ARDO: A Weak Formulation Deep Neural Network Method for Elliptic and Parabolic PDEs Based on Random Differences of Test Functions

Wei Cai, Andrew Qing He
9/3/2025
math.NAcs.AI

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Abstract

We propose ARDO method for solving PDEs and PDE-related problems with deep learning techniques. This method uses a weak adversarial formulation but transfers the random difference operator onto the test function. The main advantage of this framework is that it is fully derivative-free with respect to the solution neural network. This framework is particularly suitable for Fokker-Planck type second-order elliptic and parabolic PDEs.

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@article{cai2025ardo,
  title  = {ARDO: A Weak Formulation Deep Neural Network Method for Elliptic and Parabolic PDEs Based on Random Differences of Test Functions},
  author = {Wei Cai and Andrew Qing He},
  year   = {2025},
  eprint = {2509.03757},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2509.03757v1}
}

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