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In recent years, physical informed neural networks (PINNs) have been shown to be a powerful tool for solving PDEs empirically. However, numerical analysis of PINNs is still missing. In this paper, we prove the convergence rate to PINNs for the second order elliptic equations with Dirichlet boundary condition, by establishing the upper bounds on the number of training samples, depth and width of the deep neural networks to achieve desired accuracy. The error of PINNs is decomposed into approximation error and statistical error, where the approximation error is given in $C^2$ norm with $mathrm{ReLU}^{3}$ networks, the statistical error is estimated by Rademacher complexity. We derive the bound on the Rademacher complexity of the non-Lipschitz composition of gradient norm with $mathrm{ReLU}^{3}$ network, which is of immense independent interest.
Using deep neural networks to solve PDEs has attracted a lot of attentions recently. However, why the deep learning method works is falling far behind its empirical success. In this paper, we provide a rigorous numerical analysis on deep Ritz method
A study is presented on the convergence of the computation of coupled advection-diffusion-reaction equations. In the computation, the equations with different coefficients and even types are assigned in two subdomains, and Schwarz iteration is made b
Finite element methods for symmetric linear hyperbolic systems using unstructured advancing fronts (satisfying a causality condition) are considered in this work. Convergence results and error bounds are obtained for mapped tent pitching schemes made
This paper presents and analyzes an immersed finite element (IFE) method for solving Stokes interface problems with a piecewise constant viscosity coefficient that has a jump across the interface. In the method, the triangulation does not need to fit
Ensemble Kalman Sampler (EKS) is a method to find approximately $i.i.d.$ samples from a target distribution. As of today, why the algorithm works and how it converges is mostly unknown. The continuous version of the algorithm is a set of coupled stoc