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RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks

NeurIPS 2024 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Neural PDE solvers · 0 citations (OpenAlex)

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Proposes RandNet-Parareal, which learns the fine-minus-coarse discrepancy in Parareal with random neural networks (closed-form ridgeless readout) to speed up time-parallel PDE solving on meshes up to 10^5 points.

Problem

Parareal converges slowly on hyperbolic PDEs, and learned-discrepancy variants (GParareal, nnGParareal) become costly in hyperparameter optimization and scale poorly when the state dimension d greatly exceeds the number of cores N.

Approach

Replace the per-dimension nearest-neighbor Gaussian processes used to learn F-G with a single random neural network (single hidden layer, random fixed weights, ReLU) whose output weights are obtained in closed form by ridgeless least squares on the m nearest neighbours of each query, avoiding backpropagation and hyperparameter tuning and predicting all d outputs jointly.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RandNet-Parareal instead of PararealParareal · Burgers' d=128, N=128speed-up: 1.47 -> 12.61Helped
Use RandNet-Parareal instead of nnGPararealnnGParareal · Burgers' d=128, N=128speed-up: 7.90 -> 12.61Helped
Use RandNet-Parareal instead of PararealParareal · Burgers' d=1128, N=128speed-up: 1.41 -> 29.98Helped
Use RandNet-Parareal instead of nnGPararealnnGParareal · Burgers' d=1128, N=128speed-up: 8.26 -> 29.98Helped
Use RandNet-Parareal instead of PararealParareal · SWE d=105336speed-up: 29.37 -> 38.90Helped
Use RandNet-Parareal instead of PararealParareal · Diffusion-Reaction d=7.2e^{2}maximum absolute error: 1.83e^{-8} -> 3.56e^{-8}Hurt
Use RandNet-Parareal instead of PararealParareal · SWE d=3.1e^{4}maximum absolute error: 5.15e^{-8} -> 6.75e^{-8}Hurt
Use RandNet-Parareal instead of PararealParareal · Diffusion-Reaction d=3.3e^{3}maximum absolute error: 2.45e^{-8} -> 8.56e^{-10}Helped
Use RandNet-Parareal instead of PararealParareal · Diffusion-Reaction d=2.5e^{4}maximum absolute error: 7.43e^{-9} -> 8.09e^{-11}Helped
Use RandNet-Parareal instead of PararealParareal · SWE d=6.1e^{4}maximum absolute error: 2.84e^{-8} -> 8.54e^{-9}Helped
Vary the number of nearest neighbors, hidden neurons, or random weight seed (ablation)RandNet-Parareal · Burgers' and Diffusion-Reactioniterations to convergenceNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: viscous Burgers' equation (finite difference, generated) Diffusion-Reaction (Fitzhugh-Nagumo, finite volume, generated) shallow water equation (radial dam break, generated) 2D and 3D Brusselator (generated)

Benchmarks: viscous Burgers' equation Diffusion-Reaction equation shallow water equation 2D Brusselator 3D Brusselator

Metrics: speed-up S_alg iterations to convergence K wallclock time maximum absolute error

Baselines: Parareal GParareal nnGParareal fine solver run serially

Builds on: Parareal GParareal nnGParareal Random Feature Networks

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