Learning data-driven discretizations for partial differential equations

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length- and timescales. Often, it is computationally intractable to resolve the finest features in the solution. The only recourse is to use approximate coarse-grained representations, which aim to accurately represent long-wavelength dynamics while properly accounting for unresolved small-scale physics. Deriving such coarse-grained equations is notoriously difficult and often ad hoc. Here we introduce data-driven discretization, a method for learning optimized approximations to PDEs based on actual solutions to the known underlying equations. Our approach uses neural…