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Fourier Neural Operator for Parametric Partial Differential Equations (2010.08895v3)

Published 18 Oct 2020 in cs.LG, cs.NA, and math.NA

Abstract: The classical development of neural networks has primarily focused on learning mappings between finite-dimensional Euclidean spaces. Recently, this has been generalized to neural operators that learn mappings between function spaces. For partial differential equations (PDEs), neural operators directly learn the mapping from any functional parametric dependence to the solution. Thus, they learn an entire family of PDEs, in contrast to classical methods which solve one instance of the equation. In this work, we formulate a new neural operator by parameterizing the integral kernel directly in Fourier space, allowing for an expressive and efficient architecture. We perform experiments on Burgers' equation, Darcy flow, and Navier-Stokes equation. The Fourier neural operator is the first ML-based method to successfully model turbulent flows with zero-shot super-resolution. It is up to three orders of magnitude faster compared to traditional PDE solvers. Additionally, it achieves superior accuracy compared to previous learning-based solvers under fixed resolution.

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Authors (7)
  1. Zongyi Li (40 papers)
  2. Nikola Kovachki (18 papers)
  3. Kamyar Azizzadenesheli (92 papers)
  4. Burigede Liu (17 papers)
  5. Kaushik Bhattacharya (107 papers)
  6. Andrew Stuart (31 papers)
  7. Anima Anandkumar (236 papers)
Citations (1,960)

Summary

  • The paper introduces a Fourier Neural Operator that maps between function spaces using FFT to achieve discretization invariance in solving parametric PDEs.
  • It significantly reduces error rates on benchmark problems, achieving improvements of up to 60% compared to traditional methods.
  • The model offers zero-shot super-resolution and rapid inference speeds, promising efficiency gains in computational science applications.

Fourier Neural Operator for Parametric Partial Differential Equations

Overview

The paper "Fourier Neural Operator for Parametric Partial Differential Equations" presents a novel neural network architecture designed to solve parametric PDEs both efficiently and accurately. Traditional methods for solving PDEs, such as finite element methods (FEM) and finite difference methods (FDM), operate by discretizing the space and trade off between resolution and computational cost. The paper introduces a Fourier neural operator (FNO) that aims to mitigate these limitations by leveraging the Fourier transform within a neural network framework.

Core Contributions

The main contributions of the paper can be summarized as follows:

  1. Fourier Neural Operator (FNO) Architecture:
    • The authors propose a neural operator by parameterizing the integral kernel in Fourier space. This architecture allows the convolution to be computed efficiently using Fast Fourier Transforms (FFT), dramatically reducing computation time.
    • The FNO learns to map between function spaces, making it discretization-invariant. This is particularly valuable for PDE tasks as it allows the network to generalize across different resolutions without retraining.
  2. Efficiency and Accuracy:
    • The FNO significantly outperforms conventional neural network methods like convolutional neural networks (CNNs) and operator learning methods on benchmark PDEs such as Burgers' equation, Darcy Flow, and the Navier-Stokes equation.
    • For instance, the FNO yields error rates that are approximately 30% lower on Burgers' Equation, 60% lower on Darcy Flow, and 30% lower on the Navier-Stokes equation in turbulent flow conditions compared to existing methods.
  3. Zero-shot Super-resolution:
    • The FNO is capable of zero-shot super-resolution. Trained on low-resolution data, it can infer high-resolution solutions without additional training. This capability is solely attributed to its Fourier-based architecture which maintains consistency across different resolutions.
  4. Speed:
    • The speed advantage of the FNO is notable. On a 256x256 grid, the FNO requires only 0.005s per inference compared to traditional PDE solvers that require significantly higher computation times (2.2s for the pseudo-spectral method used for Navier-Stokes).

Practical and Theoretical Implications

Practical Implications:

  • Efficiency in Applications: The Fourier neural operator can be transformative for applications requiring rapid PDE evaluations. For instance, in design and optimization problems involving airfoil shapes, FNO offers a significant speed-up, making such computationally expensive tasks feasible.
  • Super-resolution Tasks: FNO's ability to perform zero-shot super-resolution has broad implications for scientific simulations where different resolution data are often needed. This can be particularly beneficial in fields like climate modeling and computational fluid dynamics.

Theoretical Implications:

  • The introduction of FNO extends the capacity of neural networks from operating on finite-dimensional spaces to function spaces. This has profound implications for the theoretical understanding of neural networks' ability to generalize and represent complex operators.
  • The convergence and approximation capabilities of FNO in the context of non-linear and high-frequency mode PDEs highlight the potential for neural operators to overcome traditional numerical methods' limitations.

Speculations on Future Developments

  • Broader Adoption in Physics and Engineering: Given its demonstrated efficiency and accuracy, FNO is likely to see broader adoption in physics and engineering domains, especially where traditional solvers struggle with computational cost.
  • Hybrid Methods: Future work could explore hybrid approaches combining FNO with traditional solvers to further optimize the data requirements and computational efficiency.
  • Advanced Applications: The principles behind FNO could be extended to more complex multi-scale and multi-physics problems, opening new avenues for research in computational science.

In conclusion, the Fourier neural operator stands out as a promising approach for solving parametric partial differential equations, offering both significant computational savings and accuracy improvements over traditional methods. The continued development and application of such neural operators hold substantial promise for advancing both theoretical research and practical applications in computational sciences.

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