The Random Feature Method for Time-Dependent Problems

DOI10.4208/EAJAM.2023-065.050423MaRDI QIDQ6090342zbMATH OpenOpenAlexFDO

Authors Jingrun Chen, Weinan E, Yixin Luo

Publication date 16 December 2023

Published in East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2304.06913

zbMATH Keywords

collocation methodpartition of unity methodtime-dependent PDEsrandom feature methodseparation-of-variables random features

Mathematics Subject Classification ID

Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: We present a framework for solving time-dependent partial differential equations (PDEs) in the spirit of the random feature method. The numerical solution is constructed using a space-time partition of unity and random feature functions. Two different ways of constructing the random feature functions are investigated: feature functions that treat the spatial and temporal variables (STC) on the same footing, or functions that are the product of two random feature functions depending on spatial and temporal variables separately (SoV). Boundary and initial conditions are enforced by penalty terms. We also study two ways of solving the resulting least-squares problem: the problem is solved as a whole or solved using the block time-marching strategy. The former is termed ``the space-time random feature method (ST-RFM). Numerical results for a series of problems show that the proposed method, i.e. ST-RFM with STC and ST-RFM with SoV, have spectral accuracy in both space and time. In addition, ST-RFM only requires collocation points, not a mesh. This is important for solving problems with complex geometry. We demonstrate this by using ST-RFM to solve a two-dimensional wave equation over a complex domain. The two strategies differ significantly in terms of the behavior in time. In the case when block time-marching is used, we prove a lower error bound that shows an exponentially growing factor with respect to the number of blocks in time. For ST-RFM, we prove an upper bound with a sublinearly growing factor with respect to the number of subdomains in time. These estimates are also confirmed by numerical results.

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Cited in

(1)

• The ADMM-PINNs algorithmic framework for nonsmooth PDE-constrained optimization: a deep learning approach

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