论文标题

极限学习机搭配,用于椭圆形PDE的数值解决方案

Extreme learning machine collocation for the numerical solution of elliptic PDEs with sharp gradients

论文作者

Calabrò, Francesco, Fabiani, Gianluca, Siettos, Constantinos

论文摘要

我们基于机器学习引入了一种新的数值方法,该方法使用一组Sigmoidal函数将椭圆形偏微分方程的解决方案近似于解决方案。我们表明,具有单个隐藏层具有sigmoidal函数和固定,随机的内部权重和偏见的馈电神经网络可用于准确计算搭配解决方案。解决内部权重和偏见的选择导致了所谓的极限学习机网络。我们讨论了如何确定内部权重和偏见的范围,以获得良好的强调近似空间,并探索所需的搭配点数量。我们证明了所提出的方法的效率,该方法具有表现出陡峭行为(例如边界层)的几个一维扩散 - 添加反应反应问题。边界条件直接作为搭配方程。我们指出,无需训练网络,因为提出的数值方法结果可以使用最小二乘可以轻松解决线性问题。数值结果表明,所提出的方法达到了良好的准确性。最后,我们将所提出的方法与有限差异进行了比较,并指出了计算成本方面的重大改进,从而避免了耗时的训练阶段。

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a single hidden layer with sigmoidal functions and fixed, random, internal weights and biases can be used to compute accurately a collocation solution. The choice to fix internal weights and bias leads to the so-called Extreme Learning Machine network. We discuss how to determine the range for both internal weights and biases in order to obtain a good underlining approximating space, and we explore the required number of collocation points. We demonstrate the efficiency of the proposed method with several one-dimensional diffusion-advection-reaction problems that exhibit steep behaviors, such as boundary layers. The boundary conditions are imposed directly as collocation equations. We point out that there is no need of training the network, as the proposed numerical approach results to a linear problem that can be easily solved using least-squares. Numerical results show that the proposed method achieves a good accuracy. Finally, we compare the proposed method with finite differences and point out the significant improvements in terms of computational cost, thus avoiding the time-consuming training phase.

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