The deep minimizing movement scheme

DOI10.1016/J.JCP.2023.112518MaRDI QIDQ6087937zbMATH OpenFDO

Authors Min Sue Park, Cheolhyeong Kim, Hwijae Son, Hyung Ju Hwang

Publication date 16 November 2023

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.14851

zbMATH Keywords

JKO schememinimizing movement schemeneural networks

Mathematics Subject Classification ID

Parabolic equations and parabolic systems (35Kxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical methods for partial differential equations, boundary value problems (65Nxx)

Abstract: Solutions of certain partial differential equations (PDEs) are often represented by the steepest descent curves of corresponding functionals. Minimizing movement scheme was developed in order to study such curves in metric spaces. Especially, Jordan-Kinderlehrer-Otto studied the Fokker-Planck equation in this way with respect to the Wasserstein metric space. In this paper, we propose a deep learning-based minimizing movement scheme for approximating the solutions of PDEs. The proposed method is highly scalable for high-dimensional problems as it is free of mesh generation. We demonstrate through various kinds of numerical examples that the proposed method accurately approximates the solutions of PDEs by finding the steepest descent direction of a functional even in high dimensions.

Recommendations

• Euclidean movement minimization
• A dynamic minimization method
• Deep learning for model order reduction of multibody systems to minimal coordinates
• DeepMinimizer: a differentiable framework for optimizing sequence-specific minimizer schemes
• Minimizing movement: fixed-parameter tractability
• Minimizing Movement: Fixed-Parameter Tractability
• Recursive moving least squares
• Minimizing total variation flow
• Minimizing total variation flow

Cites work

• A generalized SAV approach with relaxation for dissipative systems
• Approximation by superpositions of a sigmoidal function
• Asymptotic L^1-decay of solutions of the porous medium equation to self-similarity
• Convergence of the Allen-Cahn equation with Neumann boundary conditions
• Deep neural network approach to forward-inverse problems
• Deep Nitsche Method: Deep Ritz Method with Essential Boundary Conditions
• DeepXDE: a deep learning library for solving differential equations
• DGM: a deep learning algorithm for solving partial differential equations
• Existence and uniqueness of monotone measure-preserving maps
• scientific article; zbMATH DE number 3728944 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Improving the accuracy and consistency of the scalar auxiliary variable (SAV) method with relaxation
• Local minimization, variational evolution and -convergence
• Neural‐network‐based approximations for solving partial differential equations
• On the equality between Monge's infimum and Kantorovich's minimum in optimal mass transportation
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• Simultaneous approximations of multivariate functions and their derivatives by neural networks with one hidden layer
• The deep Ritz method: a deep learning-based numerical algorithm for solving variational problems
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• The scalar auxiliary variable (SAV) approach for gradient flows
• The Variational Formulation of the Fokker--Planck Equation
• Traveling wave solutions of partial differential equations via neural networks
• Trend to equilibrium for the kinetic Fokker-Planck equation via the neural network approach

Cited in

(7)

• A Scalable Deep Learning Approach for Solving High-Dimensional Dynamic Optimal Transport
• Optimal neural network approximation of Wasserstein gradient direction via convex optimization
• A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
• Gradient flow based phase-field modeling using separable neural networks
• A structure-preserving numerical method for a radially symmetric solution of porous medium equation
• Manipulating and understanding PINNs learner with time-space causality principle: application on highly transient flow system
• High-Order Variable-Scaled Energetic Variational Neural Networks for Phase-Field Gradient Flows

This page was built for publication: The deep minimizing movement scheme

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6087937)