A new approach for the fractional Laplacian via deep neural networks

Abstract: The fractional Laplacian has been strongly studied during past decades. In this paper we present a different approach for the associated Dirichlet problem, using recent deep learning techniques. In fact, intensively PDEs with a stochastic representation have been understood via neural networks, overcoming the so-called curse of dimensionality. Among these equations one can find parabolic ones in $\mathbb{R}^d$ and elliptic in a bounded domain $D \subset \mathbb{R}^d$. In this paper we consider the Dirichlet problem for the fractional Laplacian with exponent $\alpha \in (1,2)$. We show that its solution, represented in a stochastic fashion can be approximated using deep neural networks. We also check that this approximation does not suffer from the curse of dimensionality.