Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “high dimensionality”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 325 records · Page 18

Maintaining Trust in Reduction: Preserving the Accuracy of Quantities of Interest for Lossy Compression

As the growth of data sizes continues to outpace computational resources, there is a pressing need for data reduction techniques that can significantly reduce the amount of data and quantify the error incurred in compression. Compressing scientific data presents many challenges for reduction techniques since it is often on non-uniform or unstructured meshes, is from a high-dimensional space, and has many Quantities of Interests (QoIs) that need to be preserved. To illustrate these challenges, we focus on data from a large scale fusion code, XGC. XGC uses a Particle-In-Cell (PIC) technique which generates hundreds of PetaBytes (PBs) of data a day, from thousands of timesteps. XGC uses an unstructured mesh, and needs to compute many QoIs from the raw data, f.One critical aspect of the reduction is that we need to ensure that QoIs derived from the data (density, temperature, flux surface averaged momentums, etc.) maintain a relative high accuracy. We show that by compressing XGC data on the high-dimensional, nonuniform grid on which the data is defined, and adaptively quantizing the decomposed coefficients based on the characteristics of the QoIs, the compression ratios at various error tolerances obtained using a multilevel compressor (MGARD) increases more than ten times. We then present how to mathematically guarantee that the accuracy of the QoIs computed from the reduced f is preserved during the compression. We show that the error in the XGC density can be kept under a user-specified tolerance over 1000 timesteps of simulation using the mathematical QoI error control theory of MGARD, whereas traditional error control on the data to be reduced does not guarantee the accuracy of the QoIs.

Gong, Qian↗

Mixed Delay/Nondelay Embeddings Based Neuromorphic Computing with Patterned Nanomagnet Arrays

Patterned nanomagnet arrays (PNAs) have been shown to exhibit a strong geometrically frustrated dipole interaction. Some PNAs have also shown emergent domain wall dynamics. Previous works have demonstrated methods to physically probe these magnetization dynamics of PNAs to realize neuromorphic reservoir systems that exhibit chaotic dynamical behavior and high-dimensional nonlinearity. These PNA reservoir systems from prior works leverage echo state properties and linear/nonlinear short-term memory of component reservoir nodes to map and preserve the dynamical information of the input time-series data into nondelay spatial embeddings. Such mappings enable these PNA reservoir systems to imitate and predict/forecast the input time series data. However, these prior PNA reservoir systems are based solely on the nondelay spatial embeddings obtained at component reservoir nodes. As a result, they require a massive number of component reservoir nodes, or a very large spatial embedding (i.e., high-dimensional spatial embedding) per reservoir node, or both, to achieve acceptable imitation and prediction accuracy. These requirements reduce the practical feasibility of such PNA reservoir systems. To address this shortcoming, we present a mixed delay/nondelay embeddings-based PNA reservoir system. Our system uses a single PNA reservoir node with the ability to obtain a mixture of delay/nondelay embeddings of the dynamical information of the time-series data applied at the input of a single PNA reservoir node. Our analysis shows that when these mixed delay/nondelay embeddings are used to train a perceptron at the output layer, our reservoir system outperforms existing PNA-based reservoir systems for the imitation of NARMA 2, NARMA 5, NARMA 7, and NARMA 10 time series data, and for the short-term and long-term prediction of the Mackey Glass time series data.

Ti, Changpeng↗

A Local Macroscopic Conservative (LoMaC) Low Rank Tensor Method for the Vlasov Dynamics

Abstract In this paper, we propose a novel Local Macroscopic Conservative (LoMaC) low rank tensor method for simulating the Vlasov-Poisson (VP) system. The LoMaC property refers to the exact local conservation of macroscopic mass, momentum and energy at the discrete level. This is a follow-up work of our previous development of a conservative low rank tensor approach for Vlasov dynamics ( arXiv:2201.10397 ). In that work, we applied a low rank tensor method with a conservative singular value decomposition to the high dimensional VP system to mitigate the curse of dimensionality, while maintaining the local conservation of mass and momentum. However, energy conservation is not guaranteed, which is a critical property to avoid unphysical plasma self-heating or cooling. The new ingredient in the LoMaC low rank tensor algorithm is that we simultaneously evolve the macroscopic conservation laws of mass, momentum and energy using a flux-difference form with kinetic flux vector splitting; then the LoMaC property is realized by projecting the low rank kinetic solution onto a subspace that shares the same macroscopic observables by a conservative orthogonal projection. The algorithm is extended to the high dimensional problems by hierarchical Tuck decomposition of solution tensors and a corresponding conservative projection algorithm. Extensive numerical tests on the VP system are showcased for the algorithm’s efficacy.

Guo, Wei↗

Frequency-bin photonic quantum information

Discrete frequency modes, or bins, present a blend of opportunities and challenges for photonic quantum information processing. Frequency-bin-encoded photons are readily generated by integrated quantum light sources, naturally high-dimensional, stable in optical fiber, and massively parallelizable in a single spatial mode. Yet quantum operations on frequency-bin states require coherent and controllable multifrequency interference, making them significantly more challenging to manipulate than more traditional spatial degrees of freedom. In this mini-review, we describe recent developments that have transformed these challenges and propelled frequency bins forward. Focusing on sources, manipulation schemes, and detection approaches, we introduce the basics of frequency-bin encoding, summarize the state of the art, and speculate on the field’s next phases. Given the combined progress in integrated photonics, high-fidelity quantum gates, and proof-of-principle demonstrations, frequency-bin quantum information is poised to emerge from the lab and leave its mark on practical quantum information processing—particularly in networking where frequency bins offer unique tools for multiplexing, interconnects, and high-dimensional communications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Unsupervised multimodal fusion of in-process sensor data for advanced manufacturing process monitoring

Effective monitoring of manufacturing processes is crucial for maintaining product quality and operational efficiency. Modern manufacturing environments often generate vast amounts of complementary multimodal data, including visual imagery from various perspectives and resolutions, hyperspectral data, and machine health monitoring information such as actuator positions, accelerometer readings, and temperature measurements. However, fusing and interpreting this complex, high-dimensional data presents significant challenges, particularly when labeled datasets are unavailable or impractical to obtain. This paper presents a novel approach to multimodal sensor data fusion in manufacturing processes, inspired by the Contrastive Language-Image Pre-training (CLIP) model. We leverage contrastive learning techniques to correlate different data modalities without the need for labeled data, overcoming limitations of traditional supervised machine learning methods in manufacturing contexts. Our proposed method demonstrates the ability to handle and learn encoders for five distinct modalities: visual imagery, audio signals, laser position (x and y coordinates), and laser power measurements. By compressing these high-dimensional datasets into low-dimensional representational spaces, our approach facilitates downstream tasks such as process control, anomaly detection, and quality assurance. The unsupervised nature of our method makes it broadly applicable across various manufacturing domains, where large volumes of unlabeled sensor data are common. We evaluate the effectiveness of our approach through a series of experiments, demonstrating its potential to enhance process monitoring capabilities in advanced manufacturing systems. This research contributes to the field of smart manufacturing by providing a flexible, scalable framework for multimodal data fusion that can adapt to diverse manufacturing environments and sensor configurations. The proposed method paves the way for more robust, data-driven decision-making in complex manufacturing processes.

Contrastive Learning↗

Long–short-term memory encoder–decoder with regularized hidden dynamics for fault detection in industrial processes

The ability of recurrent neural networks (RNN) to model nonlinear dynamics of high dimensional process data has enabled data-driven RNN-based fault detection algorithms. Previous studies have focused on detecting faults by identifying the discrepancies in data distribution between the faulty and normal data, as reflected in prediction errors generated by RNN models. However, in industrial processes, variations in data distribution can also result from changes in normal control setpoints and compensatory control adjustments in response to disturbances, making it hard to differentiate between normal and faulty conditions. This paper proposes a fault detection method utilizing a long short-term memory (LSTM) encoder–decoder structure with regularized hidden dynamics and reversible instance normalization (RevIN) to compactly represent high-dimensional measurements for effective monitoring. During training, the hidden states of the model are regularized to form a low-dimensional latent space representation of the original multivariate time series data. As a result, the prediction errors of the latent states can be used to monitor the abnormal dynamic variations, while the reconstruction errors of the measured variables are used to monitor the abnormal static variations. Furthermore, the proposed indices can reflect operating conditions, even when the distribution of test data changes, which helps distinguish faults from normal adjustments and disturbances that controllers can settle. Here, data from numerical simulation and the Tennessee Eastman process are used to illustrate the effectiveness of the proposed fault detection method.

42 ENGINEERING↗

Marginal unbiased score expansion and application to CMB lensing

Here, we present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces, yielding Gaussianized asymptotically unbiased and near-optimal constraints on global parameters of interest. It is computationally much cheaper than exact alternatives like Hamiltonian Monte Carlo (HMC), excelling on funnel problems which challenge HMC, and does not require any problem-specific user supervision like other approximate methods such as variational inference or many simulation-based inference methods. MUSE makes possible the first joint Bayesian estimation of the delensed Cosmic Microwave Background (CMB) power spectrum and gravitational lensing potential power spectrum, demonstrated here on a simulated data set as large as the upcoming South Pole Telescope 3G 1500 deg 2 survey, corresponding to a latent dimensionality of ~6 million and of order 100 global bandpower parameters. On a subset of the problem where an exact but more expensive HMC solution is feasible, we verify that MUSE yields nearly optimal results. We also demonstrate that existing spectrum-based forecasting tools which ignore pixel-masking underestimate predicted error bars by only ~10%. This method is a promising path forward for fast lensing and delensing analyses which will be necessary for future CMB experiments such as SPT-3G, Simons Observatory, or CMB-S4, and can complement or supersede existing HMC approaches. The success of MUSE on this challenging problem strengthens its case as a generic procedure for a broad class of high-dimensional inference problems.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Explainable and Differentiable Reinforcement Learning for Multi-objective Optimization in Particle Accelerators

Operating particle accelerators involves optimizing multiple goals simultaneously, which can be challenging due to trade-offs among objectives. While evolutionary algorithms like the genetic algorithm (GA) have been used for various Multi-Objective Optimization (MOO) tasks, they are not inherently suited for complex control problems. This talk highlights two variations of Reinforcement Learning (RL) for concurrently optimizing heat load and trip rates at the Continuous Electron Beam Accelerator Facility (CEBAF). The problem involves strict constraints on individual states, actions, and overall energy requirements of the beam. First, this talk highlights how differentiability can be harnessed through a Deep Differentiable Reinforcement Learning (DDRL) approach to address MOO issues within particle accelerators. We examine the DDRL method alongside Model Free Reinforcement Learning (MFRL), GA, and Bayesian Optimization (BO). The performance of these methods is assessed by generating a Pareto-front for two objectives. Our findings indicate that DDRL excels in handling high-dimensional problems more effectively than MFRL, BO, and GA. Next, we will show integration of explainable physics-based constraints into RL algorithms to enhance trans- parency and trust in decision-making processes by enabling users to verify that agents adhere to established physical principles. This surrogate function can be modeled using neural networks or sparse dictionary mod- els. By examining the mathematical form of the learned constraint function, we are able to confirm the agent has learned to use the established physics of each environment provided but the surrogate model. In addi- tion, we find that the introduction of a mathematical functional dictionary based surrogate model enables our reinforcement learning algorithms to reliably converge for difficult high-dimensional accelerator controls environments.

Rajput, Kishansingh [Thomas Jefferson National Acc↗

Stochastic Models, Indices & Optimization Algorithms for Pricing & Hedging Reliability Risks in Modern Power Grids: Data Plan - Princeton

We collected and cleaned the synthetic grid data produced by NREL for the Texas and New York synthetic grids. We developed a high dimensional joint stochastic model for load at the zone level, and solar and wind power productions at the asset level, capturing the spatial and temporal dependencies between all the variables, and demonstrated how such a model could be fitted to historical data. We designed and implemented a simulation engine which can produce Monte Carlo scenarios for the hourly day-ahead values of load, and solar and wind power productions at the spatial and temporal resolutions of the historical data used to fit the model. Finally we developed an open-source Python package which can, from an input grid model, efficiently use forecasts and large numbers of Monte Carlo scenarios to provide unit commitment and economic dispatch for each of these scenarios. The high dimensional stochastic model and the subsequent Monte Carlo simulation engine were implemented in the package PGscen and the corresponding UC and ED optimization programs in the package Vatic.

14 SOLAR ENERGY↗

Increasing accessibility to deep learning-based analytics for space biology: pretrained models, transfer learning, and analytics platform development

Biological systems react in complex ways to the stressors of spaceflight, and the data capturing these relationships is concomitantly high-dimensional and complex. Deep learning and machine learning approaches are increasingly popular as an analytical approach for space biosciences, due to their ability to model complex relationships in complex data. However, such approaches often require large datasets and extensive computational resources. New approaches that minimize data sizes and computational power needed to leverage machine learning, and resources that make these approaches accessible, are needed to increase accessibility and adoption of machine learning in the space biosciences. Transfer learning, in which a pretrained model of broad utility is trained on a large dataset, and subsequently reused on downstream applications for which data is more limited, is one approach to minimizing data and computational intensity of deep learning applications. This transfer learning approach results in more performant models in high-dimensional, low-sample-size settings such as space biology, as compared to training models on limited data from scratch. This presentation will outline efforts to generate pretrained models for the space biology community, and highlight transfer learning applications modeling microbial antibiotic resistance during spaceflight. Finally, in order to increase accessibility of these models and tools, as well as others, for the broader space biology community, we present a modeling and analysis platform facilitating machine learning applications in space biology. This platform streamlines machine learning training and analysis in a notebook format, facilitates download and use of space biology data from the NASA GeneLab database, and can be utilized on NASA-hosted servers or downloaded and hosted locally. This effort, as part of the AI4LS (Artificial Intelligence for Life in Space) working group, will increase accessibility, feasibility, and performance of machine learning approaches for the space biology community.

Adrienne Hoarfrost↗

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗

On‐site surrogates for large‐scale calibration

Abstract Motivated by a computer model calibration problem from the oil and gas industry, involving the design of a honeycomb seal, we develop a new Bayesian methodology to cope with limitations in the canonical apparatus stemming from several factors. We propose a new strategy of on‐site design and surrogate modeling for a computer simulator acting on a high‐dimensional input space that, although relatively speedy, is prone to numerical instabilities, missing data, and nonstationary dynamics. Our aim is to strike a balance between data‐faithful modeling and computational tractability in a calibration framework—tailoring the computer model to a limited field experiment. Situating our on‐site surrogates within the canonical calibration apparatus requires updates to that framework. We describe a novel yet intuitive Bayesian setup that carefully decomposes otherwise prohibitively large matrices by exploiting the sparse blockwise structure. Empirical illustrations demonstrate that this approach performs well on toy data and our motivating honeycomb example.

Huang, Jiangeng↗

Reliable and Efficient Machine Learning (Final Technical Report)

Modern scientific experiments generate massive amounts of data at a pace much faster than humans can manually analyze. While machine learning has revolutionized commercial data analysis (such as recommending movies or recognizing faces), applying these tools to complex scientific discovery is challenging because scientific answers must be precise, interpretable, and adhere to physical laws. The research under this project aims to develop new mathematical tools and computer algorithms specifically designed for scientific applications. Major progress has been made in automatically cleaning and deconstructing messy experimental data, analyzing the visual information of physical phenomena, determining the underlying physical variables, and providing rig orous mathematical analysis of interesting algorithms and concepts widely used in machine learning. This project addressed the critical gap between our ability to generate massive scientific data and our ability to extract interpretable information from it. We established mathematical foundations for Scientific Machine Learning (SciML) aimed at effective data analytics and automated discovery. Our work focused on three core objectives: (1) developing reliable feature extraction methods for dynamic high-dimensional data, (2) establishing mathematical foundations for discovering dynamics via neural networks, and (3) creating rigorous optimization techniques for these models. Key outcomes come from two fronts. On the practical side, they include the development of algorithms that significantly enhance the extraction of signals from field data, as well as the capability to handle situations that exhibit smooth variations or physical stretching due to temperature changes. They also include the creation of an automated framework for discovering fundamental state variables from raw experimental data, demonstrating the ability to identify intrinsic physical dimensions without prior knowledge of the governing laws. On the theoretical front, the research results in theoretical advances in Optimal Transport, a widely used notion in SciML, specifically regarding functions with fixed-size nodal sets, provide sharp bounds relevant to uncertainty quantification. Meanwhile, the outcomes also include the establishment of convergence theories for nonlocal gradient descent methods, enabling robust optimization with noisy data in high-dimensional settings commonly encountered in scientific modeling. The project also helps creating opportunities to train the next generation of researchers, equipping them with the necessary technical skills for today’s workplace and preparing them for future advances.

97 MATHEMATICS AND COMPUTING↗

Physics-informed machine learning

Despite great progress in simulating multiphysics problems using the numerical discretization of partial differential equations (PDEs), one still cannot seamlessly incorporate noisy data into existing algorithms, mesh generation remains complex, and high-dimensional problems governed by parameterized PDEs cannot be tackled. Moreover, solving inverse problems with hidden physics is often prohibitively expensive and requires different formulations and elaborate computer codes. Machine learning has emerged as a promising alternative, but training deep neural networks requires big data, not always available for scientific problems. Instead, such networks can be trained from additional information obtained by enforcing the physical laws (for example, at random points in the continuous space-time domain). Such physics-informed learning integrates (noisy) data and mathematical models, and implements them through neural networks or other kernel-based regression networks. Moreover, it may be possible to design specialized network architectures that automatically satisfy some of the physical invariants for better accuracy, faster training and improved generalization. Furthermore, we review some of the prevailing trends in embedding physics into machine learning, present some of the current capabilities and limitations and discuss diverse applications of physics-informed learning both for forward and inverse problems, including discovering hidden physics and tackling high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

Validating an Air Traffic Management Concept of Operation Using Statistical Modeling

Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis

Statistical emulation↗

Three-Dimensional High-Order Spectral Finite Volume Method for Unstructured Grids

Many areas require a very high-order accurate numerical solution of conservation laws for complex shapes. This paper deals with the extension to three dimensions of the Spectral Finite Volume (SV) method for unstructured grids, which was developed to solve such problems. We first summarize the limitations of traditional methods such as finite-difference, and finite-volume for both structured and unstructured grids. We then describe the basic formulation of the spectral finite volume method. What distinguishes the SV method from conventional high-order finite-volume methods for unstructured triangular or tetrahedral grids is the data reconstruction. Instead of using a large stencil of neighboring cells to perform a high-order reconstruction, the stencil is constructed by partitioning each grid cell, called a spectral volume (SV), into 'structured' sub-cells, called control volumes (CVs). One can show that if all the SV cells are partitioned into polygonal or polyhedral CV sub-cells in a geometrically similar manner, the reconstructions for all the SVs become universal, irrespective of their shapes, sizes, orientations, or locations. It follows that the reconstruction is reduced to a weighted sum of unknowns involving just a few simple adds and multiplies, and those weights are universal and can be pre-determined once for all. The method is thus very efficient, accurate, and yet geometrically flexible. The most critical part of the SV method is the partitioning of the SV into CVs. In this paper we present the partitioning of a tetrahedral SV into polyhedral CVs with one free parameter for polynomial reconstructions up to degree of precision five. (Note that the order of accuracy of the method is one order higher than the reconstruction degree of precision.) The free parameter will be determined by minimizing the Lebesgue constant of the reconstruction matrix or similar criteria to obtain optimized partitions. The details of an efficient, parallelizable code to solve three-dimensional problems for any order of accuracy are then presented. Important aspects of the data structure are discussed. Comparisons with the Discontinuous Galerkin (DG) method are made. Numerical examples for wave propagation problems are presented.

Liu, Yen↗

Autocalibration of the E3SM Version 2 Atmosphere Model Using a PCA-Based Surrogate for Spatial Fields

Global Climate Model tuning (calibration) is a tedious and time-consuming process, with high-dimensional input and output fields. Experts typically tune by iteratively running climate simulations with hand-picked values of tuning parameters. Many, in both the statistical and climate literature, have proposed alternative calibration methods, but most are impractical or difficult to implement. We present a practical, robust, and rigorous calibration approach on the atmosphere-only model of the Department of Energy's Energy Exascale Earth System Model (E3SM) version 2. Our approach can be summarized into two main parts: (a) the training of a surrogate that predicts E3SM output in a fraction of the time compared to running E3SM, and (b) gradient-based parameter optimization. To train the surrogate, we generate a set of designed ensemble runs that span our input parameter space and use polynomial chaos expansions on a reduced output space to fit the E3SM output. We use this surrogate in an optimization scheme to identify values of the input parameters for which our model best matches gridded spatial fields of climate observations. To validate our choice of parameters, we run E3SMv2 with the optimal parameter values and compare prediction results to expertly-tuned simulations across 45 different output fields. This flexible, robust, and automated approach is straightforward to implement, and we demonstrate that the resulting model output matches present day climate observations as well or better than the corresponding output from expert tuned parameter values, while considering high-dimensional output and operating in a fraction of the time.

54 ENVIRONMENTAL SCIENCES↗

B-PINNs: Bayesian Physics-informal Neural Networks for Forward and Inverse PDE Problems with Noisy Data

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network (BNN) combined with a PINN for PDEs serves as the prior while the Hamiltonian Monte Carlo (HMC) or the variational inference (VI) could serve as an estimator of the posterior. B-PINNs make use of both physical laws and scattered noisy measurements to provide predictions and quantify the aleatoric uncertainty arising from the noisy data in the Bayesian framework. Compared with PINNs, in addition to uncertainty quantification, B-PINNs obtain more accurate predictions in scenarios with large noise due to their capability of avoiding overfitting. We conduct a systematic comparison between the two different approaches for the B-PINNs posterior estimation (i.e., HMC or VI), along with dropout used for quantifying uncertainty in deep neural networks. Our experiments show that HMC is more suitable than VI with mean field Gaussian approximation for the B-PINNs posterior estimation, while dropout employed in PINNs can hardly provide accurate predictions with reasonable uncertainty. Finally, we replace the BNN in the prior with a truncated Karhunen-Loève (KL) expansion combined with HMC or a deep normalizing flow (DNF) model as posterior estimators. The KL is as accurate as BNN and much faster but this framework cannot be easily extended to high-dimensional problems unlike the BNN based framework.

Non linear PDEs, Noisy data, Bysian physics inform↗