基于深度学习的方法,例如物理知识的神经网络(PINN)和DeepOnets已显示出解决PDE受约束优化(PDECO)问题的希望。但是,现有方法不足以处理对优化目标具有复杂或非线性依赖性的PDE约束。在本文中,我们提出了一个新颖的双层优化框架,以通过将目标和约束的优化解耦来解决挑战。对于内部循环优化,我们采用PINN仅解决PDE约束。对于外循环,我们通过基于隐式函数定理(IFT)使用Broyden的方法来设计一种新颖的方法,该方法对于近似高度级别而言是有效且准确的。我们进一步介绍了高度级计算的理论解释和误差分析。在多个大规模和非线性PDE约束优化问题上进行了广泛的实验表明,与强基础相比,我们的方法可实现最新的结果。
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We present a unified hard-constraint framework for solving geometrically complex PDEs with neural networks, where the most commonly used Dirichlet, Neumann, and Robin boundary conditions (BCs) are considered. Specifically, we first introduce the "extra fields" from the mixed finite element method to reformulate the PDEs so as to equivalently transform the three types of BCs into linear forms. Based on the reformulation, we derive the general solutions of the BCs analytically, which are employed to construct an ansatz that automatically satisfies the BCs. With such a framework, we can train the neural networks without adding extra loss terms and thus efficiently handle geometrically complex PDEs, alleviating the unbalanced competition between the loss terms corresponding to the BCs and PDEs. We theoretically demonstrate that the "extra fields" can stabilize the training process. Experimental results on real-world geometrically complex PDEs showcase the effectiveness of our method compared with state-of-the-art baselines.
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在科学和工程应用中,通常需要反复解决类似的计算问题。在这种情况下,我们可以利用先前解决的问题实例中的数据来提高查找后续解决方案的效率。这提供了一个独特的机会,可以将机器学习(尤其是元学习)和科学计算相结合。迄今为止,文献中已经提出了各种此类域特异性方法,但是设计这些方法的通用方法仍然不足。在本文中,我们通过制定一个通用框架来描述这些问题,并提出一种基于梯度的算法来以统一的方式解决这些问题。作为这种方法的说明,我们研究了迭代求解器的适应性参数的自适应生成,以加速微分方程的溶液。我们通过理论分析和数值实验来证明我们方法的性能和多功能性,包括应用于不可压缩流量模拟的应用以及参数估计的逆问题。
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Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics, and explores how to make it more robust--and deep learning for mathematics, where deep learning algorithms are used to solve problems in mathematics. The latter has popularised the field of scientific machine learning where deep learning is applied to problems in scientific computing. Specifically, more and more neural network architectures have been developed to solve specific classes of partial differential equations (PDEs). Such methods exploit properties that are inherent to PDEs and thus solve the PDEs better than classical feed-forward neural networks, recurrent neural networks, and convolutional neural networks. This has had a great impact in the area of mathematical modeling where parametric PDEs are widely used to model most natural and physical processes arising in science and engineering, In this work, we review such methods and extend them for parametric studies as well as for solving the related inverse problems. We equally proceed to show their relevance in some industrial applications.
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科学和工程学中的一个基本问题是设计最佳的控制政策,这些政策将给定的系统转向预期的结果。这项工作提出了同时求解给定系统状态和最佳控制信号的控制物理信息的神经网络(控制PINNS),在符合基础物理定律的一个阶段框架中。先前的方法使用两个阶段的框架,该框架首先建模然后按顺序控制系统。相比之下,控制PINN将所需的最佳条件纳入其体系结构和损耗函数中。通过解决以下开环的最佳控制问题来证明控制PINN的成功:(i)一个分析问题,(ii)一维热方程,以及(iii)二维捕食者捕食者问题。
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物理信息的神经网络(PINN)是神经网络(NNS),它们作为神经网络本身的组成部分编码模型方程,例如部分微分方程(PDE)。如今,PINN是用于求解PDE,分数方程,积分分化方程和随机PDE的。这种新颖的方法已成为一个多任务学习框架,在该框架中,NN必须在减少PDE残差的同时拟合观察到的数据。本文对PINNS的文献进行了全面的综述:虽然该研究的主要目标是表征这些网络及其相关的优势和缺点。该综述还试图将出版物纳入更广泛的基于搭配的物理知识的神经网络,这些神经网络构成了香草·皮恩(Vanilla Pinn)以及许多其他变体,例如物理受限的神经网络(PCNN),各种HP-VPINN,变量HP-VPINN,VPINN,VPINN,变体。和保守的Pinn(CPINN)。该研究表明,大多数研究都集中在通过不同的激活功能,梯度优化技术,神经网络结构和损耗功能结构来定制PINN。尽管使用PINN的应用范围广泛,但通过证明其在某些情况下比有限元方法(FEM)等经典数值技术更可行的能力,但仍有可能的进步,最著名的是尚未解决的理论问题。
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Bilevel优化是在机器学习的许多领域中最小化涉及另一个功能的价值函数的问题。在大规模的经验风险最小化设置中,样品数量很大,开发随机方法至关重要,而随机方法只能一次使用一些样品进行进展。但是,计算值函数的梯度涉及求解线性系统,这使得很难得出无偏的随机估计。为了克服这个问题,我们引入了一个新颖的框架,其中内部问题的解决方案,线性系统的解和主要变量同时发展。这些方向是作为总和写成的,使其直接得出无偏估计。我们方法的简单性使我们能够开发全球差异算法,其中所有变量的动力学都会降低差异。我们证明,萨巴(Saba)是我们框架中著名的传奇算法的改编,具有$ o(\ frac1t)$收敛速度,并且在polyak-lojasciewicz的假设下实现了线性收敛。这是验证这些属性之一的双光线优化的第一种随机算法。数值实验验证了我们方法的实用性。
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复杂物理动态的建模和控制在真实问题中是必不可少的。我们提出了一种新颖的框架,通常适用于通过用特殊校正器引入PDE解决方案操作员的代理模型来解决PDE受约束的最佳控制问题。所提出的框架的过程分为两个阶段:解决PDE约束(阶段1)的解决方案操作员学习并搜索最佳控制(阶段2)。一旦替代模型在阶段1训练,就可以在没有密集计算的阶段2中推断出最佳控制。我们的框架可以应用于数据驱动和数据的案例。我们展示了我们对不同控制变量的各种最优控制问题的成功应用,从泊松方程到汉堡方程的不同PDE约束。
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Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs), which embed a PDE into the loss of the neural network using automatic differentiation. The PINN algorithm is simple, and it can be applied to different types of PDEs, including integro-differential equations, fractional PDEs, and stochastic PDEs. Moreover, from the implementation point of view, PINNs solve inverse problems as easily as forward problems. We propose a new residual-based adaptive refinement (RAR) method to improve the training efficiency of PINNs. For pedagogical reasons, we compare the PINN algorithm to a standard finite element method. We also present a Python library for PINNs, DeepXDE, which is designed to serve both as an education tool to be used in the classroom as well as a research tool for solving problems in computational science and engineering. Specifically, DeepXDE can solve forward problems given initial and boundary conditions, as well as inverse problems given some extra measurements. DeepXDE supports complex-geometry domains based on the technique of constructive solid geometry, and enables the user code to be compact, resembling closely the mathematical formulation. We introduce the usage of DeepXDE and its customizability, and we also demonstrate the capability of PINNs and the user-friendliness of DeepXDE for five different examples. More broadly, DeepXDE contributes to the more rapid development of the emerging Scientific Machine Learning field.
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机器学习方法最近在求解部分微分方程(PDE)中的承诺。它们可以分为两种广泛类别:近似解决方案功能并学习解决方案操作员。物理知识的神经网络(PINN)是前者的示例,而傅里叶神经操作员(FNO)是后者的示例。这两种方法都有缺点。 Pinn的优化是具有挑战性,易于发生故障,尤其是在多尺度动态系统上。 FNO不会遭受这种优化问题,因为它在给定的数据集上执行了监督学习,但获取此类数据可能太昂贵或无法使用。在这项工作中,我们提出了物理知识的神经运营商(Pino),在那里我们结合了操作学习和功能优化框架。这种综合方法可以提高PINN和FNO模型的收敛速度和准确性。在操作员学习阶段,Pino在参数PDE系列的多个实例上学习解决方案操作员。在测试时间优化阶段,Pino优化预先训练的操作员ANSATZ,用于PDE的查询实例。实验显示Pino优于许多流行的PDE家族的先前ML方法,同时保留与求解器相比FNO的非凡速度。特别是,Pino准确地解决了挑战的长时间瞬态流量,而其他基线ML方法无法收敛的Kolmogorov流程。
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High-dimensional PDEs have been a longstanding computational challenge. We propose to solve highdimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial condition, and boundary conditions. Our algorithm is meshfree, which is key since meshes become infeasible in higher dimensions. Instead of forming a mesh, the neural network is trained on batches of randomly sampled time and space points. The algorithm is tested on a class of high-dimensional free boundary PDEs, which we are able to accurately solve in up to 200 dimensions. The algorithm is also tested on a high-dimensional Hamilton-Jacobi-Bellman PDE and Burgers' equation. The deep learning algorithm approximates the general solution to the Burgers' equation for a continuum of different boundary conditions and physical conditions (which can be viewed as a high-dimensional space). We call the algorithm a "Deep Galerkin Method (DGM)" since it is similar in spirit to Galerkin methods, with the solution approximated by a neural network instead of a linear combination of basis functions. In addition, we prove a theorem regarding the approximation power of neural networks for a class of quasilinear parabolic PDEs.
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这本数字本书包含在物理模拟的背景下与深度学习相关的一切实际和全面的一切。尽可能多,所有主题都带有Jupyter笔记本的形式的动手代码示例,以便快速入门。除了标准的受监督学习的数据中,我们将看看物理丢失约束,更紧密耦合的学习算法,具有可微分的模拟,以及加强学习和不确定性建模。我们生活在令人兴奋的时期:这些方法具有从根本上改变计算机模拟可以实现的巨大潜力。
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Machine learning-based modeling of physical systems has experienced increased interest in recent years. Despite some impressive progress, there is still a lack of benchmarks for Scientific ML that are easy to use but still challenging and representative of a wide range of problems. We introduce PDEBench, a benchmark suite of time-dependent simulation tasks based on Partial Differential Equations (PDEs). PDEBench comprises both code and data to benchmark the performance of novel machine learning models against both classical numerical simulations and machine learning baselines. Our proposed set of benchmark problems contribute the following unique features: (1) A much wider range of PDEs compared to existing benchmarks, ranging from relatively common examples to more realistic and difficult problems; (2) much larger ready-to-use datasets compared to prior work, comprising multiple simulation runs across a larger number of initial and boundary conditions and PDE parameters; (3) more extensible source codes with user-friendly APIs for data generation and baseline results with popular machine learning models (FNO, U-Net, PINN, Gradient-Based Inverse Method). PDEBench allows researchers to extend the benchmark freely for their own purposes using a standardized API and to compare the performance of new models to existing baseline methods. We also propose new evaluation metrics with the aim to provide a more holistic understanding of learning methods in the context of Scientific ML. With those metrics we identify tasks which are challenging for recent ML methods and propose these tasks as future challenges for the community. The code is available at https://github.com/pdebench/PDEBench.
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Neural network-based approaches for solving partial differential equations (PDEs) have recently received special attention. However, the large majority of neural PDE solvers only apply to rectilinear domains, and do not systematically address the imposition of Dirichlet/Neumann boundary conditions over irregular domain boundaries. In this paper, we present a framework to neurally solve partial differential equations over domains with irregularly shaped (non-rectilinear) geometric boundaries. Our network takes in the shape of the domain as an input (represented using an unstructured point cloud, or any other parametric representation such as Non-Uniform Rational B-Splines) and is able to generalize to novel (unseen) irregular domains; the key technical ingredient to realizing this model is a novel approach for identifying the interior and exterior of the computational grid in a differentiable manner. We also perform a careful error analysis which reveals theoretical insights into several sources of error incurred in the model-building process. Finally, we showcase a wide variety of applications, along with favorable comparisons with ground truth solutions.
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在本文中,我们演示并调查了一些挑战,这些挑战阻碍了使用物理知识的神经网络解决复杂问题的方式。特别是,我们可视化受过训练的模型的损失景观,并在存在物理学的情况下对反向传播梯度进行灵敏度分析。我们的发现表明,现有的方法产生了难以导航的高度非凸损失景观。此外,高阶PDE污染了可能阻碍或防止收敛的反向传播梯度。然后,我们提出了一种新的方法,该方法绕过了高阶PDE操作员的计算并减轻反向传播梯度的污染。为此,我们降低了解决方案搜索空间的维度,并通过非平滑解决方案促进学习问题。我们的配方还提供了一种反馈机制,可帮助我们的模型适应地专注于难以学习的领域的复杂区域。然后,我们通过调整Lagrange乘数方法来提出一个无约束的二重问题。我们运用我们的方法来解决由线性和非线性PDE控制的几个具有挑战性的基准问题。
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The Physics-Informed Neural Network (PINN) approach is a new and promising way to solve partial differential equations using deep learning. The $L^2$ Physics-Informed Loss is the de-facto standard in training Physics-Informed Neural Networks. In this paper, we challenge this common practice by investigating the relationship between the loss function and the approximation quality of the learned solution. In particular, we leverage the concept of stability in the literature of partial differential equation to study the asymptotic behavior of the learned solution as the loss approaches zero. With this concept, we study an important class of high-dimensional non-linear PDEs in optimal control, the Hamilton-Jacobi-Bellman(HJB) Equation, and prove that for general $L^p$ Physics-Informed Loss, a wide class of HJB equation is stable only if $p$ is sufficiently large. Therefore, the commonly used $L^2$ loss is not suitable for training PINN on those equations, while $L^{\infty}$ loss is a better choice. Based on the theoretical insight, we develop a novel PINN training algorithm to minimize the $L^{\infty}$ loss for HJB equations which is in a similar spirit to adversarial training. The effectiveness of the proposed algorithm is empirically demonstrated through experiments. Our code is released at https://github.com/LithiumDA/L_inf-PINN.
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标准的神经网络可以近似一般的非线性操作员,要么通过数学运算符的组合(例如,在对流 - 扩散反应部分微分方程中)的组合,要么仅仅是黑匣子,例如黑匣子,例如一个系统系统。第一个神经操作员是基于严格的近似理论于2019年提出的深层操作员网络(DeepOnet)。从那时起,已经发布了其他一些较少的一般操作员,例如,基于图神经网络或傅立叶变换。对于黑匣子系统,对神经操作员的培训仅是数据驱动的,但是如果知道管理方程式可以在培训期间将其纳入损失功能,以开发物理知识的神经操作员。神经操作员可以用作设计问题,不确定性量化,自主系统以及几乎任何需要实时推断的应用程序中的代替代物。此外,通过将它们与相对轻的训练耦合,可以将独立的预训练deponets用作复杂多物理系统的组成部分。在这里,我们介绍了Deponet,傅立叶神经操作员和图神经操作员的评论,以及适当的扩展功能扩展,并突出显示它们在计算机械师中的各种应用中的实用性,包括多孔媒体,流体力学和固体机制, 。
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在这项工作中,我们开发了一个有效的求解器,该求解器基于泊松方程的深神经网络,具有可变系数和由Dirac Delta函数$ \ delta(\ Mathbf {x})$表示的可变系数和单数来源。这类问题涵盖了一般点源,线路源和点线组合,并且具有广泛的实际应用。所提出的方法是基于将真实溶液分解为一个单一部分,该部分使用拉普拉斯方程的基本解决方案在分析上以分析性的方式,以及一个正常零件,该零件满足适合的椭圆形PDE,并使用更平滑的来源,然后使用深层求解常规零件,然后使用深层零件来求解。丽兹法。建议提出遵守路径遵循的策略来选择罚款参数以惩罚Dirichlet边界条件。提出了具有点源,线源或其组合的两维空间和多维空间中的广泛数值实验,以说明所提出的方法的效率,并提供了一些现有方法的比较研究,这清楚地表明了其竞争力的竞争力具体的问题类别。此外,我们简要讨论该方法的误差分析。
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This paper proposes Friedrichs learning as a novel deep learning methodology that can learn the weak solutions of PDEs via a minmax formulation, which transforms the PDE problem into a minimax optimization problem to identify weak solutions. The name "Friedrichs learning" is for highlighting the close relationship between our learning strategy and Friedrichs theory on symmetric systems of PDEs. The weak solution and the test function in the weak formulation are parameterized as deep neural networks in a mesh-free manner, which are alternately updated to approach the optimal solution networks approximating the weak solution and the optimal test function, respectively. Extensive numerical results indicate that our mesh-free method can provide reasonably good solutions to a wide range of PDEs defined on regular and irregular domains in various dimensions, where classical numerical methods such as finite difference methods and finite element methods may be tedious or difficult to be applied.
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在本文中,我们提出了一种无网格的方法来解决完整的Stokes方程,该方程用非线性流变学模拟了冰川运动。我们的方法是受[12]中提出的深里兹方法的启发。我们首先将非牛顿冰流模型的解决方案提出到具有边界约束的变分积分的最小化器中。然后,通过一个深神经网络近似溶液,该网络的损失函数是变异积分加上混合边界条件的软约束。我们的方法不需要引入网格网格或基础函数来评估损失函数,而只需要统一的域和边界采样器。为了解决现实世界缩放中的不稳定性,我们将网络的输入重新归一致,并平衡每个单独边界的正则化因子。最后,我们通过几个数值实验说明了我们方法的性能,包括具有分析解决方案的2D模型,具有真实缩放的Arolla Glacier模型和具有周期性边界条件的3D模型。数值结果表明,我们提出的方法有效地解决了通过非线性流变学引起的冰川建模引起的非牛顿力学。
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