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@ARTICLE{Guo:905463,
author = {Guo, Yue and Dietrich, Felix and Bertalan, Tom and
Doncevic, Danimir and Dahmen, Manuel and Kevrekidis, Ioannis
G. and Li, Qianxiao},
title = {{P}ersonalized {A}lgorithm {G}eneration: {A} {C}ase {S}tudy
in {M}eta-{L}earning {ODE} {I}ntegrators},
reportid = {FZJ-2022-00704},
year = {2021},
abstract = {We study the meta-learning of numerical algorithms for
scientific computing, which combines the mathematically
driven, handcrafted design of general algorithm structure
with a data-driven adaptation to specific classes of tasks.
This represents a departure from the classical approaches in
numerical analysis, which typically do not feature such
learning-based adaptations. As a case study, we develop a
machine learning approach that automatically learns
effective solvers for initial value problems in the form of
ordinary differential equations (ODEs), based on the
Runge-Kutta (RK) integrator architecture. By combining
neural network approximations and meta-learning, we show
that we can obtain high-order integrators for targeted
families of differential equations without the need for
computing integrator coefficients by hand. Moreover, we
demonstrate that in certain cases we can obtain superior
performance to classical RK methods. This can be attributed
to certain properties of the ODE families being identified
and exploited by the approach. Overall, this work
demonstrates an effective, learning-based approach to the
design of algorithms for the numerical solution of
differential equations, an approach that can be readily
extended to other numerical tasks.},
cin = {IEK-10},
cid = {I:(DE-Juel1)IEK-10-20170217},
pnm = {1121 - Digitalization and Systems Technology for
Flexibility Solutions (POF4-112) / HDS LEE - Helmholtz
School for Data Science in Life, Earth and Energy (HDS LEE)
(HDS-LEE-20190612)},
pid = {G:(DE-HGF)POF4-1121 / G:(DE-Juel1)HDS-LEE-20190612},
typ = {PUB:(DE-HGF)25},
eprint = {2105.01303},
howpublished = {arXiv:2105.01303},
archivePrefix = {arXiv},
SLACcitation = {$\%\%CITATION$ = $arXiv:2105.01303;\%\%$},
url = {https://juser.fz-juelich.de/record/905463},
}