Integrated M.S. / Ph.D.
Department of Mathematics
Machine Learning Based PDE Problems, Uncertainty Quantification
✉ s2077@postech.ac.kr
Gaussian Processes as the numerical solver for linear differential equations
Abstract :
Gaussian processes are a frequently utilized machine learning technology that effectively describes the prior information. From a Bayesian viewpoint, one can use GPs as the prior for the solutions to differential equations and update them based on the available data. This kind of approaches have several advantages. In contrast to classical methods, they are meshless and data efficient, and they can quantify the uncertainty as well. In this presentation, I will explain the concept of GPs and describe how to use them to solve linear differential equations with initial and boundary conditions.
Integrated M.S. / Ph.D.
Department of Mathematics
Topological Data Analysis, Symplectic Geometry
✉ keunsu@postech.ac.kr
Netflix recommendation problem and Low rank matrix factorization
Abstract :
Netflix is an American subscription streaming service and production company. The Netflix Prize was held by Netflix that was an open competition for the best algorithm to predict user ratings for films. I will introduce Matrix Factorization is one of the good methods in Netflix Prize.
Without additional assumptions on the matrix with missing values(Netflix data), we cannot recover entries of the matrix. I will explain the assumption ‘Netflix data has a low rank’ is reasonable and using the low rank property, we can learn latent features of given data. From a learning of latent features, we can recover missing values.
Ph.D. Course
School of Mathematical Sciences
Computational Mathematics
Learning invariance preserving moment closure model for Boltzmann-BGK equation
Abstract :
As one of the main governing equations in kinetic theory, the Boltzmann equation is widely utilized in aerospace, microscopic flow, etc. Its high-resolution simulation is crucial in these related areas. However, due to the high dimensionality of the Boltzmann equation, high-resolution simulations are often difficult to achieve numerically. The moment method which was first proposed in Grad (Commun. Pure Appl. Math. 2(4):331-407,1949) is among the popular numerical methods to achieve efficient high-resolution simulations. We can derive the governing equations in the moment method by taking moments on both sides of the Boltzmann equation, which effectively reduces the dimensionality of the problem. However, one of the main challenges is that it leads to an unclosed moment system, and closure is needed to obtain a closed moment system. It is truly an art in designing closures for moment systems and has been a significant research field in kinetic theory. Other than the traditional human designs of closures, the machine learning-based approach has attracted much attention lately in Han et al. (Proc. Natl. Acad. Sci. U.S.A. 116(44):21983-21991, 2019) and Huang et al. (J. Non-Equilib. Thermodyn. 46(4):355-370, 2021). In this work, we propose a machine learning-based method to derive a moment closure model for the Boltzmann-BGK equation. In particular, the closure relation is approximated by a carefully designed deep neural network that possesses desirable physical invariances, i.e., the Galilean invariance, reflecting invariance, and scaling invariance, inherited from the original Boltzmann-BGK equation and playing an important role in the correct simulation of the Boltzmann equation. Numerical simulations on the 1D-1D examples including the smooth and discontinuous initial condition problems, Sod shock tube problem, the shock structure problems, and the 1D-3D examples including the smooth and discontinuous problems demonstrate satisfactory numerical performances of the proposed invariance preserving neural closure method.
Ph.D. Course
School of Mathematical Sciences
Computational Mathematics
A MONOTONE DISCRETIZATION FOR INTEGRAL FRACTIONAL LAPLACIAN ON BOUNDED LIPSCHITZ DOMAINS: POINTWISE ERROR ESTIMATES UNDER HOLDER REGULARITY
Abstract :
We propose a monotone discretization for the integral fractional Laplace equation on bounded Lipschitz domains with the homogeneous Dirichlet boundary condition. The method is inspired by a quadrature-based finite difference method of Huang and Oberman, but is defined on unstructured grids in arbitrary dimensions with a more flexible domain for approximating singular integral. The scale of the singular integral domain not only depends on the local grid size, but also on the distance to the boundary, since the Holder coefficient of the solution deteriorates as it approaches the boundary. By using a discrete barrier function that also reflects the distance to the boundary, we show optimal pointwise convergence rates in terms of the Holder regularity of the data on both quasi-uniform and graded grids. Several numerical examples are provided to illustrate the sharpness of the theoretical results.
This is a joint work with Shuonan Wu.