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Invited Talk
in
Workshop: Continuous Time Perspectives in Machine Learning

Deep neural network approximations for PDEs

Diyora Salimova


Abstract:

Most of the numerical approximation methods for PDEs in the scientific literature suffer from the so-called curse of dimensionality (CoD) in the sense that the number of computational operations and/or the number of parameters employed in the corresponding approximation scheme grows exponentially in the PDE dimension and/or the reciprocal of the desired approximation precision. 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 CoD in the sense that the number of real parameters used to describe the approximating DNNs grows at most polynomially in both the PDE dimension and the reciprocal of the prescribed approximation accuracy. In this talk, we show that solutions of suitable Kolmogorov PDEs can be approximated by DNNs without the CoD.

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