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arXiv 1903.03040physics.comp-phcs.LGcs.NAmath.NAphysics.flu-dynstat.ML
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计算流体动力学中的深度学习观测量

Deep learning observables in computational fluid dynamics

ETH Zürich(苏黎世联邦理工学院);Rice University(莱斯大学)

Kjetil O. Lye, Siddhartha Mishra, Deep Ray

摘要:

计算流体动力学中的许多大规模问题,如不确定性量化、贝叶斯反演、数据同化和PDE约束优化,在计算上被认为是非常具有挑战性的,因为它们需要相应的PDE的大量昂贵的(正向)数值解。我们提出了一种基于深度人工神经网络的机器学习算法,该算法可以从一些训练样本(该映射的计算实现)中预测底层的\emph{input parameters to observable}映射。通过理论论证和经验观察的明智组合,我们找到了合适的网络架构和训练超参数,这些超参数导致参数到可观察映射的鲁棒和高效的神经网络近似。数值实验表明,低预测误差的训练网络网络,即使当网络已经训练了几个样本,在计算成本是几个数量级低于底层PDE求解器。此外,我们将所提出的深度学习算法与蒙特卡罗(MC)和准蒙特卡罗(QMC)方法相结合,以有效地计算非线性偏微分方程的不确定性传播。在底层神经网络泛化良好的假设下,我们证明了深度学习MC和QMC算法保证比基线(准)蒙特卡罗方法更快。数值实验表明,一到两个数量级的速度超过基线QMC和MC算法,计算概率分布的可观察的复杂问题,也提出了。

英文摘要:

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large number of expensive (forward) numerical solutions of the corresponding PDEs. We propose a machine learning algorithm, based on deep artificial neural networks, that predicts the underlying \emph{input parameters to observable} map from a few training samples (computed realizations of this map). By a judicious combination of theoretical arguments and empirical observations, we find suitable network architectures and training hyperparameters that result in robust and efficient neural network approximations of the parameters to observable map. Numerical experiments are presented to demonstrate low prediction errors for the trained network networks, even when the network has been trained with a few samples, at a computational cost which is several orders of magnitude lower than the underlying PDE solver. Moreover, we combine the proposed deep learning algorithm with Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods to efficiently compute uncertainty propagation for nonlinear PDEs. Under the assumption that the underlying neural networks generalize well, we prove that the deep learning MC and QMC algorithms are guaranteed to be faster than the baseline (quasi-) Monte Carlo methods. Numerical experiments demonstrating one to two orders of magnitude speed up over baseline QMC and MC algorithms, for the intricate problem of computing probability distributions of the observable, are also presented.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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