Multi-scale Deep Neural Networks for Solving High Dimensional PDEs
Machine Learning
2019-10-28 v1 Numerical Analysis
Numerical Analysis
Machine Learning
Abstract
In this paper, we propose the idea of radial scaling in frequency domain and activation functions with compact support to produce a multi-scale DNN (MscaleDNN), which will have the multi-scale capability in approximating high frequency and high dimensional functions and speeding up the solution of high dimensional PDEs. Numerical results on high dimensional function fitting and solutions of high dimensional PDEs, using loss functions with either Ritz energy or least squared PDE residuals, have validated the increased power of multi-scale resolution and high frequency capturing of the proposed MscaleDNN.
Cite
@article{arxiv.1910.11710,
title = {Multi-scale Deep Neural Networks for Solving High Dimensional PDEs},
author = {Wei Cai and Zhi-Qin John Xu},
journal= {arXiv preprint arXiv:1910.11710},
year = {2019}
}