The Deep Ritz method: A deep learning-based numerical algorithm for solving variational problems

09/30/2017

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by   Weinan E, et al.

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We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally adaptive and has the potential to work in rather high dimensions. The framework is quite simple and fits well with the stochastic gradient descent method used in deep learning. We illustrate the method on several problems including some eigenvalue problems.