Given input-output pairs of an elliptic partial differential equation (PDE) in three dimensions, we derive the first theoretically-rigorous scheme for learning the associated Green's function $G$. By exploiting the hierarchical low-rank structure of $G$, we show that one can construct an approximant to $G$ that converges almost surely and achieves a relative error of $\mathcal{O}(Γ_ε^{-1/2}\log^3(1/ε)ε)$ using at most $\mathcal{O}(ε^{-6}\log^4(1/ε))$ input-output training pairs with high probability, for any $0<ε<1$. The quantity $0<Γ_ε\leq 1$ characterizes the quality of the training dataset. Along the way, we extend the randomized singular value decomposition algorithm for learning matrices to Hilbert--Schmidt operators and characterize the quality of covariance kernels for PDE learning.
Domain-Decomposed Randomized Neural Networks for Partial Differential Equations in Unbounded Domains
School of Mathematics and Statistics, Xi’an Jiaotong University(西安交通大学数学与统计学院);State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University(西安交通大学动力工程多相流国家重点实验室)
Randomized Neural Networks for Partial Differential Equation on Static and Evolving Surfaces
School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an, Shaanxi 710049, P.R. China(西安交通大学数学与统计学院);School of Mathematics and Statistics & State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University, Xi’an, Shaanxi 710049, China(西安交通大学数学与统计学院)
A Kaczmarz Method with Simple Random Sampling for Solving Large Linear Systems
Kaczmarz方法是求解大规模线性系的一种常用迭代格式。随机化Kaczmarz方法(RK)通过将系数矩阵的行按随机顺序排列而不是按给定顺序排列,大大提高了Kaczmarz方法的收敛速度。随机Kaczmarz方法的一个明显缺点是它的概率标准选择的活动或工作行的系数矩阵。在[{\sc Z. Z. Bai,W. Wu},{\em On the greedy randomized Kaczmarz method for solving large sparse线性系},SIAM Journal on Scientific Computing,2018,40:A592--A606],作者提出了一种贪婪随机Kaczmarz方法(GRK)。然而,当矩阵的大小很大时,这种方法可能遭受严重的计算成本,并且对于大数据问题,开销将非常大。这项工作的贡献如下。首先,从概率显著性的角度,我们提出了一种部分随机化Kaczmarz方法,它可以减少贪婪随机化Kaczmarz方法所需的计算开销。其次,基于Chebyshev大数定律和Z检验,我们将一种简单的抽样方法应用于部分随机化Kaczmarz方法。所提出的方法的收敛性。第三,将新策略应用于岭回归问题,提出了一种基于简单随机抽样的部分随机Kaczmarz方法。数值实验表明,新算法优于许多国家的最先进的随机Kaczmarz方法的大型线性系问题和岭回归问题。
A posteriori verification for the sign-change structure of solutions of elliptic partial differential equations
本文提出了一种严格分析椭圆型偏微分方程在Dirichlet、Neumann和混合三种齐次边界条件下解的变号结构的方法.给出明确估计的精确解$ u $和数值计算的近似解$ \hat{u} $之间的误差界,我们评估了$ u $(节点域的数量)的符号变化的数量,并确定了$ u $(节点线的位置)的零水平集的位置。我们将这种方法应用于Allen-Cahn方程的狄利克雷问题。该方程的解的节线表示两个共存相之间的界面。