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