SC Seminar Benjamin Sanderse (CWI)

Multi-Level Neural Networks for PDEs with Uncertain Parameters
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  • When 11-03-2021 from 15:30 to 16:30 (Europe/Amsterdam / UTC100)
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Seminar on Machine Learning and Uncertainty Quantification for Scientific Computing



Multi-Level Neural Networks for PDEs with Uncertain Parameters

Benjamin Sanderse (CWI)

A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good approximation independent of the actual grid level. Our method learns this structure by employing a sequence of convolutional neural networks, that are well-suited to automatically detect local error features as latent quantities of the solution. Furthermore, by using the concept of transfer learning, the information of coarse grid levels is reused on fine grid levels in order to minimize the required number of samples on fine levels. The method outperforms state-of-the-art multi-level methods, especially in the case when complex PDEs (such as single-phase and free-surface flow problems) are concerned, or when high accuracy is required.