparameterized regime. We study this phenomenon with mean-field analysis,…

Machine Learning · Computer Science 2021-11-30 Zhiyan Ding , Shi Chen , Qin Li , Stephen Wright

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham
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