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67 changes: 34 additions & 33 deletions docs/user_guide/theory/architectures.rst
Original file line number Diff line number Diff line change
Expand Up @@ -155,39 +155,40 @@ trainable Fourier features. Here, we underline that the choice of
:math:`\sigma_i` is problem dependent and typical values can be
:math:`1, 10, 100,` etc.

Spatio-temporal Fourier Feature Network
----------------------------------------

For time-dependent problems, multi-scale behavior may exist not only
across spatial directions but also across time. The authors
[#wang2021eigenvector]_ proposed another novel multi-scale
Fourier feature architecture to tackle multi-scale problems in
spatio-temporal domains. Specifically, the feed-forward pass of the
network is now defined as

.. math::
\begin{aligned}
&\phi_{E}^{(x_i)}(x_i)=[\sin (2 \pi \mathbf{f}^{(x_i)} \times x_i) ; \cos (2 \pi \mathbf{f}^{(x_i)} \times \mathbf{x}_i)]^{T}, \\
& \phi_{E}^{(t)}(t)=[\sin (2 \pi \mathbf{f}^{(t)} \times t) ; \cos (2 \pi \mathbf{f}^{(t)} \times x_i)]^{T}, \\
& \mathbf{H}^{(x_i)}_1 = \sigma(\mathbf{W}_1 \cdot \phi_{E}^{(x_i)}(x_i) + \mathbf{b}_1),
\quad \text{ for } i=1, 2, \dots, d,\\
& \mathbf{H}^{(t)}_1 = \sigma(\mathbf{W}_1 \cdot \phi_{E}^{(t)}(t) + \mathbf{b}_1),\\
& \mathbf{H}_{\ell}^{(x_i)} = \sigma(\mathbf{W}_\ell \cdot \mathbf{H}^{(x_i)}_{\ell-1} + \mathbf{b}_\ell), \quad \text{ for } \ell=2, \dots, L \text{ and } i=1,2, \dots, d,\\
& \mathbf{H}^{(t)}_{\ell} = \sigma(\mathbf{W}_\ell \cdot \mathbf{H}^{(t)}_{\ell-1} + \mathbf{b}_\ell), \quad \text{ for } \ell=2, \dots, L, \\
& \mathbf{H}_{L} = \prod_{i=1}^d H^{(x_i)}_{L} \cdot H^{(t)}_{L} , \\
& \mathbf{u}_{net}(\mathbf{x}, t; {\mathbf{\theta}}) = \mathbf{W}_{L+1} \cdot \mathbf{H}_{L} + \mathbf{b}_{L+1},\end{aligned}
where :math:`\phi_{E}^{(x_i)}` and :math:`\phi_{E}^{(t)}` denote spatial
and temporal Fourier feature mappings, respectively, and :math:`\odot`
represents the point-wise multiplication. Here, each entry of
:math:`\mathbf{f}^{(x_i)}` and :math:`\mathbf{f}^{(t)}` can be sampled
from different Gaussian distributions. One key difference from the
multi-scale Fourier feature network is that separate Fourier feature
embeddings are applied to spatial and temporal input coordinates before
passing the embedded inputs through the same fully-connected network.
Another key difference is that network outputs are merged using
point-wise multiplication and passing them through a linear layer.
..
Spatio-temporal Fourier Feature Network
----------------------------------------
For time-dependent problems, multi-scale behavior may exist not only
across spatial directions but also across time. The authors
[#wang2021eigenvector]_ proposed another novel multi-scale
Fourier feature architecture to tackle multi-scale problems in
spatio-temporal domains. Specifically, the feed-forward pass of the
network is now defined as
.. math::
\begin{aligned}
&\phi_{E}^{(x_i)}(x_i)=[\sin (2 \pi \mathbf{f}^{(x_i)} \times x_i) ; \cos (2 \pi \mathbf{f}^{(x_i)} \times \mathbf{x}_i)]^{T}, \\
& \phi_{E}^{(t)}(t)=[\sin (2 \pi \mathbf{f}^{(t)} \times t) ; \cos (2 \pi \mathbf{f}^{(t)} \times x_i)]^{T}, \\
& \mathbf{H}^{(x_i)}_1 = \sigma(\mathbf{W}_1 \cdot \phi_{E}^{(x_i)}(x_i) + \mathbf{b}_1),
\quad \text{ for } i=1, 2, \dots, d,\\
& \mathbf{H}^{(t)}_1 = \sigma(\mathbf{W}_1 \cdot \phi_{E}^{(t)}(t) + \mathbf{b}_1),\\
& \mathbf{H}_{\ell}^{(x_i)} = \sigma(\mathbf{W}_\ell \cdot \mathbf{H}^{(x_i)}_{\ell-1} + \mathbf{b}_\ell), \quad \text{ for } \ell=2, \dots, L \text{ and } i=1,2, \dots, d,\\
& \mathbf{H}^{(t)}_{\ell} = \sigma(\mathbf{W}_\ell \cdot \mathbf{H}^{(t)}_{\ell-1} + \mathbf{b}_\ell), \quad \text{ for } \ell=2, \dots, L, \\
& \mathbf{H}_{L} = \prod_{i=1}^d H^{(x_i)}_{L} \cdot H^{(t)}_{L} , \\
& \mathbf{u}_{net}(\mathbf{x}, t; {\mathbf{\theta}}) = \mathbf{W}_{L+1} \cdot \mathbf{H}_{L} + \mathbf{b}_{L+1},\end{aligned}
where :math:`\phi_{E}^{(x_i)}` and :math:`\phi_{E}^{(t)}` denote spatial
and temporal Fourier feature mappings, respectively, and :math:`\odot`
represents the point-wise multiplication. Here, each entry of
:math:`\mathbf{f}^{(x_i)}` and :math:`\mathbf{f}^{(t)}` can be sampled
from different Gaussian distributions. One key difference from the
multi-scale Fourier feature network is that separate Fourier feature
embeddings are applied to spatial and temporal input coordinates before
passing the embedded inputs through the same fully-connected network.
Another key difference is that network outputs are merged using
point-wise multiplication and passing them through a linear layer.
.. _sirens:

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