# DGM: A deep learning algorithm for solving partial differential equations

arXiv: https://arxiv.org/abs/1708.07469 · HTML: https://mlsanity.com/paper/1708.07469/

## Key facts

- Cited by 678 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Aug 2017.

## Built on by (most cited first, 30 of 678)

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- [In-Context Operator Learning with Data Prompts for Differential Equation Problems](https://mlsanity.com/paper/2304.07993/) (2023)
- [Multiple Physics Pretraining for Physical Surrogate Models](https://mlsanity.com/paper/2310.02994/) (2023)
- [CAN-PINN: A Fast Physics-Informed Neural Network Based on Coupled-Automatic-Numerical Differentiation Method](https://mlsanity.com/paper/2110.15832/) (2021)
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- [Physics-Informed Machine Learning: A Survey on Problems, Methods and Applications](https://mlsanity.com/paper/2211.08064/) (2022)
- [Multi-Objective Loss Balancing for Physics-Informed Deep Learning](https://mlsanity.com/paper/2110.09813/) (2021)
- [PINNacle: A Comprehensive Benchmark of Physics-Informed Neural Networks for Solving PDEs](https://mlsanity.com/paper/2306.08827/) (2023)
- [AirfRANS: High Fidelity Computational Fluid Dynamics Dataset for Approximating Reynolds-Averaged Navier-Stokes Solutions](https://mlsanity.com/paper/2212.07564/) (2022)
- [Tackling the Curse of Dimensionality with Physics-Informed Neural Networks](https://mlsanity.com/paper/2307.12306/) (2023)
- [Lie Point Symmetry Data Augmentation for Neural PDE Solvers](https://mlsanity.com/paper/2202.07643/) (2022)
- [A Mathematical Guide to Operator Learning](https://mlsanity.com/paper/2312.14688/) (2023)
- [Continuous PDE Dynamics Forecasting with Implicit Neural Representations](https://mlsanity.com/paper/2209.14855/) (2022)
- [Can Physics-Informed Neural Networks beat the Finite Element Method?](https://mlsanity.com/paper/2302.04107/) (2023)
- [DAS-PINNs: A deep adaptive sampling method for solving high-dimensional partial differential equations](https://mlsanity.com/paper/2112.14038/) (2021)
- [Separable Physics-Informed Neural Networks](https://mlsanity.com/paper/2306.15969/) (2023)
- [Failure-informed adaptive sampling for PINNs](https://mlsanity.com/paper/2210.00279/) (2022)

## Abstract (arXiv)

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial condition, and boundary conditions. Our algorithm is meshfree, which is key since meshes become infeasible in higher dimensions. Instead of forming a mesh, the neural network is trained on batches of randomly sampled time and space points. The algorithm is tested on a class of high-dimensional free boundary PDEs, which we are able to accurately solve in up to 200 dimensions. The algorithm is also tested on a high-dimensional Hamilton-Jacobi-Bellman PDE and Burgers' equation. The deep learning algorithm approximates the general solution to the Burgers' equation for a continuum of different boundary conditions and physical conditions (which can be viewed as a high-dimensional space). We call the algorithm a "Deep Galerkin Method (DGM)" since it is similar in spirit to Galerkin methods, with the solution approximated by a neural network instead of a linear combination of basis functions. In addition, we prove a theorem regarding the approximation power of neural networks for a class of quasilinear parabolic PDEs.