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A Discussion on Solving Partial Differential Equations using Neural Networks

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arxiv 1904.07200 v1 pith:SDHOJMW5 submitted 2019-04-15 cs.LG cs.NAmath.NAstat.ML

classification cs.LGcs.NAmath.NAstat.ML
keywords neuralequationsnetworksdifferentialpartialpdessystemsinvestigates
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Can neural networks learn to solve partial differential equations (PDEs)? We investigate this question for two (systems of) PDEs, namely, the Poisson equation and the steady Navier--Stokes equations. The contributions of this paper are five-fold. (1) Numerical experiments show that small neural networks (< 500 learnable parameters) are able to accurately learn complex solutions for systems of partial differential equations. (2) It investigates the influence of random weight initialization on the quality of the neural network approximate solution and demonstrates how one can take advantage of this non-determinism using ensemble learning. (3) It investigates the suitability of the loss function used in this work. (4) It studies the benefits and drawbacks of solving (systems of) PDEs with neural networks compared to classical numerical methods. (5) It proposes an exhaustive list of possible directions of future work.

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  1. Deep neural network approximations for Monte Carlo algorithms

    math.NA 2019-08 conditional novelty 6.0 of 10

    A general theorem shows that neural networks inherit the absence of the curse of dimensionality from any discrete Monte Carlo scheme they can emulate, with applications to Kolmogorov PDEs.

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