Enhancement of shock-capturing methods via machine learning

In recent years, machine learning has been used to create data-driven solutions to problems for which an algorithmic solution is intractable, as well as fine-tuning existing algorithms. This research applies machine learning to the development of an improved finite-volume method for simulating PDEs with discontinuous solutions. Shock-capturing methods make use of nonlinear switching functions that are not guaranteed to be optimal. Because data can be used to learn nonlinear relationships, we train a neural network to improve the results of a fifth-order WENO method. We post-process the outputs of the neural network to guarantee that the method is consistent. The training data consist of the exact mapping between cell averages and interpolated values for a set of integrable functions that represent waveforms we would expect to see while simulating a PDE. We demonstrate our method on linear advection of a discontinuous function, the inviscid Burgers’ equation, and the 1-D Euler equations. For the latter, we examine the Shu–Osher model problem for turbulence–shock wave interactions. We find that our method outperforms WENO in simulations where the numerical solution becomes overly diffused due to numerical viscosity

Automatic differentiation in machine learning: a survey

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of numeric functions expressed as computer programs. AD is a small but established field with applications in areas including computational fluid dynamics, atmospheric sciences, and engineering design optimization. Until very recently, the fields of machine learning and AD have largely been unaware of each other and, in some cases, have independently discovered each other's results. Despite its relevance, general-purpose AD has been missing from the machine learning toolbox, a situation slowly changing with its ongoing adoption under the names "dynamic computational graphs" and "differentiable programming". We survey the intersection of AD and machine learning, cover applications where AD has direct relevance, and address the main implementation techniques. By precisely defining the main differentiation techniques and their interrelationships, we aim to bring clarity to the usage of the terms "autodiff", "automatic differentiation", and "symbolic differentiation" as these are encountered more and more in machine learning settings.Comment: 43 pages, 5 figure