No Arabic abstract
In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM), and its local kernel variants, to approximate second-order differential operators defined on smooth manifolds with boundaries that naturally arise in elliptic PDE models. To achieve this goal, we introduce the Ghost Point Diffusion Maps (GPDM) estimator on an extended manifold, identified by the set of point clouds on the unknown original manifold together with a set of ghost points, specified along the estimated tangential direction at the sampled points at the boundary. The resulting GPDM estimator restricts the standard DM matrix to a set of extrapolation equations that estimates the function values at the ghost points. This adjustment is analogous to the classical ghost point method in finite-difference scheme for solving PDEs on flat domain. As opposed to the classical DM which diverges near the boundary, the proposed GPDM estimator converges pointwise even near the boundary. Applying the consistent GPDM estimator to solve the well-posed elliptic PDEs with classical boundary conditions (Dirichlet, Neumann, and Robin), we establish the convergence of the approximate solution under appropriate smoothness assumptions. We numerically validate the proposed mesh-free PDE solver on various problems defined on simple sub-manifolds embedded in Euclidean spaces as well as on an unknown manifold. Numerically, we also found that the GPDM is more accurate compared to DM in solving elliptic eigenvalue problems on bounded smooth manifolds.
In recent work it has been established that deep neural networks are capable of approximating solutions to a large class of parabolic partial differential equations without incurring the curse of dimension. However, all this work has been restricted to problems formulated on the whole Euclidean domain. On the other hand, most problems in engineering and the sciences are formulated on finite domains and subjected to boundary conditions. The present paper considers an important such model problem, namely the Poisson equation on a domain $Dsubset mathbb{R}^d$ subject to Dirichlet boundary conditions. It is shown that deep neural networks are capable of representing solutions of that problem without incurring the curse of dimension. The proofs are based on a probabilistic representation of the solution to the Poisson equation as well as a suitable sampling method.
This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated as a supervised learning task to solve a least-squares regression problem that imposes an algebraic equation approximating a PDE (and boundary conditions if applicable). This algebraic equation involves a graph-Laplacian type matrix obtained via DM asymptotic expansion, which is a consistent estimator of second-order elliptic differential operators. The resulting numerical method is to solve a highly non-convex empirical risk minimization problem subjected to a solution from a hypothesis space of neural-network type functions. In a well-posed elliptic PDE setting, when the hypothesis space consists of feedforward neural networks with either infinite width or depth, we show that the global minimizer of the empirical loss function is a consistent solution in the limit of large training data. When the hypothesis space is a two-layer neural network, we show that for a sufficiently large width, the gradient descent method can identify a global minimizer of the empirical loss function. Supporting numerical examples demonstrate the convergence of the solutions and the effectiveness of the proposed solver in avoiding numerical issues that hampers the traditional approach when a large data set becomes available, e.g., large matrix inversion.
In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM) and ghost point diffusion maps (GPDM), to solve the time-dependent advection-diffusion PDE on unknown smooth manifolds without and with boundaries. The core idea is to directly approximate the spatial components of the differential operator on the manifold with a local integral operator and combine it with the standard implicit time difference scheme. When the manifold has a boundary, a simplified version of the GPDM approach is used to overcome the bias of the integral approximation near the boundary. The Monte-Carlo discretization of the integral operator over the point cloud data gives rise to a mesh-free formulation that is natural for randomly distributed points, even when the manifold is embedded in high-dimensional ambient space. Here, we establish the convergence of the proposed solver on appropriate topologies, depending on the distribution of point cloud data and boundary type. We provide numerical results to validate the convergence results on various examples that involve simple geometry and an unknown manifold. Additionally, we also found positive results in solving the one-dimensional viscous Burgers equation where GPDM is adopted with a pseudo-spectral Galerkin framework to approximate nonlinear advection term.
Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a scaling parameter which balances the relative importance of the different constraints imposed by partial differential equations. A mathematical motivation of these generalized methods is provided, which shows that for linear and well-posed partial differential equations, the functional form is convex. We then derive a choice for the scaling parameter that is optimal with respect to a measure of relative error. Because this optimal choice relies on having full knowledge of analytical solutions, we also propose a heuristic method to approximate this optimal choice. The proposed methods are compared numerically to the original methods on a variety of model partial differential equations, with the number of data points being updated adaptively. For several problems, including high-dimensional PDEs the proposed methods are shown to significantly enhance accuracy.
This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form $-{rm div}(a abla u)=f$ where $a=exp(b)$ and $b$ is a Gaussian random field. The approximant of the solution $u$ is an $n$-term polynomial expansion in the scalar Gaussian random variables that parametrize $b$. We present a general convergence analysis of weighted least-squares approximants for smooth and arbitrarily rough random field, using a suitable random design, for which we prove optimality in the following sense: their convergence rate matches exactly or closely the rate that has been established in cite{BCDM} for best $n$-term approximation by Hermite polynomials, under the same minimial assumptions on the Gaussian random field. This is in contrast with the current state of the art results for the stochastic Galerkin method that suffers the lack of coercivity due to the lognormal nature of the diffusion field. Numerical tests with $b$ as the Brownian bridge confirm our theoretical findings.