A constrained backpropagation approach for the adaptive solution of partial differential equations.

Abstract

This paper presents a constrained backpropagation (CPROP) methodology for solving nonlinear elliptic and parabolic partial differential equations (PDEs) adaptively, subject to changes in the PDE parameters or external forcing. Unlike existing methods based on penalty functions or Lagrange multipliers, CPROP solves the constrained optimization problem associated with training a neural network to approximate the PDE solution by means of direct elimination. As a result, CPROP reduces the dimensionality of the optimization problem, while satisfying the equality constraints associated with the boundary and initial conditions exactly, at every iteration of the algorithm. The effectiveness of this method is demonstrated through several examples, including nonlinear elliptic and parabolic PDEs with changing parameters and nonhomogeneous terms.