Solving Fredholm Integral Equations Using Deep Learning

Abstract

The aim of this paper is to provide a deep learning based method that can solve high-dimensional Fredholm integral equations. A deep residual neural network is constructed at a fixed number of collocation points selected randomly in the integration domain. The loss function of the deep residual neural network is defined as a linear least-square problem using the integral equation at the collocation points in the training set. The training iteration is done for the same set of parameters for different training sets. The numerical experiments show that the deep learning method is efficient with a moderate generalization error at all points. And the computational cost does not suffer from “curse of dimensionality” problem.