Can physics-informed neural networks beat the finite element method?

Author:

Grossmann Tamara G1,Komorowska Urszula Julia2,Latz Jonas3ORCID,Schönlieb Carola-Bibiane1ORCID

Affiliation:

1. Department of Applied Mathematics and Theoretical Physics, University of Cambridge , Wilberforce Road, Cambridge CB3 0WA , UK

2. Department of Computer Science and Technology, University of Cambridge , 15 JJ Thomson Avenue, Cambridge CB3 0FD , UK

3. Department of Mathematics, University of Manchester , Alan Turing Building, Oxford Road, Manchester M13 9PL , UK

Abstract

Abstract Partial differential equations (PDEs) play a fundamental role in the mathematical modelling of many processes and systems in physical, biological and other sciences. To simulate such processes and systems, the solutions of PDEs often need to be approximated numerically. The finite element method, for instance, is a usual standard methodology to do so. The recent success of deep neural networks at various approximation tasks has motivated their use in the numerical solution of PDEs. These so-called physics-informed neural networks and their variants have shown to be able to successfully approximate a large range of PDEs. So far, physics-informed neural networks and the finite element method have mainly been studied in isolation of each other. In this work, we compare the methodologies in a systematic computational study. Indeed, we employ both methods to numerically solve various linear and nonlinear PDEs: Poisson in 1D, 2D and 3D, Allen–Cahn in 1D, semilinear Schrödinger in 1D and 2D. We then compare computational costs and approximation accuracies. In terms of solution time and accuracy, physics-informed neural networks have not been able to outperform the finite element method in our study. In some experiments, they were faster at evaluating the solved PDE.

Funder

Cantab Capital Institute for the Mathematics of Information

European Union Horizon 2020

EPSRC National Productivity and Investment Fund

EPSRC

Philip Leverhulme Prize

Royal Society Wolfson Fellowship

Wellcome Trust

Alan Turing Institute

Publisher

Oxford University Press (OUP)

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