Two-scale neural networks for optimal control of linear convection-dominated equations

Fuente: arXiv
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Main Authors: Liu, Sijing, Sarkis, Marcus, Zhang, Yi, Zhang, Zhongqiang
Format: Preprint
Published: 2026
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author Liu, Sijing
Sarkis, Marcus
Zhang, Yi
Zhang, Zhongqiang
author_facet Liu, Sijing
Sarkis, Marcus
Zhang, Yi
Zhang, Zhongqiang
contents We propose a two-scale neural network method for optimal control problems governed by convection-dominated convection-diffusion-reaction equations. Building on two-scale architectures developed for singularly perturbed forward problems, we augment the spatial input with suitably rescaled features that become increasingly important as the diffusion coefficient becomes small. The approach employs separate neural networks for the state and adjoint state variables of the optimality system, reflecting the fact that these quantities develop sharp layers in different parts of the domain due to opposite convection fields. By choosing different center points for the two networks, the architecture naturally aligns with the layer location of each variable. We present two formulations of the method, one based on the first-order optimality conditions and another using penalization of the PDE constraint, and combine them with a successive training strategy that gradually decreases the diffusion coefficient toward its target value. Numerical experiments on benchmark problems illustrate the effectiveness and behavior of the proposed approach.
format Preprint
id arxiv_https___arxiv_org_abs_2605_17740
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Two-scale neural networks for optimal control of linear convection-dominated equations
Liu, Sijing
Sarkis, Marcus
Zhang, Yi
Zhang, Zhongqiang
Numerical Analysis
Optimization and Control
We propose a two-scale neural network method for optimal control problems governed by convection-dominated convection-diffusion-reaction equations. Building on two-scale architectures developed for singularly perturbed forward problems, we augment the spatial input with suitably rescaled features that become increasingly important as the diffusion coefficient becomes small. The approach employs separate neural networks for the state and adjoint state variables of the optimality system, reflecting the fact that these quantities develop sharp layers in different parts of the domain due to opposite convection fields. By choosing different center points for the two networks, the architecture naturally aligns with the layer location of each variable. We present two formulations of the method, one based on the first-order optimality conditions and another using penalization of the PDE constraint, and combine them with a successive training strategy that gradually decreases the diffusion coefficient toward its target value. Numerical experiments on benchmark problems illustrate the effectiveness and behavior of the proposed approach.
title Two-scale neural networks for optimal control of linear convection-dominated equations
topic Numerical Analysis
Optimization and Control
url https://arxiv.org/abs/2605.17740