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Register a new userPhysics-informed Spline Learning for Nonlinear Dynamics Discovery
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Added by
Hao Sun
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate science, engineering and social science. To address this fundamental challenge, we propose a novel Physics-informed Spline Learning (PiSL) framework to discover parsimonious governing equations for nonlinear dynamics, based on sparsely sampled noisy data. The key concept is to (1) leverage splines to interpolate locally the dynamics, perform analytical differentiation and build the library of candidate terms, (2) employ sparse representation of the governing equations, and (3) use the physics residual in turn to inform the spline learning. The synergy between splines and discovered underlying physics leads to the robust capacity of dealing with high-level data scarcity and noise. A hybrid sparsity-promoting alternating direction optimization strategy is developed for systematically pruning the sparse coefficients that form the structure and explicit expression of the governing equations. The efficacy and superiority of the proposed method have been demonstrated by multiple well-known nonlinear dynamical systems, in comparison with two state-of-the-art methods.
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Partial Differential Equations (PDEs) are notoriously difficult to solve. In general, closed-form solutions are not available and numerical approximation schemes are computationally expensive. In this paper, we propose to approach the solution of PDEs based on a novel technique that combines the advantages of two recently emerging machine learning based approaches. First, physics-informed neural networks (PINNs) learn continuous solutions of PDEs and can be trained with little to no ground truth data. However, PINNs do not generalize well to unseen domains. Second, convolutional neural networks provide fast inference and generalize but either require large amounts of training data or a physics-constrained loss based on finite differences that can lead to inaccuracies and discretization artifacts. We leverage the advantages of both of these approaches by using Hermite spline kernels in order to continuously interpolate a grid-based state representation that can be handled by a CNN. This allows for training without any precomputed training data using a physics-informed loss function only and provides fast, continuous solutions that generalize to unseen domains. We demonstrate the potential of our method at the examples of the incompressible Navier-Stokes equation and the damped wave equation. Our models are able to learn several intriguing phenomena such as Karman vortex streets, the Magnus effect, Doppler effect, interference patterns and wave reflections. Our quantitative assessment and an interactive real-time demo show that we are narrowing the gap in accuracy of unsupervised ML based methods to industrial CFD solvers while being orders of magnitude faster.
Traffic state estimation (TSE) bifurcates into two main categories, model-driven and data-driven (e.g., machine learning, ML) approaches, while each suffers from either deficient physics or small data. To mitigate these limitations, recent studies introduced hybrid methods, such as physics-informed deep learning (PIDL), which contains both model-driven and data-driven components. This paper contributes an improved paradigm, called physics-informed deep learning with a fundamental diagram learner (PIDL+FDL), which integrates ML terms into the model-driven component to learn a functional form of a fundamental diagram (FD), i.e., a mapping from traffic density to flow or velocity. The proposed PIDL+FDL has the advantages of performing the TSE learning, model parameter discovery, and FD discovery simultaneously. This paper focuses on highway TSE with observed data from loop detectors, using traffic density or velocity as traffic variables. We demonstrate the use of PIDL+FDL to solve popular first-order and second-order traffic flow models and reconstruct the FD relation as well as model parameters that are outside the FD term. We then evaluate the PIDL+FDL-based TSE using the Next Generation SIMulation (NGSIM) dataset. The experimental results show the superiority of the PIDL+FDL in terms of improved estimation accuracy and data efficiency over advanced baseline TSE methods, and additionally, the capacity to properly learn the unknown underlying FD relation.
Traffic state estimation (TSE), which reconstructs the traffic variables (e.g., density) on road segments using partially observed data, plays an important role on efficient traffic control and operation that intelligent transportation systems (ITS) need to provide to people. Over decades, TSE approaches bifurcate into two main categories, model-driven approaches and data-driven approaches. However, each of them has limitations: the former highly relies on existing physical traffic flow models, such as Lighthill-Whitham-Richards (LWR) models, which may only capture limited dynamics of real-world traffic, resulting in low-quality estimation, while the latter requires massive data in order to perform accurate and generalizable estimation. To mitigate the limitations, this paper introduces a physics-informed deep learning (PIDL) framework to efficiently conduct high-quality TSE with small amounts of observed data. PIDL contains both model-driven and data-driven components, making possible the integration of the strong points of both approaches while overcoming the shortcomings of either. This paper focuses on highway TSE with observed data from loop detectors, using traffic density as the traffic variables. We demonstrate the use of PIDL to solve (with data from loop detectors) two popular physical traffic flow models, i.e., Greenshields-based LWR and three-parameter-based LWR, and discover the model parameters. We then evaluate the PIDL-based highway TSE using the Next Generation SIMulation (NGSIM) dataset. The experimental results show the advantages of the PIDL-based approach in terms of estimation accuracy and data efficiency over advanced baseline TSE methods.
A physics-informed neural network (PINN) that combines deep learning with physics is studied to solve the nonlinear Schrodinger equation for learning nonlinear dynamics in fiber optics. We carry out a systematic investigation and comprehensive verification on PINN for multiple physical effects in optical fibers, including dispersion, self-phase modulation, and higher-order nonlinear effects. Moreover, both special case (soliton propagation) and general case (multi-pulse propagation) are investigated and realized with PINN. In the previous studies, the PINN was mainly effective for single scenario. To overcome this problem, the physical parameters (pulse peak power and amplitudes of sub-pulses) are hereby embedded as additional input parameter controllers, which allow PINN to learn the physical constraints of different scenarios and perform good generalizability. Furthermore, PINN exhibits better performance than the data-driven neural network using much less data, and its computational complexity (in terms of number of multiplications) is much lower than that of the split-step Fourier method. The results report here show that the PINN is not only an effective partial differential equation solver, but also a prospective technique to advance the scientific computing and automatic modeling in fiber optics.
Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of the stochastic and nonlinear behavior of these systems. We propose a flexible and scalable framework for training deep neural networks to learn constitutive equations that represent hidden physics within SDEs. The proposed stochastic physics-informed neural network framework (SPINN) relies on uncertainty propagation and moment-matching techniques along with state-of-the-art deep learning strategies. SPINN first propagates stochasticity through the known structure of the SDE (i.e., the known physics) to predict the time evolution of statistical moments of the stochastic states. SPINN learns (deep) neural network representations of the hidden physics by matching the predicted moments to those estimated from data. Recent advances in automatic differentiation and mini-batch gradient descent are leveraged to establish the unknown parameters of the neural networks. We demonstrate SPINN on three benchmark in-silico case studies and analyze the frameworks robustness and numerical stability. SPINN provides a promising new direction for systematically unraveling the hidden physics of multivariate stochastic dynamical systems with multiplicative noise.
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