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Ignacio Muga

Publications and source records attributed to Ignacio Muga.

At least 19 recordsLinked to original sources

A Residual Minimization approach for Nonlinear Partial Differential Equations set in Banach spaces

In this work, we propose and analyze a residual-minimization strategy for the numerical solution of nonlinear PDEs posed in Banach spaces. Given a finite-dimensional trial space and a suitably enriched discrete test space (of higher dimension than the trial space), we approximate the solution by minimizing the variational residual in a discrete dual norm. This minimization is equivalent to a nonlinear saddle-point formulation for the discrete solution in the trial space together with a residual representative in the test space. The latter provides a natural a posteriori error estimator, enabling automatic mesh adaptivity. To solve the resulting nonlinear saddle-point problem, we propose a Newton iteration whose linearized saddle-point system is symmetric, thereby guaranteeing solvability at each step. We take the $p$-Laplacian as a model problem and support the theoretical developments with representative numerical experiments, using standard $H^1$-conforming piecewise linear functions for the trial space, and lowest-order Crouzeix--Raviart functions for the test space.

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RUNNs: Ritz-Uzawa Neural Networks for Solving Variational Problems

Solving Partial Differential Equations (PDEs) using neural networks presents different challenges, including integration errors and spectral bias, often leading to poor approximations. In addition, standard neural network-based methods, such as Physics-Informed Neural Networks (PINNs), often lack stability when dealing with PDEs characterized by low-regularity solutions. To address these limitations, we introduce the Ritz--Uzawa Neural Networks (RUNNs) framework, an iterative methodology to solve strong, weak, and ultra-weak variational formulations. Rewriting the PDE as a sequence of Ritz-type minimization problems within a Uzawa loop provides an iterative framework that, in specific cases, reduces both bias and variance during training. We demonstrate that the strong formulation offers a passive variance reduction mechanism, whereas variance remains persistent in weak and ultra-weak regimes. Furthermore, we address the spectral bias of standard architectures through a data-driven frequency tuning strategy. By initializing a Sinusoidal Fourier Feature Mapping based on the Normalized Cumulative Power Spectral Density (NCPSD) of previous residuals or their proxies, the network dynamically adapts its bandwidth to capture high-frequency components and severe singularities. Numerical experiments demonstrate the robustness of RUNNs, accurately resolving highly oscillatory solutions and successfully recovering a discontinuous $L^2$ solution from a distributional $H^{-2}$ source -- a scenario where standard energy-based methods fail.

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Deep Fourier Residual method for solving time-harmonic Maxwell's equations

Solving PDEs with machine learning techniques has become a popular alternative to conventional methods. In this context, Neural networks (NNs) are among the most commonly used machine learning tools, and in those models, the choice of an appropriate loss function is critical. In general, the main goal is to guarantee that minimizing the loss during training translates to minimizing the error in the solution at the same rate. In this work, we focus on the time-harmonic Maxwell's equations, whose weak formulation takes H(curl) as the space of test functions. We propose a NN in which the loss function is a computable approximation of the dual norm of the weak-form PDE residual. To that end, we employ the Helmholtz decomposition of the space H(curl) and construct an orthonormal basis for this space in two and three spatial dimensions. Here, we use the Discrete Sine/Cosine Transform to accurately and efficiently compute the discrete version of our proposed loss function. Moreover, in the numerical examples we show a high correlation between the proposed loss function and the H(curl)-norm of the error, even in problems with low-regularity solutions.

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Learning quantities of interest from parametric PDEs: An efficient neural-weighted Minimal Residual approach

The efficient approximation of parametric PDEs is of tremendous importance in science and engineering. In this paper, we show how one can train Galerkin discretizations to efficiently learn quantities of interest of solutions to a parametric PDE. The central component in our approach is an efficient neural-network-weighted Minimal-Residual formulation, which, after training, provides Galerkin-based approximations in standard discrete spaces that have accurate quantities of interest, regardless of the coarseness of the discrete space.

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Adaptive stabilized finite elements via residual minimization onto bubble enrichments

The Adaptive Stabilized Finite Element method (AS-FEM) developed in Calo et. al. combines the idea of the residual minimization method with the inf-sup stability offered by the discontinuous Galerkin (dG) frameworks. As a result, the discretizations deliver stabilized approximations and residual representatives in the dG space that can drive automatic adaptivity. We generalize AS FEM by considering continuous test spaces; thus, we propose a residual minimization method on a stable Continuous Interior Penalty (CIP) formulation that considers a C0-conforming trial FEM space and a test space based on the enrichment of the trial space by bubble functions. In our numerical experiments, the test space choice results in a significant reduction of the total degrees of freedom compared to the dG test spaces of Calo et. al. that converge at the same rate. Moreover, as trial and test spaces are C0-conforming, implementing a full dG data structure is unnecessary, simplifying the method's implementation considerably and making it appealing for industrial applications, see Labanda et. al.

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Automatic stabilization of finite-element simulations using neural networks and hierarchical matrices

Petrov-Galerkin formulations with optimal test functions allow for the stabilization of finite element simulations. In particular, given a discrete trial space, the optimal test space induces a numerical scheme delivering the best approximation in terms of a problem-dependent energy norm. This ideal approach has two shortcomings: first, we need to explicitly know the set of optimal test functions; and second, the optimal test functions may have large supports inducing expensive dense linear systems. Nevertheless, parametric families of PDEs are an example where it is worth investing some (offline) computational effort to obtain stabilized linear systems that can be solved efficiently, for a given set of parameters, in an online stage. Therefore, as a remedy for the first shortcoming, we explicitly compute (offline) a function mapping any PDE-parameter, to the matrix of coefficients of optimal test functions (in a basis expansion) associated with that PDE-parameter. Next, as a remedy for the second shortcoming, we use the low-rank approximation to hierarchically compress the (non-square) matrix of coefficients of optimal test functions. In order to accelerate this process, we train a neural network to learn a critical bottleneck of the compression algorithm (for a given set of PDE-parameters). When solving online the resulting (compressed) Petrov-Galerkin formulation, we employ a GMRES iterative solver with inexpensive matrix-vector multiplications thanks to the low-rank features of the compressed matrix. We perform experiments showing that the full online procedure as fast as the original (unstable) Galerkin approach. In other words, we get the stabilization with hierarchical matrices and neural networks practically for free. We illustrate our findings by means of 2D Eriksson-Johnson and Hemholtz model problems.

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A Deep Double Ritz Method (D$^2$RM) for solving Partial Differential Equations using Neural Networks

Residual minimization is a widely used technique for solving Partial Differential Equations in variational form. It minimizes the dual norm of the residual, which naturally yields a saddle-point (min-max) problem over the so-called trial and test spaces. In the context of neural networks, we can address this min-max approach by employing one network to seek the trial minimum, while another network seeks the test maximizers. However, the resulting method is numerically unstable as we approach the trial solution. To overcome this, we reformulate the residual minimization as an equivalent minimization of a Ritz functional fed by optimal test functions computed from another Ritz functional minimization. We call the resulting scheme the Deep Double Ritz Method (D$^2$RM), which combines two neural networks for approximating trial functions and optimal test functions along a nested double Ritz minimization strategy. Numerical results on different diffusion and convection problems support the robustness of our method, up to the approximation properties of the networks and the training capacity of the optimizers.

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A Deep Fourier Residual Method for solving PDEs using Neural Networks

When using Neural Networks as trial functions to numerically solve PDEs, a key choice to be made is the loss function to be minimised, which should ideally correspond to a norm of the error. In multiple problems, this error norm coincides with--or is equivalent to--the $H^{-1}$-norm of the residual; however, it is often difficult to accurately compute it. This work assumes rectangular domains and proposes the use of a Discrete Sine/Cosine Transform to accurately and efficiently compute the $H^{-1}$ norm. The resulting Deep Fourier-based Residual (DFR) method efficiently and accurately approximate solutions to PDEs. This is particularly useful when solutions lack $H^{2}$ regularity and methods involving strong formulations of the PDE fail. We observe that the $H^1$-error is highly correlated with the discretised loss during training, which permits accurate error estimation via the loss.

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An adaptive superconvergent finite element method based on local residual minimization

We introduce an adaptive superconvergent finite element method for a class of mixed formulations to solve partial differential equations involving a diffusion term. It combines a superconvergent postprocessing technique for the primal variable with an adaptive finite element method via residual minimization. Such a residual minimization procedure is performed on a local postprocessing scheme, commonly used in the context of mixed finite element methods. Given the local nature of that approach, the underlying saddle point problems associated with residual minimizations can be solved with minimal computational effort. We propose and study a posteriori error estimators, including the built-in residual representative associated with residual minimization schemes; and an improved estimator which adds, on the one hand, a residual term quantifying the mismatch between discrete fluxes and, on the other hand, the interelement jumps of the postprocessed solution. We present numerical experiments in two dimensions using Brezzi-Douglas-Marini elements as input for our methodology. The experiments perfectly fit our key theoretical findings and suggest that our estimates are sharp.

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Neural Control of Discrete Weak Formulations: Galerkin, Least-Squares and Minimal-Residual Methods with Quasi-Optimal Weights

There is tremendous potential in using neural networks to optimize numerical methods. In this paper, we introduce and analyse a framework for the neural optimization of discrete weak formulations, suitable for finite element methods. The main idea of the framework is to include a neural-network function acting as a control variable in the weak form. Finding the neural control that (quasi-) minimizes a suitable cost (or loss) functional, then yields a numerical approximation with desirable attributes. In particular, the framework allows in a natural way the incorporation of known data of the exact solution, or the incorporation of stabilization mechanisms (e.g., to remove spurious oscillations). The main result of our analysis pertains to the well-posedness and convergence of the associated constrained-optimization problem. In particular, we prove under certain conditions, that the discrete weak forms are stable, and that quasi-minimizing neural controls exist, which converge quasi-optimally. We specialize the analysis results to Galerkin, least-squares and minimal-residual formulations, where the neural-network dependence appears in the form of suitable weights. Elementary numerical experiments support our findings and demonstrate the potential of the framework.

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Isogeometric Residual Minimization Method (iGRM) with Direction Splitting for Non-Stationary Advection-Diffusion Problems

In this paper, we propose a novel computational implicit method, which we call Isogeometric Residual Minimization (iGRM) with direction splitting. The method mixes the benefits resulting from isogeometric analysis, implicit dynamics, residual minimization, and alternating direction solver. We utilize tensor product B-spline basis functions in space, implicit second order time integration schemes, residual minimization in every time step, and we exploit Kronecker product structure of the matrix to employ linear computational cost alternating direction solver. We implement an implicit time integration scheme and apply, for each space-direction, a stabilized mixed method based on residual minimization. We show that the resulting system of linear equations has a Kronecker product structure, which results in a linear computational cost of the direct solver, even using implicit time integration schemes together with the stabilized mixed formulation. We test our method on three advection-diffusion computational examples, including model ``membrane'' problem, the circular wind problem, and the simulations modeling pollution propagating from a chimney.

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Projection in negative norms and the regularization of rough linear functionals

In order to construct regularizations of continuous linear functionals acting on Sobolev spaces such as $W_0^{1,q}(\Omega)$, where $1<q<\infty$ and $\Omega$ is a Lipschitz domain, we propose a projection method in negative Sobolev spaces $W^{-1,p}(\Omega)$, $p$ being the conjugate exponent satisfying $p^{-1} + q^{-1} = 1$. Our method is particularly useful when one is dealing with a rough (irregular) functional that is a member of $W^{-1,p}(\Omega)$, though not of $L^1(\Omega)$, but one strives for a regular approximation in $L^1(\Omega)$. We focus on projections onto discrete finite element spaces $G_n$, and consider both discontinuous as well as continuous piecewise-polynomial approximations. While the proposed method aims to compute the best approximation as measured in the negative (dual) norm, for practical reasons, we will employ a computable, discrete dual norm that supremizes over a discrete subspace $V_m$. We show that this idea leads to a fully discrete method given by a mixed problem on $V_m\times G_n$. We propose a discontinuous as well as a continuous lowest-order pair, prove that they are compatible, and therefore obtain quasi-optimally convergent methods. We present numerical experiments that compute finite element approximations to Dirac delta's and line sources. We also present adaptively generate meshes, obtained from an error representation that comes with the method. Finally, we show how the presented projection method can be used to efficiently compute numerical approximations to partial differential equations with rough data.

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Data-Driven Finite Elements Methods: Machine Learning Acceleration of Goal-Oriented Computations

We introduce the concept of data-driven finite element methods. These are finite-element discretizations of partial differential equations (PDEs) that resolve quantities of interest with striking accuracy, regardless of the underlying mesh size. The methods are obtained within a machine-learning framework during which the parameters defining the method are tuned against available training data. In particular, we use a stable parametric Petrov-Galerkin method that is equivalent to a minimal-residual formulation using a weighted norm. While the trial space is a standard finite element space, the test space has parameters that are tuned in an off-line stage. Finding the optimal test space therefore amounts to obtaining a goal-oriented discretization that is completely tailored towards the quantity of interest. As is natural in deep learning, we use an artificial neural network to define the parametric family of test spaces. Using numerical examples for the Laplacian and advection equation in one and two dimensions, we demonstrate that the data-driven finite element method has superior approximation of quantities of interest even on very coarse meshes

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Isogeometric Residual Minimization (iGRM) for Non-Stationary Stokes and Navier-Stokes Problems

We show that it is possible to obtain a linear computational cost FEM-based solver for non-stationary Stokes and Navier-Stokes equations. Our method employs a technique developed by Guermond and Minev, which consists of singular perturbation plus a splitting scheme. While the time-integration schemes are implicit, we use finite elements to discretize the spatial counterparts. At each time-step, we solve a PDE having weak-derivatives in one direction only (which allows for the linear computational cost), at the expense of handling strong second-order derivatives of the previous time step solution, on the right-hand side of these PDEs. This motivates the use of smooth functions such as B-splines. For high Reynolds numbers, some of these PDEs become unstable. To deal robustly with these instabilities, we propose to use a residual minimization technique. We test our method on problems having manufactured solutions, as well as on the cavity flow problem.

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An adaptive stabilized conforming finite element method via residual minimization on dual discontinuous Galerkin norms

We design and analyze a new adaptive stabilized finite element method. We construct a discrete approximation of the solution in a continuous trial space by minimizing the residual measured in a dual norm of a discontinuous test space that has inf-sup stability. We formulate this residual minimization as a stable saddle-point problem which delivers a stabilized discrete solution and a residual representation that drives the adaptive mesh refinement. Numerical results on an advection-reaction model problem show competitive error reduction rates when compared to discontinuous Galerkin methods on uniformly refined meshes and smooth solutions. Moreover, the technique leads to optimal decay rates for adaptive mesh refinement and solutions having sharp layers.

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Isogeometric Residual Minimization Method (iGRM) with Direction Splitting Preconditoner for Stationary Advection-Diffusion Problems

In this paper, we introduce the isoGeometric Residual Minimization (iGRM) method. The method solves stationary advection-dominated diffusion problems. We stabilize the method via residual minimization. We discretize the problem using B-spline basis functions. We then seek to minimize the isogeometric residual over a spline space built on a tensor product mesh. We construct the solution over a smooth subspace of the residual. We can specify the solution subspace by reducing the polynomial order, by increasing the continuity, or by a combination of these. The Gramm matrix for the residual minimization method is approximated by a weighted H1 norm, which we can express as Kronecker products, due to the tensor-product structure of the approximations. We use the Gramm matrix as a preconditional which can be applied in a computational cost proportional to the number of degrees of freedom in 2D and 3D. Building on these approximations, we construct an iterative algorithm. We test the residual minimization method on several numerical examples, and we compare it to the Discontinuous Petrov-Galerkin (DPG) and the Streamline Upwind Petrov-Galerkin (SUPG) stabilization methods. The iGRM method delivers similar quality solutions as the DPG method, it uses smaller grids, it does not require breaking of the spaces, but it is limited to tensor-product meshes. The computational cost of the iGRM is higher than for SUPG, but it does not require the determination of problem specific parameters.

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The Discrete-Dual Minimal-Residual Method (DDMRes) for Weak Advection-Reaction Problems in Banach spaces

We propose and analyse a minimal-residual method in discrete dual norms for approximating the solution of the advection-reaction equation in a weak Banach-space setting. The weak formulation allows for the direct approximation of solutions in the Lebesgue $L^p$-space, $1<p<\infty$. The greater generality of this weak setting is natural when dealing with rough data and highly irregular solutions, and when enhanced qualitative features of the approximations are needed. We first present a rigorous analysis of the well-posedness of the underlying continuous weak formulation, under natural assumptions on the advection-reaction coefficients. The main contribution is the study of several discrete subspace pairs guaranteeing the discrete stability of the method and quasi-optimality in $L^p$, and providing numerical illustrations of these findings, including the elimination of Gibbs phenomena, computation of optimal test spaces, and application to 2-D advection.

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Discretization of Linear Problems in Banach Spaces: Residual Minimization, Nonlinear Petrov-Galerkin, and Monotone Mixed Methods

This work presents a comprehensive discretization theory for abstract linear operator equations in Banach spaces. The fundamental starting point of the theory is the idea of residual minimization in dual norms, and its inexact version using discrete dual norms. It is shown that this development, in the case of strictly-convex reflexive Banach spaces with strictly-convex dual, gives rise to a class of nonlinear Petrov-Galerkin methods and, equivalently, abstract mixed methods with monotone nonlinearity. Crucial in the formulation of these methods is the (nonlinear) bijective duality map. Under the Fortin condition, we prove discrete stability of the abstract inexact method, and subsequently carry out a complete error analysis. As part of our analysis, we prove new bounds for best-approximation projectors, which involve constants depending on the geometry of the underlying Banach space. The theory generalizes and extends the classical Petrov-Galerkin method as well as existing residual-minimization approaches, such as the discontinuous Petrov-Galerkin method.

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