SearcharxivSearch

arXiv subjects

Hongkai Zhao

Publications and source records attributed to Hongkai Zhao.

At least 19 recordsLinked to original sources

From Frequency Bias to Spectral Balance: Operator-Aware Preconditioners for PINNs

When neural networks (NNs) are used as a type of nonlinear parametric representation to solve partial differential equations (PDEs), they often display frequency-dependent learning dynamics that can differ from those seen in direct function approximation tasks, resulting from a balance between the frequency bias of the NN representation and that of the underlying differential operator. Although many commonly used NNs exhibit a bias towards low-frequency modes in representation, the presence of differential operators in the loss function, which amplifies high-frequency components, can lead to high frequency bias. In this work, using second order elliptic PDEs as an example, we show how these two factors compete and lead to an overall frequency bias in different situations. Once the balance is determined, it is important to design computational strategies to counter the resulting bias to improve training efficiency. We propose a simple operator-aware preconditioning strategy that rebalances the optimization landscape and the learning dynamics by applying an auxiliary integral operator to the residual. The integral kernel can be the Green's function of a reference elliptic operator or an approximation, and integrates easily with common NN solvers for PDEs. Extensive experiments, including multiscale and variable-coefficient problems, show that the approach restores more balanced learning dynamics across modes and substantially improves both convergency and accuracy.

math.NA

What Can One Expect When Solving PDEs Using Shallow Neural Networks?

We use elliptic partial differential equations (PDEs) as examples to show various properties and behaviors when shallow neural networks (SNNs) are used to represent the solutions. In particular, we study the numerical ill-conditioning, frequency bias, and the balance between the differential operator and the shallow network representation for different formulations of the PDEs and with various activation functions. Our study shows that the performance of Physics-Informed Neural Networks (PINNs) or Deep Ritz Method (DRM) using linear SNNs with power ReLU activation is dominated by their inherent ill-conditioning and spectral bias against high frequencies. Although this can be alleviated by using non-homogeneous activation functions with proper scaling, achieving such adaptivity for nonlinear SNNs remains costly due to ill-conditioning.

math.NA

Equilibrium Correction Iteration for A Class of Mean-Field Game Inverse Problem

This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function at equilibrium. We propose a simple yet effective iterative strategy, Equilibrium Correction Iteration (ECI), that leverages the structure of MFGs rather than relying on generic optimization formulations. ECI uncovers hidden information from equilibrium measurements, offering a new perspective on inverse MFGs. To improve computational efficiency, two acceleration variants are introduced: Best Response Iteration (BRI), which uses inexact forward solvers, and Hierarchical ECI (HECI), which incorporates multilevel grids. While BRI performs efficiently in general settings, HECI proves particularly effective in recovering low-frequency potentials. We also highlight a connection between the potential identification problem in inverse MFGs and inverse linear parabolic equations, suggesting promising directions for future theoretical analysis. Finally, comprehensive numerical experiments demonstrate how viscosity, terminal time, and interaction costs can influence the well-posedness of the inverse problem.

math.OC

Fourier Multi-Component and Multi-Layer Neural Networks: Unlocking High-Frequency Potential

The architecture of a neural network and the choice of its activation function are both fundamental to its performance. Equally important is ensuring that these two elements are well matched, as their alignment is key to effective representation and learning. In this paper, we introduce the Fourier Multi-Component and Multi-Layer Neural Network (FMMNN), a model that combines sine-type activations with the multi-component and multi-layer structure of MMNNs. In an FMMNN, each component is represented as a trainable linear combination of fixed random sine-type basis functions, while multi-layer composition generates more complex and adaptive high-frequency features. We establish that FMMNNs retain exponential expressive power for function approximation even under a low-rank architectural structure. We also analyze the optimization landscape of FMMNNs and find it to be substantially more favorable than that of standard fully connected neural networks, especially for high-frequency targets. In addition, we propose a scaled random initialization method for the first-layer weights in FMMNNs, which accelerates training and improves final performance when sufficient samples are available. Extensive numerical experiments support our theoretical insights, showing that FMMNNs achieve strong accuracy and favorable convergence behavior on oscillatory function-approximation benchmarks.

cs.LG

Convergence Analysis and Acceleration of Fictitious Play for General Mean-Field Games via the Best Response

A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always guarantee convergence. Fictitious play is an iterative algorithm that leverages a best-response mapping combined with a weighted average. Through a thorough study of the best-response mapping, this paper develops a simple and unified convergence analysis, providing the first explicit convergence rate for the fictitious play algorithm in MFGs of general types, especially non-potential MFGs. We demonstrate that the convergence and rate can be controlled through the weighting parameter in the algorithm, with linear convergence achievable under a general assumption. Building on this analysis, we propose two strategies to accelerate fictitious play. The first uses a backtracking line search to optimize the weighting parameter, while the second employs a hierarchical grid strategy to enhance stability and computational efficiency. We demonstrate the effectiveness of these acceleration techniques and validate our convergence rate analysis with various numerical examples.

math.OC

Structured and Balanced Multi-Component and Multi-Layer Neural Networks

In this work, we propose a balanced multi-component and multi-layer neural network (MMNN) structure to accurately and efficiently approximate functions with complex features, in terms of both degrees of freedom and computational cost. The main idea is inspired by a multi-component approach, in which each component can be effectively approximated by a single-layer network, combined with a multi-layer decomposition strategy to capture the complexity of the target function. Although MMNNs can be viewed as a simple modification of fully connected neural networks (FCNNs) or multi-layer perceptrons (MLPs) by introducing balanced multi-component structures, they achieve a significant reduction in training parameters, a much more efficient training process, and improved accuracy compared to FCNNs or MLPs. Extensive numerical experiments demonstrate the effectiveness of MMNNs in approximating highly oscillatory functions and their ability to automatically adapt to localized features.

cs.LG

Deep Network Approximation: Beyond ReLU to Diverse Activation Functions

This paper explores the expressive power of deep neural networks for a diverse range of activation functions. An activation function set $\mathscr{A}$ is defined to encompass the majority of commonly used activation functions, such as $\mathtt{ReLU}$, $\mathtt{LeakyReLU}$, $\mathtt{ReLU}^2$, $\mathtt{ELU}$, $\mathtt{CELU}$, $\mathtt{SELU}$, $\mathtt{Softplus}$, $\mathtt{GELU}$, $\mathtt{SiLU}$, $\mathtt{Swish}$, $\mathtt{Mish}$, $\mathtt{Sigmoid}$, $\mathtt{Tanh}$, $\mathtt{Arctan}$, $\mathtt{Softsign}$, $\mathtt{dSiLU}$, and $\mathtt{SRS}$. We demonstrate that for any activation function $\varrho\in \mathscr{A}$, a $\mathtt{ReLU}$ network of width $N$ and depth $L$ can be approximated to arbitrary precision by a $\varrho$-activated network of width $3N$ and depth $2L$ on any bounded set. This finding enables the extension of most approximation results achieved with $\mathtt{ReLU}$ networks to a wide variety of other activation functions, albeit with slightly increased constants. Significantly, we establish that the (width,$\,$depth) scaling factors can be further reduced from $(3,2)$ to $(1,1)$ if $\varrho$ falls within a specific subset of $\mathscr{A}$. This subset includes activation functions such as $\mathtt{ELU}$, $\mathtt{CELU}$, $\mathtt{SELU}$, $\mathtt{Softplus}$, $\mathtt{GELU}$, $\mathtt{SiLU}$, $\mathtt{Swish}$, and $\mathtt{Mish}$.

cs.LG

Why Shallow Networks Struggle to Approximate and Learn High Frequencies

In this work, we present a comprehensive study combining mathematical and computational analysis to explain why a two-layer neural network struggles to handle high frequencies in both approximation and learning, especially when machine precision, numerical noise, and computational cost are significant factors in practice. Specifically, we investigate the following fundamental computational issues: (1) the minimal numerical error achievable under finite precision, (2) the computational cost required to attain a given accuracy, and (3) the stability of the method with respect to perturbations. The core of our analysis lies in the conditioning of the representation and its learning dynamics. Explicit answers to these questions are provided, along with supporting numerical evidence.

cs.LG

On Enhancing Expressive Power via Compositions of Single Fixed-Size ReLU Network

This paper explores the expressive power of deep neural networks through the framework of function compositions. We demonstrate that the repeated compositions of a single fixed-size ReLU network exhibit surprising expressive power, despite the limited expressive capabilities of the individual network itself. Specifically, we prove by construction that $\mathcal{L}_2\circ \boldsymbol{g}^{\circ r}\circ \boldsymbol{\mathcal{L}}_1$ can approximate $1$-Lipschitz continuous functions on $[0,1]^d$ with an error $\mathcal{O}(r^{-1/d})$, where $\boldsymbol{g}$ is realized by a fixed-size ReLU network, $\boldsymbol{\mathcal{L}}_1$ and $\mathcal{L}_2$ are two affine linear maps matching the dimensions, and $\boldsymbol{g}^{\circ r}$ denotes the $r$-times composition of $\boldsymbol{g}$. Furthermore, we extend such a result to generic continuous functions on $[0,1]^d$ with the approximation error characterized by the modulus of continuity. Our results reveal that a continuous-depth network generated via a dynamical system has immense approximation power even if its dynamics function is time-independent and realized by a fixed-size ReLU network.

cs.LG

How much can one learn a partial differential equation from its solution?

In this work we study the problem about learning a partial differential equation (PDE) from its solution data. PDEs of various types are used as examples to illustrate how much the solution data can reveal the PDE operator depending on the underlying operator and initial data. A data driven and data adaptive approach based on local regression and global consistency is proposed for stable PDE identification. Numerical experiments are provided to verify our analysis and demonstrate the performance of the proposed algorithms.

math.NA

Instability of an inverse problem for the stationary radiative transport near the diffusion limit

In this work, we study the instability of an inverse problem of radiative transport equation with angularly averaged measurement near the diffusion limit, i.e. the normalized mean free path (the Knudsen number) $0 < \eps \ll 1$. It is well-known that there is a transition of stability from Hölder type to logarithmic type with $\eps\to 0$, the theory of this transition of stability is still an open problem. In this study, we show the transition of stability by establishing the balance of two different regimes depending on the relative sizes of $\eps$ and the perturbation in measurements. When $\eps$ is sufficiently small, we obtain exponential instability, which stands for the diffusive regime, and otherwise we obtain Hölder instability instead, which stands for the transport regime.

math-ph

How much can one learn from a single solution of a PDE?

Linear evolution PDE $\partial_t u(x,t) = -\mathcal{L} u$, where $\mathcal{L}$ is a strongly elliptic operator independent of time, is studied as an example to show if one can superpose snapshots of a single (or a finite number of) solution(s) to construct an arbitrary solution. Our study shows that it depends on the growth rate of the eigenvalues, $μ_n$, of $\mathcal{L}$ in terms of $n$. When the statement is true, a simple data-driven approach for model reduction and approximation of an arbitrary solution of a PDE without knowing the underlying PDE is designed. Numerical experiments are presented to corroborate our analysis.

math.NA

A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems

In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to accelerate the Hamiltonian Monte Carlo (HMC) method in solving large-scale Bayesian inverse problems. The key idea is to exploit (model-based) and construct (data-based) the intrinsic approximate low-dimensional structure of the underlying problem which consists of two components - a training component that computes a set of data-driven basis to achieve significant dimension reduction in the solution space, and a fast solving component that computes the solution and its derivatives for a newly sampled elliptic PDE with the constructed data-driven basis. Hence we achieve an effective data and model-based approach for the Bayesian inverse problem and overcome the typical computational bottleneck of HMC - repeated evaluation of the Hamiltonian involving the solution (and its derivatives) modeled by a complex system, a multiscale elliptic PDE in our case. We present numerical examples to demonstrate the accuracy and efficiency of the proposed method.

math.NA

Quantitative PAT with simplified $P_N$ approximation

The photoacoustic tomography (PAT) is a hybrid modality that combines the optics and acoustics to obtain high resolution and high contrast imaging of heterogeneous media. In this work, our objective is to study the inverse problem in the quantitative step of PAT which aims to reconstruct the optical coefficients of the governing radiative transport equation from the ultrasound measurements. In our analysis, we take the simplified $P_N$ approximation of the radiative transport equation as the physical model and then show the uniqueness and stability for this modified inverse problem. Numerical simulations based on synthetic data are presented to validate our analysis.

math.NA

Marchenko-Pastur law with relaxed independence conditions

We prove the Marchenko-Pastur law for the eigenvalues of $p \times p$ sample covariance matrices in two new situations where the data does not have independent coordinates. In the first scenario - the block-independent model - the $p$ coordinates of the data are partitioned into blocks in such a way that the entries in different blocks are independent, but the entries from the same block may be dependent. In the second scenario - the random tensor model - the data is the homogeneous random tensor of order $d$, i.e. the coordinates of the data are all $\binom{n}{d}$ different products of $d$ variables chosen from a set of $n$ independent random variables. We show that Marchenko-Pastur law holds for the block-independent model as long as the size of the largest block is $o(p)$ and for the random tensor model as long as $d = o(n^{1/3})$. Our main technical tools are new concentration inequalities for quadratic forms in random variables with block-independent coordinates, and for random tensors.

math.PR

A Dual Iterative Refinement Method for Non-rigid Shape Matching

In this work, a simple and efficient dual iterative refinement (DIR) method is proposed for dense correspondence between two nearly isometric shapes. The key idea is to use dual information, such as spatial and spectral, or local and global features, in a complementary and effective way, and extract more accurate information from current iteration to use for the next iteration. In each DIR iteration, starting from current correspondence, a zoom-in process at each point is used to select well matched anchor pairs by a local mapping distortion criterion. These selected anchor pairs are then used to align spectral features (or other appropriate global features) whose dimension adaptively matches the capacity of the selected anchor pairs. Thanks to the effective combination of complementary information in a data-adaptive way, DIR is not only efficient but also robust to render accurate results within a few iterations. By choosing appropriate dual features, DIR has the flexibility to handle patch and partial matching as well. Extensive experiments on various data sets demonstrate the superiority of DIR over other state-of-the-art methods in terms of both accuracy and efficiency.

cs.CV

Efficient and Robust Shape Correspondence via Sparsity-Enforced Quadratic Assignment

In this work, we introduce a novel local pairwise descriptor and then develop a simple, effective iterative method to solve the resulting quadratic assignment through sparsity control for shape correspondence between two approximate isometric surfaces. Our pairwise descriptor is based on the stiffness and mass matrix of finite element approximation of the Laplace-Beltrami differential operator, which is local in space, sparse to represent, and extremely easy to compute while containing global information. It allows us to deal with open surfaces, partial matching, and topological perturbations robustly. To solve the resulting quadratic assignment problem efficiently, the two key ideas of our iterative algorithm are: 1) select pairs with good (approximate) correspondence as anchor points, 2) solve a regularized quadratic assignment problem only in the neighborhood of selected anchor points through sparsity control. These two ingredients can improve and increase the number of anchor points quickly while reducing the computation cost in each quadratic assignment iteration significantly. With enough high-quality anchor points, one may use various pointwise global features with reference to these anchor points to further improve the dense shape correspondence. We use various experiments to show the efficiency, quality, and versatility of our method on large data sets, patches, and point clouds (without global meshes).

cs.CV

A fast algorithm for time-dependent radiative transport equation based on integral formulation

In this work, we introduce a fast numerical algorithm to solve the time-dependent radiative transport equation (RTE). Our method uses the integral formulation of RTE and applies the treecode algorithm to reduce the computational complexity from O(M^{2+1/d} ) to O(M^{1+1/d} log M ), where M is the number of points in the physical domain. The error analysis is presented and numerical experiments are performed to validate our algorithm.

math.NA