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The rational numbers, remember, consist of all the numbers that can be written as a fraction. So for the equation x 2 + y 2 = 1, one rational solution is x = 3/5 and y = 4/5.

Standard deterministic approximation methods like finite differences or finite elements suffer from the curse of dimensionality in the sense that the computational effort grows exponentially in the dimension. Abstract One of the most challenging problems in applied mathematics is the approximate solution of nonlinear partial differential equations PDEs in high dimensions.

The curse of equations

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A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial differential equations (PDEs), which are widely used in finance, engineering, and natural sciences. In particular, simulations indicate that algorithms based on deep learning overcome the curse of dimensionality in the numerical approximation of solutions of semilinear PDEs. For certain linear PDEs it has also been proved mathematically that deep neural networks overcome the curse of dimensionality in the numerical approximation of solutions of such linear PDEs. The key contribution of this article is to rigorously prove this for the first time for a class of nonlinear PDEs. More precisely, we prove in the case of semilinear heat equations with gradient-independent nonlinearities that the numbers of parameters of the employed deep neural networks grow at most polynomially in both the PDE dimension and the reciprocal of the prescribed approximation accuracy. Our proof relies on recently introduced full history recursive multilevel Picard approximations for semilinear PDEs.

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Lumberjacks muskegon

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lumberjacks muskegon

lumberjacks muskegon

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