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A Mesh-Free Method Using Piecewise Deep Neural Network For Elliptic Interface Problems, Cuiyu He, Xiaozhe Hu, Lin Mu

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

In this paper, we propose a novel mesh-free numerical method for solving the elliptic interface problems based on deep learning. We approximate the solution by the neural networks and, since the solution may change dramatically across the interface, we employ different neural networks for each sub-domain. By reformulating the interface problem as a least-squares problem, we discretize the objective function using mean squared error via sampling and solve the proposed deep least-squares method by standard training algorithms such as stochastic gradient descent. The discretized objective function utilizes only the point-wise information on the sampling points and thus no underlying mesh …