No Arabic abstract
Physics-Informed Neural Networks (PINN) are neural networks encoding the problem governing equations, such as Partial Differential Equations (PDE), as a part of the neural network. PINNs have emerged as a new essential tool to solve various challenging problems, including computing linear systems arising from PDEs, a task for which several traditional methods exist. In this work, we focus first on evaluating the potential of PINNs as linear solvers in the case of the Poisson equation, an omnipresent equation in scientific computing. We characterize PINN linear solvers in terms of accuracy and performance under different network configurations (depth, activation functions, input data set distribution). We highlight the critical role of transfer learning. Our results show that low-frequency components of the solution converge quickly as an effect of the F-principle. In contrast, an accurate solution of the high frequencies requires an exceedingly long time. To address this limitation, we propose integrating PINNs into traditional linear solvers. We show that this integration leads to the development of new solvers whose performance is on par with other high-performance solvers, such as PETSc conjugate gradient linear solvers, in terms of performance and accuracy. Overall, while the accuracy and computational performance are still a limiting factor for the direct use of PINN linear solvers, hybrid strategies combining old traditional linear solver approaches with new emerging deep-learning techniques are among the most promising methods for developing a new class of linear solvers.
The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite and become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing solver frameworks based on sparse LU or LDL^T decompositions. We benchmark five well known direct linear solver packages using matrices extracted from power grid optimization problems. The achieved solution accuracy varies greatly among the packages. None of the tested packages delivers significant GPU acceleration for our test cases.
Parallel implementations of linear iterative solvers generally alternate between phases of data exchange and phases of local computation. Increasingly large problem sizes on more heterogeneous systems make load balancing and network layout very challenging tasks. In particular, global communication patterns such as inner products become increasingly limiting at scale. We explore the use of asynchronous communication based on one-sided MPI primitives in a multitude of domain decomposition solvers. In particular, a scalable asynchronous two-level method is presented. We discuss practical issues encountered in the development of a scalable solver and show experimental results obtained on state-of-the-art supercomputer systems that illustrate the benefits of asynchronous solvers in load balanced as well as load imbalanced scenarios. Using the novel method, we can observe speed-ups of up to 4x over its classical synchronous equivalent.
Identifying hidden dynamics from observed data is a significant and challenging task in a wide range of applications. Recently, the combination of linear multistep methods (LMMs) and deep learning has been successfully employed to discover dynamics, whereas a complete convergence analysis of this approach is still under development. In this work, we consider the deep network-based LMMs for the discovery of dynamics. We put forward error estimates for these methods using the approximation property of deep networks. It indicates, for certain families of LMMs, that the $ell^2$ grid error is bounded by the sum of $O(h^p)$ and the network approximation error, where $h$ is the time step size and $p$ is the local truncation error order. Numerical results of several physically relevant examples are provided to demonstrate our theory.
Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the prolongation matrix, which relates between different scales of the problem. This matrix is strongly problem-dependent, and its optimal construction is critical to the efficiency of the solver. In practice, however, devising multigrid algorithms for new problems often poses formidable challenges. In this paper we propose a framework for learning multigrid solvers. Our method learns a (single) mapping from a family of parameterized PDEs to prolongation operators. We train a neural network once for the entire class of PDEs, using an efficient and unsupervised loss function. Experiments on a broad class of 2D diffusion problems demonstrate improved convergence rates compared to the widely used Black-Box multigrid scheme, suggesting that our method successfully learned rules for constructing prolongation matrices.
We propose a fast second-order method that can be used as a drop-in replacement for current deep learning solvers. Compared to stochastic gradient descent (SGD), it only requires two additional forward-mode automatic differentiation operations per iteration, which has a computational cost comparable to two standard forward passes and is easy to implement. Our method addresses long-standing issues with current second-order solvers, which invert an approximate Hessian matrix every iteration exactly or by conjugate-gradient methods, a procedure that is both costly and sensitive to noise. Instead, we propose to keep a single estimate of the gradient projected by the inverse Hessian matrix, and update it once per iteration. This estimate has the same size and is similar to the momentum variable that is commonly used in SGD. No estimate of the Hessian is maintained. We first validate our method, called CurveBall, on small problems with known closed-form solutions (noisy Rosenbrock function and degenerate 2-layer linear networks), where current deep learning solvers seem to struggle. We then train several large models on CIFAR and ImageNet, including ResNet and VGG-f networks, where we demonstrate faster convergence with no hyperparameter tuning. Code is available.