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Can Physics Informaed Neural Networks Beat Finite Element Method

This document compares physics-informed neural networks (PINNs) to the finite element method (FEM) for numerically solving partial differential equations (PDEs). It systematically studies both methods on various linear and nonlinear PDEs, including the Poisson equation in 1D, 2D and 3D, the Allen-Cahn equation in 1D, and the semilinear Schrödinger equation in 1D and 2D. The study finds that while PINNs were sometimes faster at evaluating solutions, FEM generally had lower computational costs and higher accuracy in approximating the solutions to the PDEs tested.

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0% found this document useful (0 votes)
55 views27 pages

Can Physics Informaed Neural Networks Beat Finite Element Method

This document compares physics-informed neural networks (PINNs) to the finite element method (FEM) for numerically solving partial differential equations (PDEs). It systematically studies both methods on various linear and nonlinear PDEs, including the Poisson equation in 1D, 2D and 3D, the Allen-Cahn equation in 1D, and the semilinear Schrödinger equation in 1D and 2D. The study finds that while PINNs were sometimes faster at evaluating solutions, FEM generally had lower computational costs and higher accuracy in approximating the solutions to the PDEs tested.

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Yashanshu Gautam
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You are on page 1/ 27

C AN P HYSICS -I NFORMED N EURAL N ETWORKS BEAT THE

F INITE E LEMENT M ETHOD ?

Tamara G. Grossmann∗, Urszula Julia Komorowska†, Jonas Latz‡ and Carola-Bibiane Schönlieb∗
arXiv:2302.04107v1 [math.NA] 8 Feb 2023

A BSTRACT
Partial differential equations play a fundamental role in the mathematical modelling of
many processes and systems in physical, biological and other sciences. To simulate such
processes and systems, the solutions of PDEs often need to be approximated numerically.
The finite element method, for instance, is a usual standard methodology to do so. The
recent success of deep neural networks at various approximation tasks has motivated their
use in the numerical solution of PDEs. These so-called physics-informed neural networks
and their variants have shown to be able to successfully approximate a large range of par-
tial differential equations. So far, physics-informed neural networks and the finite element
method have mainly been studied in isolation of each other. In this work, we compare the
methodologies in a systematic computational study. Indeed, we employ both methods to
numerically solve various linear and nonlinear partial differential equations: Poisson in 1D,
2D, and 3D, Allen–Cahn in 1D, semilinear Schrödinger in 1D and 2D. We then compare
computational costs and approximation accuracies. In terms of solution time and accu-
racy, physics-informed neural networks have not been able to outperform the finite element
method in our study. In some experiments, they were faster at evaluating the solved PDE.

1 Introduction

Partial differential equations (PDEs) are a corner stone of mathematical modelling and possibly applied
mathematics itself. They are used to model a multitude of physical [40], biological [63], socioeconomic
[11], and financial [24] systems and processes. Beyond classical modelling, PDEs can describe the evolution
of certain stochastic processes [53], be used in image reconstruction [54], as well as for filtering [37] and
optimal control [5] of dynamical systems.
The underlying idea is always the same: we aim to represent some process through a function that describes
the behaviour of the process in space and time. The PDE is then a collection of laws that this function is
supposed to satisfy. An obvious questions is, whether these laws are actually sufficient to uniquely specify
this function [18]. Once uniqueness or even well-posedness [22] has been established, the question is how
to find the function satisfying these laws that will ultimately be the mathematical model.
In many practical situations, it is impossible to find closed-form solutions for arising partial differential
equations; they need to be solved numerically. Throughout the last decades, several numerical methods
have been proposed and analysed to solve PDEs, especially the finite element method (FEM) [13, 25] that
may be the standard methodology for a huge class of PDEs. Other techniques are, e.g., the finite difference
[27], finite volume [19], and the spectral element [47] method. Due to the simplicity of the underlying
approximation, many of these approaches are well-understood from a theoretical perspective: there are

Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge, UK
[email protected]

Department of Computer Science and Technology, University of Cambridge, Cambridge, UK

Maxwell Institute for Mathematical Sciences and School of Mathematical and Computer Sciences, Heriot-Watt University,
Edinburgh, UK
existing error estimators, as well as convergence and stability guarantees. Moreover, the given discretised
problems are often in a form that can easily be solved numerically: relying on large, but sparse linear
systems or on Newton solves with good initial values and convergence guarantees. Whilst implementing an
FEM solver from scratch can be fairly tedious, several multipurpose computational libraries have appeared
throughout the years, such as FEniCS [2] or DUNE [55].
A clear disadvantage of this classical methodology is that it usually relies on a spatial discretisation through,
e.g., a spatial grid or a large polynomial basis, and thus, let it suffer from the curse of dimensionality: in
three space dimensions, it can already be difficult to employ, e.g., the finite element method. In filtering and
optimal control, we are easily interested in PDEs occurring in hundreds or thousands of dimensions – here,
classical methodology can rarely be employed. In addition, certain non-linear and non-smooth PDEs are
difficult to discretise with, e.g., finite elements due to behaviour that needs to be resolved on a very fine grid,
general non-smooth behaviour, or singularities. Since FEM is a mesh-based solver, obtaining solutions on
certain irregular domains demands tailored approaches that are challenging to design and solve.
In recent year, deep learning approaches have become a promising and popular methodology for the numer-
ical solution of various PDEs. They have the potential to overcome some of the challenges that classical
methods are facing. That is, neural networks have the advantage to not generally rely on a grid. By lever-
aging automatic differentiation [4], they eliminate the need for discretisation. Additionally, neural networks
are able to represent more general functions than, e.g., an FEM basis, and they do not suffer from the curse
of dimensionality. While the training of a neural network can become computationally demanding, espe-
cially when it consists of a non-convex optimisation problem, it is very efficient when evaluating new data
points once trained. In this emerging field of deep learning for approximating PDE solutions, the class of
approaches closest to the classical methodologies is the one of function approximators [62]. They essen-
tially model the PDE solution by a deep neural network and train the network’s parameters to approximate
the solution. Such approaches are, for example, the Deep Ritz method [17] or the Deep Galerkin method
[58]. A widely used and adapted method of this class are the so-called physics-informed neural networks
(PINNs) [52] that will be the focus of this paper. Originally published in a two-part instalment [50, 51],
Raissi et al. developed the vanilla PINNs approach [52]. The basic idea behind PINNs is to minimise an
energy functional that is the residual of the PDE and its initial and boundary conditions. The neural network
itself models the solution function u(t, x) given input variables t and x based on the underlying PDE. It has
shown great success for many different types of PDEs [44, 59] and has been extended to various specialised
cases [28, 30, 64, 14].
While deep learning approaches for PDEs have gained a lot of traction in the last years and are being em-
ployed in increasingly more applications, they come with their set of challenges. In this work, we therefore
systematically compare the finite element method and physics-informed neural networks in a computational
study. Before giving a complete outline of the following, we review recent works on PINNs.

1.1 PINNs: state of the art.

As opposed to the finite element method, the theoretical groundwork for PINNs is rather sparse. The first
work on convergence results with respect to the number of training points is by Shin et al. [57]. For linear
second-order elliptic and parabolic PDEs, they prove strong convergence in C 0 for i.i.d. sampled training
data. Mishra et al. [45] have in turn developed upper bounds on the generalisation error of PINNs given some
stability assumptions on the PDE. Focusing on a specific PDE, Ryck et al. [16] investigate the incompress-
ible Navier-Stokes equation and provide an upper bound on the total error. However, their considerations are
limited to the case of networks with two hidden layers and tanh activation functions. Despite the remaining
need for more extensive theoretical work, PINNs have been extended into many different directions. Jagtap
et al. [28] develop conservative PINNs (cPINNs) to incorporate complex non-regular geometries by de-
composing a spatial domain into independent parts and train separate PINNs for each. This work has been
generalised to the extended PINNs (XPINNs) [15] to allow space-time domain decomposition that can be
applied to any type of PDE and enables parallelisation in training. Another domain decomposition method
for PINNs are the hp-VPINNs [31]. This work is based on the variational PINNs [30] that take inspiration
from classical approaches for solving PDEs. VPINNs form the loss functional based on the variational form

2
of the PDE with Legendre polynomials as test functions. Thus, allowing, e.g., for certain non-smoothnesses
in PDEs and also for more efficient training. Bayesian PINNs [64] for noisy data employ a Bayesian neural
network. Finite Basis Physics-Informed Neural Networks [46] combine the PINN-idea with the finite ele-
ment method, aiming to reduce the spectral bias in PINNs [49]. Interesting applications of PINNs appear in
fluid dynamics [44], electromagnetism [33], elastic material deformation [38] and seismology [59]. For a
more extensive review of PINNs, its applications and extended forms, we refer to the survey by Cuomo et
al. [14]. Some shortcomings of PINNs are documented by Krishnapriyan et al. [35], who find that PINNs
struggle to learn relevant physics in more challenging PDE regimes. However, they simultaneously present
ideas to address these issues.
PINNs were created with physical application in mind. Thanks to their flexibility, the main building block
can be kept the same across many physical problems with smaller adjustments to the architecture. Imple-
mentation of the framework has also become more approachable since the release of dedicated software
packages such as DeepXDE [43], NVIDIA Modulus (previously SimNet) [23] or NeuroDiffEq [12].

1.2 Contributions and outline

As mentioned above, the main goal of this work is a systematic comparison of physics-informed neural
networks and the finite element method for the solution of partial differential equations. Indeed, we consider

• the elliptic Poisson equation in one, two, and three space-dimensions,


• the parabolic Allen-Cahn equation in one space-dimension, and
• the hyperbolic semilinear Schrödinger equation in one and two space dimensions.

We choose these model problems to cover a large range of classes of partial differential equations. We
compare PINNs and FEM in terms of solution time, evaluation time, and accuracy. We employ different
finite element bases, as well as a multitude of network architectures. Several improvements over the vanilla
PINNs have been discussed in the literature. As those are either still fundamentally based on the same idea
or rather represent a mix of a classical approach and PINNs, we focus on vanilla PINNs in the following.
This work is structured as follows. We discuss the PDEs, FEM, and PINNs in Section 2. We introduce our
method of comparison in Section 3, before presenting our computational results regarding Poisson, Allen–
Cahn, and semilinear Schrödinger equation in Sections 4, 5, and 6, respectively. We discuss our results and
conclude the work in Section 7.

2 Mathematical Background

In the following, we first study a very general class of partial differential equations that we formally denote
by
Au(x, t) = f (x, t) x ∈ Ω, t ∈ [0, T ]. (1)

Here, the function u : Ω × [0, T ] → Rn denotes the solution of the PDE, where Ω ⊂ Rd is open, bounded,
and connected and usually represents a spatial domain, whereas [0, T ] is the time interval. A denotes the
differential operator acting on u that can also be nonlinear and f : Ω × [0, T ] → Rn is a source term. We
denote the corresponding boundary conditions and the initial condition by
Bu(x, t) = g(x, t), x ∈ ∂Ω, t ∈ [0, T ] (2)
u(x, 0) = h(x), x ∈ Ω, (3)
respectively.
Throughout this work, we consider three different partial differential equations: the Poisson equation, the
Allen–Cahn equation, and the semilinear Schrödinger equation. We introduce those PDEs in the following.

3
Poisson equation. The Poisson equation is a linear elliptic PDE of the form
∆u(x) = f (x), x ∈ Ω,

where ∆ = di=1 ∂x ∂
P
i
denotes the Laplacian and f : Ω → R is a source term. To be well-defined, we need
to equip it with boundary conditions, say, of Dirichlet-type:
u(x) = u∂ (x), x ∈ ∂Ω,
Neumann-type:
∂~n u(x) = u∂ (x) x ∈ ∂Ω,
or a combination of the two. In each case, we employ the function u∂ : ∂Ω → R to determine the boundary
behaviour. There are several results about the existence of strong and weak solutions of elliptic PDEs, see,
e.g. Theorem 3 in Chapter 6.2 in [18]. The Poisson equation models, for instance, the stationary heat
distribution in a homogeneous object Ω; here, f describes heat sources and sinks.

Allen–Cahn equation. The Allen–Cahn equation is a nonlinear parabolic PDE of the form
∂u(x, t) 2
= ε∆u(x, t) − u(t, x)(1 − u(t, x))(1 − 2u(t, x)), x ∈ Ω, t ∈ [0, T ],
∂t ε
where ε > 0 and which, of course, is considered together with appropriate boundary conditions and an
initial condition. The PDE is semilinear, since the nonlinearity depends on u but not on a second derivative
of u. If ε is sufficiently small, the solution of the Allen–Cahn equation approximately partitions the domain
Ω into patches where u ≈ 0 and u ≈ 1; in-between those patches – at the so-called diffuse interface – it is
smooth. These patches can represent binary alloys [1] or, e.g., different segments in an image with pixels in
Ω [6]. Allen–Cahn is also a relaxation of the mean-curvature flow to which it converges as ε ↓ 0 [20].

Semilinear Schrödinger equation. The semilinear Schrödinger equation is a complex-valued nonlinear


hyperbolic PDE of the form
∂h(x, t)
i = −∆h(x, t) − h(x, t)|h(x, t)|2 , x ∈ Ω, t ∈ [0, T ],
∂t
again subject to appropriate initial and boundary conditions. We have represented the semilinear
Schrödinger equation above as it is usual in the literature. This way of writing might be confusing. Thus, we
present the PDE again splitting real and imaginary parts. We set h(x, t) =: uR (x, t) + iuI (x, t) and write
∂uR (x, t)
= −∆uI (x, t) − (uR (x, t)2 + uI (x, t)2 )uI (x, t),
∂t
∂uI (x, t)
= ∆uR (x, t) + (uR (x, t)2 + uI (x, t)2 )uR (x, t), x ∈ Ω, t ∈ [0, T ].
∂t
We refer to [61] for an application of the semilinear Schrödinger equation in non-linear optics.

2.1 Finite Element Method

As mentioned before, the finite element method has been the gold standard for the spatial discretisation of
a huge class of partial differential equations. We now discuss the basics of the finite element method given
the example of an elliptic PDE with Dirichlet boundaries u∂ = 0 and square intregable f ∈ L2 (Ω). We
mention non-stationary PDEs and other boundary conditions further below.
When solving an elliptic PDE with the finite element method, we aim to find a weak solution. That means,
we try to find u in an appropriate function space U such that for all functions v in an appropriate V , we have
Z
v(x)(∆u(x) − f (x))dx = 0.

4
Applying integration by parts, we obtain the usual weak formulation of the Poisson equation:
Z
h∇v(x), ∇u(x)i + v(x)f (x)dx = 0. (4)

An appropriate choice of function spaces U, V in this case is U = V = H01 (Ω), the Sobolev space of square-
integrable functions Ω → R that have a weak derivative that is also square-integrable. In finite elements, we
now replace H01 (Ω) by a finite-dimensional space H with basis (ϕi )N i=1 . On this finite dimensional space,
we can write the weak equation as
Z n
X Z
− h∇ϕi (x), ∇ aj ϕj (x)idx = ϕi (x)f (x)dx i = 1, ..., N,
Ω j=1 Ω

which can be rewritten as a usual linear system Ba = b, with


 Z N Z N
B = − h∇ϕi (x), ∇ϕj (x)idx , b= ϕi (x)f (x)dx .
Ω i,j=1 Ω i=1
Pn N
Now, of course, u(·) ≈ j=1 aj ϕj (·). While this approach allows for a large range of bases (ϕi )i=1 ,
we usually speak only of finite elements when choosing specific locally supported, piecewise polynomial
functions. As usual differential operators are local, this will usually lead to B having a favourable, sparse
structure.
In the discussion above, we consider homogeneous Dirichlet boundary conditions u∂ = 0. Inhomogeneous
boundary conditions, in which u∂ is not constantly 0, can be achieved by first finding a function that satisfies
the boundary conditions and then solving an auxiliary homogeneous
R problem with u∂ = 0. Neumann
conditions can be enforced by adding to the bilinear form ∂Ω vu∂ dx and choosing functions in U = V =
H 1 (Ω) the space of square-integrable functions with square-integrable weak derivatives. Mixed boundary
conditions can be enforced in a similar way.
The time-domain of a non-stationary PDE can also be discretised with finite elements, see, e.g., [26]. How-
ever, the probably more usual approach is to use finite elements in space and usual ODE solvers in time. To
represent Allen–Cahn and semilinear Schrödinger at the same time, we consider some semilinear PDE of
the form
∂u(x, t)
= ∆u(x, t) + F (u(x, t)), u(x, 0) = u0 (x) (x ∈ Ω, t ∈ [0, T ]),
∂t
which is also subject to boundary conditions. Due to the stiffness of the heat equation, we are required to
use implicit techniques, such as the implicit Euler method. In a semi-discrete form, we can write the update
step as
ut+1 = ut + δt∆ut+1 + δtF (ut+1 ) (t = 0, 1, . . .),
where δt > 0 denotes the size of the time steps. In the weak formulation, we obtain
Z Z
vut+1 dx = vut − δth∇v, ∇ut+1 i + δtvF (ut+1 )dx (v ∈ V, t = 0, 1, . . .)
Ω Ω
and can now again use a finite element discretisation in space to obtain an approximation of ut+1 represented
through a finite-dimensional equation. In the case of Allen–Cahn and semilinear Schrödinger, this equation
is non-linear and requires us to repeatedly employ a Newton’s method.
We can prevent the additional cost of a Newton-solve and usually still obtain a stable discretisation, by
employing a semi-implicit strategy: linear parts of the PDE are solved with an implicit discretisation, non-
linear parts are discretised explicitly. In our setting, we obtain
ut+1 = ut + δt∆ut+1 + δtF (ut ) (t = 0, 1, . . .)
which requires us to solve the following weak problem
Z Z
vut+1 + δth∇v, ∇ut+1 idx = vut + δtvF (ut )dx (v ∈ V, t = 0, 1, . . .)
Ω Ω

5
that is fully linear.
For more details on the finite element method, we refer to, e.g., the book by Braess [9] or the classical
references Courant [13] and Hrennikoff [25]. ODE integrators, as well as evolution equations, are thor-
oughly considered by Iserles [27]. Semi-implicit schemes appear, for instance, in the work by Bertozzi and
Schönlieb [7].

2.2 Physics-informed Neural Networks


The aim of physics-informed neural networks is to approximate PDE solutions using a deep neural net-
work. They make use of the powerful tool that is automatic differentiation and therefore do not rely on
discretisation of the space-time domain but rather on random sampling of the domain.
Let us consider a PDE of the form (1) with suitable boundary and initial conditions (2). The vanilla PINNs
approach, as introduced by Raissi et al. [52], uses a fully connected neural network with Nl hidden layers
and Ne (l) neurons per layer l. Inputs of the network are the PDE variables (x, t) sampled in the domain
Ω × [0, T ]. The neural network acts as the function approximator uθ (x, t) of the PDE solution, with θ
the network weights that are optimised during training. The PDE is integrated as a soft constraint in the
optimisation. That is, the network is trained with the PDE residual, as well as boundary and initial condition
residuals as the loss functional:
Nf
1 X
Loss(θ) = kAuθ (xif , tif ) − f (xif , tif ))k2
Nf
i=1
Ng Nh
1 X j j j j 2 1 X
+ kBuθ (xg , tg ) − g(xg , tg )k + kuθ (xkh , 0) − h(xkh )k2 .
Ng Nh
j=1 k=1

Here, Nf is the number of collocation points (xif , tif ) ∈ Ω × [0, T ] for i = 1, . . . , Nf sampled for the PDE
residual in the loss. Similarly, (xjg , tjg ) ∈ ∂Ω × [0, T ] for j = 1, . . . , Ng denote the training points on the
boundary and xhk ∈ Ω for k = 1, . . . , Nh the training data for the initial condition. Additionally, we need
data g(xjg , tjg ) for the boundary and h(xkh ) initial conditions. This can be measured data and does not need
to be represented as an analytic function. PINNs is therefore able to incorporate measurements and leverage
data-driven information. We follow [52] in using Latin Hybercube Sampling [60], a quasi-random approach
for space filling sampling, to obtain the collocation points for training. In our experiments, we re-sample
the collocation points in every epoch to get a better coverage of the sampling domain; see also [29]. As
mentioned above, the differential operator A and any derivatives in the boundary condition are evaluated
using automatic differentiation [4]. In contrast to numerical methods such as finite differences, automatic
differentiation uses the chain rule to backpropagate through the network and evaluate the derivative. It
is therefore not dependent on a grid or mesh that discretises the domain. In turn, the sampling method
becomes more important. Automatic differentiation gives rise to a significant advantage of PINNs towards
other classical numerical methods for solving PDEs, that is, it does not deal with prohibitively small step-
sizes and scales well in higher dimensions. In PINNs, the design of the neural network architecture, i.e., the
type of network structure, the number of hidden layers and the number of nodes per layer, is flexible and can
be adjusted based on the PDE complexity. In the following, we will use fully connected feed-forward dense
neural network. We denote the size and numbers of nodes per layers as [Ne (1), Ne (2), ..., Ne (l)]. That is,
[5, 5, 1], for example, represents a neural network with 2 hidden layers and 5 nodes per layer. The last entry
1 represents the size of the output layer. Lastly, the loss function is typically minimised using first the Adam
optimiser [32] for a coarser optimisation and then the second-order quasi-Newton optimiser L-BFGS [41].

3 Method of comparison

In this section, we give an overview of the experimental design and the measures that we consider to compare
FEM and PINNs. The main features that we investigate are the time to solve the PDEs and the accuracy of

6
the results. We therefore ask the questions of which methodology is computationally faster, more accurate,
and most efficient. We investigate different types of PDEs with varying complexity and dimensionality to
cover a broad spectrum of PDEs and examine if computational speed and accuracy of the two approaches
change based on the PDE type.

3.1 Experimental Setup

We now discuss the experimental setup of our computational study. We first discuss ground truth solutions,
and then describe the setup for FEM and PINNs and the metrics with which compare them.
Indeed, for a systematic comparison of FEM and PINNs, we need a ground truth solution of the PDEs to
compare the solution approximations to and evaluate their accuracy. The first step is therefore to determine
these ground truth solutions. For the Poisson equations, we have analytical solutions that we can use to
determine the accuracy of the approximation approaches. However, neither the Allen-Cahn equation nor
the semilinear Schrödinger equation have analytical solutions. Instead, we use FEM on a very fine mesh
to compute a very accurate reference solution that we will use as the ground truth; time-stepping is per-
formed using the implicit Euler method. One of the advantages of FEM is that we have extensive theoretical
foundations for the convergence for large classes of partial differential equations, including the Allen–Cahn
equation, e.g., [21] and the semilinear Schrödinger equation, e.g. [56]. Thus, a finely meshed finite element
solution can therefore guarantee accuracy up to a small error.
Let us now discuss the details and specifications for FEM that we consider in the comparison. As mentioned
before, finer meshes will lead to higher accuracy albeit slower computation time. We therefore solve the
PDEs for different mesh sizes to see the relationship between computation time and accuracy based on the
FEM design. For time-dependent PDEs, that are, the Allen-Cahn and the semilinear Schrödinger equations,
we choose a semi-implicit strategy for discretisation as detailed in Subsection 2.1. All FEM solution ap-
proximations are implemented using the python toolbox FEniCS [2, 3]. In the case of PINNs, we closely
follow the vanilla approach as described in Raissi et al. [52]. That is, we design the loss functional as in
Subsection 2.2 and use the Adam optimiser [32] in the first instance and L-BFGS [41] to refine the optimi-
sation. The learning rate is heuristically chosen for optimal results in each PDE. All derivatives in the loss
functional are computed using automatic differentiation. The collocation points that make up the input to
the neural network are newly sampled for each epoch using Latin Hybercube sampling [60] in the Adam
optimisation. This way, we are able to cover more of the sampling space and improve generalisability of the
trained network. L-BFGS does not allow for re-sampling between iterations and we therefore only sample
the collocation points once before the optimisation again using Latin Hybercube sampling. PINNs allow
for a flexible design of the neural network architecture based on the underlying PDE. We therefore run the
network training on architectures of different sizes, that is, with varying numbers of layers and nodes. The
code for PINN training and evaluation was written with the python neural network library jax [8] and is
available on github: https://github.com/TamaraGrossmann/FEM-vs-PINNs.
We consider three main features for comparison. That is, we evaluate the FEM and PINNs approaches based
on their solution time, evaluation time, and accuracy. The solution time refers to the time it takes for each
method to approximate the general solution. We differentiate between solution and evaluation time due to
the way FEM and PINNs approximate solutions differently. FEM, typically, solve the PDE on a fixed mesh
of interest but it is possible to interpolate that solution to a different mesh. On the other hand, for PINNs
a neural network is trained on a set of collocation points. The trained network can then be evaluated on
any point in the domain. While training time of PINNs can be rather slow, one of the advantages of neural
networks is that once trained the evaluation on new input data tends to be very fast. We therefore consider
both times. For FEM this means solution time refers to solving the weak form of the PDE on a fixed mesh.
FEM is run on a CPU. Considering PINNs, the solution time refers to the training time of the neural network
which is run on a GPU. In turn, the evaluation time in FEM is measured as the time to interpolate the solution
on a different mesh. In PINNs, the evaluation time is the time to evaluate the trained neural network on a
new set of collocation points. We measure the accuracy of both methods on the same mesh in comparison
to the ground truth solutions. For the Allen-Cahn and Schrödinger equations the evaluation mesh is chosen
as the fine mesh on which the ground truth solution was derived. The measure for accuracy is the `2 relative

7
error. All experiments were run on the same machine that has 12 CPU cores and we used a Quadro P6000
GPU for the neural network training. The codes were run 10 times and the reported solution and evaluation
times are the average over the 10 recorded times.

4 Approximating the Poisson equation

Let us first investigate the Poisson equation in one, two, and three space-dimensions. Each of the equations
we consider has an analytical solution that we can use to evaluate the accuracy of the FEM and PINN
approximation. Comparing the same type of PDE in different dimensions also allows us to draw conclusions
about cost and accuracy effects due to the dimensionality of the PDE.

4.1 1D
For the one-dimensional case, we are examining the Poisson equation with a right hand side f (x) as detailed
below on a unit interval and employ Dirichlet boundary conditions:
∆u(x) = (4x3 − 6x) exp (−x2 ) x ∈ (0, 1)
u(0) = 0 (5)
u(1) = exp(−1).
This PDE has an analytical solution that can be written as:
utrue (x) = x exp (−x2 ) (x ∈ [0, 1]).
A visualisation of the solution to the 1D Poisson equation is shown in Figure 1a.

FEM
As introduced in Section 2.1, the first step in solving PDEs with the finite element method is deriving the
weak formulation of the PDE, which we have done for Poisson equation alright right there. Here, of course
f (x) = (4x3 − 6x) exp (−x2 ). Next, we need to define the finite element mesh. We choose a regular mesh
on the domain [0, 1] with varying numbers of cells n ∈ {64, 128, 256, 512, 1024, 2048, 4096}. Of course, a
higher number of cells corresponds to a finer grid on which the PDE is solved and subsequently leads to a
more accurate, but also computationally more costly solution. The finite elements we are using are standard
linear Lagrange elements, that is, piecewise linear hat functions (P1 ). Subsequently, we solve the variational
problem in (4) with the Dirichlet boundary conditions specified in (5) using the conjugate gradient method
with incomplete LU factorisation as a preconditioner. All specifications are implemented using the python
toolbox FEniCS [2, 3] to compute an approximate PDE solution.

PINNs
For solving the 1D Poisson equation using PINNs, there are three design parameters that we need to specify
before training. The first step is choosing a loss functional. Following the vanilla PINNs approach, we
evaluation the goodness of the solution using the discretised `2 -energy or mean squared error over the PDE,
boundary and initial conditions. In particular, we define the loss function as:
N
1 X
Loss(θ) = k∆uθ (xi ) − (4x3i − 6xi ) exp (−x2i )k22 + kuθ (0)k22 + kuθ (1) − exp(−1)k22 ,
N
i=1

with uθ the neural network, θ the trained weights and N = 256 the number of collocation points xi
sampled in each epoch using latin hybercube sampling. The second design parameter is the neural net-
work architecture, that is, the type of neural network, the activation function, and the number of hid-
den layers and nodes. For the 1D Poisson case, we train feed-forward dense neural networks with tanh
as the activation function. We compare the results on architectures of different sizes. The network
architectures we consider for 1D Poisson are [1, 1], [2, 1], [5, 1], [10, 1], [20, 1], [40, 1], [5, 5, 1], [10, 10, 1],

8
(b) Plot of the difference between some of the FEM / PINNs
(a) Plot of the PDE ground truth solution and the FEM and solution approximations to the ground truth solution on a log
PINNs solution approximations. scale.

Figure 1: Plot for 1D Poisson equation solution.

(a) Plot of time to solve FEM and train PINN in sec versus `2 (b) Plot of time to interpolate FEM and evaluate PINN in sec
relative error. versus `2 relative error.

Figure 2: Plot for 1D Poisson equation of time in sec versus `2 relative error.

[20, 20, 1], [40, 40, 1], [5, 5, 5, 1], [10, 10, 10, 1], [20, 20, 20, 1], and [40, 40, 40, 1]. The loss function is min-
imised for each network architecture using the Adam optimiser for 15, 000 epochs with a learning rate of
1e − 4 in the first instance. Additionally, we refine the optimisation using L-BFGS.

Results
The resulting PDE solution approximations of the 1D Poisson equation using FEM and PINNs are compared
to the analytical solution on a mesh in [0, 1] with 512 mesh points. The ground truth solution of the 1D
Poisson equation in (5) and its approximations are displayed in Figure 1a. Likewise, the difference from the
approximate solutions to the GT solution are shown in Figure 1b for all mesh sizes of FEM and architectures
in PINNs. One of the architectures in the PINNs approximation renders results with large relative error: the
PINN with a single hidden layer and one node is not even able to learn the solution in a way in which the
boundary conditions are satisfied. However, all other solution approximations differ from the ground truth
only marginally.
Let us compare the time it takes to solve or rather approximate the PDE using FEM and PINNs to the relative
error produced on a new set of grid points. For FEM the solution time is the time to solve the linear systems

9
and for PINNs we consider the time to train the neural network. The results are shown in Figure 2a. We
can clearly show that overall FEM are faster and more accurate in their solution approximation. While there
are some PINN architectures that are able to achieve similar or even lower relative errors than some of the
FEM approximations, their training time is 2-3 orders of magnitude higher than in FEM. Considering the
evaluation time, that is, the time to interpolate the FEM solution on a different mesh and evaluate the trained
PINN on a test set, we can see a similar relationship; see Figure 2b. FEM solution approximations are
overall faster and more accurate. Finally, we consider the relationship between the number of layers and the
solution time and relative error. We observe that the time to train a PINN is similar relative to the number of
layers. However, the accuracy of each network is related to the number of nodes in the layers. That is, we
cannot show that networks with more layers generally achieve better results in 1D Poisson.

4.2 2D
Let us now investigate the two-dimensional Poisson equations defined as:
∆u(x, y) = 2(x4 (3y − 2) + x3 (4 − 6y) + x2 (6y 3 − 12y 2 + 9y − 2)
(6)
− 6x(y − 1)2 y + (y − 1)2 y) (x, y) ∈ (0, 1)2
∂~n u(0, y) = 0 y ∈ [0, 1]
∂~n u(1, y) = 0 y ∈ [0, 1]
(7)
u(x, 0) = 0 x ∈ [0, 1]
∂~n u(x, 1) = 0 x ∈ [0, 1]
We can solve the PDE (6) with mixed boundary conditions analytically:
utrue (x, y) = x2 (x − 1)2 y(y − 1)2 .
The solution is displayed in Figure 3.

FEM
For the 2D Poisson equation, we again refer to the weak formulation of the Poisson equation in (4) with
f (x, y) = 2(x4 (3y−2)+x3 (4−6y)+x2 (6y 3 −12y 2 +9y−2)−6x(y−1)2 y+(y−1)2 y). The finite element
mesh is defined on the unit square [0, 1] × [0, 1]; it contains n × n squares wih n ∈ {100, 200, . . . , 1000}.
Each square on the mesh is divided into two triangles on which we define again piecewise linear finite
elements (P1 ). We solve the variational problem (4) with mixed boundary conditions given in (7) using the
conjugate gradient method with incomplete LU factorisation preconditioning. The method is implemented
using FEniCS.

PINNs
The loss functional for the PINN approximation is the `2 -residual of the PDE (6) and its boundary conditions.
For uθ the neural network with weights θ that are to be trained, the loss reads:
Loss(θ)
Nf
1 X
= k∆uθ (xif , yfi ) − 2((xif )4 (3yfi − 2) + (xif )3 (4 − 6yfi ) + (xif )2 (6(yfi )3 − 12(yfi )2 + 9yfi − 2)k22
Nf
i=1
Ng
1 X  
∂~n uθ (0, ygj ) 2 + ∂~n uθ (1, ygj ) 2 + uθ (xjg , 0) 2 + ∂~n uθ (xjg , 1) 2 .

+ 2 2 2 2
Ng
j=1
The collocation points are sampled at every epoch using Latin Hybercube sampling with Nf = 2000 and
Ng = 250. We train a feed-forward dense neural network with tanh activation function. We consider 11
different architectures for training, these are [20,1], [60,1], [20,20,1], [60,60,1], [20,20,20,1], [60,60,60,1],
[20,20,20,20,1], [60,60,60,60,1], [20,20,20,20,20,1], [60,60,60,60,60,1], and [120,120,120,120,120,1]. Just
like in 1D Poisson, we use the Adam optimiser for 20, 000 epochs with a learning rate of 1e − 3 to train the
network. Subsequently, we refine the optimisation using L-BFGS.

10
Figure 3: Comparison of the 2D Poisson ground truth solution to examples of the FEM and PINN approxi-
mations.

(b) Plot of time to interpolate FEM and evaluate PINN


(a) Plot of time to solve FEM and train PINN in sec ver- in sec versus relative error. For comparison, the time to
sus `2 relative error. solve FEM is also plotted.

Figure 4: Plot for 2D Poisson equation of time in sec versus `2 relative error.

Results

An example of the resulting solution approximations on a mesh with 2000 × 2000 cells next to the ground
truth solution is show in Figure 3. The time versus accuracy plots for the 2D Poisson equation are displayed
in Figure 4a and Figure 4b. Considering the solution time, FEM clearly outperforms all PINN approxima-
tions both in accuracy and computation time. Using FEM to obtain the PDE solution is faster by 1-3 orders
of magnitude. However, when we look at the evaluation times in Figure 4b, the relationship changes. That
is, the time to evaluate a PINN is 2-3 orders of magnitude faster then the interpolation of FEM on a new
mesh. We additionally plotted the FEM solution time in the same plot, and the PINN evaluation remains
faster, however, by a smaller margin. Interestingly, the solution time of FEM is faster than the FEM evalua-
tion time; this is possibly due to an inefficient interpolation code. Even though the evaluation of the trained
neural network gives an improvement in time, the PINN approximations remain to have lower accuracy.

11
4.3 3D

For the three-dimensional Poisson equation, we choose a PDE on the unit cube with Dirichlet boundary
conditions, as follows:
∆u(x, y, z) = −3π 2 sin(πx) sin(πy) sin(πz) (x, y, z) ∈ (0, 1)3
u(x, y, z) = 0 (x, y, z) ∈ ∂(0, 1)3
The analytical solution of this 3D Poisson equation is displayed in Figure 5 and can be written as:
utrue (x, y, z) = sin(πx) sin(πy) sin(πz).

FEM
The weak formulation of the 3D Poisson equation is again given in (4) with f (x, y, z) =
−3π 2 sin(πx) sin(πy) sin(πz). The finite element mesh is defined on a unit cube [0, 1] × [0, 1] × [0, 1]
consisting of n × n × n cubes with n ∈ {16, 32, 64, 128}. We subdivide each cube into tetrahedrals and
use again piecewise linear finite elements (P1 ). The weak problem is solved using the conjugate gradient
method and incomplete LU factorisation as the preconditioner.

PINNs
Similar to the one- and two-dimensional Poission cases, we design the loss functional as the PDE and
boundary condition residual. That is, we define the loss as follows:
Nf
1 X
Loss(θ) = k∆uθ (xif , yfi , zfi ) + 3π 2 sin(πxif ) sin(πyfi ) sin(πzfi )k22
Nf
i=1
Ng
1 X
kuθ (0, ygj , zgj )k22 + kuθ (xjg , 0, zgj )k22 + kuθ (xjg , ygj , 0)k22

+
Ng
j=1
Ng
1 X
kuθ (1, ygj , zgj )k22 + kuθ (xjg , 1, zgj )k22 + kuθ (xjg , ygj , 1)k22 .

+
Ng
j=1

Here, uθ denotes the neural network with θ the training parameters. We sample Nf = 1000 colloca-
tion points in the domain and Ng = 100 on the boundary. The neural network is again a feed-forward
dense neural network with tanh activation function. We consider 8 different architectures to train with the
following layer and node specifications: [20,20,1], [60,60,1], [20,20,20,1], [60,60,60,1], [20,20,20,20,1],
[60,60,60,60,1], [20,20,20,20,20,1], and [60,60,60,60,60,1]. The Adam optimiser with learning rate 1e − 3
is used for 20,000 epochs before employing the L-BFGS optimiser.

Results
The PDE is evaluated on a mesh of 150 × 150 × 150 grid points and example results are shown in Figure
5. The time versus accuracy plots can be found in Figure 6. As expected, the FEM results with slower
computation times have lower relative errors as they are solved on finer meshes as shown in Figure 6a.
While the PINN approximations are about 1-3 orders of magnitude slower in training time depending on the
FEM mesh solution that we compare to, they are able to achieve equal and even higher accuracy in most
cases. On the other hand, PINNs outperform FEM when considering the evaluation time as plotted in Figure
6b. The time to interpolate FEM on a new mesh is 2-3 orders of magnitude slower than the evaluation time
of PINNs. Additionally, PINNs are able to achieve equal or higher accuracy scores. If we also take the FEM
solving time into account, we find again that this is faster than the evaluation time. However, it is slower
than the PINNs evaluation. Therefore, a trained PINN has a lower computation time for the evaluation and
a similar to lower relative error as compared to both the FEM solution and evaluation times.

12
Figure 5: Comparison of the 3D Poisson ground truth solution slices at x,y,z = 0.5 respectively to examples
of the FEM and PINN approximations.

5 Approximating the Allen-Cahn equation

To study the one dimensional Allen-Cahn equation, we consider the following PDE:

∂u(t, x) 2
= ∆u − u(t, x)(1 − u(t, x))(1 − 2u(t, x)), x ∈ Ω = [0, 1], t ∈ [0, T ]
∂t 
u(t, 0) = u(t, 1), t ∈ [0, T ] (8)
 
1 1 1 1
u(0, x) = sin(x2π) + sin(x16π) + , x ∈ Ω,
2 2 2 2

where T = 0.05 and  = 0.01. As mentioned in Section 2, we note that a smaller  will yields close to
piecewise constant solutions, whereas solutions with large  will be overall more smooth. The  chosen in
this case is due to the inability of PINNs to approximate the Allen-Cahn solution with a smaller . We have
trained the neural network to solve Allen-Cahn with  = 0.001 for various network architectures and with
activation functions such as softplus that are typically able to handle discontinuous solutions. However, the
PINNs were not able to recover results close to the ground truth solution. We will discuss this case further
below. For now, the results refer to  = 0.01.

13
(b) Plot of time to interpolate FEM and evaluate PINN in sec
(a) Plot of time to solve FEM and train PINN in sec versus `2 versus relative error. For comparison, the time to solve FEM is
relative error. also plotted.

Figure 6: Plot for 3D Poisson equation of time in sec versus `2 relative error.

FEM
As opposed to the Poisson equation, the Allen-Cahn equation has a time dependency that we need to consider
in the discretisation. As mentioned in Section 2.1, we use a semi-implicit Euler strategy to approximate the
solution. The weak formulation in a semi-discrete form of the 1D Allen-Cahn equation with Dirichlet
u∂ = 0 boundaries can be written as
Z 1 Z 1
(ut+1 (x) − ut (x))v(x)dx +  h∇ut+1 (x), ∇v(x)idx
0 0
(9)
2 1
Z
+ ut (x)(1 − ut (x))(1 − 2ut (x))v(x)dx = 0,
 0
for all test functions v ∈ H01 ([0, 1]). The time is discretised with distance of dt = 1e − 3. For the finite
element mesh in space, we choose an interval mesh on the domain [0, 1] with varying numbers of cells
n ∈ {32, 128, 512, 2048}. As in 1D Poisson, we employ piecewise-linear finite element functions (P1 ). The
non-linear variational problem (9) with periodic boundary conditions is solved using a Newton solver. The
FEM approach was implemented using the python toolbox FEniCS.

PINNs
We follow the general PINNs approach and design the loss based on the PDE residual, the boundary residual
and the initial condition residual. Additionally, we introduce a weighting of the different terms in the loss
functional. We found heuristically this weighting to render the best results.
Nf i i
1 X ∂uθ (tf , xf ) 2
Loss(θ) = k − ∆uθ (tif , xif ) + uθ (tif , xif )(1 − uθ (tif , xif ))(1 − 2uθ (tif , xif ))k22
Nf ∂t 
i=1
Ng
1 X
+ kuθ (tjg , 0) − uθ (tjg , 1)k22
Ng
k=1
Nh  
1000 X k 1 1 1 1
+ kuθ (0, xh ) − sin(2πxh ) + sin(16πxh ) + k22 ,
k k
Nh 2 2 2 2
k=1
(10)

14
Figure 7: Comparison of the 1D Allen-Cahn solution approximated by FEM and PINNs.

with uθ the neural network and θ the trained weights. We train the network on Nf = 20, 000 collocation
points (tif , xif ) ∈ [0, 0.05] × [0, 1] that are sampled using Latin Hybercubes. The training points for
the boundary with Ng = 250 and for the initial condition with Nh = 500 are also sampled in each
epoch with Latin Hybercube sampling. The network architecture is a feed-forward dense neural net-
work with a tanh activation functional. We consider architectures of the following 14 different sizes:
[20,20,20,1], [100,100,100,1], [500,500,500,1], [20,20,20,20,1], [100,100,100,100,1], [500,500,500,500,1],
[20,20,20,20,20,1], [100,100,100,100,100,1], [500,500,500,500,500,1], [20,20,20,20,20,20,1],
[100,100,100,100,100,100,1], [500,500,500,500,500,500,1], [20,20,20,20,20,20,20,1] and
[100,100,100,100,100,100,100,1]. For a network of size [500,500,500,500,500,500,500,1] we run
out of memory on the GPU available to us. This constitutes the limitation of our training. For the
optimisation we first run the Adam optimiser with learning rate 1e − 4 for 7000 epochs over the initial loss
alone. We have found the network struggling to learn the initial condition when the optimisation is run
on the full loss directly. After the 7000 epochs optimising the initial loss, we run the Adam optimiser for
50, 000 epochs on the full loss function (10). Finally, we refine the optimisation using L-BFGS.

15
Results
The PDE approximations with FEM and PINNs are compared on the mesh of the ground truth solution span-
ning [0, 1] with 7993 mesh points and at a time discretisation of 31 e − 4. The fine-meshed FEM approxima-
tion for the ground truth solution was derived using implicit Euler. The FEM and the PINN approximations
compared to the ground truth solution are displayed in Figure 7 for the different mesh sizes and network
architectures. FEM is able to recover the solution of the PDE at all mesh sizes. However, closer inspection
of the result for a mesh of size 32 shows slight errors along the diffusive interface. On the other hand, the
ability of a PINN to approximate the PDE solution well is dependent on the architecture and the number of
free parameters or weights that are to be determined. While all architectures with 20 nodes (cf. Figure 7
column 1) are not able to recover the solution whatsoever, networks with 100 nodes per layer are able to be
trained for the solution. We can clearly observe a progression based on the number of layers. Finally, neural
networks that have 500 nodes per layer are all able to approximate the solution well.

(b) Plot of time to interpolate FEM and evaluate PINN in sec


(a) Plot of time to solve FEM and train PINN in sec versus `2 versus `2 relative error. For comparison, the time to solve FEM
relative error. is plotted.

Figure 8: Plot for 1D Allen-Cahn equation of time in sec versus `2 relative error.

Let us compare the solution and evaluation time versus the accuracy for the FEM and PINN approximations
as shown in Figure 8. For the solution time, that is the time to solve the PDE using FEM and the time to
train the neural network in PINN, FEM is 5-6 orders of magnitude faster than PINNs. This is mainly due to
the size of the neural networks. Here, the complexity of the PDE requires larger architectures to be able to
capture the solution. Some of the PINN architectures are then able though to achieve similar relative errors
to FEM. This is especially true for networks with 100 or 500 nodes per layer as also seen in Figure 7. The
evaluation time of the PINN is plotted against the evaluation time of FEM and the solution time of FEM
in Figure 8b. The calculation time advantage of FEM evaluation drops to about one order of magnitude as
compared to the solution time. While it is to be expected that the evalutation of a neural network is much
faster then the training, FEM is still faster in both solution and evaluation time.
Compared to the other PDEs that we are considering in this study, the Allen-Cahn equation needs slight
modification, i.e. weighting of the loss and pre-training on only part of the loss functional. This is due to
the difficulty we have found the network to have in learning the PDE solution. In addition, we should note
that we have also attempted to train a PINN for Allen-Cahn (8) with  = 0.001. The resulting solution –
shown in Figure 9 – becomes close to binary after a certain amount of time. We had discussed this effect
in Section 2. This renders very large gradients or discontinuities in the solution. We trained PINNs with
different activation functions such as softplus or ReLU that are typically able to handle discontinuities.
However, all results were insufficient to be considered an approximation. This speaks to the assumption that
PINNs in the vanilla form are not well equipped to handle discontinuous solutions; this may also be due to
PINNs solving the strong PDE, rather than a weak form. Variations of the vanilla PINNs approach might

16
Figure 9: FEM solution of the 1D Allen-Cahn equation for  = 0.001 derived on a mesh with 7993 cells.

be able to obtain satisfactory approximations. However, as we are only considering the vanilla approach,
this goes beyond the scope of the paper. We make a note that FEM is able to approximate Allen-Cahn with
 = 0.001 albeit we should anticipate the use of a finer mesh to accurate represent the diffuse interface.

6 Approximating the Semilinear Schrödinger equation

Finally, we investigate the semilinear Schrödinger equation in one and two space-dimensions. The specifi-
cations of the one-dimensional case are taken from the original PINNs paper of Raissi et al. [52]. Note that
the semilinear Schrödinger equation has a complex-valued solution; further increasing the difficulty of its
approximation.

6.1 1D
In the one-dimensional case, we consider the semilinear Schrödinger equation with periodic boundary con-
ditions, as follows:
∂h(t, x)
i = −0.5∆h(t, x) − |h(t, x)|2 h(t, x) x ∈ [−5, 5], t ∈ [0, π/2],
∂t
h(0, x) = 2sech(x), x ∈ [−5, 5],
h(t, −5) = h(t, 5), t ∈ [0, π/2],
∂h(t, −5) ∂h(t, 5)
= , t ∈ [0, π/2].
∂x ∂x
We note that the identical problem had also been considered by [52]. As h(t, x) is a complex valued function,
the semilinear Schrödinger equation is solved for h(t, x) =: uR (t, x) + iuI (t, x), with
q uR (t, x) the real part
and uI (t, x) the imaginary part. Example results are visualised for |h(t, x)| = u2R (t, x) + u2I (t, x) in
Figure 10.

FEM
Similar to the 1D Allen-Cahn equation that we considered, we use a semi-implicit Euler strategy to ap-
proximate the 1D Schrödinger equation in time. We can then write the weak formulation for the real and
imaginary parts of the PDE, assuming Dirichlet u∂ = 0 boundaries, separately as
Z 5 Z 5 Z 5
I I R R R 2
(ut+1 (x) − ut (x))v (x)dx − 0.5 h∇ut+1 (x), ∇v (x)idx − |ht (x)| uR R
t+1 (x)v (x)dx = 0,
−5 −5 −5
Z 5 Z 5 Z5
(uR R I
t+1 (x) − ut (x))v (x)dx + 0.5 h∇uIt+1 (x), ∇v I (x)idx + |ht (x)|2 uIt+1 (x)v I (x)dx = 0,
−5 −5 −5

for all test functions v R , v I ∈ H01 (Ω). The time is discretised with dt = 1e − 3 and we define the finite
elements on an interval mesh in [−5, 5]. We consider meshes with n ∈ {32, 128, 512, 2048} cells. We again
employ piecewise linear finite element basis functions on those cells (P1 ) and use the generalised minimal
residual method (gmres) for a solver.

17
q
Figure 10: Comparison of the 1D semilinear Schrödinger solution |h(t, x)| = u2R (t, x) + u2I (t, x) ap-
proximated by FEM and PINNs of different mesh and architecture sizes.

PINNs
Let us now define the loss functional used in the neural network approximation of the PDE solution. Again,
we consider the residual of the PDE, inital condition and boundary conditions as follows:
Nf I i i
1 X ∂uθ (tf , xf )
Loss(θ) = (k − ∆uR i i i i 2 R i i 2
θ (tf , xf ) − |hθ (tf , xf )| uθ (tf , xf )k2
Nf ∂t
i=1
∂uR i i
θ (tf , xf )
+k + ∆uIθ (tif , xif ) + |hθ (tif , xif )|2 uIθ (tif , xif )k22 )
∂t
Ng
1 X
kuR j R j 2 I j I j 2

+ θ (tg , −5) − uθ (tg , 5)k2 + kuθ (tg , −5) − uθ (tg , 5)k2
Ng
k=1
Ng !
1 X ∂uR (tjg , −5) ∂uR (tjg , 5) 2 ∂uI (tjg , −5) ∂uIθ (tjg , 5) 2
+ k θ − θ k2 + k θ − k2
Ng ∂x ∂x ∂x ∂x
k=1
Nh 
1 X 
+ kuR k k 2 I k 2
θ (0, xh ) − 2sech(xh )k2 + kuθ (0, xh )k2 ,
Nh
k=1

where hθ (t, x) = [uR I


θ (t, x), uθ (t, x)] the neural network the produces the real and imaginary parts of the
PDE solution of the network output with weights θ. The network is trained on Nf = 20, 000 collocation
points (tif , xif ) ∈ [0, π/2] × [−5, 5] and with Ng = 50 point on the boundary and Nh = 50 points for the ini-
tial condition using Latin Hybercube sampling. The network architecture is a feed-forward dense neural net-
work with tanh activation function. In these specifications, we have followed the original vanilla PINNs pa-
per [52]. We investigate the performance of 8 network architectures, that are: [20,20,20,2], [100,100,100,2],
[20,20,20,20,2], [100,100,100,100,2], [20,20,20,20,20,2], [100,100,100,100,100,2], [20,20,20,20,20,20,2],

18
(a) Solution time versus accuracy for the (b) Solution time versus accuracy for the (c) Solution time versus accuracy for the
real part of the PDE uR . imaginary part of the PDE uI . modulus |h|.

(e) Evaluation time versus accuracy for


(d) Evaluation time versus accuracy for the imaginary part of the PDE uI . For (f) Evaluation time versus accuracy for the
the real part of the PDE uR . For compari- comparison, the time to solve FEM is modulus |h|. For comparison, the time to
son, the time to solve FEM is plotted. plotted. solve FEM is plotted.
2
q in sec versus ` relative error. Plots are split for the real
Figure 11: Plot for 1D Schrödinger equation of time
and imaginary parts of the PDE as well as |h| = u2R + u2I .

and [100,100,100,100,100,100,2]. We employ the Adam optimiser for 50, 000 epochs and a learning rate of
1e − 4. Afterwards, we use the L-BFGS optimiser to refine the training results.

Results

The results of the FEM and PINNs approximation are compared on the mesh of the ground truth solution
that has a size of 7993 cells and a time discretisation with dt = 31 e − 4. The resulting approximations for
q
|h(t, x)| = u2R (t, x) + u2I (t, x) are displayed in Figure 10. Already visually, we notice that the PINN
approximations become slightly less accurate for larger time instance than the FEM approximations. Quan-
titatively speaking, the time versus accuracy plots give a broader overview of the performance of each
method. The plots are shown in Figure 11. Focusing on the modulus |h|, FEM both has a lower solution
time by 2 orders of magnitude and a lower relative error than any neural network approximation as shown in
Figure 11c. Considering the evaluation time for both methods alone, FEM continues to outperform PINNs
in time and accuracy. However, if we compare the FEM solving time to the PINNs evaluation time, neural
networks are able to evaluate solutions faster by one order of magnitude. Nonetheless, FEM remains to
produce results with higher accuracy for |h|. The results are inconclusive for uR and uI : the FEM solution
is considerably faster but less or hardly more accurate than the PINNs solution as shown in Figures 11d and
11e.

19
q
Figure 12: Comparison of the 2D semilinear Schrödinger solution |h(t, x)| = u2R (t, x) + u2I (t, x) at time
t = π/4 approximated by FEM and PINNs of different mesh and architecture sizes.

6.2 2D

Let us finally move to the two-dimensional semilinear Schrödinger equation. We consider periodic boundary
conditions and define the initial condition as follows:

∂h(t, x, y)
i = −0.5∆h(t, x, y) − |h(t, x, y)|2 h(t, x, y), x, y ∈ [−5, 5], t ∈ [0, π/2]
∂t
h(0, x, y) = sech(x) + 0.5sech(y − 2) + 0.5sech(y + 2), x, y ∈ [−5, 5]
h(t, −5, y) = h(t, 5, y), t ∈ [0, π/2], y ∈ [−5, 5]
h(t, x, −5) = h(t, x, 5), t ∈ [0, π/2], x ∈ [−5, 5]
∂h(t, −5, y) ∂h(t, 5, y)
= , t ∈ [0, π/2], y ∈ [−5, 5]
∂x ∂x
∂h(t, x, −5) ∂h(t, x, 5)
= t ∈ [0, π/2], x ∈ [−5, 5].
∂y ∂y

q for h(t, x, y) =: uR (t, x, y)+iuI (t, x, y). The


The PDE is complex-valued and we approximate the solution
approximate solutions for the modulus for |h(t, x, y)| = u2R (t, x, y) + u2I (t, x, y) are shown in Figure 12.

20
FEM
Similar to the one-dimensional case of the Schrödinger equation, we split the weak formulation of the PDE
(again for Dirichlet u∂ = 0 boundaries) into its real and imaginary parts:
Z 5Z 5 Z 5Z 5
I I R
(ut+1 (x, y) − ut (x, y))v (x, y)dxdy − 0.5 h∇uR R
t+1 (x, y), ∇v (x, y)idxdy
−5 −5 −5 −5
Z 5 Z 5
− |ht (x, y)|2 uR R
t+1 (x, y)v (x, y)dxdy = 0,
−5 −5
Z 5 Z 5 Z 5 Z 5
(uR
t+1 (x, y) − uR I
t (x, y))v (x, y)dxdy + 0.5 h∇uIt+1 (x, y), ∇v I (x, y)idxdy
−5 −5 −5 −5
Z 5 Z 5
2
+ |ht (x, y)| uIt+1 (x, y)v I (x)dxdy = 0,
−5 −5

for all test functions v R , v I ∈ H0Ω . Time is discretised with dt = 1e − 3 and the finite ele-
ments are defined on a rectangular mesh in the domain [−5, 5] × [−5, 5]. We consider meshes with
{(16, 16), (32, 32), (40, 40), (64, 64), (128, 128)} squares, each again being split into two triangles on
which we define piecewise-linear finite element basis functions (P1 ). We again use gmres to solve the
linear system.

PINNs
The loss functional for the neural network approximations are defined for both the real and imaginary parts
of the PDE:
Nf I i i i
1 X ∂uθ (tf , xf , yf )
Loss(θ) = (k − ∆uR i i i i i i 2 R i i i 2
θ (tf , xf , yf ) − |hθ (tf , xf , yf )| uθ (tf , xf , yf )k2
Nf ∂t
i=1
∂uR i i i
θ (tf , xf , yf )
+k + ∆uIθ (tif , xif , yfi ) + |hθ (tif , xif , yfi )|2 uIθ (tif , xif , yfi )k22 )
∂t
Ng
1 X R j
+ (kuθ (tg , −5, ygj ) − uR j j 2 I j j I j j 2
θ (tg , 5, yg )k2 + kuθ (tg , −5, yg ) − uθ (tg , 5, yg )k2
Ng
k=1
+ kuR j j R j j 2 I j j I j j 2
θ (tg , xg , −5) − uθ (tg , xg , 5)k2 + kuθ (tg , xg , −5) − uθ (tg , xg , 5)k2 )
Ng !
1 X ∂uR (tjg , −5, ygj ) ∂uR (tjg , 5, ygj ) 2 ∂uI (tjg , −5, ygj ) ∂uIθ (tjg , 5, ygj ) 2
+ k θ − θ k2 + k θ − k2
Ng ∂x ∂x ∂x ∂x
k=1
Ng
j j j j
!
1 X ∂uR
θ (tg , xg , −5) ∂uR
θ (tg , xg , 5) 2 ∂uIθ (tjg , xjg , −5) ∂uIθ (tjg , xjg , 5) 2
+ k − k2 + k − k2
Ng ∂y ∂y ∂y ∂y
k=1
Nh 
1 X 
+ kuR
θ (0, xk k
,
h hy ) − sech(x k
h ) − 0.5sech(yh
k
− 2) − 0.5sech(yh
k
+ 2)k2
2 ,
Nh
k=1

for hθ (t, x, y) = uR I
θ (t, x, y)+iuθ (t, x, y) the neural network with an output size 2 for the real and imaginary
parts and θ the network weights that are determined by training. The loss functional is optimised based on
latin hybercube sampled collocation points (tif , xif , yfi ) ∈ [0, π/2] × [−5, 5] × [−5, 5] with Nf = 5, 000
points for the domain, Ng = 100 points for the boundary and Nh = 100 points for the inital condition. We
chose feed-forward dense neural netwrok in the architecture design with tanh the activation function. The
results are compared for 6 different neural network sizes: [20,20,20,2], [100,100,100,2], [20,20,20,20,2],
[100,100,100,100,2], [20,20,20,20,20,2], and [100,100,100,100,100,2]. The Adam optimiser is run for
50, 000 epochs with a learning rate of 1e − 3 before employing the L-BFGS optimiser.

21
(a) Solution time versus accuracy for the (b) Solution time versus accuracy for the (c) Solution time versus accuracy for the
real part of the PDE uR . imaginary part of the PDE uI . modulus |h|.

(e) Evaluation time versus accuracy for


(d) Evaluation time versus accuracy for the imaginary part of the PDE uI . For (f) Evaluation time versus accuracy for
the real part of the PDE uR . For compari- comparison, the time to solve FEM is modulus |h|. For comparison, the time to
son, the time to solve FEM is plotted. plotted. solve FEM is plotted.
2
q in sec versus ` relative error. Plots are split for the real
Figure 13: Plot for 2D Schrödinger equation of time
and imaginary parts of the PDE as well as |h| = u2R + u2I .

Results

A first look at the visualisation of the results at an example time t = π/4 in Figure 12 shows that PINNs
is having difficulties to recover the wave-type shapes at the right hand side boundary of x. While PINNs
are able to reproduce the main features of the PDE solution, the examples shown lack the detailed features
containing edges and discontinuities. For FEM, we observe that coarse meshes similarly fail at recovering
the fine details. However, with finer meshes, FEM is able to correctly solve the PDE. Considering the
quantified results on time versus accuracy in Figure 13, the difference in accuracy between PINNs and FEM
become less prudent in the real part. However, for both solving time in Figures 13a-11c and evaluation
time in Figures 13d-11f FEM clearly outperforms PINNs by 2-3 and 1 order of magnitude, respectively.
Taking the FEM solution time into account, we can see that PINNs slightly outperforms in their evaluation
time with similar relative error. Let us also note that the PINN approximation of the imaginary part of the
complex-valued PDE solution is significantly less accurate compared to the FE method.

7 Discussion and Conclusions

After having investigated each of the PDEs on its own, let us know discuss and draw conclusions from the
results as a whole.
Considering the solution time and accuracy, PINNs are not able to beat the finite element method in our
study. Other than the inconclusive results for real and imaginary part in the Schrödinger 1D test, FEM
solutions were generally faster at the same accuracy or at a higher accuracy.

22
After having solved the PDE, PINNs are sometimes faster at the pointwise evaluation of the respective
solution: we were only able to show this in the 3D Poisson test. So when needing to evaluate a PDE on a
very fine grid, one could consider solving a PINN. Although, in our examples, the solution time of FEM
was so much faster that continued solving the PDE with FEM on different adapted grids would likely still
be considerably faster than solving and evaluating the PINN.
We were particularly surprised that PINNs had difficulties with the Allen–Cahn equation using a small ε.
This might be due to the close-to-singular behaviour at the diffuse interface and the fact that PINNs aim
to solve the possibly ill-conditioned strong form of the PDE. We anticipated that PINNs would outperform
FEM: the solution of an Allen–Cahn equation has very much the flavour of a classification (see [10]) at
which neural networks excel; FEM requires a very fine grid to resolve the diffuse interface. A similar
case in which we were surprised that PINNs did not outperform FEM was the Schrödinger 2D examples,
where the PDE solution, again, contains very finely structured areas. In both these cases an adaptive PINNs
approach or variational PINNs [30] might help. The latter would then also allow activation functions that
have weak derivatives.
An aspect of the evaluation time that we have not considered throughout this work is the possibility of
solving parameterised PDEs with neural networks, so-called operator approximators. See, for instance,
Fourier Neural Operators [39] and DeepONets [42]. Whilst the finite element method requires continued
solutions of PDEs when changing the parameters, neural networks can take parameters as additional inputs
and be trained throughout all of them. They have been shown to work well as surrogates if the PDE needs to
be solved sufficiently often; see also [62]. In a future work, those should be compared to classical methods
for parameterised PDEs, such as reduced bases [48] or low-rank tensor methods [34]. Again, the time of the
offline phase in which the parametric model is constructed or trained has to be considered carefully.
PINNs were good at the transition into higher dimensions: there is no increment in computational cost from
the Poisson equation in 2D and 3D. This hints at the efficiency of PINNs in high-dimensional settings, in
which classical techniques (such as FEM) are prohibitively expensive. This has been considered in [36]. In
general, PINNs open up many interesting new research directions, especially when employed to solve such
high-dimensional PDEs or when combining PDEs and data. The analysis of PINNs is both very challenging
and highly interesting. Our study suggests that for certain classes of PDEs for which classical methods are
applicable, PINNs are not able to outperform those.

Acknowledgments

Initial research for this work was carried out with support from the Philippa Fawcett internship programme.
TGG and CBS acknowledge the support of the Cantab Capital Institute for the Mathematics of Information
and the European Union Horizon 2020 research and innovation programme under the Marie Skodowska-
Curie grant agreement No. 777826 NoMADS. TGG additionally acknowledges the support of the EP-
SRC National Productivity and Investment Fund grant Nr. EP/S515334/1 reference 2089694. JL and
CBS acknowledge support from the EPSRC grant EP/S026045/1. CBS acknowledges support from the
Philip Leverhulme Prize, the Royal Society Wolfson Fellowship, the EPSRC advanced career fellow-
ship EP/V029428/1, EPSRC grants EP/T003553/1, EP/N014588/1, EP/T017961/1, the Wellcome Trust
215733/Z/19/Z and 221633/Z/20/Z, and the Alan Turing Institute.
We also acknowledge the support of NVIDIA Corporation with the donation of two Quadro P6000 GPU
used for this research.

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