Efficient PDE-Constrained optimization under high-dimensional uncertainty using derivative-informed neural operators

• URL: http://arxiv.org/abs/2305.20053v1
• Date: Wed, 31 May 2023 17:26:20 GMT
• Title: Efficient PDE-Constrained optimization under high-dimensional uncertainty using derivative-informed neural operators
• Authors: Dingcheng Luo, Thomas O'Leary-Roseberry, Peng Chen, Omar Ghattas
• Abstract summary: We propose a novel framework for solving large-scale partial differential equations (PDEs) with high-dimensional random parameters. We refer to such neural operators as multi-input reduced basis derivative informed neural operators (MR-DINOs) We show that MR-DINOs offer $103$--$107 times$ reductions in execution time, and are able to produce OUU solutions of comparable accuracies to those from standard PDE based solutions.
• Score: 6.296120102486062
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We propose a novel machine learning framework for solving optimization problems governed by large-scale partial differential equations (PDEs) with high-dimensional random parameters. Such optimization under uncertainty (OUU) problems may be computational prohibitive using classical methods, particularly when a large number of samples is needed to evaluate risk measures at every iteration of an optimization algorithm, where each sample requires the solution of an expensive-to-solve PDE. To address this challenge, we propose a new neural operator approximation of the PDE solution operator that has the combined merits of (1) accurate approximation of not only the map from the joint inputs of random parameters and optimization variables to the PDE state, but also its derivative with respect to the optimization variables, (2) efficient construction of the neural network using reduced basis architectures that are scalable to high-dimensional OUU problems, and (3) requiring only a limited number of training data to achieve high accuracy for both the PDE solution and the OUU solution. We refer to such neural operators as multi-input reduced basis derivative informed neural operators (MR-DINOs). We demonstrate the accuracy and efficiency our approach through several numerical experiments, i.e. the risk-averse control of a semilinear elliptic PDE and the steady state Navier--Stokes equations in two and three spatial dimensions, each involving random field inputs. Across the examples, MR-DINOs offer $10^{3}$--$10^{7} \times$ reductions in execution time, and are able to produce OUU solutions of comparable accuracies to those from standard PDE based solutions while being over $10 \times$ more cost-efficient after factoring in the cost of construction.

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