Estimates on the generalization error of physics-informed neural networks for approximating PDEs

Author:

Mishra Siddhartha1,Molinaro Roberto1

Affiliation:

1. Seminar for Applied Mathematics, D-Math ETH Zürich, Rämistrasse 101, Zürich 8092, Switzerland

Abstract

Abstract Physics-informed neural networks (PINNs) have recently been widely used for robust and accurate approximation of partial differential equations (PDEs). We provide upper bounds on the generalization error of PINNs approximating solutions of the forward problem for PDEs. An abstract formalism is introduced and stability properties of the underlying PDE are leveraged to derive an estimate for the generalization error in terms of the training error and number of training samples. This abstract framework is illustrated with several examples of nonlinear PDEs. Numerical experiments, validating the proposed theory, are also presented.

Funder

European Research Council Consolidator

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Computational Mathematics,General Mathematics

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