A Stable and Scalable Method for Solving Initial Value PDEs with Neural
Networks
- URL: http://arxiv.org/abs/2304.14994v2
- Date: Wed, 30 Aug 2023 18:52:03 GMT
- Title: A Stable and Scalable Method for Solving Initial Value PDEs with Neural
Networks
- Authors: Marc Finzi, Andres Potapczynski, Matthew Choptuik, Andrew Gordon
Wilson
- Abstract summary: We develop an ODE based IVP solver which prevents the network from getting ill-conditioned and runs in time linear in the number of parameters.
We show that current methods based on this approach suffer from two key issues.
First, following the ODE produces an uncontrolled growth in the conditioning of the problem, ultimately leading to unacceptably large numerical errors.
- Score: 52.5899851000193
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Unlike conventional grid and mesh based methods for solving partial
differential equations (PDEs), neural networks have the potential to break the
curse of dimensionality, providing approximate solutions to problems where
using classical solvers is difficult or impossible. While global minimization
of the PDE residual over the network parameters works well for boundary value
problems, catastrophic forgetting impairs the applicability of this approach to
initial value problems (IVPs). In an alternative local-in-time approach, the
optimization problem can be converted into an ordinary differential equation
(ODE) on the network parameters and the solution propagated forward in time;
however, we demonstrate that current methods based on this approach suffer from
two key issues. First, following the ODE produces an uncontrolled growth in the
conditioning of the problem, ultimately leading to unacceptably large numerical
errors. Second, as the ODE methods scale cubically with the number of model
parameters, they are restricted to small neural networks, significantly
limiting their ability to represent intricate PDE initial conditions and
solutions. Building on these insights, we develop Neural IVP, an ODE based IVP
solver which prevents the network from getting ill-conditioned and runs in time
linear in the number of parameters, enabling us to evolve the dynamics of
challenging PDEs with neural networks.
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