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Kristoffer G. van der Zee

Publications and source records attributed to Kristoffer G. van der Zee.

14 recordsLinked to original sources

Inexact Uzawa-Double Deep Ritz Method for Weak Adversarial Neural Networks

Residual minimization in dual norms is central to Weak Adversarial Neural Network (WAN) approaches for solving partial differential equations (PDEs). This framework naturally leads to saddle-point problems whose numerical solutions can be highly unstable depending on the underlying iterative scheme. Motivated by this structure, we propose and analyze the Uzawa Double Deep Ritz Method, a deep PDE solver that integrates neural network approximations with the classical Uzawa iteration. The proposed method is built around two coupled update rules performed at each iteration: a residual update, obtained by minimizing a Ritz functional associated with the dual problem, and a solution update, obtained by minimizing a Ritz functional driven by the current residual. Both variables are represented by neural networks, mirroring the classical Uzawa architecture for saddle-point problems. By replacing the adversarial min-max optimization of WAN with a sequence of Deep Ritz minimization problems, our study theoretically proves that the proposed method acts as an iterative scheme for solving the WAN formulation. Furthermore, we establish a comprehensive convergence theory for an inexact Uzawa scheme where both subproblems are solved approximately. This analysis extends to practical gradient-based implementations, providing rigorous stability and convergence guarantees for both single and multiple-gradient step update strategies. Numerical experiments validate our theoretical findings and demonstrate the robustness of the proposed approach.

math.NA↗

Neural network approximation in discrete dual norms with adaptive test spaces

In robust variational physics-informed neural networks (RVPINNs), the loss function is formulated in terms of the Riesz representative of the variational residual within a discrete test space. This approach guarantees that the loss function is robust with respect to the true error in the energy norm up to a remainder term that depends on both the neural network approximation and the discrete space configuration. However, in problems with localized singularities, steep gradients, or interface layers, a fixed coarse test space may fail to resolve the continuous Riesz representative of the residual during training. Although this can be avoided by using a sufficiently fine test space from the start, doing so may be computationally inefficient. We therefore propose an adaptive algorithm that enriches the test space only where the error between the discrete and continuous Riesz representatives is pronounced. We establish theoretical adaptive strategies within the RVPINN framework and derive their error bounds. Furthermore, we propose a computable refinement indicator and prove that, under the saturation assumption, it serves as a reliable and efficient error estimator for the non-computable discrepancy between the discrete and continuous Riesz representatives. Finally, we propose a practical adaptive algorithm and demonstrate its effectiveness through numerical experiments on elliptic Dirichlet problems.

math.NA↗

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.

math.NA↗

Neural Network Dual Norms for Minimal Residual Finite Element Methods

Minimal-residual methods for PDEs with a residual in a dual space are non-trivial to guarantee stability. We present a minimal-residual finite element method in which the solution space is a standard finite element space, but neural networks are used as test functions for the evaluation of residual dual norms. The use of a neural network improves the approximation of the residual representer, and thereby improves the stability of the method. Our hybrid approach is implemented through a deep residual Uzawa algorithm that alternates finite element updates with neural network training. We prove consistency and convergence results for the Uzawa methodology. We also prove an a priori error estimate that relies on a suitable Fortin compatibility condition. Numerical experiments on advection-reaction problems with singular or discontinuous data show that the proposed framework delivers robust and accurate approximations.

math.NA↗

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.

math.NA↗

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.

math.NA↗

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

math.NA↗

Gibbs Phenomena for $L^q$-Best Approximation in Finite Element Spaces -- Some Examples

Recent developments in the context of minimum residual finite element methods are paving the way for designing finite element methods in non-standard function spaces. This, in particular, permits the selection of a solution space in which the best approximation of the solution has desirable properties. One of the biggest challenges in designing finite element methods are non-physical oscillations near thin layers and jump discontinuities. In this article we investigate Gibbs phenomena in the context of $L^q$-best approximation of discontinuities in finite element spaces with $1\leq q<\infty$. Using carefully selected examples, we show that on certain meshes the Gibbs phenomenon can be eliminated in the limit as $q$ tends to $1$. The aim here is to show the potential of $L^1$ as a solution space in connection with suitably designed meshes.

math.NA↗

Eliminating Gibbs Phenomena: A Non-linear Petrov-Galerkin Method for the Convection-Diffusion-Reaction Equation

In this article we consider the numerical approximation of the convection-diffusion-reaction equation. One of the main challenges of designing a numerical method for this problem is that boundary layers occurring in the convection-dominated case can lead to non-physical oscillations in the numerical approximation, often referred to as Gibbs phenomena. The idea of this article is to consider the approximation problem as a residual minimization in dual norms in Lq-type Sobolev spaces, with 1 < q < $\infty$. We then apply a non-standard, non-linear PetrovGalerkin discretization, that is applicable to reflexive Banach spaces such that the space itself and its dual are strictly convex. Similar to discontinuous Petrov-Galerkin methods, this method is based on minimizing the residual in a dual norm. Replacing the intractable dual norm by a suitable discrete dual norm gives rise to a non-linear inexact mixed method. This generalizes the Petrov-Galerkin framework developed in the context of discontinuous Petrov-Galerkin methods to more general Banach spaces. For the convection-diffusion-reaction equation, this yields a generalization of a similar approach from the L2-setting to the Lq-setting. A key advantage of considering a more general Banach space setting is that, in certain cases, the oscillations in the numerical approximation vanish as q tends to 1, as we will demonstrate using a few simple numerical examples.

math.NA↗

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.

math.NA↗

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.

math.NA↗

Diffuse-Interface Two-Phase Flow Models with Different Densities: A New Quasi-Incompressible Form and a Linear Energy-Stable Method

While various phase-field models have recently appeared for two-phase fluids with different densities, only some are known to be thermodynamically consistent, and practical stable schemes for their numerical simulation are lacking. In this paper, we derive a new form of thermodynamically-consistent quasi-incompressible diffuse-interface Navier-Stokes Cahn-Hilliard model for a two-phase flow of incompressible fluids with different densities. The derivation is based on mixture theory by invoking the second law of thermodynamics and Coleman-Noll procedure. We also demonstrate that our model and some of the existing models are equivalent and we provide a unification between them. In addition, we develop a linear and energy-stable time-integration scheme for the derived model. Such a linearly-implicit scheme is nontrivial, because it has to suitably deal with all nonlinear terms, in particular those involving the density. Our proposed scheme is the first linear method for quasi-incompressible two-phase flows with nonsolenoidal velocity that satisfies discrete energy dissipation independent of the time-step size, provided that the mixture density remains positive. The scheme also preserves mass. Numerical experiments verify the suitability of the scheme for two-phase flow applications with high density ratios using large time steps by considering the coalescence and break-up dynamics of droplets including pinching due to gravity.

physics.flu-dyn↗

Massively parallel-in-space-time, adaptive finite element framework for non-linear parabolic equations

We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns instead of marching sequentially in time. The methodology is a combination of a computationally efficient implementation of a parallel-in-space-time finite element solver coupled with a posteriori space-time error estimates and a parallel mesh generator. This methodology enables, in principle, simultaneous adaptivity in both space and time (within the block) domains. We explore this basic concept in the context of a variety of time-steppers including $Θ$-schemes and Backward Differentiate Formulas. We specifically illustrate this framework with applications involving time dependent linear, quasi-linear and semi-linear diffusion equations. We focus on investigating how the coupled space-time refinement indicators for this class of problems affect spatial adaptivity. Finally, we show good scaling behavior up to 150,000 processors on the Blue Waters machine. This is achieved by careful usage of memory via block storage and non-zero formats along with lumped communication for matrix assembly. This methodology enables scaling on next generation multi-core machines by simultaneously solving for large number of time-steps, and reduces computational overhead by refining spatial blocks that can track localized features. This methodology also opens up the possibility of efficiently incorporating adjoint equations for error estimators and inverse design problems, since blocks of space-time are simultaneously solved and stored in memory.

physics.comp-ph↗

An abstract analysis of optimal goal-oriented adaptivity

We provide an abstract framework for optimal goal-oriented adaptivity for finite element methods and boundary element methods in the spirit of [Carstensen et al., Comput. Math. Appl. 67 (2014)]. We prove that this framework covers standard discretizations of general second-order linear elliptic PDEs and hence generalizes available results [Mommer & Stevenson, SIAM J. Numer. Anal. 47 (2009); Becker et al., SIAM J. Numer. Anal. 49 (2011)] beyond the Poisson equation.

math.NA↗