PFNN: A Penalty-Free Neural Network Method for Solving a Class of Second-Order Boundary-Value Problems on Complex Geometries

Abstract: We present PFNN, a penalty-free neural network method, to efficiently solve a class of second-order boundary-value problems on complex geometries. To reduce the smoothness requirement, the original problem is reformulated to a weak form so that the evaluations of high-order derivatives are avoided. Two neural networks, rather than just one, are employed to construct the approximate solution, with one network satisfying the essential boundary conditions and the other handling the rest part of the domain. In this way, an unconstrained optimization problem, instead of a constrained one, is solved without adding any penalty terms. The entanglement of the two networks is eliminated with the help of a length factor function that is scale invariant and can adapt with complex geometries. We prove the convergence of the PFNN method and conduct numerical experiments on a series of linear and nonlinear second-order boundary-value problems to demonstrate that PFNN is superior to several existing approaches in terms of accuracy, flexibility and robustness.