Accelerating numerical methods by gradient-based meta-solving
Sohei Arisaka, Qianxiao Li
In science and engineering applications, it is often required to solve
similar computational problems repeatedly. In such cases, we can utilize the
data from previously solved problem instances to improve the efficiency of
finding subsequent solutions. This offers a unique opportunity to combine
machine learning (in particular, meta-learning) and scientific computing. To
date, a variety of such domain-specific methods have been proposed in the
literature, but a generic approach for designing these methods remains
under-explored. In this paper, we tackle this issue by formulating a general
framework to describe these problems, and propose a gradient-based algorithm to
solve them in a unified way. As an illustration of this approach, we study the
adaptive generation of parameters for iterative solvers to accelerate the
solution of differential equations. We demonstrate the performance and
versatility of our method through theoretical analysis and numerical
experiments, including applications to incompressible flow simulations and an
inverse problem of parameter estimation.