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cemachelen committed Aug 12, 2021
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18 changes: 10 additions & 8 deletions PINNs_1DHeatEquation_nonML.ipynb
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"A Physics Informed Neural Network considers a parameterized and nonlinear partial differential equation in the general form;\n",
"\n",
"\n",
"\\begin{equation}\n",
"\n",
" \n",
"\\begin{align}\n",
" u_t + \\mathcal{N}[u; \\lambda] &= 0, && x \\in \\Omega, t \\in [0,T],\\\\\n",
"\\end{align}\n",
" \n",
"\\end{equation}\n",
"\n",
"where $\\mathcal{u(t,x)}$ denores the hidden solution, $\\mathcal{N}$ is a nonlinear differential operator acting on $u$, $\\mathcal{\\lambda}$ and $\\Omega$ is a \\subset of \\mathbb{R}^D$ (the prescribed data). This set up an encapsulation of a wide range of problems such as diffusion processes, conservation laws, advection-diffusion-reaction systems, and kinetic equations and conservation laws.\n",
"\n",
"where $\\mathcal{u(t,x)}$ denores the hidden solution, $\\mathcal{N}$ is a nonlinear differential operator acting on $u$, $\\mathcal{\\lambda}$ and $\\Omega$ is a subset of $\\mathbb{R}^D$ (the prescribed data). This set up an encapsulation of a wide range of problems such as diffusion processes, conservation laws, advection-diffusion-reaction systems, and kinetic equations and conservation laws.\n",
"\n",
"Here we will go though this for the 1 Heat equation and Navier stokes equations\n",
"\n",
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"\n",
"After simple algebraic manipulations and exploiting the initial condition $u(x,0) = m(x)$, we then obtain\n",
"\n",
"\n",
"\n",
"\\begin{equation}\n",
"\\left\\{\n",
"\\begin{array}\n",
"\\mathbf{u}^{(0)} = \\mathbf{m} \\\\\n",
"\\mathbf{u}^{(i+1)} = \\left( I + \\Delta t\\, K\\right)^{-1} \\mathbf{u}^{(i)},\n",
"\\end{array}\n",
"\\right.\n",
"\\end{equation}\n",
"\n",
"\n",
"\n",
"or equivalently\n",
"\n",
"\\begin{equation} \\mathbf{u}^{(i)} = \\left( I + \\Delta t\\, K\\right)^{-i} \\mathbf{m}.\\end{equation}\n",
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" \n",
"### Why does the naive solution fail?\n",
"\n",
"Let \\begin{equation}v_n = \\sqrt{\\frac{2}{L}} \\sin\\left( n \\, \\frac{\\pi}{L} x \\right)$ with $n=1,2,3, \\ldots \\end{equation}, then we have that\n",
"Let \\begin{equation}v_n = \\sqrt{\\frac{2}{L}} \\sin\\left( n \\, \\frac{\\pi}{L} x \\right)\\end{equation} \n",
"\n",
"with n=1,2,3, then we have that\n",
"\n",
"\\begin{equation} \\mathcal{F} v_n = \\lambda_n v_n, \\quad \\text{where the eigenvalues } \\lambda_n = e^{-kT\\left(\\frac{\\pi}{L} n \\right)^2}. \\end{equation}\n",
"\n",
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