The Random Feature Method for Time-Dependent Problems
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collocation methodpartition of unity methodrandom feature methodseparation-of-variables random featurestime-dependent PDEs
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
(10)- The ADMM-PINNs algorithmic framework for nonsmooth PDE-constrained optimization: a deep learning approach
- High-precision randomized preconditioned iterative methods for the random feature method
- A micro-macro decomposition-based asymptotic-preserving random feature method for multiscale radiative transfer equations
- The random feature method for elliptic eigenvalue problems
- Two-level random feature methods for elliptic partial differential equations over complex domains
- Deep learning without global optimization by random Fourier neural networks
- Residual-Christoffel Sampling for Random Feature Collocation of Linear PDEs
- Evo-GTransNet for Parabolic PDEs: A Fixed-Feature Galerkin Method of Lines with Quadrature-Mass Orthonormalization
- CARE-SAV: A Conditioning-Aware Random-Feature Framework for Energy-Stable Simulation of Gradient Flows
- A positivity-preserving random feature method for anisotropic diffusion equations on complex geometries
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