Solving Partial Differential Equations using Physics-Informed Neural Networks

Solving Partial Differential Equations using Physics-Informed Neural Networks

Popa, Vlad (TU Delft Electrical Engineering, Mathematics and Computer Science; TU Delft Applied Sciences)

Thijssen, J.M. (mentor)
Möller, M. (mentor)
Tao, Q. (graduation committee)
Dubbeldam, J.L.A. (graduation committee)

Delft University of Technology

Applied Mathematics | Applied Physics

2022-08-31

In an attempt to find alternatives for solving partial differential equations (PDEs)
with traditional numerical methods, a new field has emerged which incorporates
the residual of a PDE into the loss function of an Artificial Neural Network. This
method is called Physics-Informed Neural Network (PINN). In this thesis, we study dense neural networks (DNNs), including codes developed in the context of this bachelor project. We derive the backpropagation equations necessary for training and use different configurations in a DNN to test its interpolating accuracy. We distinguish between a-PINNs which use automatic differentiation to evaluate a PDE, and n-PINNs which approximate differential operators in a PDE with numerical differentiation. We compare both PINNs on the harmonic oscillator, the 1D heat equation and the 1-soliton and 2-soliton solutions of the Korteweg-De Vries (KdV) equation. Both PINNs could accurately converge to the solution, except to the 2-soliton solution, where the a-PINN outperformed the n-PINN. Furthermore, we tested a highly nonlinear problem of the KdV equation, which can be described by a train of solitons. We observed that PINNs are inaccurate if insufficient training samples are used for training. Adding training samples on the interior from a numerical solution leads to a good qualitative agreement, though more effort is required to find a better network configuration to obtain more accurate predictions.
Additionally, PINNs were used for inverse problems to derive an unknown coefficient in a PDE and proved to be highly accurate for noiseless data. When we
generated training samples with 10% noise from a uniform distribution, the PINN
results’ relative error stayed within a margin of under 2%. However, inverse PINNs are much more inefficient compared to nonlinear least squares methods like the Levenberg–Marquardt algorithm.
As of now, PINNs are still very early in development and stand no match against
traditional numerical methods to a known PDE. They may, however, provide a
useful alternative in the future as they are constantly being improved.

PINN
physics-informed neural networks
Machine Learning
PDE
Korteweg-De vries
Harmonic oscillator
heat equation

http://resolver.tudelft.nl/uuid:daab64c0-d36e-4fc4-8702-cbf8cc0fd708

Student theses

bachelor thesis

© 2022 Vlad Popa