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Register a new userPhysics-Informed Machine Learning Method for Large-Scale Data Assimilation Problems
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Added by
Yu-Hong Yeung
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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We develop a physics-informed machine learning approach for large-scale data assimilation and parameter estimation and apply it for estimating transmissivity and hydraulic head in the two-dimensional steady-state subsurface flow model of the Hanford Site given synthetic measurements of said variables. In our approach, we extend the physics-informed conditional Karhunen-Lo{e}ve expansion (PICKLE) method for modeling subsurface flow with unknown flux (Neumann) and varying head (Dirichlet) boundary conditions. We demonstrate that the PICKLE method is comparable in accuracy with the standard maximum a posteriori (MAP) method, but is significantly faster than MAP for large-scale problems. Both methods use a mesh to discretize the computational domain. In MAP, the parameters and states are discretized on the mesh; therefore, the size of the MAP parameter estimation problem directly depends on the mesh size. In PICKLE, the mesh is used to evaluate the residuals of the governing equation, while the parameters and states are approximated by the truncated conditional Karhunen-Lo{e}ve expansions with the number of parameters controlled by the smoothness of the parameter and state fields, and not by the mesh size. For a considered example, we demonstrate that the computational cost of PICKLE increases near linearly (as $N_{FV}^{1.15}$) with the number of grid points $N_{FV}$, while that of MAP increases much faster as $N_{FV}^{3.28}$. We demonstrated that once trained for one set of Dirichlet boundary conditions (i.e., one river stage), the PICKLE method provides accurate estimates of the hydraulic head for any value of the Dirichlet boundary conditions (i.e., for any river stage).
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Data assimilation for parameter and state estimation in subsurface transport problems remains a significant challenge due to the sparsity of measurements, the heterogeneity of porous media, and the high computational cost of forward numerical models. We present a physics-informed deep neural networks (DNNs) machine learning method for estimating space-dependent hydraulic conductivity, hydraulic head, and concentration fields from sparse measurements. In this approach, we employ individual DNNs to approximate the unknown parameters (e.g., hydraulic conductivity) and states (e.g., hydraulic head and concentration) of a physical system, and jointly train these DNNs by minimizing the loss function that consists of the governing equations residuals in addition to the error with respect to measurement data. We apply this approach to assimilate conductivity, hydraulic head, and concentration measurements for joint inversion of the conductivity, hydraulic head, and concentration fields in a steady-state advection--dispersion problem. We study the accuracy of the physics-informed DNN approach with respect to data size, number of variables (conductivity and head versus conductivity, head, and concentration), DNNs size, and DNN initialization during training. We demonstrate that the physics-informed DNNs are significantly more accurate than standard data-driven DNNs when the training set consists of sparse data. We also show that the accuracy of parameter estimation increases as additional variables are inverted jointly.
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.
Physics-informed neural networks (PINNs) have been widely used to solve various scientific computing problems. However, large training costs limit PINNs for some real-time applications. Although some works have been proposed to improve the training efficiency of PINNs, few consider the influence of initialization. To this end, we propose a New Reptile initialization based Physics-Informed Neural Network (NRPINN). The original Reptile algorithm is a meta-learning initialization method based on labeled data. PINNs can be trained with less labeled data or even without any labeled data by adding partial differential equations (PDEs) as a penalty term into the loss function. Inspired by this idea, we propose the new Reptile initialization to sample more tasks from the parameterized PDEs and adapt the penalty term of the loss. The new Reptile initialization can acquire initialization parameters from related tasks by supervised, unsupervised, and semi-supervised learning. Then, PINNs with initialization parameters can efficiently solve PDEs. Besides, the new Reptile initialization can also be used for the variants of PINNs. Finally, we demonstrate and verify the NRPINN considering both forward problems, including solving Poisson, Burgers, and Schrodinger equations, as well as inverse problems, where unknown parameters in the PDEs are estimated. Experimental results show that the NRPINN training is much faster and achieves higher accuracy than PINNs with other initialization methods.
Physics-Informed Neural Networks (PINNs) have recently shown great promise as a way of incorporating physics-based domain knowledge, including fundamental governing equations, into neural network models for many complex engineering systems. They have been particularly effective in the area of inverse problems, where boundary conditions may be ill-defined, and data-absent scenarios, where typical supervised learning approaches will fail. Here, we further explore the use of this modeling methodology to surrogate modeling of a fluid dynamical system, and demonstrate additional undiscussed and interesting advantages of such a modeling methodology over conventional data-driven approaches: 1) improving the models predictive performance even with incomplete description of the underlying physics; 2) improving the robustness of the model to noise in the dataset; 3) reduced effort to convergence during optimization for a new, previously unseen scenario by transfer optimization of a pre-existing model. Hence, we noticed the inclusion of a physics-based regularization term can substantially improve the equivalent data-driven surrogate model in many substantive ways, including an order of magnitude improvement in test error when the dataset is very noisy, and a 2-3x improvement when only partial physics is included. In addition, we propose a novel transfer optimization scheme for use in such surrogate modeling scenarios and demonstrate an approximately 3x improvement in speed to convergence and an order of magnitude improvement in predictive performance over conventional Xavier initialization for training of new scenarios.
We present a shock capturing method for large-eddy simulation of turbulent flows. The proposed method relies on physical mechanisms to resolve and smooth sharp unresolved flow features that may otherwise lead to numerical instability, such as shock waves and under-resolved thermal and shear layers. To that end, we devise various sensors to detect when and where the shear viscosity, bulk viscosity and thermal conductivity of the fluid do not suffice to stabilize the numerical solution. In such cases, the fluid viscosities are selectively increased to ensure the cell Peclet number is of order one so that these flow features can be well represented with the grid resolution. Although the shock capturing method is devised in the context of discontinuous Galerkin methods, it can be used with other discretization schemes. The performance of the method is illustrated through numerical simulation of external and internal flows in transonic, supersonic, and hypersonic regimes. For the problems considered, the shock capturing method performs robustly, provides sharp shock profiles, and has a small impact on the resolved turbulent structures. These three features are critical to enable robust and accurate large-eddy simulations of shock flows.
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