论文标题

部分可观测时空混沌系统的无模型预测

Discrete Gradient Flow Approximations of High Dimensional Evolution Partial Differential Equations via Deep Neural Networks

论文作者

Georgoulis, Emmanuil H., Loulakis, Michail, Tsiourvas, Asterios

论文摘要

我们考虑使用深神经网络框架的初始/边界价值问题的近似,涉及可能高度的,耗散进化的部分微分方程(PDE)。更具体地说,我们首先提出了基于非标准的dirichlet能量的离散梯度流近似值,以解决涉及在有界空间域上构成的基本边界条件的问题。通过非标准功能薄弱地实现了边界条件的强加;后者从古典上出现在galerkin型数值方法的构建中,通常被称为“ nitsche-type”方法。此外,受约旦,Kinderleher和Otto(JKO)\ Cite {JKO}的开创性工作的启发,我们考虑了第二类离散的梯度流,用于特殊类别的耗散进化PDE PDE问题,具有非必需边界条件。这些JKO型梯度流通过深层神经网络近似求解。所提出方法的一个关键,不同的方面是,离散化是通过与隐式时间步变相对应的一系列残留型深神经网络(DNN)构建的。结果,DNN表示每个时间节点的PDE问题解决方案。这种方法在每个DNN的培训方面都具有几个优势。我们提出了一系列数值实验,这些实验展示了较低空间尺寸的Dirichlet型能量近似值的良好性能以及JKO型能量的出色性能,以实现较高的空间尺寸。

We consider the approximation of initial/boundary value problems involving, possibly high-dimensional, dissipative evolution partial differential equations (PDEs) using a deep neural network framework. More specifically, we first propose discrete gradient flow approximations based on non-standard Dirichlet energies for problems involving essential boundary conditions posed on bounded spatial domains. The imposition of the boundary conditions is realized weakly via non-standard functionals; the latter classically arise in the construction of Galerkin-type numerical methods and are often referred to as "Nitsche-type" methods. Moreover, inspired by the seminal work of Jordan, Kinderleher, and Otto (JKO) \cite{jko}, we consider the second class of discrete gradient flows for special classes of dissipative evolution PDE problems with non-essential boundary conditions. These JKO-type gradient flows are solved via deep neural network approximations. A key, distinct aspect of the proposed methods is that the discretization is constructed via a sequence of residual-type deep neural networks (DNN) corresponding to implicit time-stepping. As a result, a DNN represents the PDE problem solution at each time node. This approach offers several advantages in the training of each DNN. We present a series of numerical experiments which showcase the good performance of Dirichlet-type energy approximations for lower space dimensions and the excellent performance of the JKO-type energies for higher spatial dimensions.

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