Publication:2028689

DOI10.1007/S40687-021-00265-4zbMATH Open1477.46079arXiv2003.14308OpenAlexW3159353907WikidataQ115372631 ScholiaQ115372631MaRDI QIDQ2028689FDOQ2028689

Alec Dektor, D. Venturi

Publication date: 1 June 2021

Published in: Research in the Mathematical Sciences (Search for Journal in Brave)

Abstract: We present a rigorous convergence analysis for cylindrical approximations of nonlinear functionals, functional derivatives, and functional differential equations (FDEs). The purpose of this analysis is twofold: first, we prove that continuous nonlinear functionals, functional derivatives and FDEs can be approximated uniformly on any compact subset of a real Banach space admitting a basis by high-dimensional multivariate functions and high-dimensional partial differential equations (PDEs), respectively. Second, we show that the convergence rate of such functional approximations can be exponential, depending on the regularity of the functional (in particular its Fr'echet differentiability), and its domain. We also provide necessary and sufficient conditions for consistency, stability and convergence of cylindrical approximations to linear FDEs. These results open the possibility to utilize numerical techniques for high-dimensional systems such as deep neural networks and numerical tensor methods to approximate nonlinear functionals in terms of high-dimensional functions, and compute approximate solutions to FDEs by solving high-dimensional PDEs. Numerical examples are presented and discussed for prototype nonlinear functionals and for an initial value problem involving a linear FDE.

Full work available at URL: https://arxiv.org/abs/2003.14308

Mathematics Subject Classification ID

Continuous and differentiable maps in nonlinear functional analysis (46T20) Numerical solutions to equations with nonlinear operators (65J15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Applications of functional analysis in numerical analysis (46N40) Equations involving nonlinear operators (general) (47J05) Derivatives of functions in infinite-dimensional spaces (46G05)

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Cited In (11)

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• A mathematical technique for the \(N\)-fold differentiation of functions with a finite spectrum and its applications

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