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FD-Net with Auxiliary Time Steps: Fast Prediction of PDEs using Hessian-Free Trust-Region Methods

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arxiv 1910.12680 v2 pith:UJFGRKN4 submitted 2019-10-28 cs.LG stat.ML

FD-Net with Auxiliary Time Steps: Fast Prediction of PDEs using Hessian-Free Trust-Region Methods

classification cs.LG stat.ML
keywords behaviorfuturenetworktrust-regionadamauxiliarycomparecomplex
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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Discovering the underlying physical behavior of complex systems is a crucial, but less well-understood topic in many engineering disciplines. This study proposes a finite-difference inspired convolutional neural network framework to learn hidden partial differential equations from given data and iteratively estimate future dynamical behavior. The methodology designs the filter sizes such that they mimic the finite difference between the neighboring points. By learning the governing equation, the network predicts the future evolution of the solution by using only a few trainable parameters. In this paper, we provide numerical results to compare the efficiency of the second-order Trust-Region Conjugate Gradient (TRCG) method with the first-order ADAM optimizer.

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