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Numerical Solution of the Parametric Diffusion Equation by Deep Neural Networks
Abstract
We perform a comprehensive numerical study of the effect of approximation-theoretical results for neural networks on practical learning problems in the context of numerical analysis. As the underlying model, we study the machine-learning-based solution of parametric partial differential equations. Here, approximation theory for fully-connected neural networks predicts that the performance of the model should depend only very mildly on the dimension of the parameter space and is determined by the intrinsic dimension of the solution manifold of the parametric partial differential equation. We use various methods to establish comparability between test-cases by minimizing the effect of the choice of test-cases on the optimization and sampling aspects of the learning problem. We find strong support for the hypothesis that approximation-theoretical effects heavily influence the practical behavior of learning problems in numerical analysis. Turning to practically more successful and modern architectures, at the end of this study we derive improved error bounds by focusing on convolutional neural networks.
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![Fig. 1 Partition of Omega1 as in test-case [T2] (left) for p = 9 , (the red and blue areas indicate the Omega1 i ), test-case [T3-F] (middle) for p = 4 (the red areas indicate the Omega1 i ) and test-case [T3-V] (right) for p = 8 (the red areas indicate the Omega1 i , y i + s 2 ) (Color figure online)](/paper-figures/f7e2bd0bd516454c9a3f22e046de4991/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-1.png)
![Fig. 2 Log-plot of the 200 largest normalized singular values for [T1] (top left), [T2] (top right), [T3]-V (bottom left) and [T4] (bottom right)](/paper-figures/07f29ec59ee1479f99c4e6727e627e0d/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-2.png)


![Fig. 5 Plot of the mean relative test error for the sets of test-case [T1] for different values σ . The horizontal axis follows the dimension of the parameter space p the mean relative test error is shown on the vertical axis. Both axes use a logarithmic scale](/paper-figures/55bf6449a0284064b1f604b43ef5df4a/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-5.png)
![Fig. 6 Plot of the mean relative test error for the sets of test-case [T2] for different values of μ with p on the horizontal axis and the mean relative test error on the vertical axis. Both axes use a logarithmic scale](/paper-figures/abfbb6c6bc1f4bb59d87610b73c7eaab/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-6.png)
![Fig. 7 Plot of the mean relative test error for the sets of test-case [T3] with p on the horizontal axis and the error on the vertical axis. Both axes use a logarithmic scale](/paper-figures/e207d0c6f3c347dbbb3a80fd8d094b5b/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-7.png)
![Fig. 8 Plot of the mean relative test error for the sets of test-case [T4] with p on the horizontal axis and the error on the vertical axis. Only the horizontal axis is scaled logarithmically](/paper-figures/8c313f85b15743818bf3c2ef7442f7c8/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-8.png)

![Fig. 10 Plot of the mean relative test errors achieved with our CNN architecture for the sets of test-case [T2] (left), [T3-V] (middle) and [T4] (right). All axes except the vertical axis for [T4] are scaled logarithmically](/paper-figures/8848a23f02054192afb52f51b67d1a6c/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-10.png)
![Fig. 11 Plot of the range of the mean relative test error over three runs for the sets of test-case [T1] . Both axes use a logarithmic scale](/paper-figures/8cc9a4c9bee24ac6a9a546718dd2c7c9/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-11.png)
![Fig. 12 Plot of the range of the mean relative test error over three runs for the sets of test-case [T2] . Both axes use a logarithmic scale](/paper-figures/7b38ada6e601403686f0079042e88f19/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-12.png)
![Fig. 13 Plot of the range of the mean relative test error over three runs for the sets of test-case [T3] . Both axes use a logarithmic scale](/paper-figures/b332bc5466f34cb88ad6cfdd7a102e94/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-13.png)
![Fig. 14 Plot of the range of the mean relative test error over three runs for the sets of test-case [T4] . Only the horizontal axis is scaled logarithmically](/paper-figures/7ab7b34a4ba6489ca9fc15475dcc208d/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-14.png)
![Fig. 15 Plot of the mean relative training error for [T2] with p = 25 and different shifts μ](/paper-figures/934d74d2638944beb4b70122d0313097/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-15.png)
![Fig. 16 Plot of the mean relative training error for [T3-V] with p = 50 and different shifts μ](/paper-figures/8fa0ecc9bf814200a923a5310ef62389/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-16.png)
![Fig. 17 Plot of the mean relative training and test error for [T3-V] with p = 50 and μ = 10 -4](/paper-figures/7bfb7e7cbc854c20afe2d60f54e3e9ed/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-17.png)
![Fig. 18 Plot of the mean relative training and test error for [T4] with p = 91 and μ = 10 -1](/paper-figures/d78904f2093d4f8296254bc62fbf63b0/numerical-solution-of-the-parametric-diffusion-equation-by-deep-neural-networks-figure-18.png)
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Cited by
Hyperbolic compactification of M-theory and de Sitter quantum gravity
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Metadata
- Authors
- Geist, M., Petersen, P., Raslan, M., Schneider, R., & Kutyniok, G.
- Venue
- Journal of Scientific Computing
- Published
- 2021-06-05
- Volume
- 88
- Issue
- 1
- ISSN
- 0885-7474
- 1573-7691
- Cited by
- 57
- References
- 72
- Language
- en
- Licence
- creativecommons.org/licenses/by/4.0 (tdm)
- creativecommons.org/licenses/by/4.0 (vor)
- Funders
- University of Vienna
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