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At least 19 records

Reduced basis approximations of parameterized dynamical partial differential equations via neural networks

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear problems, projection-based methods fail to adequately reduce the computational complexity. Devising alternative reduced order models is crucial for obtaining efficient and accurate approximations to expensive high-fidelity models. In this work, we develop a timestepping procedure for dynamical parameter-dependent problems, in which a neural-network is trained to propagate the coefficients of a reduced basis expansion. This results in an online stage with a computational cost independent of the size of the underlying problem. Here, we demonstrate our method on several parabolic partial differential equations, including a problem that is not parametrically separable.

97 MATHEMATICS AND COMPUTING↗

Two-Scale Neural Networks for Partial Differential Equations with Small Parameters

We propose a two-scale neural network method for solving partial differential equations (PDEs) with small parameters using physics-informed neural networks (PINNs). We directly incorporate the small parameters into the architecture of neural networks. The proposed method enables solving PDEs with small parameters in a simple fashion, without adding Fourier features or other computationally taxing searches of truncation parameters. Various numerical examples demonstrate reasonable accuracy in capturing features of large derivatives in the solutions caused by small parameters.

97 MATHEMATICS AND COMPUTING↗

Scientific machine learning for closure models in multiscale problems: A review

Here, closure problems are omnipresent when simulating multiscale systems, where some quantities and processes cannot be fully prescribed despite their effects on the simulation's accuracy. Recently, scientific machine learning approaches have been proposed as a way to tackle the closure problem, combining traditional (physics-based) modeling with data-driven (machine-learned) techniques, typically through enriching differential equations with neural networks. This paper reviews the different reduced model forms, distinguished by the degree to which they include known physics, and the different objectives of a priori and a posteriori learning. The importance of adhering to physical laws (such as symmetries and conservation laws) in choosing the reduced model form and choosing the learning method is discussed. The effect of spatial and temporal discretization and recent trends toward discretization-invariant models are reviewed. In addition, we make the connections between closure problems and several other research disciplines: inverse problems, Mori-Zwanzig theory, and multi-fidelity methods. In conclusion, much progress has been made with scientific machine learning approaches for solving closure problems, but many challenges remain. In particular, the generalizability and interpretability of learned models is a major issue that needs to be addressed further.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification of graph convolution neural network models of evolving processes

The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural networks have proved to be adept at modeling processes with spatial–temporal complexity. Nevertheless, these highly parameterized models have garnered skepticism in their ability to produce outputs with quantified error bounds over the regimes of interest. Hence there is a need to find uncertainty quantification methods that are suitable for neural networks. In this work we present comparisons of the parametric uncertainty quantification of neural networks modeling complex spatial–temporal processes with Hamiltonian Monte Carlo and Stein variational gradient descent and its projected variant. Specifically we apply these methods to graph convolutional neural network models of evolving systems modeled with recurrent neural network and neural ordinary differential equations architectures. We show that Stein variational inference is a viable alternative to Monte Carlo methods with some clear advantages for complex neural network models. For our exemplars, Stein variational interference gave similar pushed forward uncertainty profiles through time compared to Hamiltonian Monte Carlo, albeit with generally more generous variance. As a result, projected Stein variational gradient descent also produced similar uncertainty profiles to the non-projected counterpart, but large reductions in the active weight space were confounded by the stability of the neural network predictions and the convoluted likelihood landscape.

36 MATERIALS SCIENCE↗

Optimizing the optimizer for physics-informed neural networks and Kolmogorov-Arnold networks

Physics-Informed Neural Networks (PINNs) have revolutionized the computation of PDE solutions by integrating partial differential equations (PDEs) into the neural network’s training process as soft constraints, becoming an important component of the scientific machine learning (SciML) ecosystem. More recently, physics-informed Kolmogorv-Arnold networks (PIKANs) have also shown to be effective and comparable in accuracy with PINNs. In their current implementation, both PINNs and PIKANs are mainly optimized using first-order methods like Adam, as well as quasi-Newton methods such as BFGS and its low-memory variant, L-BFGS. However, these optimizers often struggle with highly nonlinear and non-convex loss landscapes, leading to challenges such as slow convergence, local minima entrapment, and (non)degenerate saddle points. In this study, we investigate the performance of Self- Scaled BFGS (SSBFGS), Self-Scaled Broyden (SSBroyden) methods and other advanced quasi-Newton schemes, including BFGS and L-BFGS with different line search strategies. These methods dynamically rescale updates based on historical gradient information, thus enhancing training efficiency and accuracy. We systematically compare these optimizers – using both PINNs and PIKANs – on key challenging PDEs, including the Burgers, Allen-Cahn, Kuramoto-Sivashinsky, Ginzburg-Landau, and Stokes equations. Additionally, we evaluate the performance of SSBFGS and SSBroyden for Deep Operator Network (DeepONet) architectures, demonstrating their effectiveness for data-driven operator learning. Our findings provide state-of-the-art results with orders-of-magnitude accuracy improvements without the use of adaptive weights or any other enhancements typically employed in PINNs. More broadly, our work reveal insights into the effectiveness of quasi-Newton optimization strategies in significantly improving the convergence and accurate generalization of PINNs and PIKANs.

97 MATHEMATICS AND COMPUTING↗

Constrained or unconstrained? Neural-network-based equation discovery from data

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or the accurate resolution of their solutions may be intractable. Instead, recently developed methods, including those based on parameter estimation, operator subset selection, and neural networks, allow for the data-driven discovery of both ordinary and partial differential equations (PDEs), on a spectrum of interpretability. The success of these strategies is often contingent upon the correct identification of representative equations from noisy observations of state variables and, as importantly and intertwined with that, the mathematical strategies utilized to enforce those equations. Specifically, the latter has been commonly addressed via unconstrained optimization strategies. Representing the PDE as a neural network, we propose to discover the PDE (or the associated operator) by solving a constrained optimization problem and using an intermediate state representation similar to a physics-informed neural network (PINN). The objective function of this constrained optimization problem promotes matching the data, while the constraints require that the discovered PDE is satisfied at a number of spatial collocation points. We present a penalty method and a widely used trust-region barrier method to solve this constrained optimization problem, and we compare these methods on numerical examples. Our results on several example problems demonstrate that the latter constrained method outperforms the penalty method, particularly for higher noise levels or fewer collocation points. This work motivates further exploration into using sophisticated constrained optimization methods in scientific machine learning, as opposed to their commonly used, penalty-method or unconstrained counterparts. For both of these methods, we solve these discovered neural network PDEs with classical methods, such as finite difference methods, as opposed to PINNs-type methods relying on automatic differentiation. Here, we briefly highlight how simultaneously fitting the data while discovering the PDE improves the robustness to noise and other small, yet crucial, implementation details.

Data-driven discovery↗

Application of physics-informed neural networks (PINNs) solution to coupled thermal and hydraulic processes in silty sands

Abstract The accurate modeling of water and heat transport in soils is crucial for both geo-environmental and geothermal engineering. Traditional modeling methods are problematic because they require well-defined boundaries and initial conditions. Recently, physics-informed neural networks (PINNs), which incorporate partial differential equations (PDEs) to solve forward and inverse problems, have attracted increasing attention in machine learning research. In this study, we applied PINNs to tackle hydraulic and thermal transport coupling forward problems in silty sands. A fully connected deep neural network was utilized for training. This neural network model leverages automatic differentiation to apply the governing equations as constraints, based on the mathematical approximations established by the neural network itself. We conducted forward problems and compared the solutions derived from PINNs with those from Finite Element Method (FEM) simulations. The forward problem results demonstrate the PINNs model’s capability in predicting hydraulic transport, heat transport, and thermal–hydraulic coupling in silty sands under various boundary conditions. The PINNs exhibited great performance in simulating the thermal–hydraulic coupling problem. The accuracy of the PINNs solutions shows its potential for simulation in geotechnical engineering.

Feng, Yuan↗

Speeding up and reducing memory usage for scientific machine learning via mixed precision

Scientific machine learning (SciML) has emerged as a versatile approach to address complex computational science and engineering problems. Within this field, physics-informed neural networks (PINNs) and deep operator networks (DeepONets) stand out as the leading techniques for solving partial differential equations by incorporating both physical equations and experimental data. However, training PINNs and DeepONets require significant computational resources, including long computational times and large amounts of memory. In search of computational efficiency, training neural networks using half precision (float16) rather than the conventional single (float32) or double (float64) precision has gained substantial interest, given the inherent benefits of reduced computational time and memory consumed. However, we find that float16 cannot be applied to SciML methods, because of gradient divergence at the start of training, weight updates going to zero, and the inability to converge to a local minima. To overcome these limitations, we explore mixed precision, which is an approach that combines the float16 and float32 numerical formats to reduce memory usage and increase computational speed. Our experiments showcase that mixed precision training not only substantially decreases training times and memory demands but also maintains model accuracy. Here, we also reinforce our empirical observations with a theoretical analysis. The research has broad implications for SciML in various computational applications.

97 MATHEMATICS AND COMPUTING↗

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

CryoTRANS: predicting high-resolution maps of rare conformations from self-supervised trajectories in cryo-EM

Cryogenic electron microscopy (cryo-EM) has revolutionized structural biology, enabling efficient determination of structures at near-atomic resolutions. However, a common challenge arises from the severe imbalance among various conformations of vitrified particles, leading to low-resolution reconstructions in rare conformations due to a lack of particle images in these quasi-stable states. We introduce CryoTRANS, a method that predicts high-resolution maps of rare conformations by constructing a self-supervised pseudo-trajectory between density maps of varying resolutions. This trajectory is represented by an ordinary differential equation parameterized by a deep neural network, ensuring retention of detailed structures from high-resolution density maps. By leveraging a single high-resolution density map, CryoTRANS significantly improves the reconstruction of rare conformations and has been validated on four real-world datasets: alpha-2-macroglobulin, actin-binding protein complexes, SARS-CoV-2 spike glycoprotein, and the 70S ribosome. CryoTRANS can also predict high-resolution structures in cryogenic electron tomography maps using a high-resolution cryo-EM map.Cryogenic electron microscopy (cryo-EM) has revolutionized structural biology, enabling efficient determination of structures at near-atomic resolutions. However, a common challenge arises from the severe imbalance among various conformations of vitrified particles, leading to low-resolution reconstructions in rare conformations due to a lack of particle images in these quasi-stable states. We introduce CryoTRANS, a method that predicts high-resolution maps of rare conformations by constructing a self-supervised pseudo-trajectory between density maps of varying resolutions. This trajectory is represented by an ordinary differential equation parameterized by a deep neural network, ensuring retention of detailed structures from high-resolution density maps. By leveraging a single high-resolution density map, CryoTRANS significantly improves the reconstruction of rare conformations and has been validated on four real-world datasets: alpha-2-macroglobulin, actin-binding protein complexes, SARS-CoV-2 spike glycoprotein, and the 70S ribosome. CryoTRANS can also predict high-resolution structures in cryogenic electron tomography maps using a high-resolution cryo-EM map.

47 OTHER INSTRUMENTATION↗

Extended Galerkin Neural Network Approximation of Singular Variational Problems with Error Control

We present extended Galerkin neural networks, a variational framework for approximating general boundary value problems (BVPs) with error control. The main contributions of this work are (1) a rigorous theory guiding the construction of new weighted least squares variational formulations suitable for use in neural network approximation of general BVPs, and (2) an “extended” feedforward network architecture which incorporates and is even capable of learning singular solution structures, thus greatly improving approximability of singular solutions. Furthermore, numerical results are presented for several problems, including steady Stokes flow around reentrant corners and in convex corners with Moffatt eddies in order to demonstrate efficacy of the method.

a posteriori error estimate↗

Quantifying local and global mass balance errors in physics-informed neural networks

Physics-informed neural networks (PINN) have recently become attractive for solving partial differential equations (PDEs) that describe physics laws. By including PDE-based loss functions, physics laws such as mass balance are enforced softly in PINN. This paper investigates how mass balance constraints are satisfied when PINN is used to solve the resulting PDEs. We investigate PINN’s ability to solve the 1D saturated groundwater flow equations (diffusion equations) for homogeneous and heterogeneous media and evaluate the local and global mass balance errors. We compare the obtained PINN’s solution and associated mass balance errors against a two-point finite volume numerical method and the corresponding analytical solution. We also evaluate the accuracy of PINN in solving the 1D saturated groundwater flow equation with and without incorporating hydraulic heads as training data. We demonstrate that PINN’s local and global mass balance errors are significant compared to the finite volume approach. Tuning the PINN’s hyperparameters, such as the number of collocation points, training data, hidden layers, nodes, epochs, and learning rate, did not improve the solution accuracy or the mass balance errors compared to the finite volume solution. Mass balance errors could considerably challenge the utility of PINN in applications where ensuring compliance with physical and mathematical properties is crucial.

54 ENVIRONMENTAL SCIENCES↗

Improving ADAM through an implicit-explicit (IMEX) time-stepping approach

The ADAM optimizer, often used in machine learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. Here, this work shows that the classical ADAM algorithm is a first-order implicit-explicit (IMEX) Euler discretization of the underlying ODE. Employing the time discretization point of view, we propose new extensions of the ADAM scheme obtained by using higher-order IMEX methods to solve the ODE. Based on this approach, we derive a new optimization algorithm for neural network training that performs better than classical ADAM on several regression and classification problems.

97 MATHEMATICS AND COMPUTING↗

Exact enforcement of temporal continuity in sequential physics-informed neural networks

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are trained to satisfy partial differential equations (PDEs). While this method shows promise, the standard version has been shown to struggle in accurately predicting the dynamic behavior of time-dependent problems. To address this challenge, methods have been proposed that decompose the time domain into multiple segments, employing a distinct neural network in each segment and directly incorporating continuity between them in the loss function of the minimization problem. In this work we introduce a method to exactly enforce continuity between successive time segments via a solution ansatz. This hard constrained sequential PINN (HCS-PINN) method is simple to implement and eliminates the need for any loss terms associated with temporal continuity. The method is tested for a number of benchmark problems involving both linear and non-linear PDEs. Examples include various first order time dependent problems in which traditional PINNs struggle, namely advection, Allen–Cahn, and Korteweg–de Vries equations. Furthermore, second and third order time-dependent problems are demonstrated via wave and Jerky dynamics examples, respectively. Notably, the Jerky dynamics problem is chaotic, making the problem especially sensitive to temporal accuracy. Finally, the numerical experiments conducted with the proposed method demonstrated superior convergence and accuracy over both traditional PINNs and the soft-constrained counterparts.

42 ENGINEERING↗

Physics vs structure: A systematic benchmark of learning strategies for multi-zone building thermal dynamics

Recent advances in physics-informed and data-driven machine learning promise improved thermal models for advanced building control, yet there is limited quantitative evidence on when added physics structure and architectural complexity are beneficial. Here, this work presents a systematic benchmark of five representative system identification methods for modeling multi-zone building thermal dynamics: linear state-space models, multi-layer perceptrons, neural state-space models, neural ordinary differential equations, and physically-consistent neural networks. The methods are evaluated across multiple data regimes and zone coupling strategies. Using a high-fidelity multi-zone commercial building emulator, we examine short-term and long-term prediction accuracy, computational efficiency, and ease of development. Our results reveal critical trade-offs between prediction performance, model complexity, and physical consistency. We demonstrate that decoupled, nonlinear black-box models consistently outperform coupled physics-constrained architectures in both predictive accuracy and out-of-distribution robustness in majority of the test cases for the building type considered in the study. Our findings quantify the cost of complexity in building thermal modeling and provide concrete, actionable, scenario-based guidelines for selecting model classes for control-oriented applications.

Building thermal modeling↗

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗

SPIKANs: separable physics-informed Kolmogorov–Arnold networks

Physics-Informed Neural Networks (PINNs) have emerged as a promising method for solving partial differential equations (PDEs) in scientific computing. While PINNs typically use multilayer perceptrons (MLPs) as their underlying architecture, recent advancements have explored alternative neural network structures. One such innovation is the Kolmogorov–Arnold Network (KAN), which has demonstrated benefits over traditional MLPs, including faster neural scaling and better interpretability. The application of KANs to physics-informed learning has led to the development of Physics-Informed KANs (PIKANs), enabling the use of KANs to solve PDEs. However, despite their advantages, KANs often suffer from slower training speeds, particularly in higher-dimensional problems where the number of collocation points grows exponentially with the dimensionality of the system. To address this challenge, we introduce Separable Physics-Informed Kolmogorov–Arnold Networks (SPIKANs). This novel architecture applies the principle of separation of variables to PIKANs, decomposing the problem such that each dimension is handled by an individual KAN. This approach drastically reduces the computational complexity of training without sacrificing accuracy, facilitating their application to higher-dimensional PDEs. Through a series of benchmark problems, we demonstrate the effectiveness of SPIKANs, showcasing their superior scalability and performance compared to PIKANs and highlighting their potential for solving complex, high-dimensional PDEs in scientific computing.

Kolmogorov-Arnold networks↗