Space-time error estimates for deep neural network approximations for differential equations
From MaRDI portal
Publication:2683168
DOI10.1007/s10444-022-09970-2MaRDI QIDQ2683168
Arnulf Jentzen, Philipp Grohs, Philipp Zimmermann, Fabian Hornung
Publication date: 3 February 2023
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.03833
65-XX: Numerical analysis
Related Items
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations, nnR, Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation, Lower bounds for artificial neural network approximations: a proof that shallow neural networks fail to overcome the curse of dimensionality, Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations
Uses Software
Cites Work
- Unnamed Item
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
- The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems
- DGM: a deep learning algorithm for solving partial differential equations
- Neural networks-based backward scheme for fully nonlinear PDEs
- Topological properties of the set of functions generated by neural networks of fixed size
- Solving the Kolmogorov PDE by means of deep learning
- Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing
- A theoretical analysis of deep neural networks and parametric PDEs
- Optimal approximation of piecewise smooth functions using deep ReLU neural networks
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- Nonparametric regression using deep neural networks with ReLU activation function
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations
- Error bounds for approximations with deep ReLU networks
- Machine learning for semi linear PDEs
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
- Solving Ordinary Differential Equations I
- Deep Splitting Method for Parabolic PDEs
- Solving high-dimensional partial differential equations using deep learning
- Solving high-dimensional optimal stopping problems using deep learning
- Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
- Deep optimal stopping