MC-Nonlocal-PINNs: Handling Nonlocal Operators in PINNs Via Monte Carlo Sampling

DOI10.4208/NMTMA.OA-2022-0201arXiv2212.12984OpenAlexW4381332036MaRDI QIDQ6151271FDOQ6151271

Authors: Xiaodong Feng, Yue Qian, Wanfang Shen 

Publication date: 11 March 2024

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Abstract: We propose, Monte Carlo Nonlocal physics-informed neural networks (MC-Nonlocal-PINNs), which is a generalization of MC-fPINNs in cite{guo2022monte}, 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.

Full work available at URL: https://arxiv.org/abs/2212.12984

zbMATH Keywords

Monte Carlo samplingnonlocal modelsdeep neural networksPINNs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Numerical methods for integral equations (65R20)

Cites Work

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Cited In (3)

• Laplace-fPINNs: Laplace-based fractional physics-informed neural networks for solving forward and inverse problems of a time fractional equation
• Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks
• Efficiently training physics-informed neural networks via anomaly-aware optimization

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