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This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises. The first chapter shows that financial recessions are typically characterised by a large r ...
Despite the widespread empirical success of ResNet, the generalization properties of deep ResNet are rarely explored beyond the lazy training regime. In this work, we investigate scaled ResNet in the limit of infinitely deep and wide neural networks, of wh ...
The transmission eigenvalue problem is a system of two second-order elliptic equations of two unknowns equipped with the Cauchy data on the boundary. In this work, we establish the Weyl law for the eigenvalues and the completeness of the generalized eigenf ...
vanishing viscosity, networks. This work has received funding from the Alexander von Humboldt-Professorship program, the Transregio 154 Project "Mathematical Modelling, Simulation and Optimization Using the Example of Gas Networks" of the DFG, the grant PI ...
The finite element method is a well-established method for the numerical solution of partial differential equations (PDEs), both linear and nonlinear. However, the repeated re -assemblage of finite element matrices for nonlinear PDEs is frequently pointed ...
We establish shape holomorphy results for general weakly- and hyper-singular boundary integral operators arising from second-order partial differential equations in unbounded two-dimensional domains with multiple finite-length open arcs. After recasting th ...
We propose a local, non -intrusive model order reduction technique to accurately approximate the solution of coupled multi -component parametrized systems governed by partial differential equations. Our approach is based on the approximation of the boundar ...
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
In this thesis, we propose and analyze novel numerical algorithms for solving three different high-dimensional problems involving tensors. The commonality of these problems is that the tensors can potentially be well approximated in low-rank formats. Ident ...
We initiate the study of neural network quantum state algorithms for analyzing continuous-variable quantum systems in which the quantum degrees of freedom correspond to coordinates on a smooth manifold. A simple family of continuous-variable trial wavefunc ...
