Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
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Here we present the analysis of approximation rates of operator learning in Chen and Chen (1995) and Lu et al. (2021), where continuous operators are approximated by a sum of products of branch and trunk networks. In this work, we consider the rates of learning solution operators from both linear and nonlinear advection–diffusion equations with or without reaction. We find that the approximation rates depend on the architecture of branch networks as well as the smoothness of inputs and outputs of solution operators.
One of the most promising applications of machine learning in computational physics is to accelerate the solution of partial differential equations (PDEs). The key objective of machine-learning-based PDE solvers is to output a sufficiently accurate solution faster than standard numerical methods, which are used as a baseline comparison. Here, we first perform a systematic review of the ML-for-PDE-solving literature. Out of all of the articles that report using ML to solve a fluid-related PDE and claim to outperform a standard numerical method, we determine that 79% (60/76) make a comparison with a weak baseline. Second, we find evidence that reporting biases are widespread, especially outcome reporting and publication biases. We conclude that ML-for-PDE-solving research is overoptimistic: weak baselines lead to overly positive results, while reporting biases lead to under-reporting of negative results. To a large extent, these issues seem to be caused by factors similar to those of past reproducibility crises: researcher degrees of freedom and a bias towards positive results. We call for bottom-up cultural changes to minimize biased reporting as well as top-down structural reforms to reduce perverse incentives for doing so.
A technique for the efficient analytical computation of such parameters of the neural architecture as synaptic weights and neural gain is presented as a single solution of a set of adjoint equations. The learning model discussed concentrates on the adiabatic approximation only. A problem of interest is represented by a system of N coupled equations, and then adjoint operators are introduced. A neural network is formalized as an adaptive dynamical system whose temporal evolution is governed by a set of coupled nonlinear differential equations. An approach based on the minimization of a constrained neuromorphic energylike function is applied, and the complete learning dynamics are obtained as a result of the calculations.
Physics-informed neural networks (PINNs) based machine learning is an emerging framework for solving nonlinear differential equations. However, due to the implicit regularity of neural network structure, PINNs can only find the flattest solution in most cases by minimizing the loss functions. In this paper, we combine PINNs with the homotopy continuation method, a classical numerical method to compute isolated roots of polynomial systems, and propose a new deep learning framework, named homotopy physics-informed neural networks (HomPINNs), for solving multiple solutions of nonlinear elliptic differential equations. The implementation of an HomPINN is a homotopy process that is composed of the training of a fully connected neural network, named the starting neural network, and training processes of several PINNs with different tracking parameters. The starting neural network is to approximate a starting function constructed by the trivial solutions, while other PINNs are to minimize the loss functions defined by boundary condition and homotopy functions, varying with different tracking parameters. These training processes are regraded as different steps of a homotopy process, and a PINN is initialized by the well-trained neural network of the previous step, while the first starting neural network is initialized using the default initialization method. Finally, several numerical examples are presented to show the efficiency of our proposed HomPINNs, including reaction-diffusion equations with a heart-shaped domain.
Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.
Ab initio molecular dynamics (AIMD) simulations have become an important tool used in the construction of equations of state (EOS) tables for warm dense matter. Due to computational costs, only a limited number of system state conditions can be simulated, and the remaining EOS surface must be interpolated for use in radiation-hydrodynamic simulations of experiments. In this work, we develop a thermodynamically consistent EOS model that utilizes a physics-informed machine learning approach to implicitly learn the underlying Helmholtz free-energy from AIMD generated energies and pressures. The model, referred to as PIML-EOS, was trained and tested on warm dense polystyrene producing a fit within a 1% relative error for both energy and pressure and is shown to satisfy both the Maxwell and Gibbs–Duhem relations. In addition, we provide a path toward obtaining thermodynamic quantities, such as the total entropy and chemical potential (containing both ionic and electronic contributions), which are not available from current AIMD simulations.
Recent works in computational physics have been successful in the super-resolution of numerical solutions of partial differential equations (PDEs) via neural networks. In this paper we explore the possibilities and limitations of the data-driven discretization approach implemented by Bar-Sinai et. al., while contrasting it with a simpler yet weaker approach utilizing the nangs Python library. The results demonstrate what neural network parameters optimize accuracy and performance, as well as what conditions on PDEs are necessary to maintain convergence.
We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.
We report constitutive laws underlie most physical processes in nature. However, learning such equations in heterogeneous solids (for example, due to phase separation) is challenging. One such relationship is between composition and eigenstrain, which governs the chemo-mechanical expansion in solids. Here we developed a generalizable, physically constrained image-learning framework to algorithmically learn the chemo-mechanical constitutive law at the nanoscale from correlative four-dimensional scanning transmission electron microscopy and X-ray spectro-ptychography images. We demonstrated this approach on Li X FePO 4 , a technologically relevant battery positive electrode material. We uncovered the functional form of the composition–eigenstrain relation in this two-phase binary solid across the entire composition range (0 ≤ X ≤ 1), including inside the thermodynamically unstable miscibility gap. The learned relation directly validates Vegard’s law of linear response at the nanoscale. Our physics-constrained data-driven approach directly visualizes the residual strain field (by removing the compositional and coherency strain), which is otherwise impossible to quantify. Heterogeneities in the residual strain arise from misfit dislocations and were independently verified by X-ray diffraction line profile analysis. Our work provides the means to simultaneously quantify chemical expansion, coherency strain and dislocations in battery electrodes, which has implications on rate capabilities and lifetime. Broadly, this work also highlights the potential of integrating correlative microscopy and image learning for extracting material properties and physics.
In this work, we present a method for unsupervised learning of equations of motion for objects in raw and optionally distorted unlabeled synthetic video (or, more generally, for discovering and modeling predictable features in time-series data). We first train an autoencoder that maps each video frame into a low-dimensional latent space where the laws of motion are as simple as possible, by minimizing a combination of nonlinearity, acceleration, and prediction error. Differential equations describing the motion are then discovered using Pareto-optimal symbolic regression. We find that our pre-regression (“pregression”) step is able to rediscover Cartesian coordinates of unlabeled moving objects even when the video is distorted by a generalized lens. Using intuition from multidimensional knot theory, we find that the pregression step is facilitated by first adding extra latent space dimensions to avoid topological problems during training and then removing these extra dimensions via principal component analysis. An inertial frame is autodiscovered by minimizing the combined equation complexity for multiple experiments.
One of the most intensely studied aspects of magnetic confinement fusion is edge plasma turbulence which is critical to reactor performance and operation. Drift-reduced Braginskii two-fluid theory has for decades been widely applied to model boundary plasmas with varying success. Towards better understanding edge turbulence in both theory and experiment, we demonstrate that a novel multi-network physics-informed deep learning framework constrained by partial differential equations can accurately learn turbulent fields consistent with the two-fluid theory from partial observations of electron pressure which is not otherwise possible using conventional equilibrium models. Furthermore, this technique presents a novel paradigm for the advanced design of plasma diagnostics and validation of magnetized plasma turbulence theories in challenging thermonuclear environments.
This paper focuses on the problem of quantifying the effects of model-structure uncertainty in the context of time-evolving dynamical systems. This is motivated by multi-model uncertainty in computer physics simulations: developers often make different modeling choices in numerical approximations and process simplifications, leading to different numerical codes that ostensibly represent the same underlying dynamics. We consider model-structure inference as a two-step methodology: the first step is to perform system identification on numerical codes for which it is possible to observe the full state; the second step is structural uncertainty quantification, in which the goal is to search candidate models "close" to the numerical code surrogates for those that best match a quantity of interest (QOI) from some empirical data sets. Here, we (1) define a discrete, local representation of the structure of a partial differential equation, which we refer to as the "local dynamical operator" (LDO); (2) identify model structure nonintrusively from numerical code output; (3) nonintrusively construct a reduced-order model (ROM) of the numerical model through POD-DEIM-Galerkin projection; (4) perturb the ROM dynamics to approximate the behavior of alternate model structures; and (5) apply Bayesian inference and energy conservation laws to calibrate a LDO to a given QOI. We demonstrate these techniques using the two-dimensional rotating shallow water equations as an example system.
Modeling real-world phenomena to any degree of accuracy is a challenge that the scientific research community has navigated since its foundation. Lack of information and limited computational and observational resources necessitate modeling assumptions which, when invalid, lead to model-form error (MFE). The work reported herein explored a novel method to represent model-form uncertainty (MFU) that combines Bayesian statistics with the emerging field of universal differential equations (UDEs). The fundamental principle behind UDEs is simple: use known equational forms that govern a dynamical system when you have them; then incorporate data-driven approaches – in this case neural networks (NNs) – embedded within the governing equations to learn the interacting terms that were underrepresented. Utilizing epidemiology as our motivating exemplar, this report will highlight the challenges of modeling novel infectious diseases while introducing ways to incorporate NN approximations to MFE. Prior to embarking on a Bayesian calibration, we first explored methods to augment the standard (non-Bayesian) UDE training procedure to account for uncertainty and increase robustness of training. In addition, it is often the case that uncertainty in observations is significant; this may be due to randomness or lack of precision in the measurement process. This uncertainty typically manifests as “noisy” observations which deviate from a true underlying signal. To account for such variability, the NN approximation to MFE is endowed with a probabilistic representation and is updated using available observational data in a Bayesian framework. By representing the MFU explicitly and deploying an embedded, data-driven model, this approach enables an agile, expressive, and interpretable method for representing MFU. In this report we will provide evidence that Bayesian UDEs show promise as a novel framework for any science-based, data-driven MFU representation; while emphasizing that significant advances must be made in the calibration of Bayesian NNs to ensure a robust calibration procedure.
Abstract The equation of state (EOS) of dense strongly interacting matter can be probed by astrophysical observations of neutron stars (NS), such as X-ray detections of pulsars or the measurement of the tidal deformability of NSs during the inspiral stage of NS mergers. These observations constrain the EOS at most up to the density of the maximum-mass configuration, n TOV , which is the highest density that can be explored by stable NSs for a given EOS. However, under the right circumstances, binary neutron star (BNS) mergers can create a postmerger remnant that explores densities above n TOV . In this work, we explore whether the EOS above n TOV can be measured from gravitational-wave or electromagnetic observations of the postmerger remnant. We perform a total of 25 numerical-relativity simulations of BNS mergers for a range of EOSs and find no case in which different descriptions of the matter above n TOV have a detectable impact on postmerger observables. Hence, we conclude that the EOS above n TOV can likely not be probed through BNS merger observations for the current and next generation of detectors.
One of the most intensely studied aspects of magnetic confinement fusion is edge plasma turbulence which is critical to reactor performance and operation. Drift-reduced Braginskii two-fluid theory has for decades been widely applied to model boundary plasmas with varying success. Towards better understanding edge turbulence in both theory and experiment, we demonstrate that a novel multi-network physics-informed deep learning framework constrained by partial differential equations can accurately learn turbulent fields consistent with the two-fluid theory from partial observations of electron pressure which is not otherwise possible using conventional equilibrium models. This technique presents a novel paradigm for the advanced design of plasma diagnostics and validation of magnetized plasma turbulence theories in challenging thermonuclear environments.
A novel approach is presented which is motivated by an attempt to remove one of the most fundamental limitations of artificial neural networks: their rigid behavior as compared with even the simplest biological systems. It is demonstrated that non-Lipschitzian dynamics, based on the faliure of the Lipschitz conditions at repellers, displays a new qualitative effect, i.e., a multichoice response to periodic external excitations. This makes it possible to construct unpredictable systems, represented in the form of coupled activation and learning dynamical equations. It is shown that unpredictable systems can be controlled by sign strings which uniquely define the system behavior by specifying the direction of the motions at the critical points. Unpredictable systems driven by sign strings are extremely flexible and can serve as a powerful tool for complex pattern recognition.