NANov 7, 2022
A Deep Double Ritz Method (D$^2$RM) for solving Partial Differential Equations using Neural NetworksCarlos Uriarte, David Pardo, Ignacio Muga et al.
Residual minimization is a widely used technique for solving Partial Differential Equations in variational form. It minimizes the dual norm of the residual, which naturally yields a saddle-point (min-max) problem over the so-called trial and test spaces. In the context of neural networks, we can address this min-max approach by employing one network to seek the trial minimum, while another network seeks the test maximizers. However, the resulting method is numerically unstable as we approach the trial solution. To overcome this, we reformulate the residual minimization as an equivalent minimization of a Ritz functional fed by optimal test functions computed from another Ritz functional minimization. We call the resulting scheme the Deep Double Ritz Method (D$^2$RM), which combines two neural networks for approximating trial functions and optimal test functions along a nested double Ritz minimization strategy. Numerical results on different diffusion and convection problems support the robustness of our method, up to the approximation properties of the networks and the training capacity of the optimizers.
NAApr 19
Robust Deep FOSLS for Transmission ProblemsAlejandro Duque, Paulina Sepúlveda, Carlos Uriarte et al.
This work presents a robust, energy-based deep learning framework for solving transmission problems in heterogeneous media, including cases with discontinuous material scenarios. We introduce a weighted First-Order System Least-Squares (FOSLS) formulation involving an energy-norm Poincaré constant and prove its equivalence to a natural energy norm of the underlying equations, with constants independent of material parameters. As a result, the optimization landscape remains aligned with a meaningful error approximation even under high material contrast, where standard neural network losses often deteriorate. We further prove that the FOSLS formulation, together with its integral-loss representation, exhibits a passive variance reduction property, whereby the gradient variance progressively decreases as the loss diminishes, in contrast to methods such as VPINNs and Deep Ritz. From a numerical standpoint, we adopt a reduced-order perspective by constructing a low-dimensional space described by a neural network. The optimal coefficients are computed via a least-squares solver, and the space is subsequently improved through gradient-based updates. By selecting the activation function ReQU, the method mitigates the spurious overshoots typically observed in smooth networks when approximating discontinuities. Numerical experiments in 1D and 2D interface settings corroborate these findings.
NAMar 13
RUNNs: Ritz-Uzawa Neural Networks for Solving Variational ProblemsPablo Herrera, Jamie M. Taylor, Carlos Uriarte et al.
Solving Partial Differential Equations (PDEs) using neural networks presents different challenges, including integration errors and spectral bias, often leading to poor approximations. In addition, standard neural network-based methods, such as Physics-Informed Neural Networks (PINNs), often lack stability when dealing with PDEs characterized by low-regularity solutions. To address these limitations, we introduce the Ritz--Uzawa Neural Networks (RUNNs) framework, an iterative methodology to solve strong, weak, and ultra-weak variational formulations. Rewriting the PDE as a sequence of Ritz-type minimization problems within a Uzawa loop provides an iterative framework that, in specific cases, reduces both bias and variance during training. We demonstrate that the strong formulation offers a passive variance reduction mechanism, whereas variance remains persistent in weak and ultra-weak regimes. Furthermore, we address the spectral bias of standard architectures through a data-driven frequency tuning strategy. By initializing a Sinusoidal Fourier Feature Mapping based on the Normalized Cumulative Power Spectral Density (NCPSD) of previous residuals or their proxies, the network dynamically adapts its bandwidth to capture high-frequency components and severe singularities. Numerical experiments demonstrate the robustness of RUNNs, accurately resolving highly oscillatory solutions and successfully recovering a discontinuous $L^2$ solution from a distributional $H^{-2}$ source -- a scenario where standard energy-based methods fail.
LGJan 4, 2024
Collocation-based Robust Variational Physics-Informed Neural Networks (CRVPINN)Marcin Łoś, Tomasz Służalec, Paweł Maczuga et al.
Physics-Informed Neural Networks (PINNs) have been successfully applied to solve Partial Differential Equations (PDEs). Their loss function is founded on a strong residual minimization scheme. Variational Physics-Informed Neural Networks (VPINNs) are their natural extension to weak variational settings. In this context, the recent work of Robust Variational Physics-Informed Neural Networks (RVPINNs) highlights the importance of conveniently translating the norms of the underlying continuum-level spaces to the discrete level. Otherwise, VPINNs might become unrobust, implying that residual minimization might be highly uncorrelated with a desired minimization of the error in the energy norm. However, applying this robustness to VPINNs typically entails dealing with the inverse of a Gram matrix, usually producing slow convergence speeds during training. In this work, we accelerate the implementation of RVPINN, establishing a LU factorization of sparse Gram matrix in a kind of point-collocation scheme with the same spirit as original PINNs. We call out method the Collocation-based Robust Variational Physics Informed Neural Networks (CRVPINN). We test our efficient CRVPINN algorithm on Laplace, advection-diffusion, and Stokes problems in two spatial dimensions.