Deep Petrov-Galerkin Method for Solving Partial Differential Equations

01/31/2022
by   Yong Shang, et al.
Xi'an Jiaotong University
0

Deep neural networks are powerful tools for approximating functions, and they are applied to successfully solve various problems in many fields. In this paper, we propose a neural network-based numerical method to solve partial differential equations. In this new framework, the method is designed on weak formulations, and the unknown functions are approximated by deep neural networks and test functions can be chosen by different approaches, for instance, basis functions of finite element methods, neural networks, and so on. Because the spaces of trial function and test function are different, we name this new approach by Deep Petrov-Galerkin Method (DPGM). The resulted linear system is not necessarily to be symmetric and square, so the discretized problem is solved by a least-square method. Take the Poisson problem as an example, mixed DPGMs based on several mixed formulations are proposed and studied as well. In addition, we apply the DPGM to solve two classical time-dependent problems based on the space-time approach, that is, the unknown function is approximated by a neural network, in which temporal variable and spatial variables are treated equally, and the initial conditions are regarded as boundary conditions for the space-time domain. Finally, several numerical examples are presented to show the performance of the DPGMs, and we observe that this new method outperforms traditional numerical methods in several aspects.

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