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Neural Time-Dependent Partial Differential Equation

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 Added by Yihao Hu
 Publication date 2020
and research's language is English




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Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional finite difference and finite elements methods and emerging advancements in machine learning, we propose a sequence deep learning framework called Neural-PDE, which allows to automatically learn governing rules of any time-dependent PDE system from existing data by using a bidirectional LSTM encoder, and predict the next n time steps data. One critical feature of our proposed framework is that the Neural-PDE is able to simultaneously learn and simulate the multiscale variables.We test the Neural-PDE by a range of examples from one-dimensional PDEs to a high-dimensional and nonlinear complex fluids model. The results show that the Neural-PDE is capable of learning the initial conditions, boundary conditions and differential operators without the knowledge of the specific form of a PDE system.In our experiments the Neural-PDE can efficiently extract the dynamics within 20 epochs training, and produces accurate predictions. Furthermore, unlike the traditional machine learning approaches in learning PDE such as CNN and MLP which require vast parameters for model precision, Neural-PDE shares parameters across all time steps, thus considerably reduces the computational complexity and leads to a fast learning algorithm.



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Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for better stability and correctness. The existing implicit schemes are usually iterative and employ a general-purpose solver which may be sub-optimal for a specific class of PDEs. In this paper, we propose a neural solver to learn an optimal iterative scheme for a class of PDEs, in a data-driven fashion. We attain this objective by modifying an iteration of an existing semi-implicit solver using a deep neural network. Further, we prove theoretically that our approach preserves the correctness and convergence guarantees provided by the existing iterative-solvers. We also demonstrate that our model generalizes to a different parameter setting than the one seen during training and achieves faster convergence compared to the semi-implicit schemes.
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