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Neural networks with randomly generated hidden weights (RaNNs) have been extensively studied, both as a standalone learning method and as an initialization for fully trainable deep learning methods. In this work, we study RaNN expressivity…

Numerical Analysis · Mathematics 2026-05-26 Muhammed Ali Mehmood , Lukas Gonon

Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…

Numerical Analysis · Mathematics 2020-10-27 Bryce Chudomelka , Youngjoon Hong , Hyunwoo Kim , Jinyoung Park

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

We perform a comprehensive numerical study of the effect of approximation-theoretical results for neural networks on practical learning problems in the context of numerical analysis. As the underlying model, we study the…

Numerical Analysis · Mathematics 2020-04-28 Moritz Geist , Philipp Petersen , Mones Raslan , Reinhold Schneider , Gitta Kutyniok

We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent…

Numerical Analysis · Mathematics 2020-05-15 Gitta Kutyniok , Philipp Petersen , Mones Raslan , Reinhold Schneider

We propose in this work the gradient-enhanced deep neural networks (DNNs) approach for function approximations and uncertainty quantification. More precisely, the proposed approach adopts both the function evaluations and the associated…

Machine Learning · Computer Science 2022-11-09 Xiaodong Feng , Li Zeng

Deep neural networks (DNNs) have achieved great success in the area of computer vision. The disparity estimation problem tends to be addressed by DNNs which achieve much better prediction accuracy in stereo matching than traditional…

Computer Vision and Pattern Recognition · Computer Science 2020-03-25 Qiang Wang , Shaohuai Shi , Shizhen Zheng , Kaiyong Zhao , Xiaowen Chu

Deep neural networks (DNNs) achieve impressive results for complicated tasks like object detection on images and speech recognition. Motivated by this practical success, there is now a strong interest in showing good theoretical properties…

Machine Learning · Statistics 2020-06-16 Michael Kohler , Adam Krzyzak , Sophie Langer

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

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…

Machine Learning · Computer Science 2021-03-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

Efficient algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the curse of dimensionality. We extend the forward-backward stochastic neural networks…

Numerical Analysis · Mathematics 2024-06-21 Yangtao Deng , Qiaolin He

The fractional Laplacian has been strongly studied during past decades. In this paper we present a different approach for the associated Dirichlet problem, using recent deep learning techniques. In fact, intensively PDEs with a stochastic…

Analysis of PDEs · Mathematics 2022-07-04 Nicolás Valenzuela

We propose a learning paradigm for the numerical approximation of differential invariants of planar curves. Deep neural-networks' (DNNs) universal approximation properties are utilized to estimate geometric measures. The proposed framework…

Computer Vision and Pattern Recognition · Computer Science 2023-03-08 Roy Velich , Ron Kimmel

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…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

We show the existence of a deep neural network capable of approximating a wide class of high-dimensional approximations. The construction of the proposed neural network is based on a quasi-optimal polynomial approximation. We show that this…

Numerical Analysis · Mathematics 2019-12-09 Joseph Daws , Clayton Webster

Recent research works for solving partial differential equations (PDEs) with deep neural networks (DNNs) have demonstrated that spatiotemporal function approximators defined by auto-differentiation are effective for approximating nonlinear…

Numerical Analysis · Mathematics 2021-09-21 Haoxiang Huang , Yingjie Liu , Vigor Yang

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic…

Optimization and Control · Mathematics 2019-06-13 Ziyi Wang , Keuntaek Lee , Marcus A. Pereira , Ioannis Exarchos , Evangelos A. Theodorou

Verification of Neural Networks (NNs) that approximate the solution of Partial Differential Equations (PDEs) is a major milestone towards enhancing their trustworthiness and accelerating their deployment, especially for safety-critical…

Systems and Control · Electrical Eng. & Systems 2024-02-13 Petros Ellinas , Rahul Nellikath , Ignasi Ventura , Jochen Stiasny , Spyros Chatzivasileiadis

Artificial Neuronal Networks are models widely used for many scientific tasks. One of the well-known field of application is the approximation of high-dimensional problems via Deep Learning. In the present paper we investigate the Deep…

Numerical Analysis · Mathematics 2021-10-06 F. Calabrò , S. Cuomo , F. Giampaolo , S. Izzo , C. Nitsch , F. Piccialli , C. Trombetti