Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large number of expensive (forward) numerical solutions of the corresponding PDEs. We propose a machine learning algorithm, based on deep artificial neural networks, that predicts the underlying input parameters to observable map from a few training samples (computed realizations of this map). By a judicious combination of theoretical arguments and empirical observations, we find suitable network architectures and training hyperparameters that result in robust and efficient neural network approximations of the parameters to observable map. Numerical experiments are presented to demonstrate low prediction errors for the trained network networks, even when the network has been trained with a few samples, at a computational cost which is several orders of magnitude lower than the underlying PDE solver.Moreover, we combine the proposed deep learning algorithm with Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods to efficiently compute uncertainty propagation for nonlinear PDEs. Under the assumption that the underlying neural networks generalize well, we prove that the deep learning MC and QMC algorithms are guaranteed to be faster than the baseline (quasi-) Monte Carlo methods. Numerical experiments demonstrating one to two orders of magnitude speed up over baseline QMC and MC algorithms, for the intricate problem of computing probability distributions of the observable, are also presented.
High-resolution schemes for conservation laws need to suitably limit the numerical solution near discontinuities, in order to avoid Gibbs oscillations. The solution quality and the computational cost of such schemes strongly depend on their ability to correctly identify troubled-cells, namely, cells where the solution loses regularity. Motivated by the objective to construct a universal troubled-cell indicator that can be used for general conservation laws, we propose a new approach to detect discontinuities using artificial neural networks (ANNs). In particular, we construct a multilayer perceptron (MLP), which is trained offline using a supervised learning strategy, and thereafter used as a black-box to identify troubled-cells. The proposed MLP indicator can accurately identify smooth extrema and is independent of problem-dependent parameters, which gives it an advantage over traditional limiter-based indicators. Several numerical results are presented to demonstrate the robustness of the MLP indicator in the framework of Runge-Kutta discontinuous Galerkin schemes, and its performance is compared with the minmod limiter and the minmod-based TVB limiter.
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