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Data assimilation empowered neural network parametrizations for subgrid processes in geophysical flows
In the past couple of years, there has been a proliferation in the use of machine learning approaches to represent subgrid-scale processes in geophysical flows with an aim to improve the forecasting capability and to accelerate numerical simulations of these flows. Despite its success for different types of flow, the online deployment of a data-driven closure model can cause instabilities and biases in modeling the overall effect of subgrid-scale processes, which in turn leads to inaccurate prediction. To tackle this issue, we exploit the data assimilation technique to correct the physics-based model coupled with the neural network as a surrogate for unresolved flow dynamics in multiscale systems. In particular, we use a set of neural network architectures to learn the correlation between resolved flow variables and the parametrizations of unresolved flow dynamics and formulate a data assimilation approach to correct the hybrid model during their online deployment. We illustrate our framework in a set of applications of the multiscale Lorenz 96 system for which the parametrization model for unresolved scales is exactly known, and the two-dimensional Kraichnan turbulence system for which the parametrization model for unresolved scales is not known a priori. Our analysis, therefore, comprises a predictive dynamical core empowered by (i) a data-driven closure model for subgrid-scale processes, (ii) a data assimilation approach for forecast error correction, and (iii) both data-driven closure and data assimilation procedures. We show significant improvement in the long-term prediction of the underlying chaotic dynamics with our framework compared to using only neural network parametrizations for future prediction. Moreover, we demonstrate that these data-driven parametrization models can handle the non-Gaussian statistics of subgrid-scale processes, and effectively improve the accuracy of outer data assimilation workflow loops in a modular nonintrusive way.
High‐Resolution National‐Scale Water Modeling Is Enhanced by Multiscale Differentiable Physics‐Informed Machine Learning
Abstract The National Water Model (NWM) is a key tool for flood forecasting, planning, and water management. Key challenges facing the NWM include calibration and parameter regionalization when confronted with big data. We present two novel versions of high‐resolution (∼37 km 2 ) differentiable models (a type of hybrid model): one with implicit, unit‐hydrograph‐style routing and another with explicit Muskingum‐Cunge routing in the river network. The former predicts streamflow at basin outlets whereas the latter presents a discretized product that seamlessly covers rivers in the conterminous United States (CONUS). Both versions use neural networks to provide a multiscale parameterization and process‐based equations to provide a structural backbone, which were trained simultaneously (“end‐to‐end”) on 2,807 basins across the CONUS and evaluated on 4,997 basins. Both versions show great potential to elevate future NWM performance for extensively calibrated as well as ungauged sites: the median daily Nash‐Sutcliffe efficiency of all 4,997 basins is improved to around 0.68 from 0.48 of NWM3.0. As they resolve spatial heterogeneity, both versions greatly improved simulations in the western CONUS and also in the Prairie Pothole Region, a long‐standing modeling challenge. The Muskingum‐Cunge version further improved performance for basins >10,000 km 2 . Overall, our results show how neural‐network‐based parameterizations can improve NWM performance for providing operational flood predictions while maintaining interpretability and multivariate outputs. The modeling system supports the Basic Model Interface (BMI), which allows seamless integration with the next‐generation NWM. We also provide a CONUS‐scale hydrologic data set for further evaluation and use.
Exploring Data Set Bias and Decision Support with Predictive Uncertainty Through Bayesian Approximations and Convolutional Neural Networks
Individual seismic catalogs can contain multiscale observations from fault level to global scales and associated waveforms from discrete events reflect crustal structure across many different scales and locations. Seismic network aperture, geographic location, and observation distance may not provide informative guidance or intuition on how different catalogs will behave across models trained under different conditions. We rely on uncertainty to provide guardrails for when to trust model decisions, but understanding when our uncertainty is trustworthy is an open challenge. Here, in this work, we explore Bayesian approximation methods for assigning predictive uncertainty in seismic event classification problems. We find that computationally expensive Bayesian approximations do not outperform simple ensemble methods. We also find that when exploiting multiple seismic event catalogs, joint training with data from all the catalogs combined with Bayesian approximations and supervised training for classification can obscure bias and result in less robust uncertainty while also not providing substantial performance benefits compared to training individual models for each catalog.
Learning constitutive relations using symmetric positive definite neural networks
In this work, we present a new neural-network architecture, called the Cholesky-factored symmetric positive definite neural network (SPD-NN), for modeling constitutive relations in computational mechanics. Instead of directly predicting the stress of the material, the SPD-NN trains a neural network to predict the Cholesky factor of the tangent stiffness matrix, based on which the stress is calculated in incremental form. As a result of this special structure, SPD-NN weakly imposes convexity on the strain energy function, satisfies the second order work criterion (Hill's criterion) and time consistency for path-dependent materials, and therefore improves numerical stability, especially when the SPD-NN is used in finite element simulations. Depending on the types of available data, we propose two training methods, namely direct training for strain and stress pairs and indirect training for loads and displacement pairs. We demonstrate the effectiveness of SPD-NN on hyperelastic, elasto-plastic, and multiscale fiber-reinforced plate problems from solid mechanics. The generality and robustness of SPD-NN make it a promising tool for a wide range of constitutive modeling applications.
The confluence of machine learning and multiscale simulations
Multiscale modeling has a long history of use in structural biology, as computational biologists strive to overcome the time- and length-scale limits of atomistic molecular dynamics. Contemporary machine learning techniques, such as deep learning, have promoted advances in virtually every field of science and engineering and are revitalizing the traditional notions of multiscale modeling. Deep learning has found success in various approaches for distilling information from fine-scale models, such as building surrogate models and guiding the development of coarse-grained potentials. However, perhaps its most powerful use in multiscale modeling is in defining latent spaces that enable efficient exploration of conformational space. In conclusion, this confluence of machine learning and multiscale simulation with modern high-performance computing promises a new era of discovery and innovation in structural biology.
Multiscale Flow for robust and optimal cosmological analysis
We propose Multiscale Flow, a generative Normalizing Flow that creates samples and models the field-level likelihood of two-dimensional cosmological data such as weak lensing. Multiscale Flow uses hierarchical decomposition of cosmological fields via a wavelet basis and then models different wavelet components separately as Normalizing Flows. The log-likelihood of the original cosmological field can be recovered by summing over the log-likelihood of each wavelet term. This decomposition allows us to separate the information from different scales and identify distribution shifts in the data such as unknown scale-dependent systematics. The resulting likelihood analysis can not only identify these types of systematics, but can also be made optimal, in the sense that the Multiscale Flow can learn the full likelihood at the field without any dimensionality reduction. We apply Multiscale Flow to weak lensing mock datasets for cosmological inference and show that it significantly outperforms traditional summary statistics such as power spectrum and peak counts, as well as machine learning–based summary statistics such as scattering transform and convolutional neural networks. We further show that Multiscale Flow is able to identify distribution shifts not in the training data such as baryonic effects. Finally, we demonstrate that Multiscale Flow can be used to generate realistic samples of weak lensing data.
Three‐Dimensional Permeability Inversion Using Convolutional Neural Networks and Positron Emission Tomography
Abstract Quantification of heterogeneous multiscale permeability in geologic porous media is key for understanding and predicting flow and transport processes in the subsurface. Recent utilization of in situ imaging, specifically positron emission tomography (PET), enables the measurement of three‐dimensional (3‐D) time‐lapse radiotracer solute transport in geologic media. However, accurate and computationally efficient characterization of the permeability distribution that controls the solute transport process remains challenging. Leveraging the relationship between local permeability variation and solute advection behavior, an encoder‐decoder based convolutional neural network (CNN) is implemented as a permeability inversion scheme using a single PET scan of a radiotracer pulse injection experiment as input. The CNN can accurately capture the 3‐D spatial correlation between the permeability and the radiotracer solute arrival time difference maps in geologic cores. We first test the inversion accuracy using synthetic test datasets and then test the accuracy on a suite of experimental PET imaging datasets acquired on four different geologic cores. The network‐predicted permeability maps from the geologic cores are used to parameterize forward numerical models that are directly compared with the experimental PET imaging data. The results indicate that a single trained network can generate robust 3‐D permeability inversion maps in seconds. Numerical models parameterized with these permeability maps closely capture the experimentally observed solute arrival time behavior. This work provides an unprecedented approach for efficiently characterizing multiscale permeability heterogeneity in complex geologic samples.
Predictive Data-driven Platform for Subsurface Energy Production
Subsurface energy activities such as unconventional resource recovery, enhanced geothermal energy systems, and geologic carbon storage require fast and reliable methods to account for complex, multiphysical processes in heterogeneous fractured and porous media. Although reservoir simulation is considered the industry standard for simulating these subsurface systems with injection and/or extraction operations, reservoir simulation requires spatio-temporal “Big Data” into the simulation model, which is typically a major challenge during model development and computational phase. In this work, we developed and applied various deep neural network-based approaches to (1) process multiscale image segmentation, (2) generate ensemble members of drainage networks, flow channels, and porous media using deep convolutional generative adversarial network, (3) construct multiple hybrid neural networks such as convolutional LSTM and convolutional neural network-LSTM to develop fast and accurate reduced order models for shale gas extraction, and (4) physics-informed neural network and deep Q-learning for flow and energy production. We hypothesized that physicsbased machine learning/deep learning can overcome the shortcomings of traditional machine learning methods where data-driven models have faltered beyond the data and physical conditions used for training and validation. We improved and developed novel approaches to demonstrate that physics-based ML can allow us to incorporate physical constraints (e.g., scientific domain knowledge) into ML framework. Outcomes of this project will be readily applicable for many energy and national security problems that are particularly defined by multiscale features and network systems.
Multiscale topology optimization of compressible and nearly incompressible anisotropic hyperelastic structures using physics-augmented neural networks
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MedNAS: Multiscale Training-Free Neural Architecture Search for Medical Image Analysis
Deep neural networks have demonstrated impressive results in medical image analysis, but designing suitable architectures for each specific task is expertise dependent and time consuming. Neural architecture search (NAS) offers an effective means of discovering architectures. It has been highly successful in numerous applications, particularly in natural image classification. Yet, medical images possess unique characteristics, such as small regions and a wide variety of lesion sizes, that differentiate them from natural images. Furthermore, most current NAS methods struggle with high computational costs, especially when dealing with high-resolution image datasets. In this article, we present a novel evolutionary NAS method called multiscale training-free neural architecture search (MSTF-NAS) to address these challenges. Specifically, to accommodate the broad range of lesion region sizes in disease diagnosis, we develop a new reduction cell search space that enables the search algorithm to explicitly identify the optimal scale combination for multiscale feature extraction. Further, to overcome the issue of high computational costs, we utilize training-free indicators as performance measures for candidate architectures, which allows us to search for the optimal architecture more efficiently. More specifically, by considering the capability and simplicity of various networks, we formulate a multiobjective optimization problem that involves two training-free indicators and model complexity for candidate architectures. Extensive experiments on a large medical image benchmark and a publicly available breast cancer detection dataset are conducted. The empirical results demonstrate that our MSTF-NAS outperforms both human-designed architectures and current state-of-the-art NAS algorithms on both datasets, indicating the effectiveness of our proposed method.
Machine-Learning-Based Multiscale Methods for 3D Modelling of Granular Materials by Incorporating History-Dependent State Variables
Over the past decades, the prevalence of machine learning (ML) methods has made the development of ML-based constitutive models for granular materials undoubtedly a popular subject. Numerous studies have been made to feature the loading path or history-dependent stress-strain response of granular media using neural networks. In this work, a novel finite element method (FEM)–ML multiscale approach was developed by incorporating internal variables to improve the simulation accuracy of 3D history-dependent granular materials for the first time. To this end, a surrogate constitutive model based on the single-step-based multi-layer perceptron (MLP) neural network was used to replace representative volume element (RVE) simulations conducted by the discrete element method (DEM) in the multiscale FEM–DEM approach. Although the prediction principle of the MLP aligns with the FEM algorithm, artificially added internal variables are required to differentiate the loading history. To address this issue, history variables associated with the Frobenius norm are proposed to be fed into the MLP coupled with the strain tensor to extract the history-dependent behaviour of granular assemblies. The developed FEM–ML approach was demonstrated in 3D conventional triaxial compression (CTC) simulations. Compared to the multiscale FEM–DEM approach, the proposed FEM–ML method exhibits a significantly improved computational efficiency.
Task-oriented machine learning surrogates for tipping points of agent-based models
We present a machine learning framework bridging manifold learning, neural networks, Gaussian processes, and Equation-Free multiscale approach, for the construction of different types of effective reduced order models from detailed agent-based simulators and the systematic multiscale numerical analysis of their emergent dynamics. The specific tasks of interest here include the detection of tipping points, and the uncertainty quantification of rare events near them. Our illustrative examples are an event-driven, stochastic financial market model describing the mimetic behavior of traders, and a compartmental stochastic epidemic model on an Erdös-Rényi network. We contrast the pros and cons of the different types of surrogate models and the effort involved in learning them. Importantly, the proposed framework reveals that, around the tipping points, the emergent dynamics of both benchmark examples can be effectively described by a one-dimensional stochastic differential equation, thus revealing the intrinsic dimensionality of the normal form of the specific type of the tipping point. This allows a significant reduction in the computational cost of the tasks of interest.
DeepM&Mnet: Inferring the electroconvection multiphysics fields based on operator approximation by neural networks
Electroconvection is a multiphysics problem involving coupling of the flow field with the electric field as well as the cation and anion concentration fields. Here, we use electroconvection as a benchmark problem to put forward a new data assimilation framework, the DeepM&Mnet, for simulating multiphysics and multiscale problems at speeds much faster than standard numerical methods using pre-trained neural networks. We first pre-train DeepONets that can predict independently each field, given general inputs from the rest of the fields of the coupled system. DeepONets can approximate nonlinear operators and are composed of two sub-networks, a branch net for the input fields and a trunk net for the locations of the output field. DeepONets, which are extremely fast, are used as building blocks in the DeepM&Mnet and form constraints for the multiphysics solution along with some sparse available measurements of any of the fields. We demonstrate the new methodology and document the accuracy of each individual DeepONet, and subsequently we present two different DeepM&Mnet architectures that infer accurately and efficiently 2D electroconvection fields for unseen electric potentials. Furthermore, the DeepM&Mnet framework is general and can be applied for building any complex multiphysics and multiscale models based on very few measurements using pre-trained DeepONets in a “plug-and-play” mode.
Multitask graph neural networks for elastoplastic response prediction in dual-phase polycrystals
Microstructure-sensitive prediction of elastoplastic response remains a recurring bottleneck in multiscale damage and fatigue modeling, where large ensembles of statistically distinct polycrystals are required to quantify variability and extreme-value behavior. In this work, we develop a multitask graph neural network (GNN) surrogate that maps dual-phase ferrite–martensite polycrystal microstructures to Statistical Volume Element (SVE)-level elastoplastic Quantities of Interest (QoIs). Each SVE is represented as a grain-adjacency graph, with node features encoding phase, geometry, and crystallographic orientation, and edge features encoding relative misorientation. A message-passing graph convolution generates node embeddings, which are pooled into a graph representation and passed to a multitask regression head that jointly predicts 10 scalar QoIs and vector-valued stress–strain responses in orthogonal loading directions across multiple martensite volume fractions and SVE sizes. Results show high accuracy for scalar QoIs and strong agreement for full stress–strain trajectories, with population envelopes reproducing both median behavior and finite-SVE variability across compositions and partition scales. A unified model trained on pooled volume-fraction data preserves most within-regime accuracy relative to regime-specific models while also capturing the broader cross-regime variation reflected in the pooled test set. Distributional comparisons further demonstrate that the surrogate preserves heterogeneity under SVE partitioning, enabling statistically consistent block-wise random-field construction for mesoscale analyses. Overall, the proposed grain-graph surrogate provides a practical pathway to accelerate ensemble-based studies of SVE-level constitutive variability in dual-phase polycrystals.
Physics-Guided, Physics-Informed, and Physics-Encoded Neural Networks and Operators in Scientific Computing: Fluid and Solid Mechanics
Abstract Advancements in computing power have recently made it possible to utilize machine learning and deep learning to push scientific computing forward in a range of disciplines, such as fluid mechanics, solid mechanics, materials science, etc. The incorporation of neural networks is particularly crucial in this hybridization process. Due to their intrinsic architecture, conventional neural networks cannot be successfully trained and scoped when data are sparse, which is the case in many scientific and engineering domains. Nonetheless, neural networks provide a solid foundation to respect physics-driven or knowledge-based constraints during training. Generally speaking, there are three distinct neural network frameworks to enforce the underlying physics: (i) physics-guided neural networks (PgNNs), (ii) physics-informed neural networks (PiNNs), and (iii) physics-encoded neural networks (PeNNs). These methods provide distinct advantages for accelerating the numerical modeling of complex multiscale multiphysics phenomena. In addition, the recent developments in neural operators (NOs) add another dimension to these new simulation paradigms, especially when the real-time prediction of complex multiphysics systems is required. All these models also come with their own unique drawbacks and limitations that call for further fundamental research. This study aims to present a review of the four neural network frameworks (i.e., PgNNs, PiNNs, PeNNs, and NOs) used in scientific computing research. The state-of-the-art architectures and their applications are reviewed, limitations are discussed, and future research opportunities are presented in terms of improving algorithms, considering causalities, expanding applications, and coupling scientific and deep learning solvers.
An adaptive, data-driven multiscale approach for dense granular flows
The accuracy of coarse-grained continuum models of dense granular flows is limited by the lack of high-fidelity closure models for granular rheology. One approach to addressing this issue, referred to as the hierarchical multiscale method, is to use a high-fidelity fine-grained model to compute the closure terms needed by the coarse-grained model. The difficulty with this approach is that the overall model can become computationally intractable due to the high computational cost of the high-fidelity model. In this work, we describe a multiscale modeling approach for dense granular flows that utilizes neural networks trained using high-fidelity discrete element method (DEM) simulations to approximate the constitutive granular rheology for a continuum incompressible flow model. Our approach leverages an ensemble of neural networks to estimate predictive uncertainty that allows us to determine whether the rheology at a given point is accurately represented by the neural network model. Additional DEM simulations are only performed when needed, minimizing the number of additional DEM simulations required when updating the rheology. This adaptive coupling significantly reduces the overall computational cost of the approach while controlling the error. In addition, the neural networks are customized to learn regularized rheological behavior to ensure well-posedness of the continuum solution. We first validate the approach using two-dimensional steady-state and decelerating inclined flows. We then demonstrate the efficiency of our approach by modeling three-dimensional sub-aerial granular column collapse for varying initial column aspect ratios, where our multiscale method compares well with the computationally expensive computational fluid dynamics (CFD)-DEM simulation.
Physics-informed neural networks for solving forward and inverse flow problems via the Boltzmann-BGK formulation
We report the Boltzmann equation with the Bhatnagar-Gross-Krook collision model (Boltzmann-BGK equation) has been employed to describe multiscale flows, i.e., from the hydrodynamic limit to free molecular flow. In this study we employ physics-informed neural networks (PINNs) to solve forward and inverse problems via the Boltzmann-BGK formulation (PINN-BGK), enabling PINNs to model flows in both the continuum and rarefied regimes. In particular, the PINN-BGK is composed of three sub-networks, i.e., the first for approximating the equilibrium distribution function, the second for approximating the non-equilibrium distribution function, and the third one for encoding the Boltzmann-BGK equation as well as the corresponding boundary/initial conditions. By minimizing the residuals of the governing equations and the mismatch between the predicted and provided boundary/initial conditions, we can approximate the Boltzmann-BGK equation for both continuous and rarefied flows. For forward problems, the PINN-BGK is utilized to solve various benchmark flows given boundary/initial conditions, e.g. Kovasznay flow, Taylor-Green flow, cavity flow, and micro Couette flow for Knudsen number up to 5. For inverse problems, we focus on rarefied flows in which accurate boundary conditions are difficult to obtain. We employ the PINN-BGK to infer the flow field in the entire computational domain given a limited number of interior scattered measurements on the velocity without using the (unknown) boundary conditions. Results for the two-dimensional micro Couette and micro cavity flows with Knudsen numbers ranging from 0.1 to 10 indicate that the PINN-BGK can infer the velocity field in the entire domain with good accuracy. Finally, we also present some results on using transfer learning to accelerate the training process. Specifically, we can obtain a three-fold speedup comparted to the standard training process (e.g., Adam plus L-BFG-B) for the two-dimensional flow problems considered in our work.