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科学计算系列学术报告:A neural network approach to learning solutions of a class of elliptic variational inequalities

发布人:日期:2024年12月09日 13:17浏览数:

报告题目:A neural network approach to learning solutions of a class of elliptic variational inequalities

报 告 人:Prof. Dr. Michael HintermallerWeierstrass Insitute (WIAS) and Humboldt University of Berlin

报告时间:2024129日  16:50-17:50

报告地点:数学研究中心528

报告摘要:

We develop a weak adversarial approach to solving obstacle problems using neural networks. By using (generalized) regularized gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational inequality) as a minmax prblem, providing a natural formulation amenable to a learning apprach. Our apprcach, in contrast to mueh of the literature, does not require the elliptie operator to be symmetric. We provide an error analysis for suitable discretisations of the continuous problem, estimating in particular the approximation and statistical errors. Parametrising the solution and test function as neural networks, we apply a modified gradient descent ascent algorithm to treat the problem. Our solution algorithm is in particular able to easily handle obstacle problems that feature biactivity or lack of strict complementarity, a situation that poses difficulty for traditional numerieal methods.

报告人简介:

Michael Hintermuller is currently the director of Weierstrass Institute for Applied Analysis and Stochastics and the Chair Professor of Applied Mathematics in Humboldt University of Berlin. Among a couple of prominent positions, he is also the Chair of Berlin Mathematics Researeh Center named MATH+, which is one of the three Excellence Clusters in Mathematics funded by German Science Foundation (DFG). Michael Hintermuller received his Ph.D. degree in technical mathematics from the University of Linz, Austrin, in 1997. He had a Postdoctoral position and an Assistant Professor position at the University of Graz, where he got his Habilitation in Mathematics in 2003. From 2003 to 2004, he held a visiting Associate Professorship at Rice University, Houston, and an Associate Professorship at the University of Graz from 2004-2007. From 2007 to 2008, he held a Chair in Applied Mathematics at the University of Sussex, U.K. in 2008, he became a MATHEON Research Professor and a W3-Professor in Applied Mathematics at the Department of Mathematics of Humboldt-University of Berlin, Gemany. He has won several important prizes and honours, e.g., in 2005, he received the prestigious START-prize from the Austnian Minisitry of Science and Education, in 2006, he got a SIAM Outstanding Paper Prize, he was a Young Member of Austrian Academy of Sciences from 2009-2017, and was elceted as SIAM Fellow in 2016. He is currently or was on the editorial board of many important journals in applied and computational mathematics, including SIOPT, Math, Program., SINUM, SISC for example. His main research areas are optmization wth partial differential equation constraints, mathematical image processing, inverse problems and problems in shape and topology optimization.

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