Journal of Computational and Applied Mathematics2022,Vol.40518.DOI:10.1016/j.cam.2021.113887

Optimally weighted loss functions for solving PDEs with Neural Networks

van der Meer, Remco W. Oosterlee, Cornelis Borovykh, Anastasia
Journal of Computational and Applied Mathematics2022,Vol.40518.DOI:10.1016/j.cam.2021.113887

Optimally weighted loss functions for solving PDEs with Neural Networks

van der Meer, Remco W. 1Oosterlee, Cornelis 2Borovykh, Anastasia3
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作者信息

  • 1. CWI
  • 2. Univ Utrecht
  • 3. Univ Warwick
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Abstract

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks (Raissi et al., 2007). We introduce a generalization for these methods that manifests as a scaling parameter which balances the relative importance of the different constraints imposed by partial differential equations. A mathematical motivation of these generalized methods is provided, which shows that for linear and well-posed partial differential equations, the functional form is convex. We then derive a choice for the scaling parameter that is optimal with respect to a measure of relative error. Because this optimal choice relies on having full knowledge of analytical solutions, we also propose a heuristic method to approximate this optimal choice. The proposed methods are compared numerically to the original methods on a variety of model partial differential equations, with the number of data points being updated adaptively. For several problems, including high-dimensional PDEs the proposed methods are shown to significantly enhance accuracy. (c) 2021 Elsevier B.V. All rights reserved.

Key words

Partial differential equation/Neural network/Convection-diffusion equation/Poisson equation/Loss functional/High-dimensional problems/ALGORITHM

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出版年

2022
Journal of Computational and Applied Mathematics

Journal of Computational and Applied Mathematics

EISCI
ISSN:0377-0427
被引量21
参考文献量28
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