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Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

数值分析 · 数学 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for…

机器学习 · 统计学 2018-04-20 Maziar Raissi

The use of deep learning methods for solving PDEs is a field in full expansion. In particular, Physical Informed Neural Networks, that implement a sampling of the physical domain and use a loss function that penalizes the violation of the…

机器学习 · 计算机科学 2021-12-08 Valentin Mercier , Serge Gratton , Pierre Boudier

Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferental equations (PIDEs) on state spaces of possibly high dimension $d$. Admissible PIDEs comprise…

数值分析 · 数学 2022-08-08 Lukas Gonon , Christoph Schwab

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

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…

系统与控制 · 电气工程与系统科学 2024-02-13 Petros Ellinas , Rahul Nellikath , Ignasi Ventura , Jochen Stiasny , Spyros Chatzivasileiadis

This paper establishes the nearly optimal rate of approximation for deep neural networks (DNNs) when applied to Korobov functions, effectively overcoming the curse of dimensionality. The approximation results presented in this paper are…

数值分析 · 数学 2023-11-09 Yahong Yang , Yulong Lu

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

数值分析 · 数学 2023-09-14 Yiran Wang , Suchuan Dong

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

数值分析 · 数学 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

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…

数值分析 · 数学 2025-01-22 T. De Ryck , S. Mishra , Y. Shang , F. Wang

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). In particular, most of the numerical approximation schemes studied in the scientific…

数值分析 · 数学 2019-11-11 Michael B. Giles , Arnulf Jentzen , Timo Welti

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

数值分析 · 数学 2018-04-06 Sharif Rahman

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…

数值分析 · 数学 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

The deep operator network (DeepONet) is a popular neural operator architecture that has shown promise in solving partial differential equations (PDEs) by using deep neural networks to map between infinite-dimensional function spaces. In the…

机器学习 · 计算机科学 2025-02-25 Luis Mandl , Somdatta Goswami , Lena Lambers , Tim Ricken

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…

数值分析 · 数学 2020-05-15 Gitta Kutyniok , Philipp Petersen , Mones Raslan , Reinhold Schneider

The curse of dimensionality is ubiquitous in both numerical and data-driven methods. This is particularly severe for space-time methods, which treat the combined space-time domain simultaneously. We investigate the effectiveness of a…

Deep neural networks have been widely used as universal approximators for functions with inherent physical structures, including permutation symmetry. In this paper, we construct symmetric deep neural networks to approximate symmetric…

机器学习 · 计算机科学 2025-11-18 Yulong Lu , Tong Mao , Jinchao Xu , Yahong Yang

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…

数理金融 · 定量金融 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

This article investigates the use of random feature neural networks for learning Kolmogorov partial (integro-)differential equations associated to Black-Scholes and more general exponential L\'evy models. Random feature neural networks are…

机器学习 · 计算机科学 2021-06-17 Lukas Gonon

The curse of dimensionality in the realm of association rules is twofold. Firstly, we have the well known exponential increase in computational complexity with increasing item set size. Secondly, there is a \emph{related curse} concerned…

人工智能 · 计算机科学 2018-05-16 Tom Hanika , Friedrich Martin Schneider , Gerd Stumme