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Neural network based solvers for partial differential equations.

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Neural Solvers 🌌

Introduction

Neural Solvers are neural network based solver for partial differential equations and inverse problems. The framework implements the physics-informed neural network approach on scale. Physically informed neural networks allow strong scaling by design. Therefore, we have developed a framework that uses data parallelism to accelerate the training of physically informed neural networks significantly. To implement data parallelism, we use the Horovod framework, which provides near-ideal speedup on multi-GPU regimes.

More detais about our framework you can find in our recent publication:

P. Stiller, F. Bethke, M. Böhme, R. Pausch, S. Torge, A. Debus, J. Vorberger, M.Bussmann, N. Hoffmann: 
Large-scale Neural Solvers for Partial Differential Equations (2020).

Implemented Approaches:

Raissi, Maziar, Paris Perdikaris, and George Em Karniadakis.
Physics Informed Deep Learning (Part I): Data-driven Solutions of Nonlinear Partial Differential Equations.(2017).
Raissi, Maziar, Paris Perdikaris, and George Em Karniadakis. 
Physics Informed Deep Learning (Part II): Data-driven Discovery of Nonlinear Partial Differential Equations.(2017).

Requirements

Libaries

cuda 10.2 # if gpu support is needed
python/3.6.5
gcc/5.5.0
openmpi/3.1.2

Python requirements

torch==1.7.1 
h5py==2.10.0
numpy==1.19.0
Pillow==7.2.0
matplotlib==3.3.3
scipy==1.6.1
pyDOE==0.3.8

Usage of Interface

At the beginning you have to implement the datasets following the torch.utils.Dataset interface

from torch.utils.data import Dataset
sys.path.append(PATH_TO_PINN_FRAMEWORK)  # adding the pinn framework to your path
import PINNFramework as pf

class BoundaryConditionDataset(Dataset):

    def __init__(self, nb, lb, ub):
        """
        Constructor of the initial condition dataset
		"""
		
    def __getitem__(self, idx):
        """
        Returns data for initial state
        """
       

    def __len__(self):
        """
		Length of the dataset
        """


class InitialConditionDataset(Dataset):

    def __init__(self, **kwargs):
        """
        Constructor of the boundary condition dataset

        """


    def __len__(self):
        """
		Length of the dataset
        """
        

    def __getitem__(self, idx):
		"""
		Returns item at given index
		"""


class PDEDataset(Dataset):
    def __init__(self, nf, lb, ub):
        """
		Constructor of the PDE dataset
		"""
	
    def __len__(self):
        """
		Length of the dataset
        """
        

    def __getitem__(self, idx):
		"""
		Returns item at given index
		"""
		

In the main function you can create the loss-terms and the corresponding datasets. And define the pde function f which is the residual of the pde given residual points and model predictions u. For the boundary conditions: neumann, robin, dirchlet and periodic boundary condititions are supported.

if __name__ == main :

    # initial condition
    ic_dataset = InitialConditionDataset(...)
    initial_condition = pf.InitialCondition(dataset=ic_dataset)
    # boundary conditions
    bc_dataset = BoundaryConditionDataset(...)
    periodic_bc_u = pf.PeriodicBC(...)
    periodic_bc_v = pf.PeriodicBC(...)
    periodic_bc_u_x = pf.RobinBC(...)
    periodic_bc_v_x = pf.NeumannBC(...)
    # PDE 
	pde_dataset = PDEDataset(...)


    def f(x, u):
		"""
		
		Defines the residual of the pde f(x,u)=0
		
		"""


    pde_loss = pf.PDELoss(dataset=pde_dataset, func=f)

Finally you can create a model which is the surrogate for the PDE and create the PINN enviorment which helps you to train the surrogate.

model = pf.models.MLP(input_size=2, output_size=2, hidden_size=100, num_hidden=4) # creating a model. For example a mlp
pinn = pf.PINN(model, input_size=2, output_size=2 ,pde_loss = pde_loss, initial_condition=initial_condition, boundary_condition = [...], use_gpu=True)

pinn.fit(50000, 'Adam', 1e-3)

Deep HPM support

Instead of a PDE loss you can use a HPM model. The HPM model needs a function derivatives that calculates the needed derivatives, while the last returned derivative is the time_derivative. You can use the HPM loss a follows.

der derivatives(x,u):
	"""
	Returns the derivatives
	
	Args: 
		x (torch.Tensor) : residual points
		u (torch.Tensor) : predictions of the pde model
	"""
	pass
	
hpm_loss = pf.HPMLoss(pde_dataset,derivatives,hpm_model)
#HPM has no boundary conditions in general
pinn = pf.PINN(model, input_size=2, output_size=2 ,pde_loss = hpm_loss, initial_condition=initial_condition, boundary_condition = [], use_gpu=True)

Horovod Support

You can activate horovod support by setting the use_horovod flag in the constructor of the pinn

pinn = pf.PINN(model, input_size=2, output_size=2 ,pde_loss = pde_loss, initial_condition=initial_condition, boundary_condition = [...], use_gpu=True, use_horovod=True)

Keep in mind that the lbfgs-optimizer and the lbgfgs-finetuning is not supported with horovod activated. Another restriction is that the length or your dataset should not be smaller than the number of used GPUs for horovod.

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