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Karniadakis, George Em

Publications and source records attributed to Karniadakis, George Em.

At least 37 records · Page 2

MyCrunchGPT: A LLM Assisted Framework for Scientific Machine Learning

Scientific machine learning (SciML) has advanced recently across many different areas in computational science and engineering. Here, the objective is to integrate data and physics seamlessly without the need of employing elaborate and computationally taxing data assimilation schemes. However, preprocessing, problem formulation, code generation, postprocessing, and analysis are still time- consuming and may prevent SciML from wide applicability in industrial applications and in digital twin frameworks. Here, we integrate the various stages of SciML under the umbrella of ChatGPT, to formulate MyCrunchGPT, which plays the role of a conductor orchestrating the entire workflow of SciML based on simple prompts by the user. Specifically, we present two examples that demonstrate the potential use of MyCrunchGPT in optimizing airfoils in aerodynamics, and in obtaining flow fields in various geometries in interactive mode, with emphasis on the validation stage. To demonstrate the flow of the MyCrunchGPT, and create an infrastructure that can facilitate a broader vision, we built a web app based guided user interface, that includes options for a comprehensive summary report. The overall objective is to extend MyCrunchGPT to handle diverse problems in computational mechanics, design, optimization and controls, and general scientific computing tasks involved in SciML, hence using it as a research assistant tool but also as an educational tool. While here the examples focus on fluid mechanics, future versions will target solid mechanics and materials science, geophysics, systems biology, and bioinformatics.

97 MATHEMATICS AND COMPUTING↗

Multifidelity deep operator networks for data-driven and physics-informed problems

Operator learning for complex nonlinear systems is increasingly common in modeling multi-physics and multi-scale systems. However, training such high-dimensional operators requires a large amount of expensive, high-fidelity data, either from experiments or simulations. In this work, we present a composite Deep Operator Network (DeepONet) for learning using two datasets with different levels of fidelity to accurately learn complex operators when sufficient high-fidelity data is not available. Additionally, we demonstrate that the presence of low-fidelity data can improve the predictions of physics-informed learning with DeepONets. We demonstrate the new multi-fidelity training in diverse examples, including modeling of the ice-sheet dynamics of the Humboldt glacier, Greenland, using two different fidelity models and also using the same physical model at two different resolutions.

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A hybrid deep neural operator/finite element method for ice-sheet modeling

One of the most challenging and consequential problems in climate modeling is to provide probabilistic projections of sea level rise. A large part of the uncertainty of sea level projections is due to uncertainty in ice sheet dynamics. At the moment, accurate quantification of the uncertainty is hindered by the cost of ice sheet computational models. In this work we develop a hybrid approach to approximate existing ice sheet models at a fraction of their cost. Our approach consists of replacing the finite element model for the momentum equations for the ice velocity, the most expensive part of an ice sheet model, with a Deep Operator Network, while we retain a classic finite element discretization for the evolution of the ice thickness. We show that the resulting hybrid model is very accurate and it is an order of magnitude faster than the traditional finite element model. Further, a distinctive feature of the proposed model, compared to other neural network approaches, is that it can handle high-dimensional parameter spaces (parameter fields) such as the basal friction at the bed of the glacier and can therefore be used for generating samples for uncertainty quantification. Further, we study the impact of hyper-parameters, number of unknowns and correlation length of the parameter distribution on the training and accuracy of the Deep Operator Network on a synthetic ice sheet model. We then target the evolution of the Humboldt glacier in Greenland and show that our hybrid model can provide accurate statistics of the glacier mass loss and can be effectively used to accelerate the quantification of uncertainty.

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Reliable extrapolation of deep neural operators informed by physics or sparse observations

Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks. As promising surrogate solvers of partial differential equations (PDEs) for real-time prediction, deep neural operators such as deep operator networks (DeepONets) provide a new simulation paradigm in science and engineering. Pure data-driven neural operators and deep learning models, in general, are usually limited to interpolation scenarios, where new predictions utilize inputs within the support of the training set. However, in the inference stage of real-world applications, the input may lie outside the support, i.e., extrapolation is required, which may result to large errors and unavoidable failure of deep learning models. Here, we address this challenge of extrapolation for deep neural operators. First, we systematically investigate the extrapolation behavior of DeepONets by quantifying the extrapolation complexity, via the 2-Wasserstein distance between two function spaces and propose a new strategy of bias–variance trade-off for extrapolation with respect to model capacity. Subsequently, we develop a complete workflow, including extrapolation determination, and we propose five reliable learning methods that guarantee a safe prediction under extrapolation by requiring additional information—the governing PDEs of the system or sparse new observations. The proposed methods are based on either fine-tuning a pre-trained DeepONet or multifidelity learning. We demonstrate the effectiveness of the proposed framework for various types of parametric PDEs. Furthermore, our systematic comparisons provide practical guidelines for selecting a proper extrapolation method depending on the available information, desired accuracy, and required inference speed.

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On the influence of over-parameterization in manifold based surrogates and deep neural operators

Constructing accurate and generalizable approximators (surrogate models) for complex physico-chemical processes exhibiting highly non-smooth dynamics is challenging. The main question is what type of surrogate models we should construct and should these models be under-parameterized or over-parameterized. In this work, we propose new developments and perform comparisons for two promising approaches: manifold-based polynomial chaos expansion (m-PCE) and the deep neural operator (DeepONet), and we examine the effect of over-parameterization on generalization. While m-PCE enables the construction of a mapping by first identifying low-dimensional embeddings of the input functions, parameters, and quantities of interest (QoIs), a neural operator learns the nonlinear mapping via the use of deep neural networks. Here, we demonstrate the performance of these methods in terms of generalization accuracy by solving the 2D time-dependent Brusselator reaction-diffusion system with uncertainty sources, modeling an autocatalytic chemical reaction between two species. We first propose an extension of the m-PCE by constructing a mapping between latent spaces formed by two separate embeddings of the input functions and the output QoIs. To further enhance the accuracy of the DeepONet, we introduce weight self-adaptivity in the loss function. We demonstrate that the performance of m-PCE and DeepONet is comparable for cases of relatively smooth input-output mappings. However, when highly non-smooth dynamics is considered, DeepONet shows higher approximation accuracy. We also find that for m-PCE, modest over-parameterization leads to better generalization, both within and outside of distribution, whereas aggressive over-parameterization leads to over-fitting. In contrast, an even highly over-parameterized DeepONet leads to better generalization for both smooth and non-smooth dynamics. Furthermore, we compare the performance of the above models with another recently proposed operator learning model, the Fourier Neural Operator, and show that its over-parameterization also leads to better generalization. Taken together, our studies show that m-PCE can provide very good accuracy at very low training cost, whereas a highly over-parameterized DeepONet can provide better accuracy and robustness to noise but at higher training cost. In both methods, the inference cost is negligible.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗

Accelerating gradient descent and Adam via fractional gradients

Here we propose a class of novel fractional-order optimization algorithms. We define a fractional-order gradient via the Caputo fractional derivatives that generalizes integer-order gradient. We refer it to as the Caputo fractional-based gradient, and develop an efficient implementation to compute it. A general class of fractional-order optimization methods is then obtained by replacing integer-order gradients with the Caputo fractional-based gradients. To give concrete algorithms, we consider gradient descent (GD) and Adam, and extend them to the Caputo fractional GD (CfGD) and the Caputo fractional Adam (CfAdam). We demonstrate the superiority of CfGD and CfAdam on several large scale optimization problems that arise from scientific machine learning applications, such as ill-conditioned least squares problem on real-world data and the training of neural networks involving non-convex objective functions. Numerical examples show that both CfGD and CfAdam result in acceleration over GD and Adam, respectively. We also derive error bounds of CfGD for quadratic functions, which further indicate that CfGD could mitigate the dependence on the condition number in the rate of convergence and results in significant acceleration over GD.

97 MATHEMATICS AND COMPUTING↗

Error Estimates of Residual Minimization Using Neural Networks for Linear PDES

We propose an abstract framework for analyzing the convergence of least-squares methods based on residual minimization when feasible solutions are neural networks. With the norm relations and compactness arguments, we derive error estimates for both continuous and discrete formulations of residual minimization in strong and weak forms. The formulations cover recently developed physicsinformed neural networks based on strong and variational formulations.

97 MATHEMATICS AND COMPUTING↗

Deep transfer operator learning for partial differential equations under conditional shift

Transfer learning enables the transfer of knowledge gained while learning to perform one task (source) to a related but different task (target), hence addressing the expense of data acquisition and labelling, potential computational power limitations and dataset distribution mismatches. Here, we propose a new transfer learning framework for task-specific learning (functional regression in partial differential equations) under conditional shift based on the deep operator network (DeepONet). Task-specific operator learning is accomplished by fine-tuning task-specific layers of the target DeepONet using a hybrid loss function that allows for the matching of individual target samples while also preserving the global properties of the conditional distribution of the target data. Inspired by conditional embedding operator theory, we minimize the statistical distance between labelled target data and the surrogate prediction on unlabelled target data by embedding conditional distributions onto a reproducing kernel Hilbert space. We demonstrate the advantages of our approach for various transfer learning scenarios involving nonlinear partial differential equations under diverse conditions due to shifts in the geometric domain and model dynamics. Our transfer learning framework enables fast and efficient learning of heterogeneous tasks despite considerable differences between the source and target domains.

42 ENGINEERING↗

Neural operator prediction of linear instability waves in high-speed boundary layers

Here, we investigate if neural operators can predict the linear evolution of instability waves in high-speed boundary layers. To this end, we extend the design of the DeepOnet to ensure accurate and robust predictions, and also to perform data assimilation. In particular, we train DeepONet to take as inputs an upstream disturbance and a downstream location of interest, and to provide as output the perturbation field downstream in the boundary layer. DeepONet thus approximates the linearized and parabolized Navier-Stokes operator for this flow. For successful application to the high-speed boundary layer problem, we add sample weighting and Fourier input features to the regular DeepONet formulation. Once trained, the DeepOnet can perform fast and accurate predictions of the downstream disturbances within the range of training frequencies (inside the distribution). In addition, we show that DeepONet can solve the inverse problem, where downstream wall measurements are adopted as input, and a trained network can predict the upstream disturbances that led to these observations. This capability, along with the forward predictions, allows us to perform a full data assimilation cycle efficiently: starting from wall-pressure data, we predict the upstream disturbance using the inverse DeepONet and its evolution using the forward DeepONet. Finally, we introduce three new metrics to benchmark the training, evaluation and break-even cost of neural operators.

42 ENGINEERING↗

When Do Extended Physics-Informed Neural Networks (XPINNs) Improve Generalization?

Physics-informed neural networks (PINNs) have become a popular choice for solving high-dimensional partial differential equations (PDEs) due to their excellent approximation power and generalization ability. Recently, extended PINNs (XPINNs) based on domain decomposition methods have attracted considerable attention due to their effectiveness in modeling multiscale and multiphysics problems and their parallelization. However, theoretical understanding of their convergence and generalization properties remains unexplored. In this study, we take an initial step towards understanding how and when XPINNs outperform PINNs. Specifically, for general multilayer PINNs and XPINNs, we first provide a prior generalization bound via the complexity of the target functions in the PDE problem and a posterior generalization bound via the posterior matrix norms of the networks after optimization. Moreover, based on our bounds, we analyze the conditions under which XPINNs improve generalization. Concretely, our theory shows that the key building block of XPINN, namely, the domain decomposition, introduces a tradeoff for generalization. On the one hand, XPINNs decompose the complex PDE solution into several simple parts, which decreases the complexity needed to learn each part and boosts generalization. On the other hand, decomposition leads to less training data being available in each subdomain, and hence such a model is typically prone to overfitting and may become less generalizable. Empirically, we choose five PDEs to show when XPINNs perform better than, similar to, or worse than PINNs, hence demonstrating and justifying our new theory.

97 MATHEMATICS AND COMPUTING↗

Approximation rates of DeepONets for learning operators arising from advection–diffusion equations

Here we present the analysis of approximation rates of operator learning in Chen and Chen (1995) and Lu et al. (2021), where continuous operators are approximated by a sum of products of branch and trunk networks. In this work, we consider the rates of learning solution operators from both linear and nonlinear advection–diffusion equations with or without reaction. We find that the approximation rates depend on the architecture of branch networks as well as the smoothness of inputs and outputs of solution operators.

97 MATHEMATICS AND COMPUTING↗

Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been successfully employed to solve diverse forward and inverse PDE problems. However, one disadvantage of the first generation of PINNs is that they usually have limited accuracy even with many training points. Here, we propose a new method, gradient-enhanced physics-informed neural networks (gPINNs), for improving the accuracy of PINNs. gPINNs leverage gradient information of the PDE residual and embed the gradient into the loss function. We tested gPINNs extensively and demonstrated the effectiveness of gPINNs in both forward and inverse PDE problems. Our numerical results show that gPINN performs better than PINN with fewer training points. Additionally, we combined gPINN with the method of residual-based adaptive refinement (RAR), a method for improving the distribution of training points adaptively during training, to further improve the performance of gPINN, especially in PDEs with solutions that have steep gradients.

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A comprehensive and fair comparison of two neural operators (with practical extensions) based on $\mathrm{FAIR}$ data

Neural operators can learn nonlinear mappings between function spaces and offer a new simulation paradigm for real-time prediction of complex dynamics for realistic diverse applications as well as for system identification in science and engineering. Herein, we investigate the performance of two neural operators, which have shown promising results so far, and we develop new practical extensions that will make them more accurate and robust and importantly more suitable for industrial-complexity applications. The first neural operator, DeepONet, was published in 2019 (Lu et al., 2019), and its original architecture was based on the universal approximation theorem of Chen & Chen (1995). The second one, named Fourier Neural Operator or FNO, was published in 2020, and it is based on parameterizing the integral kernel in the Fourier space. DeepONet is represented by a summation of products of neural networks (NNs), corresponding to the branch NN for the input function and the trunk NN for the output function; both NNs are general architectures, e.g., the branch NN can be replaced with a CNN or a ResNet. According to Kovachki et al. (2021), FNO in its continuous form can be viewed conceptually as a DeepONet with a specific architecture of the branch NN and a trunk NN represented by a trigonometric basis. In order to compare FNO with DeepONet computationally for realistic setups, we develop several extensions of FNO that can deal with complex geometric domains as well as mappings where the input and output function spaces are of different dimensions. We also develop an extended DeepONet with special features that provide inductive bias and accelerate training, and we present a faster implementation of DeepONet with cost comparable to the computational cost of FNO, which is based on the Fast Fourier Transform. Here we consider 16 different benchmarks to demonstrate the relative performance of the two neural operators, including instability wave analysis in hypersonic boundary layers, prediction of the vorticity field of a flapping airfoil, porous media simulations in complex-geometry domains, etc. We follow the guiding principles of FAIR (Findability, Accessibility, Interoperability, and Reusability) for scientific data management and stewardship. The performance of DeepONet and FNO is comparable for relatively simple settings, but for complex geometries the performance of FNO deteriorates greatly. We also compare theoretically the two neural operators and obtain similar error estimates for DeepONet and FNO under the same regularity assumptions.

42 ENGINEERING↗

Learning functional priors and posteriors from data and physics

In this work, we develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the proposed approach has two stages: (1) prior learning and (2) posterior estimation. At the first stage, we employ the physics-informed Generative Adversarial Networks (PI-GAN) to learn a functional prior either from a prescribed function distribution, e.g., Gaussian process, or from historical data and physics. At the second stage, we employ the Hamiltonian Monte Carlo (HMC) method to estimate the posterior in the latent space of PI-GANs. In addition, we use two different approaches to encode the physics: (1) automatic differentiation, used in the physicsinformed neural networks (PINNs) for scenarios with explicitly known partial differential equations (PDEs), and (2) operator regression using the deep operator network (DeepONet) for PDE-agnostic scenarios. We then test the proposed method for (1) meta-learning for one-dimensional regression, and forward/inverse PDE problems (combined with PINNs); (2) PDE-agnostic physical problems (combined with DeepONet), e.g., fractional diffusion as well as saturated stochastic (100-dimensional) flows in heterogeneous porous media; and (3) spatial-temporal regression problems, i.e., inference of a marine riser displacement field using experimental data from the Norwegian Deepwater Programme (NDP). The results demonstrate that the proposed approach can provide accurate predictions as well as uncertainty quantification given very limited scattered and noisy data, since historical data could be available to provide informative priors. In summary, the proposed method is capable of learning flexible functional priors, e.g., both Gaussian and non-Gaussian process, and can be readily extended to big data problems by enabling mini-batch training using stochastic HMC or normalizing flows since the latent space is generally characterized as low dimensional.

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