In this paper we study probabilistic and neural network approximations for solutions to Poisson equation subject to H\" older or $C^2$ data in general bounded domains of $\mathbb{R}^d$. We aim at two fundamental goals. The first, and the most important, we show that the solution to Poisson equation can be numerically approximated in the sup-norm by Monte Carlo methods based on a slight change of the walk on spheres algorithm. This provides estimates which are efficient with respect to the prescribed approximation error and without the curse of dimensionality. In addition, the overall number of samples does not not depend on the point at which the approximation is performed. As a second goal, we show that the obtained Monte Carlo solver renders ReLU deep neural network (DNN) solutions to Poisson problem, whose sizes depend at most polynomially in the dimension $d$ and in the desired error. In fact we show that the random DNN provides with high probability a small approximation error and low polynomial complexity in the dimension.

本文研究用概率方法和神经网络逼近求解Poisson方程，并提出基于球面游走算法轻微改变的蒙特卡洛数值近似方法，其维数无需指定且具有高效性和多项式复杂度。同时，本文证明使用该数值近似方法得出的随机深度神经网络可在多项式时间内对Poisson方程进行有效逼近。

从蒙特卡洛到神经网络的边界值问题近似