An Efficient Parallel-in-Time Method for Optimization with Parabolic PDEs

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE constrained optimization. In order to develop an efficient fully time-parallel algorithm we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and adjoint equations simultaneously. We also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a non-linear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches

Comparison of neural closure models for discretised PDEs

Neural closure models have recently been proposed as a method for efficiently approximating small scales in multiscale systems with neural networks. The choice of loss function and associated training procedure has a large effect on the accuracy and stability of the resulting neural closure model. In this work, we systematically compare three distinct procedures: “derivative fitting”, “trajectory fitting” with discretise-then-optimise, and “trajectory fitting” with optimise-then-discretise. Derivative fitting is conceptually the simplest and computationally the most efficient approach and is found to perform reasonably well on one of the test problems (Kuramoto-Sivashinsky) but poorly on the other (Burgers). Trajectory fitting is computationally more expensive but is more robust and is therefore the preferred approach. Of the two trajectory fitting procedures, the discretise-then-optimise approach produces more accurate models than the optimise-then-discretise approach. While the optimise-then-discretise approach can still produce accurate models, care must be taken in choosing the length of the trajectories used for training, in order to train the models on long-term behaviour while still producing reasonably accurate gradients during training. Two existing theorems are interpreted in a novel way that gives insight into the long-term accuracy of a neural closure model based on how accurate it is in the short term.<br/

A shallow physics-informed neural network for solving partial differential equations on surfaces

In this paper, we introduce a shallow (one-hidden-layer) physics-informed neural network for solving partial differential equations on static and evolving surfaces. For the static surface case, with the aid of level set function, the surface normal and mean curvature used in the surface differential expressions can be computed easily. So instead of imposing the normal extension constraints used in literature, we write the surface differential operators in the form of traditional Cartesian differential operators and use them in the loss function directly. We perform a series of performance study for the present methodology by solving Laplace-Beltrami equation and surface diffusion equation on complex static surfaces. With just a moderate number of neurons used in the hidden layer, we are able to attain satisfactory prediction results. Then we extend the present methodology to solve the advection-diffusion equation on an evolving surface with given velocity. To track the surface, we additionally introduce a prescribed hidden layer to enforce the topological structure of the surface and use the network to learn the homeomorphism between the surface and the prescribed topology. The proposed network structure is designed to track the surface and solve the equation simultaneously. Again, the numerical results show comparable accuracy as the static cases. As an application, we simulate the surfactant transport on the droplet surface under shear flow and obtain some physically plausible results