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Interval and fuzzy physics-informed neural networks for uncertain fields

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 Added by Jan N. Fuhg
 Publication date 2021
and research's language is English




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Temporally and spatially dependent uncertain parameters are regularly encountered in engineering applications. Commonly these uncertainties are accounted for using random fields and processes which require knowledge about the appearing probability distributions functions which is not readily available. In these cases non-probabilistic approaches such as interval analysis and fuzzy set theory are helpful uncertainty measures. Partial differential equations involving fuzzy and interval fields are traditionally solved using the finite element method where the input fields are sampled using some basis function expansion methods. This approach however is problematic, as it is reliant on knowledge about the spatial correlation fields. In this work we utilize physics-informed neural networks (PINNs) to solve interval and fuzzy partial differential equations. The resulting network structures termed interval physics-informed neural networks (iPINNs) and fuzzy physics-informed neural networks (fPINNs) show promising results for obtaining bounded solutions of equations involving spatially uncertain parameter fields. In contrast to finite element approaches, no correlation length specification of the input fields as well as no averaging via Monte-Carlo simulations are necessary. In fact, information about the input interval fields is obtained directly as a byproduct of the presented solution scheme. Furthermore, all major advantages of PINNs are retained, i.e. meshfree nature of the scheme, and ease of inverse problem set-up.



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Many-query problems, arising from uncertainty quantification, Bayesian inversion, Bayesian optimal experimental design, and optimization under uncertainty-require numerous evaluations of a parameter-to-output map. These evaluations become prohibitive if this parametric map is high-dimensional and involves expensive solution of partial differential equations (PDEs). To tackle this challenge, we propose to construct surrogates for high-dimensional PDE-governed parametric maps in the form of projected neural networks that parsimoniously capture the geometry and intrinsic low-dimensionality of these maps. Specifically, we compute Jacobians of these PDE-based maps, and project the high-dimensional parameters onto a low-dimensional derivative-informed active subspace; we also project the possibly high-dimensional outputs onto their principal subspace. This exploits the fact that many high-dimensional PDE-governed parametric maps can be well-approximated in low-dimensional parameter and output subspace. We use the projection basis vectors in the active subspace as well as the principal output subspace to construct the weights for the first and last layers of the neural network, respectively. This frees us to train the weights in only the low-dimensional layers of the neural network. The architecture of the resulting neural network captures to first order, the low-dimensional structure and geometry of the parametric map. We demonstrate that the proposed projected neural network achieves greater generalization accuracy than a full neural network, especially in the limited training data regime afforded by expensive PDE-based parametric maps. Moreover, we show that the number of degrees of freedom of the inner layers of the projected network is independent of the parameter and output dimensions, and high accuracy can be achieved with weight dimension independent of the discretization dimension.
Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the deep learning-based techniques. Based on the data and physical models, PINNs introduce the standard feedforward neural networks (NNs) to approximate the solutions to the PDE systems. By using automatic differentiation, the PDEs system could be explicitly encoded into NNs and consequently, the sum of mean squared residuals from PDEs could be minimized with respect to the NN parameters. In this study, the residual in the loss function could be constructed validly by using the automatic differentiation because of the relationship between the surface differential operators $ abla_S/Delta_S$ and the standard Euclidean differential operators $ abla/Delta$. We first consider the unit sphere as surface to investigate the numerical accuracy and convergence of the PINNs with different training example sizes and the depth of the NNs. Another examples are provided with different complex manifolds to verify the robustness of the PINNs.
We introduce conditional PINNs (physics informed neural networks) for estimating the solution of classes of eigenvalue problems. The concept of PINNs is expanded to learn not only the solution of one particular differential equation but the solutions to a class of problems. We demonstrate this idea by estimating the coercive field of permanent magnets which depends on the width and strength of local defects. When the neural network incorporates the physics of magnetization reversal, training can be achieved in an unsupervised way. There is no need to generate labeled training data. The presented test cases have been rigorously studied in the past. Thus, a detailed and easy comparison with analytical solutions is made. We show that a single deep neural network can learn the solution of partial differential equations for an entire class of problems.
Physics-informed neural network (PINN) is a data-driven approach to solve equations. It is successful in many applications; however, the accuracy of the PINN is not satisfactory when it is used to solve multiscale equations. Homogenization is a way of approximating a multiscale equation by a homogenized equation without multiscale property; it includes solving cell problems and the homogenized equation. The cell problems are periodic; and we propose an oversampling strategy which greatly improves the PINN accuracy on periodic problems. The homogenized equation has constant or slow dependency coefficient and can also be solved by PINN accurately. We hence proposed a 3-step method to improve the PINN accuracy for solving multiscale problems with the help of the homogenization. We apply our method to solve three equations which represent three different homogenization. The results show that the proposed method greatly improves the PINN accuracy. Besides, we also find that the PINN aided homogenization may achieve better accuracy than the numerical methods driven homogenization; PINN hence is a potential alternative to implementing the homogenization.
90 - Guofei Pang , Lu Lu , 2018
Physics-informed neural networks (PINNs) are effective in solving integer-order partial differential equations (PDEs) based on scattered and noisy data. PINNs employ standard feedforward neural networks (NNs) with the PDEs explicitly encoded into the NN using automatic differentiation, while the sum of the mean-squared PDE-residuals and the mean-squared error in initial/boundary conditions is minimized with respect to the NN parameters. We extend PINNs to fractional PINNs (fPINNs) to solve space-time fractional advection-diffusion equations (fractional ADEs), and we demonstrate their accuracy and effectiveness in solving multi-dimensional forward and inverse problems with forcing terms whose values are only known at randomly scattered spatio-temporal coordinates (black-box forcing terms). A novel element of the fPINNs is the hybrid approach that we introduce for constructing the residual in the loss function using both automatic differentiation for the integer-order operators and numerical discretization for the fractional operators. We consider 1D time-dependent fractional ADEs and compare white-box (WB) and black-box (BB) forcing. We observe that for the BB forcing fPINNs outperform FDM. Subsequently, we consider multi-dimensional time-, space-, and space-time-fractional ADEs using the directional fractional Laplacian and we observe relative errors of $10^{-4}$. Finally, we solve several inverse problems in 1D, 2D, and 3D to identify the fractional orders, diffusion coefficients, and transport velocities and obtain accurate results even in the presence of significant noise.

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