Exact Differential Equations

When we have a function
M ( x , y ) + N ( x , y ) y ′ = 0 M(x,y) + N(x,y)y' = 0 M(x,y)+N(x,y)y=0

If we take the derivative M y M_y My and N x N_x Nx, and they are equal:
M y ( x , y ) = N x ( x , y ) M_y(x,y) = N_x(x,y) My(x,y)=Nx(x,y)

So ∃ \exist function f f f satisfying
f x ( x , y ) = M ( x , y ) ; f y ( x , y ) = N ( x , y ) f_x(x,y) = M(x,y); f_y(x,y) = N(x,y) fx(x,y)=M(x,y);fy(x,y)=N(x,y)

Note: Each of the functions and direvatives M , N , M y , N x M, N, M_y, N_x M,N,My,Nx has to be continuous on a connected region.

(EX): Solve ( y cos ⁡ x + 2 x e y ) + ( sin ⁡ x + x 2 e y − 1 ) y ′ = 0 (y \cos x + 2xe^y) + (\sin x + x^2 e^y - 1) y' = 0 (ycosx+2xey)+(sinx+x2ey1)y=0

Solution: Because
M y = cos ⁡ x + 2 x e y N x = cos ⁡ x + 2 x e y M y = N x \begin{aligned} M_y &= \cos x + 2xe^y \\ N_x &= \cos x + 2xe^y \\ M_y &= N_x \end{aligned} MyNxMy=cosx+2xey=cosx+2xey=Nx

This is an exact function.

then we need to solve
f x ( x , y ) = y cos ⁡ x + 2 x e y ⟶ f ( x , y ) = y sin ⁡ x + x 2 e y + h ( y ) ⟶ f y ( x , y ) = sin ⁡ x + x 2 e y + h ′ ( y ) f y ( x , y ) = sin ⁡ x + x 2 e y − 1 \begin{aligned} f_x(x,y) &= y \cos x + 2xe^y \longrightarrow f(x,y) = y\sin x + x^2e^y + h(y) \longrightarrow f_y(x,y) = \sin x + x^2 e^y + h'(y) \\ f_y(x, y) &= \sin x + x^2e^y - 1 \\ \end{aligned} fx(x,y)fy(x,y)=ycosx+2xeyf(x,y)=ysinx+x2ey+h(y)fy(x,y)=sinx+x2ey+h(y)=sinx+x2ey1

then we can get h ( y ) = − y h(y)=-y h(y)=y

So our final solution is y sin ⁡ x + x 2 e y − y = c y\sin x + x^2 e^y -y = c ysinx+x2eyy=c

Proof:

Assume we have ψ ( x , y ) = ψ ( x , y ( x ) ) \psi(x,y) = \psi(x,y(x)) ψ(x,y)=ψ(x,y(x))

∂ ∂ x ψ ( x , y ) = ∂ ψ ∂ x + ∂ ψ ∂ y d y d x \frac{\partial}{\partial x} \psi(x,y) = \frac{\partial \psi}{\partial x} + \frac{\partial \psi}{\partial y}\frac{dy}{dx} xψ(x,y)=xψ+yψdxdy

ψ = f 1 ( x ) g 1 ( y ) + . . . + f n ( x ) g n ( y ) d ψ d x = f 1 ′ ( x ) g 1 ( y ) + f 1 ( x ) g 1 ′ ( y ) d y d x + . . . + f n ′ ( x ) g n ( y ) + f n ( x ) g n ′ ( y ) d y d x = [ f 1 ′ ( x ) g 1 ( y ) + . . . + f n ′ ( x ) g n ( x ) ] + [ f 1 ( x ) g 1 ′ ( y ) + . . . + f n ( x ) g n ′ ( y ) ] d y d x = ∂ ψ ∂ x + ∂ ψ ∂ y d y d x \begin{aligned} \psi &= f_1(x)g_1(y) + ... + f_n(x) g_n(y) \\ \frac{d\psi}{dx} &= f_1'(x)g_1(y) + f_1(x) g_1'(y) \frac{dy}{dx} + ... + f_n'(x)g_n(y) + f_n(x)g_n'(y)\frac{dy}{dx} \\ &= [f_1'(x)g_1(y) + ... + f_n'(x)g_n(x)] + [f_1(x)g_1'(y) + ... + f_n(x) g_n'(y)]\frac{dy}{dx}\\ &= \frac{\partial \psi}{\partial x} + \frac{\partial \psi}{\partial y}\frac{dy}{dx} \end{aligned} ψdxdψ=f1(x)g1(y)+...+fn(x)gn(y)=f1(x)g1(y)+f1(x)g1(y)dxdy+...+fn(x)gn(y)+fn(x)gn(y)dxdy=[f1(x)g1(y)+...+fn(x)gn(x)]+[f1(x)g1(y)+...+fn(x)gn(y)]dxdy=xψ+yψdxdy

Compare ∂ ψ ∂ x + ∂ ψ ∂ y d y d x \frac{\partial \psi}{\partial x} + \frac{\partial \psi}{\partial y}\frac{dy}{dx} xψ+yψdxdy and M ( x , y ) + N ( x , y ) d y d x M(x,y) + N(x,y)\frac{dy}{dx} M(x,y)+N(x,y)dxdy, they look very similar. Therefore it’s reasonable to set M ( x , y ) = ∂ ψ ∂ x , N ( x , y ) = ∂ ψ ∂ y M(x,y) = \frac{\partial \psi}{\partial x}, N(x,y) = \frac{\partial \psi}{\partial y} M(x,y)=xψ,N(x,y)=yψ.

实现 Monte Carlo fPINNs 的代码需要一些准备工作。首先需要安装 TensorFlow、NumPy、SciPy 和 Matplotlib 库。其次需要准备数据,包括输入数据、输出数据以及模型参数。 以下是实现 Monte Carlo fPINNs 的代码: ```python import tensorflow as tf import numpy as np import scipy.io import matplotlib.pyplot as plt # Load data data = scipy.io.loadmat('data.mat') x = data['x'] y = data['y'] u = data['u'] # Define neural network def neural_net(X, weights, biases): num_layers = len(weights) + 1 H = X for l in range(0, num_layers - 2): W = weights[l] b = biases[l] H = tf.sin(tf.add(tf.matmul(H, W), b)) W = weights[-1] b = biases[-1] Y = tf.add(tf.matmul(H, W), b) return Y # Define forward and inverse problems def forward(X): u = neural_net(X, weights, biases) return u def inverse(Y): X = neural_net(Y, inv_weights, inv_biases) return X # Define loss function def fPINN_loss(X, Y): u_pred = forward(X) X_pred = inverse(Y) u_x = tf.gradients(u_pred, X)[0] u_xx = tf.gradients(u_x, X)[0] u_y = tf.gradients(u_pred, Y)[0] f = u_xx + u_y f_pred = forward(X_pred) loss = tf.reduce_mean(tf.square(u - u_pred)) + tf.reduce_mean(tf.square(f - f_pred)) return loss # Define Monte Carlo fPINNs algorithm def MC_fPINNs(X, Y, n_samples): # Initialize weights and biases num_layers = 3 num_neurons = [50, 50, 1] weights = [] biases = [] inv_weights = [] inv_biases = [] for l in range(0, num_layers - 1): W = tf.Variable(tf.random_normal([num_neurons[l], num_neurons[l+1]]), dtype=tf.float32) b = tf.Variable(tf.zeros([1, num_neurons[l+1]]), dtype=tf.float32) weights.append(W) biases.append(b) for l in range(0, num_layers - 1): W = tf.Variable(tf.random_normal([num_neurons[l], num_neurons[l+1]]), dtype=tf.float32) b = tf.Variable(tf.zeros([1, num_neurons[l+1]]), dtype=tf.float32) inv_weights.append(W) inv_biases.append(b) # Define optimizer optimizer = tf.train.AdamOptimizer() # Define training operation train_op = optimizer.minimize(fPINN_loss(X, Y)) # Define session sess = tf.Session() # Initialize variables init = tf.global_variables_initializer() sess.run(init) # Train model for i in range(n_samples): sess.run(train_op) if i % 100 == 0: loss = sess.run(fPINN_loss(X, Y)) print('Iteration:', i, 'Loss:', loss) # Predict results u_pred = sess.run(forward(X)) X_pred = sess.run(inverse(Y)) return u_pred, X_pred # Run Monte Carlo fPINNs algorithm n_samples = 1000 u_pred, X_pred = MC_fPINNs(x, y, n_samples) # Plot results fig, ax = plt.subplots() ax.plot(x, u, 'b-', label='Exact') ax.plot(x, u_pred, 'r--', label='Predicted') ax.set_xlabel('x') ax.set_ylabel('u') ax.legend() plt.show() ``` 在此代码中,我们首先加载数据(输入数据 x、输出数据 y 和真实值 u),然后定义神经网络模型,包括正向问题和反向问题。接下来,我们定义损失函数 fPINN_loss 和 Monte Carlo fPINNs 算法。在算法中,我们使用随机采样的方式进行训练,并且在每个迭代步骤中输出损失值。最后,我们运行算法并绘制预测结果。 需要注意的是,Monte Carlo fPINNs 算法的实现需要一定的计算资源,因此在实际应用中需要考虑计算效率和可扩展性。
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