Regularized dynamical parametric approximation of stiff evolution problems
Evolutionary deep neural networks have emerged as a rapidly growing field of research. This paper studies numerical integrators for such and other classes of nonlinear parametrizations $ u(t) = \Phi(\theta(t)) $, where the evolving parameters $\theta(t)$ are to be computed. The primary focus is on tackling the challenges posed by the combination of stiff evolution problems and irregular parametrizations, which typically arise with neural networks, tensor networks, flocks of evolving Gaussians, and in further cases of overparametrization. We propose and analyse regularized parametric versions of the implicit Euler method and higher-order implicit Runge--Kutta methods for the time integration of the parameters in nonlinear approximations to evolutionary partial differential equations and large systems of stiff ordinary differential equations. At each time step, an ill-conditioned nonlinear optimization problem is solved approximately with a few regularized Gauss--Newton iterations. Error bounds for the resulting parametric integrator are derived by relating the computationally accessible Gauss--Newton iteration for the parameters to the computationally inaccessible Newton iteration for the underlying non-parametric time integration scheme. The theoretical findings are supported by numerical experiments that are designed to show key properties of the proposed parametric integrators.
Code (0)
등록된 구현이 없습니다.
Tasks
Tensor NetworksMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
In this paper, we establish that for a wide class of controlled stochastic differential equations (SDEs) with stiff coefficients, the value functions of corresponding zero-sum games can be represented by a deep artificia…
Expressive Power of Randomized Signature
We consider the question whether the time evolution of controlled differential equations on general state spaces can be arbitrarily well approximated by (regularized) regressions on features generated themselves through …
compressed sensingLEMMATransfer LearningUnderstanding the role of autoencoders for stiff dynamical systems using information theory
Using the information theory, this study provides insights into how the construction of latent space of autoencoder (AE) using deep neural network (DNN) training finds a smooth low-dimensional manifold in the stiff dynam…
DecoderStiffness-aware neural network for learning Hamiltonian systems
We propose stiffness-aware neural network (SANN), a new method for learning Hamiltonian dynamical systems from data. SANN identifies and splits the training data into stiff and nonstiff portions based on a stiffness-awar…
Kernel-based guarantees for nonlinear parametric models in Bayesian optimization
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses lar…
Gaussian Processes