TY - JOUR T1 - MC-Nonlocal-PINNs: Handling Nonlocal Operators in PINNs via Monte Carlo Sampling AU - Feng , Xiaodong AU - Qian , Yue AU - Shen , Wanfang JO - Numerical Mathematics: Theory, Methods and Applications VL - 3 SP - 769 EP - 791 PY - 2023 DA - 2023/08 SN - 16 DO - http://doi.org/10.4208/nmtma.OA-2022-0201 UR - https://global-sci.org/intro/article_detail/nmtma/21966.html KW - Nonlocal models, PINNs, Monte Carlo sampling, deep neural networks. AB -

We propose Monte Carlo Nonlocal physics-informed neural networks (MC-Nonlocal-PINNs), which are a generalization of MC-fPINNs in L. Guo et al. (Comput. Methods Appl. Mech. Eng. 400 (2022), 115523) for solving general nonlocal models such as integral equations and nonlocal PDEs. Similar to MC-fPINNs, our MC-Nonlocal-PINNs handle nonlocal operators in a Monte Carlo way, resulting in a very stable approach for high dimensional problems. We present a variety of test problems, including high dimensional Volterra type integral equations, hypersingular integral equations and nonlocal PDEs, to demonstrate the effectiveness of our approach.