In this paper, both the finite element method (FEM) and the mesh-free deep neural
network (DNN) approach are studied in a comparative fashion for solving two types of coupled
nonlinear hyperbolic/wave partial differential equations (PDEs) in a space of high dimension $\mathbb{R}^d (d > 1),$ where the first PDE system to be studied is the coupled nonlinear Korteweg-De Vries
(KdV) equations modeling the solitary wave and waves on shallow water surfaces, and the second
PDE system is the coupled nonlinear Klein-Gordon (KG) equations modeling solitons as well as
solitary waves. A fully connected, feedforward, multi-layer, mesh-free DNN approach is developed for both coupled nonlinear PDEs by reformulating each PDE model as a least-squares (LS)
problem based upon DNN-approximated solutions and then optimizing the LS problem using a $(d + 1)$-dimensional space-time sample point (training) set. Mathematically, both coupled nonlinear hyperbolic problems own significant differences in their respective PDE theories; numerically,
they are approximated by virtue of a fully connected, feedforward DNN structure in a uniform
fashion. As a contrast, a distinct and sophisticated FEM is developed for each coupled nonlinear
hyperbolic system, respectively, by means of the Galerkin approximation in space and the finite
difference scheme in time to account for different characteristics of each hyperbolic PDE system.
Overall, comparing with the subtly developed, problem-dependent FEM, the proposed mesh-free
DNN method can be uniformly developed for both coupled nonlinear hyperbolic systems with ease
and without a need of mesh generation, though, the FEM can produce a concrete convergence
order with respect to the mesh size and the time step size, and can even preserve the total energy for KG equations, whereas the DNN approach cannot show a definite convergence pattern in
terms of parameters of the adopted DNN structure but only a universal approximation property
indicated by a relatively small error that rarely changes in magnitude, let alone the dissipation
of DNN-approximated energy for KG equations. Both approaches have their respective pros and
cons, which are also validated in numerical experiments by comparing convergent accuracies of
the developed FEMs and approximation performances of the proposed mesh-free DNN method for
both hyperbolic/wave equations based upon different types of discretization parameters changing
in doubling, and specifically, comparing discrete energies obtained from both approaches for KG
equations.