Multipole Graph Neural Operator for Parametric Partial Differential Equations

One of the main challenges in using deep learning-based methods for simulating physical systems and solving partial differential equations (PDEs) is formulating physics-based data in the desired structure for neural networks. Graph neural networks (GNNs) have gained popularity in this area since graphs offer a natural way of modeling particle interactions and provide a clear way of discretizing the continuum models. However, the graphs constructed for approximating such tasks usually ignore long-range interactions due to unfavorable scaling of the computational complexity with respect to the number of nodes. The errors due to these approximations scale with the discretization of the system, thereby not allowing for generalization under mesh-refinement. Inspired by the classical multipole methods, we propose a novel multi-level graph neural network framework that captures interaction at all ranges with only linear complexity. Our multi-level formulation is equivalent to recursively adding inducing points to the kernel matrix, unifying GNNs with multi-resolution matrix factorization of the kernel. Experiments confirm our multi-graph network learns discretization-invariant solution operators to PDEs and can be evaluated in linear time.

[1]  M. R. Tek Development of a Generalized Darcy Equation , 1957 .

[2]  C. S. Gardner,et al.  Korteweg‐de Vries Equation and Generalizations. III. Derivation of the Korteweg‐de Vries Equation and Burgers Equation , 1969 .

[3]  Jacob Bear,et al.  Fundamentals of transport phenomena in porous media , 1984 .

[4]  L. Greengard,et al.  A new version of the Fast Multipole Method for the Laplace equation in three dimensions , 1997, Acta Numerica.

[5]  D. Zorin,et al.  A kernel-independent adaptive fast multipole algorithm in two and three dimensions , 2004 .

[6]  A. Patera,et al.  Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations , 2007 .

[7]  R. Hiptmair,et al.  Boundary Element Methods , 2021, Oberwolfach Reports.

[8]  Long Chen FINITE ELEMENT METHOD , 2013 .

[9]  Vikas K. Garg,et al.  Multiresolution Matrix Factorization , 2014, ICML.

[10]  Thomas Brox,et al.  U-Net: Convolutional Networks for Biomedical Image Segmentation , 2015, MICCAI.

[11]  A. Quarteroni,et al.  Reduced Basis Methods for Partial Differential Equations: An Introduction , 2015 .

[12]  Albert Cohen,et al.  Approximation of high-dimensional parametric PDEs * , 2015, Acta Numerica.

[13]  Wei Li,et al.  Convolutional Neural Networks for Steady Flow Approximation , 2016, KDD.

[14]  Vikas Singh,et al.  The Incremental Multiresolution Matrix Factorization Algorithm , 2017, 2017 IEEE Conference on Computer Vision and Pattern Recognition (CVPR).

[15]  E Weinan,et al.  The Deep Ritz Method: A Deep Learning-Based Numerical Algorithm for Solving Variational Problems , 2017, Communications in Mathematics and Statistics.

[16]  Jonas Adler,et al.  Solving ill-posed inverse problems using iterative deep neural networks , 2017, ArXiv.

[17]  Max Welling,et al.  Semi-Supervised Classification with Graph Convolutional Networks , 2016, ICLR.

[18]  Jure Leskovec,et al.  Inductive Representation Learning on Large Graphs , 2017, NIPS.

[19]  Ronald A. DeVore,et al.  Chapter 3: The Theoretical Foundation of Reduced Basis Methods , 2017 .

[20]  Samuel S. Schoenholz,et al.  Neural Message Passing for Quantum Chemistry , 2017, ICML.

[21]  Pietro Liò,et al.  Graph Attention Networks , 2017, ICLR.

[22]  Nicholas Zabaras,et al.  Bayesian Deep Convolutional Encoder-Decoder Networks for Surrogate Modeling and Uncertainty Quantification , 2018, J. Comput. Phys..

[23]  Daniel L. K. Yamins,et al.  Flexible Neural Representation for Physics Prediction , 2018, NeurIPS.

[24]  George Em Karniadakis,et al.  DeepONet: Learning nonlinear operators for identifying differential equations based on the universal approximation theorem of operators , 2019, ArXiv.

[25]  Joonseok Lee,et al.  N-GCN: Multi-scale Graph Convolution for Semi-supervised Node Classification , 2018, UAI.

[26]  Jan Eric Lenssen,et al.  Fast Graph Representation Learning with PyTorch Geometric , 2019, ArXiv.

[27]  Max Welling,et al.  Gauge Equivariant Convolutional Networks and the Icosahedral CNN 1 , 2019 .

[28]  Kristina Lerman,et al.  MixHop: Higher-Order Graph Convolutional Architectures via Sparsified Neighborhood Mixing , 2019, ICML.

[29]  Philip S. Yu,et al.  A Comprehensive Survey on Graph Neural Networks , 2019, IEEE Transactions on Neural Networks and Learning Systems.

[30]  Ryan L. Murphy,et al.  Janossy Pooling: Learning Deep Permutation-Invariant Functions for Variable-Size Inputs , 2018, ICLR.

[31]  Lexing Ying,et al.  A multiscale neural network based on hierarchical nested bases , 2018, Research in the Mathematical Sciences.

[32]  Jinchao Xu,et al.  MgNet: A unified framework of multigrid and convolutional neural network , 2019, Science China Mathematics.

[33]  Lexing Ying,et al.  A Multiscale Neural Network Based on Hierarchical Matrices , 2018, Multiscale Model. Simul..

[34]  Dominik Alfke,et al.  Semi-Supervised Classification on Non-Sparse Graphs Using Low-Rank Graph Convolutional Networks , 2019, ArXiv.

[35]  Jiajun Wu,et al.  Learning Particle Dynamics for Manipulating Rigid Bodies, Deformable Objects, and Fluids , 2018, ICLR.

[36]  Paris Perdikaris,et al.  Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations , 2019, J. Comput. Phys..

[37]  Leah Bar,et al.  Unsupervised Deep Learning Algorithm for PDE-based Forward and Inverse Problems , 2019, ArXiv.

[38]  Karthik Duraisamy,et al.  Prediction of aerodynamic flow fields using convolutional neural networks , 2019, Computational Mechanics.

[39]  Leslie Pack Kaelbling,et al.  Graph Element Networks: adaptive, structured computation and memory , 2019, ICML.

[40]  Karthik Kashinath,et al.  MESHFREEFLOWNET: A Physics-Constrained Deep Continuous Space-Time Super-Resolution Framework , 2020, SC20: International Conference for High Performance Computing, Networking, Storage and Analysis.

[41]  Yanfeng Wang,et al.  Dynamic Multiscale Graph Neural Networks for 3D Skeleton Based Human Motion Prediction , 2020, 2020 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR).

[42]  Vladlen Koltun,et al.  Lagrangian Fluid Simulation with Continuous Convolutions , 2020, ICLR.

[43]  Kamyar Azizzadenesheli,et al.  Neural Operator: Graph Kernel Network for Partial Differential Equations , 2020, ICLR 2020.

[44]  Nicholas H. Nelsen,et al.  The Random Feature Model for Input-Output Maps between Banach Spaces , 2020, SIAM J. Sci. Comput..

[45]  Kamyar Azizzadenesheli,et al.  EikoNet: Solving the Eikonal Equation With Deep Neural Networks , 2020, IEEE Transactions on Geoscience and Remote Sensing.

[46]  Nikola B. Kovachki,et al.  Model Reduction and Neural Networks for Parametric PDEs , 2020, The SMAI journal of computational mathematics.

[47]  Max Welling,et al.  Gauge Equivariant Mesh CNNs: Anisotropic convolutions on geometric graphs , 2020, ICLR.