Related papers: Deep neural network approximation for high-dimensi…
Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…
In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…
In this article we propose a new deep learning approach to approximate operators related to parametric partial differential equations (PDEs). In particular, we introduce a new strategy to design specific artificial neural network (ANN)…
Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of…
Utilizing physics-informed neural networks (PINN) to solve partial differential equations (PDEs) becomes a hot issue and also shows its great powers, but still suffers from the dilemmas of limited predicted accuracy in the sampling domain…
We show that deep convolutional neural networks (CNN) can massively outperform traditional densely-connected neural networks (both deep or shallow) in predicting eigenvalue problems in mechanics. In this sense, we strike out in a new…
Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…
In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…
Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game…
Within the family of explainable machine-learning, we present Fredholm neural networks (Fredholm NNs): deep neural networks (DNNs) architectures motivated by fixed-point iteration schemes for the solution of linear and nonlinear Fredholm…
Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches for solving high-dimensional PDEs through…
This paper addresses the problem of nearly optimal Vapnik--Chervonenkis dimension (VC-dimension) and pseudo-dimension estimations of the derivative functions of deep neural networks (DNNs). Two important applications of these estimations…
We present approximation results and numerical experiments for the use of randomized neural networks within physics-informed extreme learning machines to efficiently solve high-dimensional PDEs, demonstrating both high accuracy and low…
It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…
Deep neural networks have become increasingly successful at solving classic perception problems such as object recognition, semantic segmentation, and scene understanding, often reaching or surpassing human-level accuracy. This success is…
Evolutional deep neural networks (EDNN) solve partial differential equations (PDEs) by marching the network representation of the solution fields, using the governing equations. Use of a single network to solve coupled PDEs on large domains…
Deep neural networks (DNNs) have recently emerged as effective tools for approximating solution operators of partial differential equations (PDEs) including evolutionary problems. Classical numerical solvers for such PDEs often face…
The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile,…
Semiparametric statistics play a pivotal role in a wide range of domains, including but not limited to missing data, causal inference, and transfer learning, to name a few. In many settings, semiparametric theory leads to (nearly)…
In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…