Deep unfitted Nitsche method for elliptic interface problems

In this paper, we propose a deep unfitted Nitsche method for computing elliptic interface problems with high contrasts in high dimensions. To capture discontinuities of the solution caused by interfaces, we reformulate the problem as an energy minimization involving two weakly coupled components. This enables us to train two deep neural networks to represent two components of the solution in high-dimensional. The curse of dimensionality is alleviated by using the Monte-Carlo method to discretize the unfitted Nitsche energy function. We present several numerical examples to show the efficiency and accuracy of the proposed method.