The Cost-Accuracy Trade-Off in Operator Learning with Neural Networks

Year:    2022

Author:    Maarten V. de Hoop, Daniel Zhengyu Huang, Elizabeth Qian, Andrew M. Stuart

Journal of Machine Learning, Vol. 1 (2022), Iss. 3 : pp. 299–341

Abstract

The term ‘surrogate modeling’ in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential equations (PDEs). Surrogate modeling is an enabling methodology for many-query computations in science and engineering, which include iterative methods in optimization and sampling methods in uncertainty quantification. Over the last few years, several approaches to surrogate modeling for PDEs using neural networks have emerged, motivated by successes in using neural networks to approximate nonlinear maps in other areas. In principle, the relative merits of these different approaches can be evaluated by understanding, for each one, the cost required to achieve a given level of accuracy. However, the absence of a complete theory of approximation error for these approaches makes it difficult to assess this cost-accuracy trade-off. The purpose of the paper is to provide a careful numerical study of this issue, comparing a variety of different neural network architectures for operator approximation across a range of problems arising from PDE models in continuum mechanics.

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jml.220509

Journal of Machine Learning, Vol. 1 (2022), Iss. 3 : pp. 299–341

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    43

Keywords:    Computational partial differential equations Surrogate modeling Operator approximation Neural networks Computational complexity.

Author Details

Maarten V. de Hoop

Daniel Zhengyu Huang

Elizabeth Qian

Andrew M. Stuart

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