Philippe von Wurstemberger

MaRDI QIDQ2201473zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing Mathematical Finance	2024-01-18	Paper
An Overview on Machine Learning Methods for Partial Differential Equations: from Physics Informed Neural Networks to Deep Operator Learning (available as arXiv preprint)	2024-01-01	Paper
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations Memoirs of the American Mathematical Society	2023-04-26	Paper
Algorithmically Designed Artificial Neural Networks (ADANNs): Higher order deep operator learning for parametric partial differential equations	2023-02-07	Paper
Algorithmically Designed Artificial Neural Networks (ADANNs): Higher order deep operator learning for parametric partial differential equations (available as arXiv preprint)	2023-01-01	Paper
Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations Communications in Computational Physics	2021-11-02	Paper
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences	2021-10-29	Paper
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences	2021-10-29	Paper
Strong error analysis for stochastic gradient descent optimization algorithms IMA Journal of Numerical Analysis	2021-02-24	Paper
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations	2020-12-08	Paper
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks Electronic Journal of Probability	2020-09-29	Paper
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks Electronic Journal of Probability	2020-09-29	Paper
Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates Journal of Complexity	2020-03-03	Paper
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations (available as arXiv preprint)	2020-01-01	Paper
A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations (available as arXiv preprint)	2018-09-07	Paper

Research outcomes over time

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