A level-wise training scheme for learning neural multigrid smoothers with application to integral equations
Authors: Lingfeng Li, Yin King Chu, Raymond Chan, Justin Wan
Organizations: Hetao Institute of Mathematics and Interdisciplinary Sciences, Shenzhen, Guangdong, China. · Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong, China. · Department of Data Science, Department of Operations and Risk Management,Lingnan University, Tuen Mun, Hong Kong, China. · David R. Cheriton School of Computer Science, University of Waterloo, Waterloo, Ontario, Canada.
Convolution-type integral equations commonly occur in signal processing and image processing. Discretizing these equations yields large and ill-conditioned linear systems. While the classic multigrid method is effective for solving linear systems derived from partial differential equations (PDE) problems, it fails to solve integral equations because its smoothers, which are implemented as conventional relaxation methods, are ineffective in reducing high-frequency components in the errors. We propose a novel neural multigrid scheme where learned neural operators replace classical smoothers. Unlike classical smoothers, these operators are trained offline. Once trained, the neural smoothers generalize to new right-hand-side vectors without retraining, making it an efficient solver. We design level-wise loss functions incorporating spectral filtering to emulate the multigrid frequency decomposition principle, ensuring each operator focuses on solving distinct high-frequency spectral bands. Although we focus on integral equations, the framework is generalizable to all kinds of problems, including PDE problems. Our experiments demonstrate superior efficiency over classical solvers and robust convergence across varying problem sizes and regularization weights.
Figures & tables
Figure 1: Plot of 1−μϕ for ϕ∈[−π,π] when ω=1/2 .
Figure 2: Eigenvectors corresponding to different eigenvalues of the linear system discretized from the Poisson equation (first row) and the Integral equation (second row).
Figure 3: Error vectors when solving different linear systems using the Jacobi method.
Figure 4: Graph illustration of a V-cycle multigrid scheme with L=3
Figure 5: Explanation of the frequency domain decomposition (L=3).
Figure 6: Plot of ml for l=1,2,3 .
Figure 7: The graph illustration of the neural multigrid cycle for one-dimensional problems when L=3 .
Figure 8: Plot of M^l for l=1,2,3 .
α=10−4
α=10−5
α=10−6
proposed method
n=256
13.7(0.17s) ±1.8
13.7(0.18s) ±2.5
14.6(0.19s) ±0.8
n=512
13.3(0.21s) ±0.6
13.1(0.20s) ±0.9
14.2(0.24s) ±0.6
n=1024
14.0(0.28s) ±1.2
13.4(0.27s) ±1.7
14.4(0.30s) ±1.0
multigrid method
n=256
9556(7s) ±139
27423(16s) ±542
35375(21s) ±699
n=512
9570(16s) ±87
27484(45s) ±330
35455(58s) ±425
n=1024
9589(56s) ±73
27600(162s) ±286
35604(210s) ±369
Table 1: The average number of iterations and evaluation time required for solving the one-dimensional integral equation.
Figure 9: Magnitude spectrums of unsolved errors at the fine grid after applying neural smoothers at each level.
α=10−4
α=10−5
α=10−6
proposed method
n=256
13.2(0.15s) ±1.2
13.8(0.16s) ±0.9
14.4(0.19s) ±1.3
n=512
13.4(0.21s) ±1.3
14.0(0.23s) ±1.1
14.5(0.25s) ±0.8
n=1024
13.4(0.27s) ±1.1
13.4(0.26s) ±1.0
14.7(0.32s) ±1.3
multigrid method
n=256
5130(4s) ± 173
20325(13s) ± 1034
31707(21s) ± 1613
n=512
5184(9s) ± 121
20603(36s) ± 728
32140(56s) ± 1136
n=1024
5207(30s) ± 70
20742(118s) ± 420
32355(184s) ± 655
Table 2: The average number of iterations and evaluation time required for solving the one-dimensional integral equation.
n=256
n=512
n=1024
proposed method
14.0(0.17s) ±0.6
13.0(0.21s) ±1.8
13.7(0.28s) ±1.8
multigrid method
8(0.00s) ±0
8(0.01s) ±0
8(0.04s) ±0
Table 3: The average number of iterations (cycles) and evaluation time required for solving the one-dimensional PDE
α=10−3
α=10−4
α=10−5
proposed method
n=256
11.3 (4s) ±2.2
13.8 (5s) ±3.0
14.2 (5s) ±3.7
n=512
12.7 (12s) ±4.5
14.3 (13s) ±2.4
15 (14s) ±4.5
n=1024
13.6(55s) ±4.3
14.2(59s) ±3.18
14.6(61s) ±2.2
multigrid method
n=256
1140 (17s) ±5
9510 (2min) ±59
71263 (18min) ±703
n=512
1145 (57s) ±4
9555 (8min) ±34
77288 (1hr) ±397
n=1024
1146 (4min) ±2
9577 (33min) ±18
77310 (4hr) ±207
Table 4: The average number of iterations and evaluation time required for solving the two-dimensional integral equation.
Figure 10: Difference between E^l and E^l−1 for l=1,2,3,4 .
α=10−4
α=10−5
α=10−6
trained by the level-wise losses ( 6 )
L′=2
13.5±1.4
13.4±2.0
18.5±6.3
L′=3
12.5±0.8
11.7±1.3
12.6±1.7
L′=4
14.0 ±1.2
13.4 ±1.7
14.4 ±1.0
trained by the combined loss ( 4 )
L′=2
30.3±12.2
32.6±9.7
32.4±5.8
L′=3
15.4±6.7
24.7±7.6
24.2±5.1
L′=4
16.8±5.5
19.4±6.5
16.6±6.3
Table 5: The average number of cycles when training with different loss functions
School of Mathematics, Jilin University, Changchun 130012, China · Shenzhen Loop Area Institute, Shenzhen 518038, China · Ocean University of China, Qingdao 266100, China +1
National Center for Applied Mathematics Tianjin University Tianjin, 300072, China · School of Mechanical and Aerospace Engineering, Jilin University Jilin University Changchun, 130025, China