Berger's Equation Physics-Informed Neural Network (PINN) Optimizer Benchmarks

Adapted from NeuralPDE: Automating Physics-Informed Neural Networks (PINNs) with Error Approximations. Uses the NeuralPDE.jl library from the SciML Scientific Machine Learning Open Source Organization for the implementation of physics-informed neural networks (PINNs) and other science-guided AI techniques.

Setup

using NeuralPDE, ModelingToolkit, Optimization, OptimizationOptimJL
using Lux, Plots, OptimizationOptimisers
import ModelingToolkit: Interval, infimum, supremum

# Physical and numerical parameters (fixed)
nu = 0.07
nx = 10001 #101
x_max = 2.0 * pi
dx = x_max / (nx - 1.0)
nt = 2 #10
dt = dx * nu
t_max = dt * nt

# Analytic function
analytic_sol_func(t, x) = -2*nu*(-(-8*t + 2*x)*exp(-(-4*t + x)^2/(4*nu*(t + 1)))/
                          (4*nu*(t + 1)) - (-8*t + 2*x - 12.5663706143592)*
                          exp(-(-4*t + x - 6.28318530717959)^2/(4*nu*(t + 1)))/
                          (4*nu*(t + 1)))/(exp(-(-4*t + x - 6.28318530717959)^2/
                          (4*nu*(t + 1))) + exp(-(-4*t + x)^2/(4*nu*(t + 1)))) + 4

analytic_sol_func (generic function with 1 method)

function burgers(strategy, minimizer)
    @parameters x t
    @variables u(..)
    Dt = Differential(t)
    Dx = Differential(x)
    Dxx = Differential(x)^2

    eq = Dt(u(x, t)) + u(x, t) * Dx(u(x, t)) ~ nu * Dxx(u(x, t))

    bcs = [u(x, 0.0) ~ analytic_sol_func(x, 0.0),
           u(0.0, t) ~ u(x_max, t)]

    domains = [x ∈ Interval(0.0, x_max),
               t ∈ Interval(0.0, t_max)]

    chain = Lux.Chain(Lux.Dense(2, 16, tanh), Lux.Dense(16, 16, tanh), Lux.Dense(16, 1))
    discretization = PhysicsInformedNN(chain, strategy)

    indvars = [x, t]   # physically independent variables
    depvars = [u]      # dependent (target) variable

    dim = length(domains)

    losses = []
    error = []
    times = []

    dx_err = 0.00005

    error_strategy = GridTraining(dx_err)

    discretization_ = PhysicsInformedNN(chain, error_strategy)
    @named pde_system_ = PDESystem(eq, bcs, domains, indvars, depvars)
    prob_ = discretize(pde_system_, discretization_)

    function loss_function__(θ)
        return prob_.f.f(θ, nothing)
    end

    cb = function (p, l)
        timeCounter = 0.0
        deltaT_s = time_ns() # Start a clock when the callback begins

        ctime = time_ns() - startTime - timeCounter # Time for the time benchmark plot
        append!(times, ctime / 10^9) # Conversion nanosec to seconds
        append!(losses, l)
        append!(error, l)

        timeCounter = timeCounter + time_ns() - deltaT_s # Sum all delays due to the callback functions

        return false
    end

    @named pde_system = PDESystem(eq, bcs, domains, indvars, depvars)
    prob = discretize(pde_system, discretization)

    startTime = time_ns() # Fix initial time (t=0) before starting the training

    if minimizer == "both"
        res = Optimization.solve(prob, ADAM(); callback=cb, maxiters=5)
        prob = remake(prob, u0=res.minimizer)
        res = Optimization.solve(prob, BFGS(); callback=cb, maxiters=15)
    else
        res = Optimization.solve(prob, minimizer; callback=cb, maxiters=500)
    end

    phi = discretization.phi

    params = res.minimizer

    return [error, params, times, losses]
end

burgers (generic function with 1 method)

Solve

# Settings:
#maxIters = [(0,0,0,0,0,0,20000),(300,300,300,300,300,300,300)] #iters

strategies = [NeuralPDE.QuadratureTraining()]

strategies_short_name = ["QuadratureTraining"]

minimizers = [Optimisers.ADAM(),
              Optimisers.ADAM(0.000005),
              Optimisers.ADAM(0.0005),
              Optimisers.RMSProp(),
              Optimisers.RMSProp(0.00005),
              Optimisers.RMSProp(0.05),
              OptimizationOptimJL.BFGS(),
              OptimizationOptimJL.LBFGS()]


minimizers_short_name = ["ADAM",
                         "ADAM(0.000005)",
                         "ADAM(0.0005)",
                         "RMS",
                         "RMS(0.00005)",
                         "RMS(0.05)",
                         "BFGS",
                         "LBFGS"]

8-element Vector{String}:
 "ADAM"
 "ADAM(0.000005)"
 "ADAM(0.0005)"
 "RMS"
 "RMS(0.00005)"
 "RMS(0.05)"
 "BFGS"
 "LBFGS"

# Run models
error_res =  Dict()
params_res = Dict()
times = Dict()
losses_res = Dict()

print("Starting run \n")


for min in 1:length(minimizers) # minimizer
      for strat in 1:length(strategies) # strategy
            #println(string(strategies_short_name[1], "  ", minimizers_short_name[min]))
            res = burgers(strategies[strat], minimizers[min])
            push!(error_res, string(strat,min)     => res[1])
            push!(params_res, string(strat,min) => res[2])
            push!(times, string(strat,min)        => res[3])
            push!(losses_res, string(strat,min)        => res[4])
      end
end

Starting run

Results

#PLOT ERROR VS ITER: to compare to compare between minimizers, keeping the same strategy (easily adjustable to compare between strategies)
error_iter = Plots.plot(1:length(error_res["11"]), error_res["11"], yaxis=:log10, title = string("Burger error vs iter"), ylabel = "Error", label = string(minimizers_short_name[1]), ylims = (0.0001,1))
plot!(error_iter, 1:length(error_res["12"]), error_res["12"], yaxis=:log10, label = string(minimizers_short_name[2]))
plot!(error_iter, 1:length(error_res["13"]), error_res["13"], yaxis=:log10, label = string(minimizers_short_name[3]))
plot!(error_iter, 1:length(error_res["14"]), error_res["14"], yaxis=:log10, label = string(minimizers_short_name[4]))
plot!(error_iter, 1:length(error_res["15"]), error_res["15"], yaxis=:log10, label = string(minimizers_short_name[5]))
plot!(error_iter, 1:length(error_res["16"]), error_res["16"], yaxis=:log10, label = string(minimizers_short_name[6]))
plot!(error_iter, 1:length(error_res["17"]), error_res["17"], yaxis=:log10, label = string(minimizers_short_name[7]))
plot!(error_iter, 1:length(error_res["18"]), error_res["18"], yaxis=:log10, label = string(minimizers_short_name[8]))

Plots.plot(error_iter)

#Use after having modified the analysis setting correctly --> Error vs iter: to compare different strategies, keeping the same minimizer
#error_iter = Plots.plot(1:length(error_res["11"]), error_res["11"], yaxis=:log10, title = string("Burger error vs iter"), ylabel = "Error", label = string(strategies_short_name[1]), ylims = (0.0001,1))
#plot!(error_iter, 1:length(error_res["21"]), error_res["21"], yaxis=:log10, label = string(strategies_short_name[2]))
#plot!(error_iter, 1:length(error_res["31"]), error_res["31"], yaxis=:log10, label = string(strategies_short_name[3]))
#plot!(error_iter, 1:length(error_res["41"]), error_res["41"], yaxis=:log10, label = string(strategies_short_name[4]))
#plot!(error_iter, 1:length(error_res["51"]), error_res["51"], yaxis=:log10, label = string(strategies_short_name[5]))
#plot!(error_iter, 1:length(error_res["61"]), error_res["61"], yaxis=:log10, label = string(strategies_short_name[6]))
#plot!(error_iter, 1:length(error_res["71"]), error_res["71"], yaxis=:log10, label = string(strategies_short_name[7]))

#PLOT ERROR VS TIME: to compare to compare between minimizers, keeping the same strategy
error_time = plot(times["11"], error_res["11"], yaxis=:log10, label = string(minimizers_short_name[1]),title = string("Burger error vs time"), ylabel = "Error", size = (1500,500))
plot!(error_time, times["12"], error_res["12"], yaxis=:log10, label = string(minimizers_short_name[2]))
plot!(error_time, times["13"], error_res["13"], yaxis=:log10, label = string(minimizers_short_name[3]))
plot!(error_time, times["14"], error_res["14"], yaxis=:log10, label = string(minimizers_short_name[4]))
plot!(error_time, times["15"], error_res["15"], yaxis=:log10, label = string(minimizers_short_name[5]))
plot!(error_time, times["16"], error_res["16"], yaxis=:log10, label = string(minimizers_short_name[6]))
plot!(error_time, times["17"], error_res["17"], yaxis=:log10, label = string(minimizers_short_name[7]))
plot!(error_time, times["18"], error_res["18"], yaxis=:log10, label = string(minimizers_short_name[7]))

Plots.plot(error_time)

#Use after having modified the analysis setting correctly --> Error vs time: to compare different strategies, keeping the same minimizer
#error_time = plot(times["11"], error_res["11"], yaxis=:log10, label = string(strategies_short_name[1]),title = string("Burger error vs time"), ylabel = "Error", size = (1500,500))
#plot!(error_time, times["21"], error_res["21"], yaxis=:log10, label = string(strategies_short_name[2]))
#plot!(error_time, times["31"], error_res["31"], yaxis=:log10, label = string(strategies_short_name[3]))
#plot!(error_time, times["41"], error_res["41"], yaxis=:log10, label = string(strategies_short_name[4]))
#plot!(error_time, times["51"], error_res["51"], yaxis=:log10, label = string(strategies_short_name[5]))
#plot!(error_time, times["61"], error_res["61"], yaxis=:log10, label = string(strategies_short_name[6]))
#plot!(error_time, times["71"], error_res["71"], yaxis=:log10, label = string(strategies_short_name[7]))

Appendix

These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.

To locally run this benchmark, do the following commands:

using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/PINNOptimizers","burgers_equation.jmd")

Computer Information:

Julia Version 1.10.7
Commit 4976d05258e (2024-11-26 15:57 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 128 × AMD EPYC 7502 32-Core Processor
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, znver2)
Threads: 1 default, 0 interactive, 1 GC (on 128 virtual cores)
Environment:
  JULIA_CPU_THREADS = 128
  JULIA_DEPOT_PATH = /cache/julia-buildkite-plugin/depots/5b300254-1738-4989-ae0a-f4d2d937f953

Package Information:

Status `/cache/build/exclusive-amdci1-0/julialang/scimlbenchmarks-dot-jl/benchmarks/PINNOptimizers/Project.toml`
⌃ [b2108857] Lux v1.2.3
⌃ [961ee093] ModelingToolkit v9.60.0
  [315f7962] NeuralPDE v5.17.0
  [7f7a1694] Optimization v4.0.5
  [36348300] OptimizationOptimJL v0.4.1
  [42dfb2eb] OptimizationOptimisers v0.3.7
  [91a5bcdd] Plots v1.40.9
  [31c91b34] SciMLBenchmarks v0.1.3
Info Packages marked with ⌃ have new versions available and may be upgradable.

And the full manifest:

Status `/cache/build/exclusive-amdci1-0/julialang/scimlbenchmarks-dot-jl/benchmarks/PINNOptimizers/Manifest.toml`
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  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [9dfe8606] SCCNonlinearSolve v1.0.0
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.43
⌃ [0bca4576] SciMLBase v2.71.0
  [31c91b34] SciMLBenchmarks v0.1.3
  [19f34311] SciMLJacobianOperators v0.1.1
  [c0aeaf25] SciMLOperators v0.3.12
  [53ae85a6] SciMLStructures v1.6.1
  [30f210dd] ScientificTypesBase v3.0.0
  [7e506255] ScopedValues v1.3.0
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [992d4aef] Showoff v1.0.3
  [777ac1f9] SimpleBufferStream v1.2.0
  [727e6d20] SimpleNonlinearSolve v2.1.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [ed01d8cd] Sobol v1.5.0
  [b85f4697] SoftGlobalScope v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
  [9f842d2f] SparseConnectivityTracer v0.6.9
  [dc90abb0] SparseInverseSubset v0.1.2
  [0a514795] SparseMatrixColorings v0.4.10
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.5.0
  [171d559e] SplittablesBase v0.1.15
  [860ef19b] StableRNGs v1.0.2
  [aedffcd0] Static v1.1.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.10
  [1e83bf80] StaticArraysCore v1.4.3
  [64bff920] StatisticalTraits v3.4.0
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.4
  [4c63d2b9] StatsFuns v1.3.2
  [7792a7ef] StrideArraysCore v0.5.7
  [69024149] StringEncodings v0.3.7
  [892a3eda] StringManipulation v0.4.0
⌃ [09ab397b] StructArrays v0.6.21
  [2efcf032] SymbolicIndexingInterface v0.3.37
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.11.0
  [0c5d862f] Symbolics v6.23.0
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [62fd8b95] TensorCore v0.1.1
  [8ea1fca8] TermInterface v2.0.0
  [5d786b92] TerminalLoggers v0.1.7
  [1c621080] TestItems v1.0.0
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.26
  [0796e94c] Tokenize v0.5.29
  [3bb67fe8] TranscodingStreams v0.11.3
  [28d57a85] Transducers v0.4.84
  [d5829a12] TriangularSolve v0.2.1
  [410a4b4d] Tricks v0.1.10
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
  [1986cc42] Unitful v1.22.0
  [45397f5d] UnitfulLatexify v1.6.4
  [a7c27f48] Unityper v0.1.6
  [013be700] UnsafeAtomics v0.3.0
  [41fe7b60] Unzip v0.2.0
  [3d5dd08c] VectorizationBase v0.21.71
  [81def892] VersionParsing v1.3.0
  [897b6980] WeakValueDicts v0.1.0
  [44d3d7a6] Weave v0.10.12
  [d49dbf32] WeightInitializers v1.1.1
  [efce3f68] WoodburyMatrices v1.0.0
  [ddb6d928] YAML v0.4.12
  [c2297ded] ZMQ v1.4.0
⌅ [e88e6eb3] Zygote v0.6.75
⌃ [700de1a5] ZygoteRules v0.2.5
  [6e34b625] Bzip2_jll v1.0.8+4
  [83423d85] Cairo_jll v1.18.2+1
  [7bc98958] Cubature_jll v1.0.5+0
  [ee1fde0b] Dbus_jll v1.14.10+0
  [2702e6a9] EpollShim_jll v0.0.20230411+1
  [2e619515] Expat_jll v2.6.4+3
⌅ [b22a6f82] FFMPEG_jll v4.4.4+1
  [f5851436] FFTW_jll v3.3.10+3
  [a3f928ae] Fontconfig_jll v2.15.0+0
  [d7e528f0] FreeType2_jll v2.13.3+1
  [559328eb] FriBidi_jll v1.0.16+0
  [0656b61e] GLFW_jll v3.4.0+2
⌅ [d2c73de3] GR_jll v0.73.10+0
  [78b55507] Gettext_jll v0.21.0+0
  [f8c6e375] Git_jll v2.47.1+0
  [7746bdde] Glib_jll v2.82.4+0
  [3b182d85] Graphite2_jll v1.3.14+1
  [2e76f6c2] HarfBuzz_jll v8.5.0+0
  [e33a78d0] Hwloc_jll v2.11.2+3
⌅ [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
  [aacddb02] JpegTurbo_jll v3.1.1+0
  [c1c5ebd0] LAME_jll v3.100.2+0
  [88015f11] LERC_jll v4.0.1+0
  [dad2f222] LLVMExtra_jll v0.0.34+0
  [1d63c593] LLVMOpenMP_jll v18.1.7+0
  [dd4b983a] LZO_jll v2.10.3+0
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
⌅ [e9f186c6] Libffi_jll v3.2.2+2
  [d4300ac3] Libgcrypt_jll v1.11.0+0
  [7e76a0d4] Libglvnd_jll v1.7.0+0
  [7add5ba3] Libgpg_error_jll v1.51.1+0
  [94ce4f54] Libiconv_jll v1.18.0+0
  [4b2f31a3] Libmount_jll v2.40.3+0
  [89763e89] Libtiff_jll v4.7.1+0
  [38a345b3] Libuuid_jll v2.40.3+0
⌅ [856f044c] MKL_jll v2024.2.0+0
  [e7412a2a] Ogg_jll v1.3.5+1
  [458c3c95] OpenSSL_jll v3.0.15+3
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [91d4177d] Opus_jll v1.3.3+0
  [36c8627f] Pango_jll v1.55.5+0
⌅ [30392449] Pixman_jll v0.43.4+0
⌅ [c0090381] Qt6Base_jll v6.7.1+1
  [629bc702] Qt6Declarative_jll v6.7.1+2
  [ce943373] Qt6ShaderTools_jll v6.7.1+1
  [e99dba38] Qt6Wayland_jll v6.7.1+1
  [f50d1b31] Rmath_jll v0.5.1+0
  [a44049a8] Vulkan_Loader_jll v1.3.243+0
  [a2964d1f] Wayland_jll v1.21.0+2
  [2381bf8a] Wayland_protocols_jll v1.36.0+0
  [02c8fc9c] XML2_jll v2.13.5+0
  [aed1982a] XSLT_jll v1.1.42+0
  [ffd25f8a] XZ_jll v5.6.4+0
  [f67eecfb] Xorg_libICE_jll v1.1.1+0
  [c834827a] Xorg_libSM_jll v1.2.4+0
  [4f6342f7] Xorg_libX11_jll v1.8.6+3
  [0c0b7dd1] Xorg_libXau_jll v1.0.12+0
  [935fb764] Xorg_libXcursor_jll v1.2.3+0
  [a3789734] Xorg_libXdmcp_jll v1.1.5+0
  [1082639a] Xorg_libXext_jll v1.3.6+3
  [d091e8ba] Xorg_libXfixes_jll v6.0.0+0
  [a51aa0fd] Xorg_libXi_jll v1.8.2+0
  [d1454406] Xorg_libXinerama_jll v1.1.5+0
  [ec84b674] Xorg_libXrandr_jll v1.5.4+0
  [ea2f1a96] Xorg_libXrender_jll v0.9.11+1
  [14d82f49] Xorg_libpthread_stubs_jll v0.1.2+0
  [c7cfdc94] Xorg_libxcb_jll v1.17.0+3
  [cc61e674] Xorg_libxkbfile_jll v1.1.2+1
  [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.4+0
  [12413925] Xorg_xcb_util_image_jll v0.4.0+1
  [2def613f] Xorg_xcb_util_jll v0.4.0+1
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
  [35661453] Xorg_xkbcomp_jll v1.4.6+1
  [33bec58e] Xorg_xkeyboard_config_jll v2.39.0+0
  [c5fb5394] Xorg_xtrans_jll v1.5.1+0
  [8f1865be] ZeroMQ_jll v4.3.5+3
  [3161d3a3] Zstd_jll v1.5.7+0
  [35ca27e7] eudev_jll v3.2.9+0
  [214eeab7] fzf_jll v0.56.3+0
  [1a1c6b14] gperf_jll v3.1.1+1
  [a4ae2306] libaom_jll v3.11.0+0
  [0ac62f75] libass_jll v0.15.2+0
  [1183f4f0] libdecor_jll v0.2.2+0
  [2db6ffa8] libevdev_jll v1.11.0+0
  [f638f0a6] libfdk_aac_jll v2.0.3+0
  [36db933b] libinput_jll v1.18.0+0
  [b53b4c65] libpng_jll v1.6.45+1
  [a9144af2] libsodium_jll v1.0.20+3
  [f27f6e37] libvorbis_jll v1.3.7+2
  [009596ad] mtdev_jll v1.1.6+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
⌅ [1270edf5] x264_jll v2021.5.5+0
⌅ [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v1.4.1+2
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.1+2
  [efcefdf7] PCRE2_jll v10.42.0+1
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`