Abstract
This paper develops an extreme learning machine for solving linear partial differential equations (PDE) by extending the normal equations approach for linear regression. The normal equations method is typically used when the amount of available data is small. In PDEs, the only available ground truths are the boundary and initial conditions (BC and IC). We use the physics-based cost function used in state-of-the-art deep neural network-based PDE solvers called physics informed neural network (PINN) to compensate for the small data. However, unlike PINN, we derive the normal equations for PDEs and directly solve them to compute the network parameters. We demonstrate our method's feasibility and efficiency by solving several problems like function approximation, solving ordinary differential equations (ODEs), steady and unsteady PDEs on regular and complicated geometries. We also highlight our method's limitation in capturing sharp gradients and propose its domain distributed version to overcome this issue. We show that this approach is much faster than traditional gradient descent-based approaches and offers an alternative to conventional numerical methods in solving PDEs in complicated geometries.
Physics Informed Extreme Learning Machine (PIELM)–A rapid method for the numerical solution of partial differential equations
