A Method for Computing Inverse Parametric PDE Problems with Random-Weight Neural Networks Suchuan Dong Yiran Wang

2025-04-27 0 0 2.37MB 40 页 10玖币
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A Method for Computing Inverse Parametric PDE Problems with
Random-Weight Neural Networks
Suchuan Dong
, Yiran Wang
Center for Computational and Applied Mathematics
Department of Mathematics
Purdue University, USA
(October 8, 2022)
Abstract
We present a method for computing the inverse parameters and the solution field to inverse parametric
partial differential equations (PDE) based on randomized neural networks. This extends the local extreme
learning machine technique originally developed for forward PDEs to inverse problems. We develop three
algorithms for training the neural network to solve the inverse PDE problem. The first algorithm (termed
NLLSQ) determines the inverse parameters and the trainable network parameters all together by the
nonlinear least squares method with perturbations (NLLSQ-perturb). The second algorithm (termed
VarPro-F1) eliminates the inverse parameters from the overall problem by variable projection to attain
a reduced problem about the trainable network parameters only. It solves the reduced problem first
by the NLLSQ-perturb algorithm for the trainable network parameters, and then computes the inverse
parameters by the linear least squares method. The third algorithm (termed VarPro-F2) eliminates the
trainable network parameters from the overall problem by variable projection to attain a reduced problem
about the inverse parameters only. It solves the reduced problem for the inverse parameters first, and
then computes the trainable network parameters afterwards. VarPro-F1 and VarPro-F2 are reciprocal
to each other in some sense. The presented method produces accurate results for inverse PDE problems,
as shown by the numerical examples herein. For noise-free data, the errors of the inverse parameters and
the solution field decrease exponentially as the number of collocation points or the number of trainable
network parameters increases, and can reach a level close to the machine accuracy. For noisy data, the
accuracy degrades compared with the case of noise-free data, but the method remains quite accurate.
The presented method has been compared with the physics-informed neural network method.
Keywords: randomized neural networks, extreme learning machine, nonlinear least squares, variable pro-
jection, inverse problems, inverse PDE
1 Introduction
In this work we focus on the simultaneous determination of the parameters (as constants or field distributions)
and the solution field to parametric PDEs based on artificial neural networks (ANN/NN), given sparse and
noisy measurement data of certain variables. This type of problems is often referred to as the inverse PDE
problems in the literature [31]. Typical examples include the determination of the diffusion coefficient given
certain concentration data or the computation of the wave speed given sparse measurement of the wave
profile. When the parameter values in the PDE are known, approximation of the PDE solution is often
referred to as the forward PDE problem. We will adopt these notations in this paper.
Closely related to the inverse PDE problems is the data-driven “discovery” of PDEs (see e.g. [4, 52,
7, 48, 49, 44, 60, 2, 34, 47, 54, 5, 55, 40], among others), in which, given certain measurement data, the
functional form of the PDE is to be discerned. In order to acquire a parsimonious PDE form, techniques
such as sparsity promotion [7, 48] or dimensional analysis [60] are often adopted.
Author of correspondence. Emails: sdong@purdue.edu (S. Dong), wang2335@purdue.edu (Y. Wang).
1
arXiv:2210.04338v1 [math.NA] 9 Oct 2022
As advocated in [53, 31], data-driven scientific machine learning problems can be viewed in terms of the
amount of data that is available and the amount of physics that is known. They are broadly classified into
three categories in [31]: (i) those with “lots of physics and small data” (e.g. forward PDE problems), (ii)
those with “some physics and some data” (e.g. inverse PDE problems), and (iii) those with “no physics and
big data” (e.g. general PDE discovery). The authors of [31] point out that those in the second category are
typically the more interesting and representative in real applications, where the physics is partially known
and sparse measurements are available. One illustrating example is from multiphase flows, where the conser-
vation laws (mass/momentum conservations) and thermodynamic principles (second law of thermodynamics,
Galilean invariance) lead to a thermodynamically-consistent phase field model, but with an incomplete sys-
tem of governing equations [15, 14]. One has the freedom to choose the form of the free energy, the wall
energy, the form and coefficients of the constitutive relation, and the form and coefficient of the interfacial
mobility [12, 13, 58]. Different choices will lead to different specific models, which are all thermodynami-
cally consistent. The different models cannot be distinguished by the thermodynamic principles, but can be
differentiated with experimental measurements.
The development of machine learning techniques for solving inverse PDE problems has attracted a great
deal of interest recently, with a variety of contributions from different researchers. In [44] a method for
estimating the parameters in nonlinear PDEs is developed based on Gaussian processes, where the state
variable at two consecutive snapshots are assumed to be known. The physics informed neural network
(PINN) method is introduced in the influential work [45] for solving forward and inverse nonlinear PDEs.
The residuals of the PDE, the boundary and initial conditions, and the measurement data are encoded
into the loss function as soft constraints, and the neural network is trained by gradient descent or back
propagation type algorithms. The PINN method has influenced significantly subsequent developments and
stimulated applications in many related areas (see e.g. [36, 46, 29, 38, 11, 50, 9, 35, 56, 30, 43], among
others). A hybrid finite element and neural network method is developed in [1]. The finite element method
(FEM) is used to solve the underlying PDE, which is augmented by a neural network for representing the
PDE coefficient [1]. A conservative PINN method is proposed in [29] together with domain decomposition
for simulating nonlinear conservation laws, in which the flux continuity is enforced along the sub-domain
interfaces, and interesting results are presented for a number of forward and inverse problems. This method
is further developed and extended in a subsequent work [28] with domain decompositions in both space and
time; see a recent study in [30] of this extended technique for supersonic flows. Interesting applications
are described in [46, 9], where the PINN technique is employed to infer the 3D velocity and pressure fields
based on scattered flow visualization data or Schlieren images from experiments. In [20] a distributed PINN
method based on domain decomposition is presented, and the loss function is optimized by a gradient descent
algorithm. For nonlinear PDEs, the method solves a related linearized equation with certain variables fixed
at their initial values [20]. An auxiliary PINN technique is developed in [59] for solving nonlinear integro-
differential equations, in which auxiliary variables are introduced to represent the anti-derivatives and thus
avoiding the integral computation. We would also like to refer the reader to e.g. [11, 53, 37, 33] (among
others) for inverse applications of neural networks in other related fields.
In the current work we consider the use of randomized neural networks, also known as extreme learning
machines (ELM) [25] (or random vector functional link (RVFL) networks [42]), for solving inverse PDE
problems. ELM was originally developed for linear classification and regression problems. It is characterized
by two ideas: (i) randomly assigned but fixed (non-trainable) hidden-layer coefficients, and (ii) trainable
linear output-layer coefficients determined by linear least squares or by using the Moore-Penrose inverse [25].
This technique has been extended to scientific computing in the past few years, for function approximations
and for solving ordinary and partial differential equations (ODE/PDE); see e.g. [57, 41, 21, 16, 17, 10, 22, 51,
19], among others. The random-weight neural networks are universal function approximators. As established
by the theoretical results of [27, 26, 39], a single-hidden-layer feed-forward neural network (FNN) having
random but fixed (not trained) hidden units can approximate any continuous function to any desired degree
of accuracy, provided that the number of hidden units is sufficiently large.
In this paper we present a method for computing inverse PDE problems based on randomized neural
networks. This extends the local extreme learning machine (locELM) technique originally developed in [16]
for forward PDEs to inverse problems. Because of the coupling between the unknown PDE parameters
(referred to as the inverse parameters hereafter) and the solution field, the inverse PDE problem is fully
nonlinear with respect to the unknowns, even though the associated forward PDE may be linear. We
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partition the overall domain into sub-domains, and represent the solution field (and the inverse parameters,
if they are field distributions) by a local FNN on each sub-domain, imposing Ck(with appropriate k)
continuity conditions across the sub-domain boundaries. The weights/biases in the hidden layers of the
local NNs are assigned to random values and fixed (not trainable), and only the output-layer coefficients are
trainable. The inverse PDE problem is thus reduced to a nonlinear problem about the inverse parameters
and the output-layer coefficients of the solution field, or if the inverse parameters are field distributions,
about the output-layer coefficients for the inverse parameters and the solution field.
We develop three algorithms for training the neural network to solve the inverse PDE problem:
The first algorithm (termed NLLSQ) computes the inverse parameters and the trainable parameters
of the local NNs all together by the nonlinear least squares method [3]. This extends the nonlinear
least squares method with perturbations (NLLSQ-perturb) from [16] (developed for forward nonlinear
PDEs) to inverse PDE problems.
The second algorithm (termed VarPro-F1) eliminates the inverse parameters from the overall problem
based on the variable projection (VarPro) strategy [23, 24] to attain a reduced problem about the
trainable network parameters only. It solves the reduced problem first for the trainable parameters
of the local NNs by the NLLSQ-perturb algorithm, and then computes the inverse parameters by the
linear least squares method.
The third algorithm (termed VarPro-F2) eliminates the trainable network parameters from the overall
inverse problem by variable projection to arrive at a reduced problem about the inverse parameters
only. It solves the reduced problem first for the inverse parameters by the NLLSQ-perturb algorithm,
and then computes the trainable parameters of the local NNs based on the inverse parameters already
obtained. The VarPro-F2 and VarPro-F1 algorithms both employ the variable projection idea and are
reciprocal formulations in a sense. For inverse problems with an associated forward nonlinear PDE,
VarPro-F2 needs to be combined with a Newton iteration.
The presented method produces accurate solutions to inverse PDE problems, as shown by a number of
numerical examples presented herein. For noise-free data, the errors for the inverse parameters and the
solution field decrease exponentially as the number of training collocation points or the number of trainable
parameters in the neural network increases. These errors can reach a level close to the machine accuracy
when the simulation parameters become large. For noisy data, the current method remains quite accurate,
although the accuracy degrades compared with the case of noise-free data. We observe that, by scaling the
measurement-residual vector by a factor, one can markedly improve the accuracy of the current method for
noisy data, while only slightly degrading the accuracy for noise-free data. We have compared the current
method with the PINN method (see Appendix C). The current method exhibits an advantage in terms of
the accuracy and the computational cost (network training time).
The method and algorithms developed herein are implemented in Python based on the Tensorflow
(https://www.tensorflow.org/), Keras (https://keras.io/), and the scipy (https://scipy.org/) libraries. The
numerical simulations are performed on a MAC computer (3.2GHz Intel Core i5 CPU, 24GB memory) in
the authors’ institution.
The main contribution of this paper lies in the local extreme learning machine based technique together
with the three algorithms for solving inverse PDE problems. The exponential convergence behavior exhib-
ited by the current method for inverse problems is particularly interesting, and can be analogized to the
observations in [16] for forward PDEs. For inverse problems such fast convergence seems not available in the
existing techniques (e.g. PINN based methods).
The rest of this paper is structured as follows. In Section 2 we first discuss the representation of functions
by local randomized neural networks and domain decomposition, and then present the NLLSQ, VarPro-F1
and VarPro-F2 algorithms for training the neural network to solve the inverse PDE. Section 3 uses a number
of inverse parametric PDEs to demonstrate the exponential convergence and the accuracy of our method, as
well as the effects of the noise and the number of measurement points. Section 4 concludes the discussion with
some closing remarks. Appendix A summarizes the NLLSQ-perturb algorithm from [16] (with modifications),
which forms the basis for the three algorithms in the current paper for solving inverse PDEs. Appendix B
provides the matrices in the VarPro-F2 algorithm. Appendix C compares the current method with PINN
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sub-domain #N
Figure 1: Cartoon illustrating domain decomposition and local random-weight neural networks.
for several inverse problems from Section 3. Appendix D lists the parameter values in the NLLSQ-perturb
algorithm for all the numerical simulations in Section 3.
2 Algorithms for Inverse PDEs with Randomized Neural Net-
works
2.1 Inverse Parametric PDEs and Local Randomized Neural Networks
We focus on the inverse problem described by the following parametric PDE, boundary conditions, and
measurement operations on some domain Ω Rd(d= 1,2,3):
α1L1(u) + α2L2(u) + · · · +αnLn(u) + F(u) = f(x),x,(1a)
Bu(x) = g(x),x,(1b)
Mu(ξ) = S(ξ),ξs.(1c)
In this system, Li(1 6i6n) and Fare differential or algebraic operators, which can be linear or nonlinear,
and fand gare prescribed source terms. u(x) is an unknown scalar field, where xdenotes the coordinates.
αi(1 6i6n) are nunknown constants. The case with any αibeing an unknown field distribution will be
dealt with later in a remark (Remark 2.7). We assume that the highest derivative term in (1a) is linear with
respect to u, while the nonlinear terms with respect to uinvolve only lower derivatives (if any). Bis a linear
differential or algebraic operator, and Budenotes the boundary condition(s) on the domain boundary Ω.
Mis a linear algebraic or differential operator representing the measurement operations. Mu(ξ) denotes
the measurement of Muat the point ξ, and S(ξ) denotes the measurement data. sdenotes the set of
measurement points. Given S(ξ), the goal here is to determine the parameters αi(1 6i6n) and the
solution field u(x). Hereafter we will refer to the parameters α= (α1, . . . , αn)Tas the inverse parameters.
Suppose the inverse parameters are given. The boundary value problem consisting of the equations (1a)–(1b)
will be referred to as the associated forward PDE problem, with u(x) as the unknown. We assume that the
formulation is such that the forward PDE problem is well-posed.
Remark 2.1. We assume that the operators Li(16i6n) or Fmay contain time derivatives (e.g.
t ,
2
t2, where tdenotes time), thus leading to an initial-boundary value problem on a spatial-temporal domain
. In this case, we treat tin the same way as the spatial coordinate x, and use the last dimension in
x= (x1, x2, . . . , xd)to denote t(i.e. xdt). Accordingly, we assume that the equation (1b) should include
conditions on the appropriate initial boundaries from . The point here is that the system (1) may refer to
time-dependent problems, and we will not distinguish this case in subsequent discussions.
We devise numerical algorithms to compute a least squares solution to the system (1) based on local
randomized neural networks (or ELM). We decompose the domain Ω into sub-domains, and represent u(x)
on each sub-domain by a local ELM in a way analogous to in [16]. Let Ω = 12 · · · N,where Ωi
(1 6i6N) denote Nnon-overlapping sub-domains (see Figure 1 for an illustration). Let
u(x) =
u1(x),x1,
u2(x),x2,
. . .
uN(x),xN,
(2)
4
where ui(x) (1 6i6N) denotes the solution field restricted to the sub-domain Ωi. On the interior sub-
domain boundaries shared by adjacent sub-domains we impose Ckcontinuity conditions on u(x), where
k= (k1, . . . , kd) denotes a set of appropriate non-negative integers related to the order of the PDE (1a). If
the PDE order (highest derivative) is mialong the xi(1 6i6d) direction, we would in general impose
Cmi1(i.e. ki=mi1) continuity conditions in this direction on the shared sub-domain boundaries.
On Ωi(1 6i6N) we employ a local FNN, whose hidden-layer coefficients are randomly assigned and
fixed, to represent ui(x). More specifically, the local neural network is set as follows. The input layer consists
of dnodes, representing the input coordinate x= (x1, x2, . . . , xd)i. The output layer consists of a single
node, representing ui(x). The network contains (L1) (with integer L>2) hidden layers in between. Let
σ:RRdenote the activation function for all the hidden nodes. Hereafter we use the following vector (or
list) Mof (L+ 1) positive integers to represent the architecture of the local NN,
M= [m0, m1,...,mL1, mL],(architectural vector) (3)
where m0=dand mL= 1 denote the number of nodes in the input/output layers respectively, and miis
the number of nodes in the i-th hidden layer (1 6i6L1). We refer to Mas an architectural vector.
We make the following assumptions:
The output layer should contain (i) no bias, and (ii) no activation function (or equivalently, the acti-
vation function be σ(x) = x).
The weights/biases in all the hidden layers are pre-set to uniform random values on [Rm, Rm], where
Rm>0 is a user-provided constant. The hidden-layer coefficients are fixed once they are set.
The output-layer weights constitute the the trainable parameters of the local neural network.
We employ the same architecture, same activation function, and the same Rmfor the local neural networks
on different sub-domains.
In light of these settings, the logic in the output layer of the local NNs leads to the following relation on
the sub-domain Ωi(1 6i6N),
ui(x) =
M
X
j=1
βij φij (x) = Φi(x)βi,(4)
where M=mL1denotes the width of the last hidden layer of the local NN, φij (x) (1 6j6M) denote
the set of output fields of the last hidden layer on Ωi,βij (1 6j6M) denote the set of output-layer
coefficients (trainable parameters) on Ωi, and Φi= (φi1, φi2, . . . , φiM ) and βi= (βi1, βi2, . . . , βiM )T. Note
that, once the random hidden-layer coefficients are assigned, Φi(x) in (4) denotes a set of random (but fixed
and known) nonlinear basis functions. Therefore, with local ELMs the output field on each sub-domain is
represented by an expansion of a set of random basis functions as given by (4).
With domain decomposition and local ELMs, the system (1) is symbolically transformed into the following
form, which includes the continuity conditions across shared sub-domain boundaries:
α1L1(ui) + α2L2(ui) + · · · +αnLn(ui) + F(ui) = f(x),xi,16i6N; (5a)
Bui(x) = g(x),xi,16i6N; (5b)
Mui(ξ) = S(ξ),ξsi,16i6N; (5c)
Cui(x)− Cuj(x) = 0,xij,for all adjacent sub-domains (Ωi,j),16i, j 6N. (5d)
In this system ui(x) is given by (4), and the operator Cudenotes the set of Ckcontinuity conditions imposed
across the shared sub-domain boundaries on uor its derivatives. Define the residual of this system as,
R(α,β,x,ξ) =
α1L1(ui) + α2L2(ui) + · · · +αnLn(ui) + F(ui)f(x),xi,16i6N
Bui(x)g(x),xi,16i6N
Mui(ξ)S(ξ),ξsi,16i6N
Cui(x)− Cuj(x),xij,for all adjacent (Ωi,j),16i, j 6N
,(6)
where βis the vector of all trainable parameters, β= (βT
1,...,βT
N)T= (β11, β12, . . . , β1M, β21, . . . , βNM )T.
5
摘要:

AMethodforComputingInverseParametricPDEProblemswithRandom-WeightNeuralNetworksSuchuanDong*,YiranWangCenterforComputationalandAppliedMathematicsDepartmentofMathematicsPurdueUniversity,USA(October8,2022)AbstractWepresentamethodforcomputingtheinverseparametersandthesolution eldtoinverseparametricpartia...

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