Sizhou Wu
- Deep ReLU neural networks overcome the curse of dimensionality when approximating semilinear partial integro-differential equations
2023/10/24 by Ariel Neufeld, Tuan Anh Nguyen, Neufeld, Ariel +3 · 3 citations
Engineering · Physics and Astronomy · #Advanced Numerical Analysis Techniques #Advanced Numerical Methods in Computational Mathematics #Analysis of PDEs (math.AP) #FOS: Mathematics #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Probability (math.PR)
- Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
2024/05/08 by Ariel Neufeld, Neufeld, Ariel, Philipp Schmocker +3 · 3 citations
Engineering · Mathematics · Physics and Astronomy · #Advanced Numerical Methods in Computational Mathematics #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Mathematical Finance (q-fin.MF) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Numerical methods in inverse problems #Probability (math.PR)
- Multilevel Picard approximations overcome the curse of dimensionality in the numerical approximation of general semilinear PDEs with gradient-dependent nonlinearities
2023/11/20 by Ariel Neufeld, Tuan Anh Nguyen, Neufeld, Ariel +3 · 2 citations
Economics, Econometrics and Finance · Engineering · #Analysis of PDEs (math.AP) #FOS: Mathematics #Financial Risk and Volatility Modeling #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities
2023/10/19 by Ariel Neufeld, Sizhou Wu, Neufeld, Ariel +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #Analysis of PDEs (math.AP) #Differential Equations and Numerical Methods #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications