Bifidelity data-assisted neural networks in nonintrusive reduced-order modeling

arXiv.org Machine Learning

In this paper, we present a new nonintrusive reduced basis method when a cheap low-fidelity model and expensive high-fidelity model are available. The method relies on proper orthogonal decomposition (POD) to generate the high-fidelity reduced basis and a shallow multilayer perceptron to learn the high-fidelity reduced coefficients. In contrast to other methods, one distinct feature of the proposed method is to incorporate the features extracted from the low-fidelity data as the input feature, this approach not only improves the predictive capability of the neural network but also enables the decoupling the high-fidelity simulation from the online stage. Due to its nonin-trusive nature, it is applicable to general parameterized problems. We also provide several numerical examples to illustrate the effectiveness and performance of the proposed method.


Variational training of neural network approximations of solution maps for physical models

arXiv.org Machine Learning

Simulation of physical models has been one of main driven forces for scientific computing. Physical phenomena at different scales, e.g., macroscopic scale, microscopic scale, etc., are characterized by Newton's laws of motion, Darcy's law, Maxwell's equations, Schrödinger equation, etc. Solving these equations efficiently, especially those nonlinear ones, has challenged computational scientists for decades and led to remarkable development in algorithms and in computing hardware. As the rise of machine learning, particularly deep learning, many researchers have been attempting to adopt artificial neural networks (NN) to represent the high-dimensional solutions or the low-dimensional solution maps. This paper proposes a variational training framework for solving the solution map of low-dimensional physical models via NNs. Here we emphasize solving a solution map in contrast with fitting a solution map, where solving can be to some extent viewed as unsupervised learning with input functions only and fitting refers to supervised learning with both input functions and the corresponding solutions. Solving the solution map for physical models is feasible due to an intrinsic difference between the physical problems and other data-driven problems, e.g., handwriting recognition, speech recognition, spam detection, etc.


Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

arXiv.org Machine Learning

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and the dynamically orthogonal (DO) and bi-orthogonal (BO) methods for representing stochastic processes. Specifically, we propose two new Physics-Informed Neural Networks (PINNs) for solving time-dependent SPDEs, namely the NN-DO/BO methods, which incorporate the DO/BO constraints into the loss function with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the proposed methods overcome some of the drawbacks of the original DO/BO methods: we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and computational complexity as for forward problems. We demonstrate the capability of the proposed methods via several numerical examples: (1) A linear stochastic advection equation with deterministic initial condition where the original DO/BO method would fail; (2) Long-time integration of the stochastic Burgers' equation with many eigenvalue crossings during the whole time evolution where the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward and the inverse problem, including noisy initial data, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems.


Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems

arXiv.org Machine Learning

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In particular, in addition to the deep neural network (DNN) for the solution, a second DNN is considered that represents the residual of the PDE. The residual is then combined with the mismatch in the given data of the solution in order to formulate the loss function. This framework is effective but is lacking uncertainty quantification of the solution due to the inherent randomness in the data or due to the approximation limitations of the DNN architecture. Here, we propose a new method with the objective of endowing the DNN with uncertainty quantification for both sources of uncertainty, i.e., the parametric uncertainty and the approximation uncertainty. We first account for the parametric uncertainty when the parameter in the differential equation is represented as a stochastic process. Multiple DNNs are designed to learn the modal functions of the arbitrary polynomial chaos (aPC) expansion of its solution by using stochastic data from sparse sensors. We can then make predictions from new sensor measurements very efficiently with the trained DNNs. Moreover, we employ dropout to correct the over-fitting and also to quantify the uncertainty of DNNs in approximating the modal functions. We then design an active learning strategy based on the dropout uncertainty to place new sensors in the domain to improve the predictions of DNNs. Several numerical tests are conducted for both the forward and the inverse problems to quantify the effectiveness of PINNs combined with uncertainty quantification. This NN-aPC new paradigm of physics-informed deep learning with uncertainty quantification can be readily applied to other types of stochastic PDEs in multi-dimensions.


Extending classical surrogate modelling to ultrahigh dimensional problems through supervised dimensionality reduction: a data-driven approach

arXiv.org Machine Learning

Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are characterised by their ability to efficiently emulate complex computational models based on a small set of model runs used for training. An inherent limitation of many surrogate models is their susceptibility to the curse of dimensionality, which traditionally limits their applicability to a maximum of $\co(10^2)$ input dimensions. We present a novel approach at high-dimensional surrogate modelling that is model-, dimensionality reduction- and surrogate model- agnostic (black box), and can enable the solution of high dimensional (i.e. up to $\co(10^4)$) problems. After introducing the general algorithm, we demonstrate its performance by combining Kriging and polynomial chaos expansions surrogates and kernel principal component analysis. In particular, we compare the generalisation performance that the resulting surrogates achieve to the classical sequential application of dimensionality reduction followed by surrogate modelling on several benchmark applications, comprising an analytical function and two engineering applications of increasing dimensionality and complexity.