Learning Neural PDE Solvers with Convergence Guarantees

Fuente: arXiv
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Main Authors: Hsieh, Jun-Ting, Zhao, Shengjia, Eismann, Stephan, Mirabella, Lucia, Ermon, Stefano
Format: Preprint
Published: 2019
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author Hsieh, Jun-Ting
Zhao, Shengjia
Eismann, Stephan
Mirabella, Lucia
Ermon, Stefano
author_facet Hsieh, Jun-Ting
Zhao, Shengjia
Eismann, Stephan
Mirabella, Lucia
Ermon, Stefano
contents Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be sub-optimal for specific classes of problems. In contrast to existing hand-crafted solutions, we propose an approach to learn a fast iterative solver tailored to a specific domain. We achieve this goal by learning to modify the updates of an existing solver using a deep neural network. Crucially, our approach is proven to preserve strong correctness and convergence guarantees. After training on a single geometry, our model generalizes to a wide variety of geometries and boundary conditions, and achieves 2-3 times speedup compared to state-of-the-art solvers.
format Preprint
id arxiv_https___arxiv_org_abs_1906_01200
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle Learning Neural PDE Solvers with Convergence Guarantees
Hsieh, Jun-Ting
Zhao, Shengjia
Eismann, Stephan
Mirabella, Lucia
Ermon, Stefano
Numerical Analysis
Computation
Machine Learning
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be sub-optimal for specific classes of problems. In contrast to existing hand-crafted solutions, we propose an approach to learn a fast iterative solver tailored to a specific domain. We achieve this goal by learning to modify the updates of an existing solver using a deep neural network. Crucially, our approach is proven to preserve strong correctness and convergence guarantees. After training on a single geometry, our model generalizes to a wide variety of geometries and boundary conditions, and achieves 2-3 times speedup compared to state-of-the-art solvers.
title Learning Neural PDE Solvers with Convergence Guarantees
topic Numerical Analysis
Computation
Machine Learning
url https://arxiv.org/abs/1906.01200