# WoSNN: Stochastic Solver for PDEs with Machine Learning

## TL;DR

The paper introduces WoS-NN, a novel stochastic solver combining the Walk-on-Spheres method with neural networks to efficiently solve elliptic PDEs, offering rapid, accurate solutions with reduced computational costs.

## Contribution

This work develops WoS-NN, integrating machine learning with stochastic PDE solving, providing instant predictions and improved efficiency over traditional methods.

## Key findings

- Reduces error by approximately 75% compared to conventional WoS.
- Uses only 8% of path samples needed by traditional WoS.
- Provides accurate field estimations with significant computational savings.

## Abstract

Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS) method is a well-established and efficient algorithm that provides accurate local estimates for PDEs. In this paper, by integrating machine learning techniques with WoS and space discretization approaches, we develop a novel stochastic solver, WoS-NN. This new method solves elliptic problems with Dirichlet boundary conditions, facilitating precise and rapid global solutions and gradient approximations. The method inherits excellent characteristics from the original WoS method, such as being meshless and robust to irregular regions. By integrating neural networks, WoS-NN also gives instant local predictions after training without re-sampling, which is especially suitable for intense requests on a static region. A typical experimental result demonstrates that the proposed WoS-NN method provides accurate field estimations, reducing errors by around $75\%$ while using only $8\%$ of path samples compared to the conventional WoS method, which saves abundant computational time and resource consumption.