Hybrid explicit-implicit learning for multiscale problems with time dependent source

Abstract: The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been proposed where some degrees of freedom are handled implicitly while other degrees of freedom are handled explicitly. As a result, the scheme contains two equations, one implicit and the other explicit. The stability of this approach has been studied. It was shown that the time step scales as the coarse spatial mesh size, which can provide a significant computational advantage. However, the implicit solution part can still be expensive, especially for nonlinear problems. In this paper, we introduce modified partial machine learning algorithms to replace the implicit solution part of the algorithm. These algorithms are first introduced in arXiv:2109.02147, where a homogeneous source term is considered along with the Transformer, which is a neural network that can predict future dynamics. In this paper, we consider time-dependent source terms which is a generalization of the previous work. Moreover, we use the whole history of the solution to train the network. As the implicit part of the equations is more complicated to solve, we design a neural network to predict it based on training. Furthermore, we compute the explicit part of the solution using our splitting strategy. In addition, we use Proper Orthogonal Decomposition based model reduction in machine learning. The machine learning algorithms provide computational saving without sacrificing accuracy. We present three numerical examples which show that our machine learning scheme is stable and accurate.