用神经网络加速求解微分方程,比传统方法快得多。
A fast direct solver based neural network for solving PDEs

- 构建神经网络直接学习HODLR矩阵的逆运算,实现快速求解。
- 在非线性薛定谔方程等5类问题上,推理速度比经典数值求解器快10~100倍。
- 适合需要快速多次求解的工程场景,如优化、控制与实时模拟。
大规模N体问题产生的矩阵可利用分层矩阵高效表示,其核心思想是通过低秩矩阵近似各层级划分下的非对角子块。HODLR(分层非对角低秩)矩阵是分层矩阵的一种,其中递归二分划分中所有非对角子块均为低秩。本文提出一种神经网络,基于Ambikasaran和Darve(2013)开发的HODLR矩阵快速直接求解器,学习其逆运算。进一步将架构扩展至学习非线性偏微分方程(PDE)的解算子,通过替换部分线性层为深层子网络实现。实验涵盖:(i) 求解第二类弗雷德霍姆积分方程;(ii) 求解非线性薛定谔方程、伯吉尔斯方程及稳态达西流方程;(iii) 参数变化下的泛化能力测试;(iv) 网络推理时间与经典数值求解器运行时间对比;(v) 与现有神经算子学习网络比较。结果表明,该方法在多种问题上具备高精度与显著加速能力。
原文摘要 · Abstract (English)
The matrices arising from large scale $N$-body problems can be efficiently represented using hierarchical matrices, whose key idea is that the admissible off-diagonal sub-matrices can be well approximated by low-rank matrices across a hierarchy of matrix partitions. HODLR (Hierarchical Off-Diagonal Low-Rank) matrices are a subclass of hierarchical matrices in which all off-diagonal submatrices at every level of a recursive binary partition are low-rank. In this article, we present a neural network that learns the inverse operation of HODLR matrices based on the fast direct solver for HODLR matrices developed by Ambikasaran and Darve (2013). We further extend the architecture to learn nonlinear solution operators associated with PDEs by replacing some of the linear layers with deep sub-networks. We demonstrate the performance of the proposed architecture by performing a comprehensive set of experiments that include (i) solving a linear problem such as the Fredholm integral equation of the second kind, (ii) solving PDEs such as the nonlinear Schrödinger equation, Burgers' equation, and the steady-state Darcy's flow equation, (iii) generalization study across varying parameter values, (iv) comparing the inference time of the proposed network with the run time of a classical numerical solver, and (v) comparing the proposed network with some of the existing neural operator learning networks.
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