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Solving PDEs on Unknown Manifolds with Machine Learning

by   Senwei Liang, et al.

This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated as a supervised learning task to solve a least-squares regression problem that imposes an algebraic equation approximating a PDE (and boundary conditions if applicable). This algebraic equation involves a graph-Laplacian type matrix obtained via DM asymptotic expansion, which is a consistent estimator of second-order elliptic differential operators. The resulting numerical method is to solve a highly non-convex empirical risk minimization problem subjected to a solution from a hypothesis space of neural-network type functions. In a well-posed elliptic PDE setting, when the hypothesis space consists of feedforward neural networks with either infinite width or depth, we show that the global minimizer of the empirical loss function is a consistent solution in the limit of large training data. When the hypothesis space is a two-layer neural network, we show that for a sufficiently large width, the gradient descent method can identify a global minimizer of the empirical loss function. Supporting numerical examples demonstrate the convergence of the solutions and the effectiveness of the proposed solver in avoiding numerical issues that hampers the traditional approach when a large data set becomes available, e.g., large matrix inversion.


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