Cell-average based neural network method for high dimensional parabolic differential equations

Abstract: In this paper, we introduce cell-average based neural network (CANN) method to solve high-dimensional parabolic partial differential equations. The method is based on the integral or weak formulation of partial differential equations. A feedforward network is considered to train the solution average of cells in neighboring time. Initial values and approximate solution at $t=\Delta t$ obtained by high order numerical method are taken as the inputs and outputs of network, respectively. We use supervised training combined with a simple backpropagation algorithm to train the network parameters. We find that the neural network has been trained to optimality for high-dimensional problems, the CFL condition is not strictly limited for CANN method and the trained network is used to solve the same problem with different initial values. For the high-dimensional parabolic equations, the convergence is observed and the errors are shown related to spatial mesh size but independent of time step size.