论文标题
odes和index-1 daes的初始值问题的简约物理知识的随机投影神经网络
Parsimonious Physics-Informed Random Projection Neural Networks for Initial-Value Problems of ODEs and index-1 DAEs
论文作者
论文摘要
我们基于基于线性无限形式的非线性ODE的数值解和Index-1 DAE的IVP的随机投影的概念来解决物理信息的神经网络,这也可能是由PDE的空间离散化引起的。该方案具有单个隐藏层,其随机随机参数化的高斯内核和线性输出层,而内部权重则固定在一个。隐藏层和输出层之间的未知重量是由牛顿的迭代计算的,使用摩尔 - 柔性伪内verse vorte vorse s for Low至中度,而稀疏的QR分解与中等规模系统的正则化。为了处理刚度和尖锐的梯度,我们提出了一个可变的步长方案,用于调整集成间隔,并解决一种为牛顿迭代提供良好初始猜测的连续方法。基于以前关于随机投影的工作,我们证明了在semiexplicic形式中以规范形式和Index-1 DAE的ODES方案的近似能力。统一分布的最佳界限是根据偏见变化权衡来隔离的。该方案的性能通过七个基准问题进行评估:四个Index-1 DAE,Robertson模型,五个DAE的模型描述了珠子的运动,一个六个DAE的模型描述了功率出院控制问题,化学Akzo Nobel问题和三个严格的问题,三个严格的问题,Belousov-Zhabotinsky,Belusov-Zhabotinsky,belen-cahn-cahn pde pde和kuramoto pde和kuramoto pde。将该方案的效率与MATLAB ODE SUITE的三个求解器ODE23T,ODE23S,ODE15S进行了比较。我们的结果表明,在几种情况下,提出的方案优于刚性求解器,尤其是在数值准确性方面出现高刚度或尖锐梯度的制度,而计算成本则用于任何实际目的。
We address a physics-informed neural network based on the concept of random projections for the numerical solution of IVPs of nonlinear ODEs in linear-implicit form and index-1 DAEs, which may also arise from the spatial discretization of PDEs. The scheme has a single hidden layer with appropriately randomly parametrized Gaussian kernels and a linear output layer, while the internal weights are fixed to ones. The unknown weights between the hidden and output layer are computed by Newton's iterations, using the Moore-Penrose pseudoinverse for low to medium, and sparse QR decomposition with regularization for medium to large scale systems. To deal with stiffness and sharp gradients, we propose a variable step size scheme for adjusting the interval of integration and address a continuation method for providing good initial guesses for the Newton iterations. Based on previous works on random projections, we prove the approximation capability of the scheme for ODEs in the canonical form and index-1 DAEs in the semiexplicit form. The optimal bounds of the uniform distribution are parsimoniously chosen based on the bias-variance trade-off. The performance of the scheme is assessed through seven benchmark problems: four index-1 DAEs, the Robertson model, a model of five DAEs describing the motion of a bead, a model of six DAEs describing a power discharge control problem, the chemical Akzo Nobel problem and three stiff problems, the Belousov-Zhabotinsky, the Allen-Cahn PDE and the Kuramoto-Sivashinsky PDE. The efficiency of the scheme is compared with three solvers ode23t, ode23s, ode15s of the MATLAB ODE suite. Our results show that the proposed scheme outperforms the stiff solvers in several cases, especially in regimes where high stiffness or sharp gradients arise in terms of numerical accuracy, while the computational costs are for any practical purposes comparable.