Solving general high-dimensional partial differential equations (PDE) is a long-standing challenge in numerical mathematics. In this paper, we propose a novel approach to solve high-dimensional linear and nonlinear PDEs defined on arbitrary domains by leveraging their weak formulations. We convert the problem of finding the weak solution of PDEs into an operator norm minimization problem induced from the weak formulation. The weak solution and the test function in the weak formulation are then parameterized as the primal and adversarial networks respectively, which are alternately updated to approximate the optimal network parameter setting. Our approach, termed as the weak adversarial network (WAN), is fast, stable, and completely mesh-free, which is particularly suitable for high-dimensional PDEs defined on irregular domains where the classical numerical methods based on finite differences and finite elements suffer the issues of slow computation, instability and the curse of dimensionality. We apply our method to a variety of test problems with high-dimensional PDEs to demonstrate its promising performance.

In this paper, a weak adversarial network approach is developed to numerically solve a class of inverse problems, including electrical impedance tomography and dynamic electrical impedance tomography problems. The weak formulation of the partial differential equation for the given inverse problem is leveraged, where the solution and the test function are parameterized as deep neural networks. Then, the weak formulation and the boundary conditions induce a minimax problem of a saddle function of the network parameters. As the parameters are alternatively updated, the network gradually approximates the solution of the inverse problem. Theoretical justifications are provided on the convergence of the proposed algorithm. The proposed method is completely mesh-free without any spatial discretization, and is particularly suitable for problems with high dimensionality and low regularity on solutions. Numerical experiments on a variety of test inverse problems demonstrate the promising accuracy and efficiency of this approach.

We propose a machine learning enhanced algorithm for solving the optimal landing problem. Using Pontryagin's minimum principle, we derive a two-point boundary value problem for the landing problem. The proposed algorithm uses deep learning to predict the optimal landing time and a space-marching technique to provide good initial guesses for the boundary value problem solver. The performance of the proposed method is studied using the quadrotor example, a reasonably high dimensional and strongly nonlinear system. Drastic improvement in reliability and efficiency is observed.

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