홈 › Papers

Multilevel Picard approximations and deep neural networks with ReLU, leaky ReLU, and softplus activation overcome the curse of dimensionality when approximating semilinear parabolic partial differential equations in $L^p$-sense

We prove that multilevel Picard approximations and deep neural networks with ReLU, leaky ReLU, and softplus activation are capable of approximating solutions of semilinear Kolmogorov PDEs in $L^\mathfrak{p}$-sense, $\mathfrak{p}\in [2,\infty)$, in the case of gradient-independent, Lipschitz-continuous nonlinearities, while the computational effort of the multilevel Picard approximations and the required number of parameters in the neural networks grow at most polynomially in both dimension $d\in \mathbb{N}$ and reciprocal of the prescribed accuracy $\epsilon$.

Code (0)

등록된 구현이 없습니다.

Methods 이 논문이 사용한 방법론

Similar Papers 제목 키워드 기반