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In recent work it has been established that deep neural networks are capable of approximating solutions to a large class of parabolic partial differential equations without incurring the curse of dimension. However, all this work has been restricted to problems formulated on the whole Euclidean domain. On the other hand, most problems in engineering and the sciences are formulated on finite domains and subjected to boundary conditions. The present paper considers an important such model problem, namely the Poisson equation on a domain $Dsubset mathbb{R}^d$ subject to Dirichlet boundary conditions. It is shown that deep neural networks are capable of representing solutions of that problem without incurring the curse of dimension. The proofs are based on a probabilistic representation of the solution to the Poisson equation as well as a suitable sampling method.
The approximation of solutions to second order Hamilton--Jacobi--Bellman (HJB) equations by deep neural networks is investigated. It is shown that for HJB equations that arise in the context of the optimal control of certain Markov processes the solu
Designing an optimal deep neural network for a given task is important and challenging in many machine learning applications. To address this issue, we introduce a self-adaptive algorithm: the adaptive network enhancement (ANE) method, written as loo
In this paper, we study adaptive neuron enhancement (ANE) method for solving self-adjoint second-order elliptic partial differential equations (PDEs). The ANE method is a self-adaptive method generating a two-layer spline NN and a numerical integrati
In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM), and its local kernel variants, to approximate second-order differential operators defined on smooth manifolds with boundaries that naturally arise in elliptic PD
Various phenomena in biology, physics, and engineering are modeled by differential equations. These differential equations including partial differential equations and ordinary differential equations can be converted and represented as integral equat