Convergence Rate Analysis for Deep Ritz Method

Convergence Rate Analysis for Deep Ritz Method

Year:    2022

Author:    Chenguang Duan, Yuling Jiao, Yanming Lai, Dingwei Li, Xiliang Lu, Jerry Zhijian Yang

Communications in Computational Physics, Vol. 31 (2022), Iss. 4 : pp. 1020–1048

Abstract

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 (DRM) [47] for second order elliptic equations with Neumann boundary conditions. We establish the first nonasymptotic convergence rate in $H^1$ norm for DRM using deep networks with ${\rm ReLU}^2$ activation functions. In addition to providing a theoretical justification of DRM, our study also shed light on how to set the hyperparameter of depth and width to achieve the desired convergence rate in terms of number of training samples. Technically, we derive bound on the approximation error of deep ${\rm ReLU}^2$ network in $C^1$ norm and bound on the Rademacher complexity of the non-Lipschitz composition of gradient norm and ${\rm ReLU}^2$ network, both of which are of independent interest.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.OA-2021-0195

Communications in Computational Physics, Vol. 31 (2022), Iss. 4 : pp. 1020–1048

Published online:    2022-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    29

Keywords:    Deep Ritz method deep neural networks convergence rate analysis.

Author Details

Chenguang Duan

Yuling Jiao

Yanming Lai

Dingwei Li

Xiliang Lu

Jerry Zhijian Yang