Deep learning methods for stochastic Galerkin approximations of random domain problems
TL;DR
A physics-informed neural network approach, based on the strong stochastic Galerkin residual, is compared with a Deep Ritz approach, based on the weak stochastic Galerkin system, reformulated as Ritz energy minimization, for solving high-dimensional coupled stochastic Galerkin systems.
Abstract
This work considers strong and weak stochastic Galerkin approximations of random domain problems for the elliptic random partial differential equation (PDE). The random domain problems are realized by sufficiently regular random domain mapping, allowing a transformation on deterministic reference domain. A traditional numerical method for solving the resulting high-dimensional coupled stochastic Galerkin systems is replaced by deep learning techniques. We compare a physics-informed neural network approach, based on the strong stochastic Galerkin residual, with a Deep Ritz approach, based on the weak stochastic Galerkin system, reformulated as Ritz energy minimization. The neural networks serve as surrogates for the deterministic spectral coefficients of the respective stochastic Galerkin solution. The stochastic parameters are not used as neural network input parameters and the stochastic domain is not sampled during training. The efficiency of the methods is demonstrated on a randomly stretched interval and a randomly deformed annulus in two spatial dimensions.