No Arabic abstract
Data-driven discovery of partial differential equations (PDEs) has achieved considerable development in recent years. Several aspects of problems have been resolved by sparse regression-based and neural network-based methods. However, the performances of existing methods lack stability when dealing with complex situations, including sparse data with high noise, high-order derivatives and shock waves, which bring obstacles to calculating derivatives accurately. Therefore, a robust PDE discovery framework, called the robust deep learning-genetic algorithm (R-DLGA), that incorporates the physics-informed neural network (PINN), is proposed in this work. In the framework, a preliminary result of potential terms provided by the deep learning-genetic algorithm is added into the loss function of the PINN as physical constraints to improve the accuracy of derivative calculation. It assists to optimize the preliminary result and obtain the ultimately discovered PDE by eliminating the error compensation terms. The stability and accuracy of the proposed R-DLGA in several complex situations are examined for proof-and-concept, and the results prove that the proposed framework is able to calculate derivatives accurately with the optimization of PINN and possesses surprising robustness to complex situations, including sparse data with high noise, high-order derivatives, and shock waves.
Robust physics discovery is of great interest for many scientific and engineering fields. Inspired by the principle that a representative model is the one simplest possible, a new model selection criteria considering both models Parsimony and Sparsity is proposed. A Parsimony Enhanced Sparse Bayesian Learning (PeSBL) method is developed for discovering the governing Partial Differential Equations (PDEs) of nonlinear dynamical systems. Compared with the conventional Sparse Bayesian Learning (SBL) method, the PeSBL method promotes parsimony of the learned model in addition to its sparsity. In this method, the parsimony of model terms is evaluated using their locations in the prescribed candidate library, for the first time, considering the increased complexity with the power of polynomials and the order of spatial derivatives. Subsequently, the model parameters are updated through Bayesian inference with the raw data. This procedure aims to reduce the error associated with the possible loss of information in data preprocessing and numerical differentiation prior to sparse regression. Results of numerical case studies indicate that the governing PDEs of many canonical dynamical systems can be correctly identified using the proposed PeSBL method from highly noisy data (up to 50% in the current study). Next, the proposed methodology is extended for stochastic PDE learning where all parameters and modeling error are considered as random variables. Hierarchical Bayesian Inference (HBI) is integrated with the proposed framework for stochastic PDE learning from a population of observations. Finally, the proposed PeSBL is demonstrated for system response prediction with uncertainties and anomaly diagnosis. Codes of all demonstrated examples in this study are available on the website: https://github.com/ymlasu.
In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already been used successfully in this context are reinterpreted as solutions of a viscous Hamilton-Jacobi PDE. Using a stochastic control interpretation allows we prove that the modified algorithm performs better in expectation that stochastic gradient descent. Well-known PDE regularity results allow us to analyze the geometry of the relaxed energy landscape, confirming empirical evidence. The PDE is derived from a stochastic homogenization problem, which arises in the implementation of the algorithm. The algorithms scale well in practice and can effectively tackle the high dimensionality of modern neural networks.
Partial differential equations (PDEs) fitting scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects. Most natural dynamics are expressed by PDEs with varying coefficients (PDEs-VC), which highlights the importance of PDE discovery. Previous algorithms can discover some simple instances of PDEs-VC but fail in the discovery of PDEs with coefficients of higher complexity, as a result of coefficient estimation inaccuracy. In this paper, we propose KO-PDE, a kernel optimized regression method that incorporates the kernel density estimation of adjacent coefficients to reduce the coefficient estimation error. KO-PDE can discover PDEs-VC on which previous baselines fail and is more robust against inevitable noise in data. In experiments, the PDEs-VC of seven challenging spatiotemporal scientific datasets in fluid dynamics are all discovered by KO-PDE, while the three baselines render false results in most cases. With state-of-the-art performance, KO-PDE sheds light on the automatic description of natural phenomenons using discovered PDEs in the real world.
We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted directly. Our method uses a neural architecture for learning mathematical expressions to optimize a customizable objective, and is scalable, compact, and easily adaptable for a variety of tasks and configurations. The system has been shown to effectively find exact or approximate symbolic solutions to various differential equations with applications in natural sciences. In this work, we highlight how our method applies to partial differential equations over multiple variables and more complex boundary and initial value conditions.
Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation as well as sophisticated, tailored code for distributed computing. Scanning the parameters of the underlying model significantly increases the runtime as the simulations have to be cold-started for each parameter configuration. Machine Learning based surrogate models denote promising ways for learning complex relationship among input, parameter and solution. However, recent generative neural networks require lots of training data, i.e. full simulation runs making them costly. In contrast, we examine the applicability of continuous, mesh-free neural solvers for partial differential equations, physics-informed neural networks (PINNs) solely requiring initial/boundary values and validation points for training but no simulation data. The induced curse of dimensionality is approached by learning a domain decomposition that steers the number of neurons per unit volume and significantly improves runtime. Distributed training on large-scale cluster systems also promises great utilization of large quantities of GPUs which we assess by a comprehensive evaluation study. Finally, we discuss the accuracy of GatedPINN with respect to analytical solutions -- as well as state-of-the-art numerical solvers, such as spectral solvers.