Solving high-dimensional eigenvalue problems using deep neural networks: A diffusion Monte Carlo like approach

[摘要] We propose a new method to solve eigenvalue problems for linear and semilinear second order differential operators in high dimensions based on deep neural networks. The eigenvalue problem is reformulated as a fixed point problem of the semigroup flow induced by the operator, whose solution can be represented by Feynman-Kac formula in terms of forward-backward stochastic differential equations. The method shares a similar spirit with diffusion Monte Carlo but augments a direct approximation to the eigenfunction through neural-network ansatz. The criterion of fixed point provides a natural loss function to search for parameters via optimization. Our approach is able to provide accurate eigenvalue and eigenfunction approximations in several numerical examples, including Fokker-Planck operator and the linear and nonlinear Schrodinger operators in high dimensions. (C) 2020 Elsevier Inc. All rights reserved.

[发布日期] 2020-12-15

[关键词] Diffusion Monte Carlo;Deep neural networks;Eigenvalue problem;Schrodinger equation