Convergence Analysis of the Deep Galerkin Method for Weak Solutions

DOI10.1007/978-3-031-37800-3_4MaRDI QIDQ6194482zbMATH OpenOpenAlexFDO

Authors Yu Ling Jiao, Y. M. Lai, Yang Wang, Haizhao Yang, Yunfei Yang

Publication date 19 March 2024

Published in Applied and Numerical Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2302.02405

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Boundary value problems for second-order elliptic equations (35J25) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Abstract: This paper analyzes the convergence rate of a deep Galerkin method for the weak solution (DGMW) of second-order elliptic partial differential equations on $mathbb{R}^d$ with Dirichlet, Neumann, and Robin boundary conditions, respectively. In DGMW, a deep neural network is applied to parametrize the PDE solution, and a second neural network is adopted to parametrize the test function in the traditional Galerkin formulation. By properly choosing the depth and width of these two networks in terms of the number of training samples $n$, it is shown that the convergence rate of DGMW is $mathcalO(n^{-1/d})$, which is the first convergence result for weak solutions. The main idea of the proof is to divide the error of the DGMW into an approximation error and a statistical error. We derive an upper bound on the approximation error in the $H^1$ norm and bound the statistical error via Rademacher complexity.

Cites work

• A Rate of Convergence of Physics Informed Neural Networks for the Linear Second Order Elliptic PDEs
• Approximation rates for neural networks with encodable weights in smoothness spaces
• Approximation rates for neural networks with general activation functions
• Deep learning
• Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
• DGM: a deep learning algorithm for solving partial differential equations
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 2208228 (Why is no real title available?)
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• The deep Ritz method: a deep learning-based numerical algorithm for solving variational problems
• Understanding machine learning. From theory to algorithms
• Weak adversarial networks for high-dimensional partial differential equations
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• WAN2DNS-PM: weak adversarial networks for solving 2D incompressible Navier-Stokes equations in porous media
• On understanding and overcoming spectral biases of deep neural network learning methods for solving PDEs
• Multiscale finite expression method for PDEs with oscillatory solutions on complex domains

This page was built for publication: Convergence Analysis of the Deep Galerkin Method for Weak Solutions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6194482)