Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN

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Oliva, Paul Valsecchi and Wu, Yue and He, Cuiyu and Ni, Hao (2022) Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN. Journal of Computational Physics, 463. 111233. ISSN 0021-9991 (https://doi.org/10.1016/j.jcp.2022.111233)

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Abstract

Due to the curse of dimensionality, solving high dimensional parabolic partial differential equations (PDEs) has been a challenging problem for decades. Recently, a weak adversarial network (WAN) proposed in Zang et al. (2020) [17] offered a flexible and computationally efficient approach to tackle this problem defined on arbitrary domains by leveraging the weak solution. WAN reformulates the PDE problem as a generative adversarial network, where the weak solution (primal network) and the test function (adversarial network) are parameterized by the multi-layer deep neural networks (DNNs). However, it is not yet clear whether DNNs are the most effective model for the parabolic PDE solutions as they do not take into account the fundamentally different roles played by time and spatial variables in the solution. To reinforce the difference, we design a novel so-called XNODE model for the primal network, which is built on the neural ODE (NODE) model with additional spatial dependency to incorporate the a priori information of the PDEs and serve as a universal and effective approximation to the solution. The proposed hybrid method (XNODE-WAN), by integrating the XNODE model within the WAN framework, leads to significant improvement in the performance and efficiency of training. Numerical results show that our method can reduce the training time to a fraction of that of the WAN model.

  • Item type:Article
    ID code:80250
    Dates:
    Date
    Event
    15 August 2022
    Published
    2 May 2022
    Published Online
    13 April 2022
    Accepted
    13 January 2022
    Submitted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:21 Apr 2022 12:13
    Last modified:11 Nov 2024 13:28
    URI:https://strathprints.strath.ac.uk/id/eprint/80250
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