Toward Efficient Kernel-Based Solvers for Nonlinear PDEs

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.

Authors

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

Keywords

• PDE Solving
• Nonlinear PDEs
• Kernel methods
• Gaussian processes
• Machine Learning based Solvers