Arnulf Jentzen

About Arnulf Jentzen

Arnulf Jentzen, With an exceptional h-index of 49 and a recent h-index of 42 (since 2020), a distinguished researcher at Westfälische Wilhelms-Universität Münster, specializes in the field of Stochastic Analysis, Numerical Analysis, Applied and Computational Mathematics, PDEs, Computational Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Numerical Analysis Seminar

Non-convergence to global minimizers for Adam and stochastic gradient descent optimization and constructions of local minimizers in the training of artificial neural networks

Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing

Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions

An efficient Monte Carlo scheme for Zakai equations

Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory

Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation

Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz …

Arnulf Jentzen Information

University

Position

___

Citations(all)

9728

Citations(since 2020)

7751

Cited By

4959

hIndex(all)

49

hIndex(since 2020)

42

i10Index(all)

106

i10Index(since 2020)

95

Email

University Profile Page

Google Scholar

Arnulf Jentzen Skills & Research Interests

Stochastic Analysis

Numerical Analysis

Applied and Computational Mathematics

PDEs

Computational Finance

Top articles of Arnulf Jentzen

Numerical Analysis Seminar

2024/4/10

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Non-convergence to global minimizers for Adam and stochastic gradient descent optimization and constructions of local minimizers in the training of artificial neural networks

arXiv preprint arXiv:2402.05155

2024/2/7

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing

Mathematical Finance

2024/1

Sebastian Becker
Sebastian Becker

H-Index: 3

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions

Partial Differential Equations and Applications

2023/12

Sebastian Becker
Sebastian Becker

H-Index: 3

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

An efficient Monte Carlo scheme for Zakai equations

Communications in Nonlinear Science and Numerical Simulation

2023/11/1

Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory

arXiv preprint arXiv:2310.20360

2023/10/31

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation

Applied Mathematics and Computation

2023/10/15

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz …

arXiv preprint arXiv:2309.13722

2023/9/24

Lower bounds for artificial neural network approximations: A proof that shallow neural networks fail to overcome the curse of dimensionality

Journal of Complexity

2023/8/1

Philipp Grohs
Philipp Grohs

H-Index: 21

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

On the Itô-Alekseev-Gröbner formula for stochastic differential equations

2023/7/3

Martin Hutzenthaler
Martin Hutzenthaler

H-Index: 20

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

2023/4

Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations

Journal of Numerical Mathematics

2020/12/16

Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems

arXiv preprint arXiv:2303.03390

2023/3/3

Strong overall error analysis for the training of artificial neural networks via random initializations

Communications in Mathematics and Statistics

2023/3/2

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

On the existence of minimizers in shallow residual ReLU neural network optimization landscapes

arXiv preprint arXiv:2302.14690

2023/2/28

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Algorithmically Designed Artificial Neural Networks (ADANNs): Higher order deep operator learning for parametric partial differential equations

arXiv preprint arXiv:2302.03286

2023/2/7

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Space-time error estimates for deep neural network approximations for differential equations

Advances in Computational Mathematics

2023/2

Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation

Journal of Mathematical Analysis and Applications

2023/1/15

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

Convergence to good non-optimal critical points in the training of neural networks: Gradient descent optimization with one random initialization overcomes all bad non-global …

arXiv preprint arXiv:2212.13111

2022/12/26

Arnulf Jentzen
Arnulf Jentzen

H-Index: 33

An overview on deep learning-based approximation methods for partial differential equations

2020/12/22

See List of Professors in Arnulf Jentzen University(Westfälische Wilhelms-Universität Münster)

Co-Authors

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