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Autores principales: Chen, Zhuo, McCarran, Jacob, Vizcaino, Esteban, Soljačić, Marin, Luo, Di
Formato: Preprint
Publicado: 2024
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Acceso en línea:https://arxiv.org/abs/2404.10771
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author Chen, Zhuo
McCarran, Jacob
Vizcaino, Esteban
Soljačić, Marin
Luo, Di
author_facet Chen, Zhuo
McCarran, Jacob
Vizcaino, Esteban
Soljačić, Marin
Luo, Di
contents Partial differential equations (PDEs) are instrumental for modeling dynamical systems in science and engineering. The advent of neural networks has initiated a significant shift in tackling these complexities though challenges in accuracy persist, especially for initial value problems. In this paper, we introduce the $\textit{Time-Evolving Natural Gradient (TENG)}$, generalizing time-dependent variational principles and optimization-based time integration, leveraging natural gradient optimization to obtain high accuracy in neural-network-based PDE solutions. Our comprehensive development includes algorithms like TENG-Euler and its high-order variants, such as TENG-Heun, tailored for enhanced precision and efficiency. TENG's effectiveness is further validated through its performance, surpassing current leading methods and achieving $\textit{machine precision}$ in step-by-step optimizations across a spectrum of PDEs, including the heat equation, Allen-Cahn equation, and Burgers' equation.
format Preprint
id arxiv_https___arxiv_org_abs_2404_10771
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle TENG: Time-Evolving Natural Gradient for Solving PDEs With Deep Neural Nets Toward Machine Precision
Chen, Zhuo
McCarran, Jacob
Vizcaino, Esteban
Soljačić, Marin
Luo, Di
Machine Learning
Numerical Analysis
Computational Physics
Partial differential equations (PDEs) are instrumental for modeling dynamical systems in science and engineering. The advent of neural networks has initiated a significant shift in tackling these complexities though challenges in accuracy persist, especially for initial value problems. In this paper, we introduce the $\textit{Time-Evolving Natural Gradient (TENG)}$, generalizing time-dependent variational principles and optimization-based time integration, leveraging natural gradient optimization to obtain high accuracy in neural-network-based PDE solutions. Our comprehensive development includes algorithms like TENG-Euler and its high-order variants, such as TENG-Heun, tailored for enhanced precision and efficiency. TENG's effectiveness is further validated through its performance, surpassing current leading methods and achieving $\textit{machine precision}$ in step-by-step optimizations across a spectrum of PDEs, including the heat equation, Allen-Cahn equation, and Burgers' equation.
title TENG: Time-Evolving Natural Gradient for Solving PDEs With Deep Neural Nets Toward Machine Precision
topic Machine Learning
Numerical Analysis
Computational Physics
url https://arxiv.org/abs/2404.10771