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LieSolver: A PDE-constrained solver for IBVPs using Lie symmetries

René P. Klausen, Ivan Timofeev, Johannes Frank, Jonas Naujoks, Thomas Wiegand, Sebastian Lapuschkin, Wojciech Samek

TL;DR

LieSolver addresses solving IBVPs by embedding Lie symmetry transformations directly into the model, ensuring the PDE is satisfied exactly by construction. It represents solutions as linear combinations of symmetry-generated base functions built from seed solutions, reducing learning to fitting initial and boundary data using a two-stage optimization that combines greedy basis selection, variable projection, and nonlinear least squares. Across 1D heat and wave problems, LieSolver achieves higher accuracy with far fewer parameters and substantially faster runtimes than PINNs, while providing interpretable, PDE-consistent representations of the solution. The approach offers rigorous error estimates for well-posed IBVPs and demonstrates practical gains in efficiency and reliability, albeit being limited currently to linear homogeneous PDEs and dependent on the choice of base solutions. Overall, LieSolver presents a symmetry-informed alternative to physics-informed learning that yields compact, interpretable solvers with strong theoretical and empirical performance advantages.

Abstract

We introduce a method for efficiently solving initial-boundary value problems (IBVPs) that uses Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations, the model inherently incorporates the physical laws and learns solutions from initial and boundary data. As a result, the loss directly measures the model's accuracy, leading to improved convergence. Moreover, for well-posed IBVPs, our method enables rigorous error estimation. The approach yields compact models, facilitating an efficient optimization. We implement LieSolver and demonstrate its application to linear homogeneous PDEs with a range of initial conditions, showing that it is faster and more accurate than physics-informed neural networks (PINNs). Overall, our method improves both computational efficiency and the reliability of predictions for PDE-constrained problems.

LieSolver: A PDE-constrained solver for IBVPs using Lie symmetries

TL;DR

LieSolver addresses solving IBVPs by embedding Lie symmetry transformations directly into the model, ensuring the PDE is satisfied exactly by construction. It represents solutions as linear combinations of symmetry-generated base functions built from seed solutions, reducing learning to fitting initial and boundary data using a two-stage optimization that combines greedy basis selection, variable projection, and nonlinear least squares. Across 1D heat and wave problems, LieSolver achieves higher accuracy with far fewer parameters and substantially faster runtimes than PINNs, while providing interpretable, PDE-consistent representations of the solution. The approach offers rigorous error estimates for well-posed IBVPs and demonstrates practical gains in efficiency and reliability, albeit being limited currently to linear homogeneous PDEs and dependent on the choice of base solutions. Overall, LieSolver presents a symmetry-informed alternative to physics-informed learning that yields compact, interpretable solvers with strong theoretical and empirical performance advantages.

Abstract

We introduce a method for efficiently solving initial-boundary value problems (IBVPs) that uses Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations, the model inherently incorporates the physical laws and learns solutions from initial and boundary data. As a result, the loss directly measures the model's accuracy, leading to improved convergence. Moreover, for well-posed IBVPs, our method enables rigorous error estimation. The approach yields compact models, facilitating an efficient optimization. We implement LieSolver and demonstrate its application to linear homogeneous PDEs with a range of initial conditions, showing that it is faster and more accurate than physics-informed neural networks (PINNs). Overall, our method improves both computational efficiency and the reliability of predictions for PDE-constrained problems.

Paper Structure

This paper contains 25 sections, 2 theorems, 54 equations, 14 figures, 2 tables, 1 algorithm.

Key Result

Theorem A.1

Let $\mathcal{D}$ be a system of PDEs with maximal rank defined over $M\subseteq X\times U$ and let $G$ be a local group of transformations acting on $M$. If holds for any infinitesimal generator $\mathbf v$ of $G$, then $G$ is a symmetry group of $\mathcal{D}$.

Figures (14)

  • Figure 1: Initial conditions (solution shapes at $t=0$) for the test cases for the heat (top row) and the wave (bottom row) equations.
  • Figure 2: Representative base families for one-dimensional heat equation at $t=0$: $f^1$ (sine), $f^2$ (Gaussian), and $f^3$ (Gaussian modulated by a sine) with illustrative parameter choices.
  • Figure 3: Fit progress of LieSolver for the heat equation withGaussian IC: IBC MSE is shown as a function of the number of added bases. The vertical drops correspond to the global refinement steps.
  • Figure 4: 2D domain fields (prediction, ground truth, and error) for the heat equation withGaussian IC.
  • Figure 5: IBC fits for the heat equation with Gaussian IC, including the decomposition into weighted base contributions. The transparent blue curves depict the individual contributions.
  • ...and 9 more figures

Theorems & Definitions (8)

  • Example 2.1: heat equation and reverse heat equation
  • Example 2.2: $1$-dimensional heat equation
  • Example 3.1
  • Theorem A.1: Infinitesimal criterion, see olver1993applications
  • Example A.2: $1$d-heat equation
  • Example A.3: Continuation of \ref{['ex:heat-equation-generators']}
  • Example A.4: Continuation of \ref{['ex:heat-equation-group']}
  • Theorem A.5: Infinitesimal criterion, see olver1993applications