DMIS: Dynamic Mesh-based Importance Sampling for Training Physics-Informed Neural Networks

Abstract: Modeling dynamics in the form of partial differential equations (PDEs) is an effectual way to understand real-world physics processes. For complex physics systems, analytical solutions are not available and numerical solutions are widely-used. However, traditional numerical algorithms are computationally expensive and challenging in handling multiphysics systems. Recently, using neural networks to solve PDEs has made significant progress, called physics-informed neural networks (PINNs). PINNs encode physical laws into neural networks and learn the continuous solutions of PDEs. For the training of PINNs, existing methods suffer from the problems of inefficiency and unstable convergence, since the PDE residuals require calculating automatic differentiation. In this paper, we propose Dynamic Mesh-based Importance Sampling (DMIS) to tackle these problems. DMIS is a novel sampling scheme based on importance sampling, which constructs a dynamic triangular mesh to estimate sample weights efficiently. DMIS has broad applicability and can be easily integrated into existing methods. The evaluation of DMIS on three widely-used benchmarks shows that DMIS improves the convergence speed and accuracy in the meantime. Especially in solving the highly nonlinear Schr\"odinger Equation, compared with state-of-the-art methods, DMIS shows up to 46% smaller root mean square error and five times faster convergence speed. Code are available at https://github.com/MatrixBrain/DMIS.