In this talk, I will discuss some models and algorithms from
two different fields: (1) machine learning, including logistic
regression and deep learning, and (2) numerical PDEs, including
multigrid methods. I will explore mathematical relationships between
these models and algorithms and demonstrate how such relationships can
be used to understand, study and improve the model structures,
mathematical properties and relevant training algorithms for deep
neural networks. In particular, I will demonstrate how a new
convolutional neural network known as MgNet, can be derived by making
very minor modifications of a classic geometric multigrid method for
the Poisson equation and then explore the theoretical and practical
potentials of MgNet.