Efficient Approximation of Solutions of Parametric Linear Transport Equations by ReLU DNNs

01/30/2020
by   Fabian Laakmann, et al.
0

We demonstrate that deep neural networks with the ReLU activation function can efficiently approximate the solutions of various types of parametric linear transport equations. For non-smooth initial conditions, the solutions of these PDEs are high-dimensional and non-smooth. Therefore, approximation of these functions suffers from a curse of dimension. We demonstrate that through their inherent compositionality deep neural networks can resolve the characteristic flow underlying the transport equations and thereby allow approximation rates independent of the parameter dimension.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
02/23/2021

Deep ReLU Neural Network Approximation for Stochastic Differential Equations with Jumps

Deep neural networks (DNNs) with ReLU activation function are proved to ...
research
11/25/2022

Optimal Approximation Rates for Deep ReLU Neural Networks on Sobolev Spaces

We study the problem of how efficiently, in terms of the number of param...
research
03/09/2021

Deep neural network approximation for high-dimensional parabolic Hamilton-Jacobi-Bellman equations

The approximation of solutions to second order Hamilton–Jacobi–Bellman (...
research
07/13/2022

Compositional Sparsity, Approximation Classes, and Parametric Transport Equations

Approximating functions of a large number of variables poses particular ...
research
02/07/2023

Efficient Parametric Approximations of Neural Network Function Space Distance

It is often useful to compactly summarize important properties of model ...
research
01/28/2021

Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential Lévy models

We study the expression rates of deep neural networks (DNNs for short) f...
research
06/12/2020

Sparse approximation of triangular transports on bounded domains

Let ρ and π be two probability measures on [-1,1]^d with positive and an...

Please sign up or login with your details

Forgot password? Click here to reset