Deep Tangent Bundle (DTB) method: a Deep Neural Network approach to compute solutions of PDES

Abstract: We develop a numerical framework, the Deep Tangent Bundle (DTB) method, that is suitable for computing solutions of evolutionary partial differential equations (PDEs) in high dimensions. The main idea is to use the tangent bundle of an adaptively updated deep neural network (DNN) to approximate the vector field in the spatial variables while applying the traditional schemes for time discretization. The DTB method takes advantage of the expression power of DNNs and the simplicity of the tangent bundle approximation. It does not involve nonconvex optimization. Several numerical examples demonstrate that the DTB is simple, flexible, and efficient for various PDEs of higher dimensions.