Toward Efficient Kernel-Based Solvers for Nonlinear PDEs

Zhitong Xu, Da Long, Yiming Xu, Guang Yang, Shandian Zhe, Houman Owhadi

TL;DR: We developed an efficient kernel-based solvers for nonlinear PDEs.

Abstract: We introduce a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that embeds differential operators within kernels, posing challenges with a large number of collocation points, our approach eliminates these operators from the kernel. We model the solution using a standard kernel interpolation form and differentiate the interpolant to compute the derivatives. Our framework obviates the need for complex Gram matrix construction between solutions and their derivatives, allowing for a straightforward implementation and scalable computation. As an instance, we allocate the collocation points on a grid and adopt a product kernel, which yields a Kronecker product structure in the interpolation. This structure enables us to avoid computing the full Gram matrix, reducing costs and scaling efficiently to a large number of collocation points. We provide a proof of the convergence and rate analysis of our method under appropriate regularity assumptions. In numerical experiments, we demonstrate the advantages of our method in solving several benchmark PDEs.

Lay Summary: This paper introduced a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). Pervious method struggle with computational bottlenecks when the number of collocation points is large. In contrast, our framework allows a straightforward implementation and scalable computation by avoiding the computation of the full Gram matrix. We provide a proof of the convergence and rate analysis of our method under appropriate regularity assumptions. In numerical experiments, we demonstrate the advantages of our method in solving several benchmark PDEs.

Link To Code: https://github.com/BayesianAIGroup/Efficient-Kernel-PDE-Solver

Primary Area: General Machine Learning->Kernel methods

Keywords: PDE Solving, Nonlinear PDEs, Kernel methods, Gaussian processes, Machine Learning based Solvers

Submission Number: 3896