HEAP: Hyper Extended A-PDHG Operator for Constrained High-dim PDEs
Mingquan Feng, Weixin Liao, Yixin Huang, Yifan Fu, Qifu Zheng, Junchi Yan
Abstract
Neural operators have emerged as a promising approach for high-dimensional partial differential equations (PDEs). However, existing neural operators often have difficulty in dealing with constrained PDEs, which is a practical setting where the solution must satisfy additional equality or inequality constraints beyond the governing equations. To close this gap, we propose a novel neural operator, Hyper Extended Adaptive PDHG (HEAP) for constrained high-dim PDEs, where the learned operator evolves in the parameter space of PDEs. We first show that the evolution operator learning can be formulated as a quadratic programming (QP) problem, then unroll the adaptive primal-dual hybrid gradient (A-PDHG) algorithm as a QP-solver into the neural operator architecture. It allows to improve efficiency while retaining theoretical guarantees of the constrained optimization. Empirical results on a variety of high-dim PDEs show that HEAP outperforms the state-of-the-art neural operator model.
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