DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: PPINN: Parareal physics-informed neural network for time-dependent PDEs

Abstract

Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree (Raissi et al., 2019). While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time–space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speed-up for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonablemore » predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion–reaction equation. Our results demonstrate that PPINNs converge in a few iterations with significant speed-ups proportional to the number of time-subdomains employed.« less

Authors:
 [1];  [2];  [1];  [1]
  1. Brown Univ., Providence, RI (United States)
  2. Clemson Univ., SC (United States)
Publication Date:
Research Org.:
Brown Univ., Providence, RI (United States)
Sponsoring Org.:
USDOE Office of Science (SC)
OSTI Identifier:
1853246
Alternate Identifier(s):
OSTI ID: 1637715; OSTI ID: 2281998
Grant/Contract Number:  
SC0019434; SC0019453
Resource Type:
Accepted Manuscript
Journal Name:
Computer Methods in Applied Mechanics and Engineering
Additional Journal Information:
Journal Volume: 370; Journal Issue: C; Journal ID: ISSN 0045-7825
Publisher:
Elsevier
Country of Publication:
United States
Language:
English
Subject:
42 ENGINEERING; 97 MATHEMATICS AND COMPUTING; engineering; mathematics; mechanics; deep neural network; machine learning; parallel-in-time; long-time integration; multiscale; PINN

Citation Formats

Meng, Xuhui, Li, Zhen, Zhang, Dongkun, and Karniadakis, George Em. PPINN: Parareal physics-informed neural network for time-dependent PDEs. United States: N. p., 2020. Web. doi:10.1016/j.cma.2020.113250.
Meng, Xuhui, Li, Zhen, Zhang, Dongkun, & Karniadakis, George Em. PPINN: Parareal physics-informed neural network for time-dependent PDEs. United States. https://doi.org/10.1016/j.cma.2020.113250
Meng, Xuhui, Li, Zhen, Zhang, Dongkun, and Karniadakis, George Em. Wed . "PPINN: Parareal physics-informed neural network for time-dependent PDEs". United States. https://doi.org/10.1016/j.cma.2020.113250. https://www.osti.gov/servlets/purl/1853246.
@article{osti_1853246,
title = {PPINN: Parareal physics-informed neural network for time-dependent PDEs},
author = {Meng, Xuhui and Li, Zhen and Zhang, Dongkun and Karniadakis, George Em},
abstractNote = {Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree (Raissi et al., 2019). While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time–space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speed-up for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonable predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion–reaction equation. Our results demonstrate that PPINNs converge in a few iterations with significant speed-ups proportional to the number of time-subdomains employed.},
doi = {10.1016/j.cma.2020.113250},
journal = {Computer Methods in Applied Mechanics and Engineering},
number = C,
volume = 370,
place = {United States},
year = {Wed Jul 08 00:00:00 EDT 2020},
month = {Wed Jul 08 00:00:00 EDT 2020}
}

Works referenced in this record:

A Multiresolution Strategy for Reduction of Elliptic PDEs and Eigenvalue Problems
journal, April 1998

  • Beylkin, Gregory; Coult, Nicholas
  • Applied and Computational Harmonic Analysis, Vol. 5, Issue 2
  • DOI: 10.1006/acha.1997.0226

Deep UQ: Learning deep neural network surrogate models for high dimensional uncertainty quantification
journal, December 2018


ConvPDE-UQ: Convolutional neural networks with quantified uncertainty for heterogeneous elliptic partial differential equations on varied domains
journal, October 2019


Finite difference methods for two-dimensional fractional dispersion equation
journal, January 2006

  • Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles
  • Journal of Computational Physics, Vol. 211, Issue 1
  • DOI: 10.1016/j.jcp.2005.05.017

Localized lattice Boltzmann equation model for simulating miscible viscous displacement in porous media
journal, September 2016


Optimization Methods for Large-Scale Machine Learning
journal, January 2018

  • Bottou, Léon; Curtis, Frank E.; Nocedal, Jorge
  • SIAM Review, Vol. 60, Issue 2
  • DOI: 10.1137/16M1080173

Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
journal, February 2019


Time-decomposed parallel time-integrators: theory and feasibility studies for fluid, structure, and fluid-structure applications
journal, January 2003

  • Farhat, Charbel; Chandesris, Marion
  • International Journal for Numerical Methods in Engineering, Vol. 58, Issue 9
  • DOI: 10.1002/nme.860

Implicit Parallel Time Integrators
journal, December 2010


A Parallel Space-Time Algorithm
journal, January 2012

  • Christlieb, Andrew J.; Haynes, Ronald D.; Ong, Benjamin W.
  • SIAM Journal on Scientific Computing, Vol. 34, Issue 5
  • DOI: 10.1137/110843484

Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
journal, November 2019


Adversarial uncertainty quantification in physics-informed neural networks
journal, October 2019


Supervised parallel-in-time algorithm for long-time Lagrangian simulations of stochastic dynamics: Application to hydrodynamics
journal, September 2019

  • Blumers, Ansel L.; Li, Zhen; Karniadakis, George Em
  • Journal of Computational Physics, Vol. 393
  • DOI: 10.1016/j.jcp.2019.05.016

Parareal in time 3D numerical solver for the LWR Benchmark neutron diffusion transient model
journal, December 2014

  • Baudron, Anne-Marie; Lautard, Jean-Jacques; Maday, Yvon
  • Journal of Computational Physics, Vol. 279
  • DOI: 10.1016/j.jcp.2014.08.037

A Micro-Macro Parareal Algorithm: Application to Singularly Perturbed Ordinary Differential Equations
journal, January 2013

  • Legoll, Frédéric; Lelièvre, Tony; Samaey, Giovanni
  • SIAM Journal on Scientific Computing, Vol. 35, Issue 4
  • DOI: 10.1137/120872681

Neural-network-based approximations for solving partial differential equations
journal, March 1994

  • Dissanayake, M. W. M. G.; Phan-Thien, N.
  • Communications in Numerical Methods in Engineering, Vol. 10, Issue 3
  • DOI: 10.1002/cnm.1640100303

An Asymptotic Parallel-in-Time Method for Highly Oscillatory PDEs
journal, January 2014

  • Haut, Terry; Wingate, Beth
  • SIAM Journal on Scientific Computing, Vol. 36, Issue 2
  • DOI: 10.1137/130914577

Supervised parallel-in-time algorithm for long-time Lagrangian simulations of stochastic dynamics: Application to hydrodynamics
journal, September 2019

  • Blumers, Ansel L.; Li, Zhen; Karniadakis, George Em
  • Journal of Computational Physics, Vol. 393
  • DOI: 10.1016/j.jcp.2019.05.016

A parareal in time procedure for the control of partial differential equations
journal, January 2002


Doing the Impossible: Why Neural Networks Can Be Trained at All
journal, July 2018


On the Computational Efficiency of Training Neural Networks
preprint, January 2014


Physical Symmetries Embedded in Neural Networks
preprint, January 2019


Solving Irregular and Data-enriched Differential Equations using Deep Neural Networks
preprint, January 2019