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Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over explicit ones to improve stability and correctness. However, existing semi-implicit methods 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 in a data-driven fashion for any class of PDEs. Specifically, we modify a single iteration of a semi-implicit solver using a deep neural network. We provide theoretical guarantees for the correctness and convergence of neural solvers analogous to conventional iterative solvers. In addition to the commonly used Dirichlet boundary condition, we adopt a diffuse domain approach to incorporate a diverse type of boundary conditions, e.g., Neumann. We show that the proposed neural solver can go beyond linear PDEs and applies to a class of non-linear PDEs, where the non-linear component is non-stiff. We demonstrate the efficacy of our method on 2D and 3D scenarios. To this end, we show how our model generalizes to parameter settings, which are different from training; and achieves faster convergence than semi-implicit schemes.
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 dif
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 sta
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As shown in Bosca
Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, 16; Rudy et al., Sci. Adv. 17). Recently, several groups have
The problem of solving partial differential equations (PDEs) can be formulated into a least-squares minimization problem, where neural networks are used to parametrize PDE solutions. A global minimizer corresponds to a neural network that solves the