Search NASA⌕ Search

SEARCH · Search NASA

Results for “Partial Differential Equation Learning”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 73 records · Page 4

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

97 MATHEMATICS AND COMPUTING↗

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗

On the eigenvector bias of Fourier feature networks: From regression to solving multi-scale PDEs with physics-informed neural networks

Physics-informed neural networks (PINNs) are demonstrating remarkable promise in integrating physical models with gappy and noisy observational data, but they still struggle in cases where the target functions to be approximated exhibit high-frequency or multi-scale features. Here in this work we investigate this limitation through the lens of Neural Tangent Kernel (NTK) theory and elucidate how PINNs are biased towards learning functions along the dominant eigen-directions of their limiting NTK. Using this observation, we construct novel architectures that employ spatio-temporal and multi-scale random Fourier features, and justify how such coordinate embedding layers can lead to robust and accurate PINN models. Numerical examples are presented for several challenging cases where conventional PINN models fail, including wave propagation and reaction–diffusion dynamics, illustrating how the proposed methods can be used to effectively tackle both forward and inverse problems involving partial differential equations with multi-scale behavior.

42 ENGINEERING↗

Lift & Learn: Physics-informed machine learning for large-scale nonlinear dynamical systems

In this work, we present Lift & Learn, a physics-informed method for learning low-dimensional models for large-scale dynamical systems. The method exploits knowledge of a system’s governing equations to identify a coordinate transformation in which the system dynamics have quadratic structure. This transformation is called a lifting map because it often adds auxiliary variables to the system state. The lifting map is applied to data obtained by evaluating a model for the original nonlinear system. This lifted data is projected onto its leading principal components, and low-dimensional linear and quadratic matrix operators are fit to the lifted reduced data using a least-squares operator inference procedure. Analysis of our method shows that the Lift & Learn models are able to capture the system physics in the lifted coordinates at least as accurately as traditional intrusive model reduction approaches. This preservation of system physics makes the Lift & Learn models robust to changes in inputs. Numerical experiments on the FitzHugh–Nagumo neuron activation model and the compressible Euler equations demonstrate the generalizability of our model.

97 MATHEMATICS AND COMPUTING↗

Generalization error guaranteed auto-encoder-based nonlinear model reduction for operator learning

Many physical processes in science and engineering are naturally represented by operators between infinite-dimensional function spaces. The problem of operator learning, in this context, seeks to extract these physical processes from empirical data, which is challenging due to the infinite or high dimensionality of data. An integral component in addressing this challenge is model reduction, which reduces both the data dimensionality and problem size. In this paper, we utilize low-dimensional nonlinear structures in model reduction by investigating Auto-Encoder-based Neural Network (AENet). AENet first learns the latent variables of the input data and then learns the transformation from these latent variables to corresponding output data. Our numerical experiments validate the ability of AENet to accurately learn the solution operator of nonlinear partial differential equations. Furthermore, we establish a mathematical and statistical estimation theory that analyzes the generalization error of AENet. Finally, our theoretical framework shows that the sample complexity of training AENet is intricately tied to the intrinsic dimension of the modeled process, while also demonstrating the robustness of AENet to noise.

Auto-encoder↗

Real-time inference and extrapolation with Time-Conditioned UNet: Applications in hypersonic flows, incompressible flows, and global temperature forecasting

Neural Operators are fast and accurate surrogates for nonlinear mappings between functional spaces within training domains. Extrapolation beyond the training domain remains a grand challenge across all application areas. We present Time-Conditioned UNet (TC-UNet) as an operator learning method to solve time-dependent PDEs continuously in time without any temporal discretization, including in extrapolation scenarios. TC-UNet incorporates the temporal evolution of the PDE into its architecture by combining a parameter conditioning approach with the attention mechanism from the Transformer architecture. After training, TC-UNet makes real-time inferences on an arbitrary temporal grid. We demonstrate its extrapolation capability on a climate problem by estimating the global temperature for several years and also for inviscid hypersonic flow around a double cone. We propose different training strategies involving temporal bundling and sub-sampling. We demonstrate performance improvements for several benchmarks, performing extrapolation for long time intervals and zero-shot super-resolution time.

Deep learning↗

Learning physics-based reduced-order models from data using nonlinear manifolds

Here we present a novel method for learning reduced-order models of dynamical systems using nonlinear manifolds. First, we learn the manifold by identifying nonlinear structure in the data through a general representation learning problem. The proposed approach is driven by embeddings of low-order polynomial form. A projection onto the nonlinear manifold reveals the algebraic structure of the reduced-space system that governs the problem of interest. The matrix operators of the reduced-order model are then inferred from the data using operator inference. Numerical experiments on a number of nonlinear problems demonstrate the generalizability of the methodology and the increase in accuracy that can be obtained over reduced-order modeling methods that employ a linear subspace approximation.

97 MATHEMATICS AND COMPUTING↗

Learning generative neural networks with physics knowledge

Deep generative neural networks have enabled modeling complex distributions, but incorporating physics knowledge into the neural networks is still challenging and is at the core of current physics-based machine learning research. To this end, we propose a physics generative neural network (PhysGNN), a new class of generative neural networks for learning unknown distributions in a physical system described by partial differential equations (PDE). PhysGNN couples PDE systems with generative neural networks. It is a fully differentiable model that allows back-propagation of gradients through both numerical PDE solvers and generative neural networks, and is trained by minimizing the discrete Wasserstein distance between generated and observed probability distributions of the PDE outputs using the stochastic gradient descent method. Moreover, PhysGNN does not require adversarial training like standard generative neural networks, which offers better stability than adversarial training. We show that PhysGNN can learn complex distributions in stochastic inverse problems, where conventional methods such as maximum likelihood estimation and momentum matching methods may be inapplicable when little knowledge is known about the form of unknown distributions or the physical model is too complex. Furthermore, our method allows physics-based generative neural network training for learning complex distributions in the context of differential equations.

97 MATHEMATICS AND COMPUTING↗

On the effectiveness of neural operators at zero-shot weather downscaling

Machine-learning (ML) methods have shown great potential for weather downscaling. These data-driven approaches provide a more efficient alternative for producing high-resolution weather datasets and forecasts compared to physics-based numerical simulations. Neural operators, which learn solution operators for a family of partial differential equations, have shown great success in scientific ML applications involving physics-driven datasets. Neural operators are grid-resolution-invariant and are often evaluated on higher grid resolutions than they are trained on, i.e., zero-shot super-resolution. Given their promising zero-shot super-resolution performance on dynamical systems emulation, we present a critical investigation of their zero-shot weather downscaling capabilities, which is when models are tasked with producing high-resolution outputs using higher upsampling factors than are seen during training. To this end, we create two realistic downscaling experiments with challenging upsampling factors (e.g., 8x and 15x) across data from different simulations: the European Centre for Medium-Range Weather Forecasts Reanalysis version 5 (ERA5) and the Wind Integration National Dataset Toolkit. While neural operator-based downscaling models perform better than interpolation and a simple convolutional baseline, we show the surprising performance of an approach that combines a powerful transformer-based model with parameter-free interpolation at zero-shot weather downscaling. We find that this Swin-Transformer-based approach mostly outperforms models with neural operator layers in terms of average error metrics, whereas an Enhanced Super-Resolution Generative Adversarial Network-based approach is better than most models in terms of capturing the physics of the ground truth data. We suggest their use in future work as strong baselines.

17 WIND ENERGY↗

hp -VPINNs: Variational physics-informed neural networks with domain decomposition

We formulate a general framework for hp-variational physics-informed neural networks (hp-VPINNs) based on the nonlinear approximation of shallow and deep neural networks and hp-refinement via domain decomposition and projection onto the space of high-order polynomials. The trial space is the space of neural network, which is defined globally over the entire computational domain, while the test space contains piecewise polynomials. Specifically in this study, the hp-refinement corresponds to a global approximation with a local learning algorithm that can efficiently localize the network parameter optimization. Here, we demonstrate the advantages of hp-VPINNs in both accuracy and training cost for several numerical examples of function approximation and in solving differential equations.

42 ENGINEERING↗

Multi-Objective Adaptive Mesh Refinement Using Reinforcement Learning

Finite element methods approximate the solution to a partial differential equation (PDE) on a mesh consisting of many elements. In general, using more, smaller elements results in a lower error in the approximation. However, it is often possible to lower the error substantially by only refining, or decreasing the size of, the few elements in the mesh that have the highest error. Adaptive mesh refinement (AMR) is a process that selectively refines regions of a mesh with high error to achieve a desired accuracy in as few degrees of freedom (DOFs) as possible. AMR is favorable compared to uniform refinement, which refines all elements of the mesh equally, because it can often achieve the same accuracy without wasting extra computation time on refinement of elements that already have low error. However, it is difficult to know which elements to refine. In this report we explore ways to choose which elements to refine such that we minimize both the resulting error and the cumulative DOFs used in computation. In particular, we introduce a Pareto-front learning algorithm that trains a policy to give the optimal refinement actions to minimize the cumulative DOFs used to achieve a given target error. Such a policy is useful because it can be deployed on many different problem types where different accuracy levels are desired. Furthermore, training a single policy for a range of target errors allows us to use transfer learning to reduce the required training time.

97 MATHEMATICS AND COMPUTING↗

Hidden fluid mechanics: Learning velocity and pressure fields from flow visualizations

For centuries, flow visualization has been the art of making fluid motion visible in physical and biological systems. Although such flow patterns can be, in principle, described by the Navier-Stokes equations, extracting the velocity and pressure fields directly from the images is challenging. We addressed this problem by developing hidden fluid mechanics (HFM), a physics-informed deep-learning framework capable of encoding the Navier-Stokes equations into the neural networks while being agnostic to the geometry or the initial and boundary conditions. We demonstrate HFM for several physical and biomedical problems by extracting quantitative information for which direct measurements may not be possible.

Raissi, Maziar↗

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.

42 ENGINEERING↗

Sequential Decision Making (SDM) for Mesh Refinement and Model Selection in Multiscale, Multi-Physics Applications

Intelligent automation and decision support are needed to enhance computational efficiency and robustness in multiscale and multi-physics problems, including materials science, manufacturing, and climate and weather modeling. Current scientific computing approaches for enabling decisions by scientists fail to explore the role of learning, reasoning, and probabilistic planning. Often these decisions are not performed in real-time during the computation but are made prior to the start of the computation, which must be interrupted in order to make changes to the prior choices. Such interruptions at different stages of the computation increase the total computing time and the need for a human expert to frequently monitor the results. State of art scientific computing methods consist of rule-based algorithms that cannot automatically adapt to a dynamically changing computing environment. The development of a Sequential Decision Making (SDM) framework will automate scientific computing by optimizing the policies for mesh refinement, time-stepping, model and algorithm selection, resource allocation, and pre and post-processing. Our agent SDM framework for scientific computing will consist of data-driven learning (Classifier), automated reasoning (contextual knowledge), and probabilistic planning (Reinforcement Learning). In this project, we focused on three problems to demonstrate our SDM framework on a set of ordinary and partial differential equations. Classification of Lorenz system regions using Feed-Forward Neural Networks examined learning in the SDM framework. On the other hand, reasoning and planning in the SDM framework were used in two problems: adaptive time-stepping for nonlinear ODEs using on-policy RL algorithms, and adaptive mesh refinement for 2-D PDEs using off-policy RL algorithms.

97 MATHEMATICS AND COMPUTING↗

Scientific Discovery with Physics-Informed System Identification (Abbreviated Report)

My fellowship research focused on making physics-based simulations faster and more useful through machine learning. Many problems in science and engineering are governed by partial differential equations, but high-fidelity simulations are often too expensive to run repeatedly. I worked on improving Latent Space Dynamics Identification (LaSDI), a reduced-order modeling framework that compresses large simulation data sets into a smaller representation and then learns how that representation evolves over time. The motivation was to develop reduced models that remain accurate for more challenging systems, especially when predictions must remain reliable over long time intervals or when the underlying dynamics are more complicated than standard methods can easily handle. I also contributed to related work on Quandary, a high-performance software effort for simulation and control of open quantum systems, before focusing primarily on Latent Space Dynamics Identification methods. The main outcomes of the fellowship were two new algorithms (both of which were published), Rollout-LaSDI and Higher-Order LaSDI, together with supporting work on multi-stage Latent Space Dynamics Identification. Rollout-LaSDI improved long-term prediction by training the model to stay accurate over extended time horizons, and Higher-Order LaSDI broadened the method so it could model systems with higher-order time dynamics. My contributions to multistage Latent Space Dynamics Identification also helped show that its later training stages could be simplified without losing effectiveness, and that this behavior held across different model architectures and training strategies. Taken together, these advances improved the accuracy, flexibility, and practical value of reduced-order modeling tools for computational science.

97 MATHEMATICS AND COMPUTING↗

MIONet: Learning Multiple-Input Operators via Tensor Product

As an emerging paradigm in scientific machine learning, neural operators aim to learn operators, via neural networks, that map between infinite-dimensional function spaces. Several neural operators have been recently developed. However, all the existing neural operators are only designed to learn operators defined on a single Banach space; i.e., the input of the operator is a single function. Here, for the first time, we study the operator regression via neural networks for multiple-input operators defined on the product of Banach spaces. We first prove a universal approximation theorem of continuous multiple-input operators. We also provide a detailed theoretical analysis including the approximation error, which provides guidance for the design of the network architecture. Based on our theory and a low-rank approximation, we propose a novel neural operator, MIONet, to learn multiple-input operators. MIONet consists of several branch nets for encoding the input functions and a trunk net for encoding the domain of the output function. Here, we demonstrate that MIONet can learn solution operators involving systems governed by ordinary and partial differential equations. In our computational examples, we also show that we can endow MIONet with prior knowledge of the underlying system, such as linearity and periodicity, to further improve accuracy.

97 MATHEMATICS AND COMPUTING↗

Automated identification of dominant physical processes

The identification of processes that locally and approximately dominate dynamical system behavior has enabled significant advances in understanding and modeling nonlinear differential dynamical systems. Conventional methods of dominant process identification involve piecemeal and ad hoc (non-rigorous, informal) scaling analyses to identify dominant balances of governing equation terms and to delineate the spatiotemporal boundaries (boundaries in space and/or time) of each dominant balance. For the first time, we present an objective global measure of the fit of dominant balances to observations, which is desirable for automation, and was previously undefined. Furthermore, we propose a formal definition of the dominant balance identification problem in the form of an optimization problem. Here, we show that the optimization can be performed by various machine learning algorithms, enabling the automatic identification of dominant balances. Our method is algorithm agnostic and it eliminates reliance upon expert knowledge to identify dominant balances which are not known beforehand.

42 ENGINEERING↗

Self-adaptive weights based on balanced residual decay rate for physics-informed neural networks and deep operator networks

Physics-informed deep learning has emerged as a promising alternative for solving partial differential equations. However, for complex problems, training these networks can still be challenging, often resulting in unsatisfactory accuracy and efficiency. In this work, we demonstrate that the failure of plain physics-informed neural networks arises from the significant discrepancy in the convergence rate of residuals at different training points, where the slowest convergence rate dominates the overall solution convergence. Based on these observations, we propose a pointwise adaptive weighting method that balances the residual decay rate across different training points. The performance of our proposed adaptive weighting method is compared with current state-of-the-art adaptive weighting methods on benchmark problems for both physics-informed neural networks and physics-informed deep operator networks. In conclusion, through extensive numerical results we demonstrate that our proposed approach of balanced residual decay rates offers several advantages, including bounded weights, high prediction accuracy, fast convergence rate, low training uncertainty, low computational cost, and ease of hyperparameter tuning.

Balanced convergence rate↗