SINGER: Stochastic Network Graph Evolving Operator for High Dimensional PDEs

We present a novel framework, StochastIc Network Graph Evolving operatoR (SINGER), for learning the evolution operator of high-dimensional partial differential equations (PDEs). The framework uses a sub-network to approximate the solution at the initial time step and stochastically evolves the sub-network parameters over time by a graph neural network to approximate the solution at later time steps. The framework is designed to inherit the desirable properties of the parametric solution operator, including graph topology, semigroup, and stability, with a theoretical guarantee. Numerical experiments on 8 evolution PDEs of 5,10,15,20-dimensions show that our method outperforms existing baselines in almost all cases (31 out of 32), and that our method generalizes well to unseen initial conditions, equation dimensions, sub-network width, and time steps.