It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning …
The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in …
T De Ryck, S Mishra - Advances in Neural Information …, 2022 - proceedings.neurips.cc
We propose a very general framework for deriving rigorous bounds on the approximation error for physics-informed neural networks (PINNs) and operator learning architectures such …
In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either …
Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial …
Abstract Physics-Informed Neural Networks (PINNs) have proven effective in solving partial differential equations (PDEs), especially when some data are available by seamlessly …
N Nüsken, L Richter - Partial differential equations and applications, 2021 - Springer
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton–Jacobi–Bellman equations. Building on recent machine learning inspired …
For a long time it has been well-known that high-dimensional linear parabolic partial differential equations (PDEs) can be approximated by Monte Carlo methods with a …
While physics-informed neural networks (PINNs) have been proven effective for low- dimensional partial differential equations (PDEs), the computational cost remains a hurdle in …