惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

大猫的无限游戏
大猫的无限游戏
U
Unit 42
T
Tailwind CSS Blog
罗磊的独立博客
WordPress大学
WordPress大学
小众软件
小众软件
Recent Announcements
Recent Announcements
博客园 - 聂微东
Jina AI
Jina AI
云风的 BLOG
云风的 BLOG
博客园 - 【当耐特】
爱范儿
爱范儿
Microsoft Azure Blog
Microsoft Azure Blog
GbyAI
GbyAI
V
V2EX
博客园 - 三生石上(FineUI控件)
I
InfoQ
雷峰网
雷峰网
G
Google Developers Blog
阮一峰的网络日志
阮一峰的网络日志
B
Blog
腾讯CDC
A
About on SuperTechFans
博客园 - 叶小钗

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Space-time deep neural network approximations for high-di...
Fabian Hornung, Arnulf Jentzen, Diyora Salimova · 2020-06-03 · via math.PR updates on arXiv.org

It is one of the most challenging issues in applied mathematics to approximately solve high-dimensional partial differential equations (PDEs) and most of the numerical approximation methods for PDEs in the scientific literature suffer from the so-called curse of dimensionality in the sense that the number of computational operations employed in the corresponding approximation scheme to obtain an approximation precision $\varepsilon>0$ grows exponentially in the PDE dimension and/or the reciprocal of $\varepsilon$. Recently, certain deep learning based approximation methods for PDEs have been proposed and various numerical simulations for such methods suggest that deep neural network (DNN) approximations might have the capacity to indeed overcome the curse of dimensionality in the sense that the number of real parameters used to describe the approximating DNNs grows at most polynomially in both the PDE dimension $d\in\mathbb{N}$ and the reciprocal of the prescribed accuracy $\varepsilon>0$. There are now also a few rigorous results in the scientific literature which substantiate this conjecture by proving that DNNs overcome the curse of dimensionality in approximating solutions of PDEs. Each of these results establishes that DNNs overcome the curse of dimensionality in approximating suitable PDE solutions at a fixed time point $T>0$ and on a compact cube $[a,b]^d$ in space but none of these results provides an answer to the question whether the entire PDE solution on $[0,T]\times [a,b]^d$ can be approximated by DNNs without the curse of dimensionality. It is precisely the subject of this article to overcome this issue. More specifically, the main result of this work in particular proves for every $a\in\mathbb{R}$, $ b\in (a,\infty)$ that solutions of certain Kolmogorov PDEs can be approximated by DNNs on the space-time region $[0,T]\times [a,b]^d$ without the curse of dimensionality.