MC-Nonlocal-PINNs: handling nonlocal operators in PINNs via Monte Carlo sampling

12/26/2022

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by   Xiaodong Feng, et al.

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Chinese Academy of Science

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Shandong Economic University

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We propose, Monte Carlo Nonlocal physics-informed neural networks (MC-Nonlocal-PINNs), which is a generalization of MC-fPINNs in <cit.>, for solving general nonlocal models such as integral equations and nonlocal PDEs. Similar as in MC-fPINNs, our MC-Nonlocal-PINNs handle the nonlocal operators in a Monte Carlo way, resulting in a very stable approach for high dimensional problems. We present a variety of test problems, including high dimensional Volterra type integral equations, hypersingular integral equations and nonlocal PDEs, to demonstrate the effectiveness of our approach.