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Autori principali: Yuan, Qiwei, Xu, Zhitong, Chen, Yinghao, Xu, Yiming, Owhadi, Houman, Zhe, Shandian
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2510.13772
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author Yuan, Qiwei
Xu, Zhitong
Chen, Yinghao
Xu, Yiming
Owhadi, Houman
Zhe, Shandian
author_facet Yuan, Qiwei
Xu, Zhitong
Chen, Yinghao
Xu, Yiming
Owhadi, Houman
Zhe, Shandian
contents Machine learning solvers for partial differential equations (PDEs) have attracted growing interest. However, most existing approaches, such as neural network solvers, rely on stochastic training, which is inefficient and typically requires a great many training epochs. Gaussian process (GP)/kernel-based solvers, while mathematical principled, suffer from scalability issues when handling large numbers of collocation points often needed for challenging or higher-dimensional PDEs. To overcome these limitations, we propose TGPS, a tensor-GP-based solver that introduces factor functions along each input dimension using one-dimensional GPs and combines them via tensor decomposition to approximate the full solution. This design reduces the task to learning a collection of one-dimensional GPs, substantially lowering computational complexity, and enabling scalability to massive collocation sets. For efficient nonlinear PDE solving, we use a partial freezing strategy and Newton's method to linerize the nonlinear terms. We then develop an alternating least squares (ALS) approach that admits closed-form updates, thereby substantially enhancing the training efficiency. We establish theoretical guarantees on the expressivity of our model, together with convergence proof and error analysis under standard regularity assumptions. Experiments on several benchmark PDEs demonstrate that our method achieves superior accuracy and efficiency compared to existing approaches. The code is released at https://github.com/BayesianAIGroup/TGPSolve-NonLinear-PDEs
format Preprint
id arxiv_https___arxiv_org_abs_2510_13772
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Tensor Gaussian Processes: Efficient Solvers for Nonlinear PDEs
Yuan, Qiwei
Xu, Zhitong
Chen, Yinghao
Xu, Yiming
Owhadi, Houman
Zhe, Shandian
Machine Learning
Machine learning solvers for partial differential equations (PDEs) have attracted growing interest. However, most existing approaches, such as neural network solvers, rely on stochastic training, which is inefficient and typically requires a great many training epochs. Gaussian process (GP)/kernel-based solvers, while mathematical principled, suffer from scalability issues when handling large numbers of collocation points often needed for challenging or higher-dimensional PDEs. To overcome these limitations, we propose TGPS, a tensor-GP-based solver that introduces factor functions along each input dimension using one-dimensional GPs and combines them via tensor decomposition to approximate the full solution. This design reduces the task to learning a collection of one-dimensional GPs, substantially lowering computational complexity, and enabling scalability to massive collocation sets. For efficient nonlinear PDE solving, we use a partial freezing strategy and Newton's method to linerize the nonlinear terms. We then develop an alternating least squares (ALS) approach that admits closed-form updates, thereby substantially enhancing the training efficiency. We establish theoretical guarantees on the expressivity of our model, together with convergence proof and error analysis under standard regularity assumptions. Experiments on several benchmark PDEs demonstrate that our method achieves superior accuracy and efficiency compared to existing approaches. The code is released at https://github.com/BayesianAIGroup/TGPSolve-NonLinear-PDEs
title Tensor Gaussian Processes: Efficient Solvers for Nonlinear PDEs
topic Machine Learning
url https://arxiv.org/abs/2510.13772