arXiv:2502.10949math.NAcs.LG2025-02被引 1

用随机神经网络学习精确时间积分算法,可高效求解各类微分方程。

Learning the Exact Time Integration Algorithm for Initial Value Problems by Randomized Neural Networks

  • 通过物理信息的极端学习机学习高维算法函数,解决非自治系统的初值问题。
  • 神经网络在长时模拟中误差呈指数下降,精度显著优于传统方法。
  • 适用于刚性、混沌系统,特别适合周期性右端项的问题,提升学习效率。

我们提出一种基于极端学习机(ELM)型随机神经网络的方法,用于学习非自治系统初值问题的精确时间积分算法。该算法函数可表示为高维空间中的函数,满足相应的偏微分方程及其边界条件。本文通过物理信息驱动的ELM方法求解该关联系统,训练得到的神经网络即为所学算法,可用于任意初始数据或步长的求解。当系统右端项对任一变量具有周期性时,即使解本身不周期,算法函数也表现出周期性或周期间明确关系,极大简化学习过程。本文考虑显式与隐式神经网络形式,分别生成显式与隐式时间积分算法,并采用非线性最小二乘法进行训练。大量基准实验涵盖非刚性、刚性及混沌系统,结果表明所学神经网络算法在长期模拟中精度极高,时间推进误差随网络自由度增加近乎指数下降。与主流传统积分算法对比显示,该方法计算性能优异,在多数问题上显著超越传统方法。

原文摘要 · Abstract (English)

We present a method leveraging extreme learning machine (ELM) type randomized neural networks (NNs) for learning the exact time integration algorithm for initial value problems (IVPs). The exact time integration algorithm for non-autonomous systems can be represented by an algorithmic function in higher dimensions, which satisfies an associated system of partial differential equations with corresponding boundary conditions. Our method learns the algorithmic function by solving this associated system using ELM with a physics informed approach. The trained ELM network serves as the learned algorithm and can be used to solve the IVP with arbitrary initial data or step sizes from some domain. When the right hand side of the non-autonomous system exhibits a periodicity with respect to any of its arguments, while the solution itself to the problem is not periodic, we show that the algorithmic function is either periodic, or when it is not, satisfies a well-defined relation for different periods. This property can greatly simplify the algorithm learning in many problems. We consider explicit and implicit NN formulations, leading to explicit or implicit time integration algorithms, and discuss how to train the ELM network by the nonlinear least squares method. Extensive numerical experiments with benchmark problems, including non-stiff, stiff and chaotic systems, show that the learned NN algorithm produces highly accurate solutions in long-time simulations, with its time-marching errors decreasing nearly exponentially with increasing degrees of freedom in the neural network. We compare extensively the computational performance (accuracy vs.~cost) between the current NN algorithm and the leading traditional time integration algorithms. The learned NN algorithm is computationally competitive, markedly outperforming the traditional algorithms in many problems.

微分方程神经网络时间积分机器学习

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。