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Volume 41, Issue 6
A Deep Learning Based Discontinuous Galerkin Method for Hyperbolic Equations with Discontinuous Solutions and Random Uncertainties

Jingrun Chen, Shi Jin & Liyao Lyu

J. Comp. Math., 41 (2023), pp. 1281-1304.

Published online: 2023-11

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  • Abstract

We propose a deep learning based discontinuous Galerkin method (D2GM) to solve hyperbolic equations with discontinuous solutions and random uncertainties. The main computational challenges for such problems include discontinuities of the solutions and the curse of dimensionality due to uncertainties. Deep learning techniques have been favored for high-dimensional problems but face difficulties when the solution is not smooth, thus have so far been mainly used for viscous hyperbolic system that admits only smooth solutions. We alleviate this difficulty by setting up the loss function using discrete shock capturing schemes – the discontinous Galerkin method as an example – since the solutions are smooth in the discrete space. The convergence of D2GM is established via the Lax equivalence theorem kind of argument. The high-dimensional random space is handled by the Monte-Carlo method. Such a setup makes the D2GM approximate high-dimensional functions over the random space with satisfactory accuracy at reasonable cost. The D2GM is found numerically to be first-order and second-order accurate for (stochastic) linear conservation law with smooth solutions using piecewise constant and piecewise linear basis functions, respectively. Numerous examples are given to verify the efficiency and the robustness of D2GM with the dimensionality of random variables up to 200 for (stochastic) linear conservation law and (stochastic) Burgers’ equation.

  • AMS Subject Headings

65C30, 65N99, 35L65

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{JCM-41-1281, author = {Chen , JingrunJin , Shi and Lyu , Liyao}, title = {A Deep Learning Based Discontinuous Galerkin Method for Hyperbolic Equations with Discontinuous Solutions and Random Uncertainties}, journal = {Journal of Computational Mathematics}, year = {2023}, volume = {41}, number = {6}, pages = {1281--1304}, abstract = {

We propose a deep learning based discontinuous Galerkin method (D2GM) to solve hyperbolic equations with discontinuous solutions and random uncertainties. The main computational challenges for such problems include discontinuities of the solutions and the curse of dimensionality due to uncertainties. Deep learning techniques have been favored for high-dimensional problems but face difficulties when the solution is not smooth, thus have so far been mainly used for viscous hyperbolic system that admits only smooth solutions. We alleviate this difficulty by setting up the loss function using discrete shock capturing schemes – the discontinous Galerkin method as an example – since the solutions are smooth in the discrete space. The convergence of D2GM is established via the Lax equivalence theorem kind of argument. The high-dimensional random space is handled by the Monte-Carlo method. Such a setup makes the D2GM approximate high-dimensional functions over the random space with satisfactory accuracy at reasonable cost. The D2GM is found numerically to be first-order and second-order accurate for (stochastic) linear conservation law with smooth solutions using piecewise constant and piecewise linear basis functions, respectively. Numerous examples are given to verify the efficiency and the robustness of D2GM with the dimensionality of random variables up to 200 for (stochastic) linear conservation law and (stochastic) Burgers’ equation.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.2205-m2021-0277}, url = {http://global-sci.org/intro/article_detail/jcm/22112.html} }
TY - JOUR T1 - A Deep Learning Based Discontinuous Galerkin Method for Hyperbolic Equations with Discontinuous Solutions and Random Uncertainties AU - Chen , Jingrun AU - Jin , Shi AU - Lyu , Liyao JO - Journal of Computational Mathematics VL - 6 SP - 1281 EP - 1304 PY - 2023 DA - 2023/11 SN - 41 DO - http://doi.org/10.4208/jcm.2205-m2021-0277 UR - https://global-sci.org/intro/article_detail/jcm/22112.html KW - Discontinuous Galerkin method, Loss function, Convergence analysis, Deep learning, Hyperbolic equation. AB -

We propose a deep learning based discontinuous Galerkin method (D2GM) to solve hyperbolic equations with discontinuous solutions and random uncertainties. The main computational challenges for such problems include discontinuities of the solutions and the curse of dimensionality due to uncertainties. Deep learning techniques have been favored for high-dimensional problems but face difficulties when the solution is not smooth, thus have so far been mainly used for viscous hyperbolic system that admits only smooth solutions. We alleviate this difficulty by setting up the loss function using discrete shock capturing schemes – the discontinous Galerkin method as an example – since the solutions are smooth in the discrete space. The convergence of D2GM is established via the Lax equivalence theorem kind of argument. The high-dimensional random space is handled by the Monte-Carlo method. Such a setup makes the D2GM approximate high-dimensional functions over the random space with satisfactory accuracy at reasonable cost. The D2GM is found numerically to be first-order and second-order accurate for (stochastic) linear conservation law with smooth solutions using piecewise constant and piecewise linear basis functions, respectively. Numerous examples are given to verify the efficiency and the robustness of D2GM with the dimensionality of random variables up to 200 for (stochastic) linear conservation law and (stochastic) Burgers’ equation.

Jingrun Chen, Shi Jin & Liyao Lyu. (2023). A Deep Learning Based Discontinuous Galerkin Method for Hyperbolic Equations with Discontinuous Solutions and Random Uncertainties. Journal of Computational Mathematics. 41 (6). 1281-1304. doi:10.4208/jcm.2205-m2021-0277
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