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Cambridge University Press, European Journal of Applied Mathematics, 3(32), p. 421-435, 2020

DOI: 10.1017/s0956792520000182

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Solving parametric PDE problems with artificial neural networks

Journal article published in 2020 by Yuehaw Khoo ORCID, Jianfeng Lu, Lexing Ying
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modelled into the equations as random coefficients. However, very often the variability of physical quantities derived from PDE can be captured by a few features on the space of the coefficient fields. Based on such observation, we propose using neural network to parameterise the physical quantity of interest as a function of input coefficients. The representability of such quantity using a neural network can be justified by viewing the neural network as performing time evolution to find the solutions to the PDE. We further demonstrate the simplicity and accuracy of the approach through notable examples of PDEs in engineering and physics.