Parametric Complexity Bounds for Approximating PDEs with Neural Networks

Recent empirical results show that deep networks can approximate solutions to high dimensional PDEs, seemingly escaping the curse of dimensionality. However many open questions remain regarding the theoretical basis for such approximations, including the number of parameters required. In this paper, we investigate the representational power of neural networks for approximating solutions to linear elliptic PDEs with Dirichlet Boundary conditions. We prove that when a PDE's coefficients are representable by small neural networks, the parameters required to approximate its solution scale polynomially with the input dimension $d$ and are proportional to the parameter counts of the coefficient neural networks. Our proof is based on constructing a neural network which simulates gradient descent in an appropriate Hilbert space which converges to the solution of the PDE. Moreover, we bound the size of the neural network needed to represent each iterate in terms of the neural network representing the previous iterate, resulting in a final network whose parameters depend polynomially on $d$ and does not depend on the volume of the domain.