arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2401.03427math.NAcs.NAphysics.flu-dyn

用于求解不可压缩Navier-Stokes方程和Cahn-Hilliard方程的深度FBSDE神经网络

Deep FBSDE Neural Networks for Solving Incompressible Navier-Stokes Equation and Cahn-Hilliard Equation

Yangtao Deng, Qiaolin He

AI总结:

针对高维偏微分方程求解的维数灾难难题,研究拓展基于FBSDE的FBSNNs方法,推导修正Cahn-Hilliard方程,将方法用于求解不可压缩Navier-Stokes、Cahn-Hilliard及CHNS方程,经数值实验验证其在高维场景下的精度与稳定性。

摘要:

长期以来,受维数灾难影响,求解高维偏微分方程(PDEs)的高效算法一直是一项极具难度的任务。我们对依赖正倒向随机微分方程(FBSDE)的正倒向随机神经网络(FBSNNs)进行拓展,用于求解不可压缩Navier-Stokes方程。针对Cahn-Hilliard方程,我们从一种广泛应用于原始Cahn-Hilliard方程的稳定格式出发,推导出一种修正的Cahn-Hilliard方程。该方程可表示为连续抛物型方程组,可应用FBSDE方法,且未知解由神经网络近似。我们的方法还被成功拓展至Cahn-Hilliard-Navier-Stokes(CHNS)方程。大量数值实验验证了我们方法的精度与稳定性,尤其是在高维场景下。

英文摘要:

Efficient algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the curse of dimensionality. We extend the forward-backward stochastic neural networks (FBSNNs) which depends on forward-backward stochastic differential equation (FBSDE) to solve incompressible Navier-Stokes equation. For Cahn-Hilliard equation, we derive a modified Cahn-Hilliard equation from a widely used stabilized scheme for original Cahn-Hilliard equation. This equation can be written as a continuous parabolic system, where FBSDE can be applied and the unknown solution is approximated by neural network. Also our method is successfully developed to Cahn-Hilliard-Navier-Stokes (CHNS) equation. The accuracy and stability of our methods are shown in many numerical experiments, specially in high dimension.

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。

↑