The development of efficient surrogates for partial differential equations (PDEs) is a critical step towards scalable modeling of complex, multiscale systems-of-systems. Convolutional neural networks (CNNs) have gained popularity as the basis for such surrogate models due to their success in capturing high-dimensional input-output mappings and the negligible cost of a forward pass. However, the high cost of generating training data -- typically via classical numerical solvers -- raises the question of whether these models are worth pursuing over more straightforward alternatives with well-established theoretical foundations, such as Monte Carlo methods. To reduce the cost of data generation, we propose training a CNN surrogate model on a mixture of numerical solutions to both the $d$-dimensional problem and its ($d-1$)-dimensional approximation, taking advantage of the efficiency savings guaranteed by the curse of dimensionality. We demonstrate our approach on a multiphase flow test problem, using transfer learning to train a dense fully-convolutional encoder-decoder CNN on the two classes of data. Numerical results from a sample uncertainty quantification task demonstrate that our surrogate model outperforms Monte Carlo with several times the data generation budget.

Hydrological models often involve constitutive laws that may not be optimal in every application. We propose to replace such laws with the Kolmogorov-Arnold networks (KANs), a class of neural networks designed to identify symbolic expressions. We demonstrate KAN's potential on the problem of baseflow identification, a notoriously challenging task plagued by significant uncertainty. KAN-derived functional dependencies of the baseflow components on the aridity index outperform their original counterparts. On a test set, they increase the Nash-Sutcliffe Efficiency (NSE) by 67%, decrease the root mean squared error by 30%, and increase the Kling-Gupta efficiency by 24%. This superior performance is achieved while reducing the number of fitting parameters from three to two. Next, we use data from 378 catchments across the continental United States to refine the water-balance equation at the mean-annual scale. The KAN-derived equations based on the refined water balance outperform both the current aridity index model, with up to a 105% increase in NSE, and the KAN-derived equations based on the original water balance. While the performance of our model and tree-based machine learning methods is similar, KANs offer the advantage of simplicity and transparency and require no specific software or computational tools. This case study focuses on the aridity index formulation, but the approach is flexible and transferable to other hydrological processes.

Geosteering, a key component of drilling operations, traditionally involves manual interpretation of various data sources such as well-log data. This introduces subjective biases and inconsistent procedures. Academic attempts to solve geosteering decision optimization with greedy optimization and Approximate Dynamic Programming (ADP) showed promise but lacked adaptivity to realistic diverse scenarios. Reinforcement learning (RL) offers a solution to these challenges, facilitating optimal decision-making through reward-based iterative learning. State estimation methods, e.g., particle filter (PF), provide a complementary strategy for geosteering decision-making based on online information. We integrate an RL-based geosteering with PF to address realistic geosteering scenarios. Our framework deploys PF to process real-time well-log data to estimate the location of the well relative to the stratigraphic layers, which then informs the RL-based decision-making process. We compare our method's performance with that of using solely either RL or PF. Our findings indicate a synergy between RL and PF in yielding optimized geosteering decisions.

A primary challenge of physics-informed machine learning (PIML) is its generalization beyond the training domain, especially when dealing with complex physical problems represented by partial differential equations (PDEs). This paper aims to enhance the generalization capabilities of PIML, facilitating practical, real-world applications where accurate predictions in unexplored regions are crucial. We leverage the inherent causality and temporal sequential characteristics of PDE solutions to fuse PIML models with recurrent neural architectures based on systems of ordinary differential equations, referred to as neural oscillators. Through effectively capturing long-time dependencies and mitigating the exploding and vanishing gradient problem, neural oscillators foster improved generalization in PIML tasks. Extensive experimentation involving time-dependent nonlinear PDEs and biharmonic beam equations demonstrates the efficacy of the proposed approach. Incorporating neural oscillators outperforms existing state-of-the-art methods on benchmark problems across various metrics. Consequently, the proposed method improves the generalization capabilities of PIML, providing accurate solutions for extrapolation and prediction beyond the training data.

Hysteresis is a ubiquitous phenomenon in science and engineering; its modeling and identification are crucial for understanding and optimizing the behavior of various systems. We develop an ordinary differential equation-based recurrent neural network (RNN) approach to model and quantify the hysteresis, which manifests itself in sequentiality and history-dependence. Our neural oscillator, HystRNN, draws inspiration from coupled-oscillatory RNN and phenomenological hysteresis models to update the hidden states. The performance of HystRNN is evaluated to predict generalized scenarios, involving first-order reversal curves and minor loops. The findings show the ability of HystRNN to generalize its behavior to previously untrained regions, an essential feature that hysteresis models must have. This research highlights the advantage of neural oscillators over the traditional RNN-based methods in capturing complex hysteresis patterns in magnetic materials, where traditional rate-dependent methods are inadequate to capture intrinsic nonlinearity.

We present a data-driven learning approach for unknown nonautonomous dynamical systems with time-dependent inputs based on dynamic mode decomposition (DMD). To circumvent the difficulty of approximating the time-dependent Koopman operators for nonautonomous systems, a modified system derived from local parameterization of the external time-dependent inputs is employed as an approximation to the original nonautonomous system. The modified system comprises a sequence of local parametric systems, which can be well approximated by a parametric surrogate model using our previously proposed framework for dimension reduction and interpolation in parameter space (DRIPS). The offline step of DRIPS relies on DMD to build a linear surrogate model, endowed with reduced-order bases (ROBs), for the observables mapped from training data. Then the offline step constructs a sequence of iterative parametric surrogate models from interpolations on suitable manifolds, where the target/test parameter points are specified by the local parameterization of the test external time-dependent inputs. We present a number of numerical examples to demonstrate the robustness of our method and compare its performance with deep neural networks in the same settings.

This article presents an approach for modelling hysteresis in piezoelectric materials, that leverages recent advancements in machine learning, particularly in sparse-regression techniques. While sparse regression has previously been used to model various scientific and engineering phenomena, its application to nonlinear hysteresis modelling in piezoelectric materials has yet to be explored. The study employs the least-squares algorithm with a sequential threshold to model the dynamic system responsible for hysteresis, resulting in a concise model that accurately predicts hysteresis for both simulated and experimental piezoelectric material data. Several numerical experiments are performed, including learning butterfly-shaped hysteresis and modelling real-world hysteresis data for a piezoelectric actuator. The presented approach is compared to traditional regression-based and neural network methods, demonstrating its efficiency and robustness.

Neuronal dynamics is driven by externally imposed or internally generated random excitations/noise, and is often described by systems of stochastic ordinary differential equations. A solution to these equations is the joint probability density function (PDF) of neuron states. It can be used to calculate such information-theoretic quantities as the mutual information between the stochastic stimulus and various internal states of the neuron (e.g., membrane potential), as well as various spiking statistics. When random excitations are modeled as Gaussian white noise, the joint PDF of neuron states satisfies exactly a Fokker-Planck equation. However, most biologically plausible noise sources are correlated (colored). In this case, the resulting PDF equations require a closure approximation. We propose two methods for closing such equations: a modified nonlocal large-eddy-diffusivity closure and a data-driven closure relying on sparse regression to learn relevant features. The closures are tested for stochastic leaky integrate-and-fire (LIF) and FitzHugh-Nagumo (FHN) neurons driven by sine-Wiener noise. Mutual information and total correlation between the random stimulus and the internal states of the neuron are calculated for the FHN neuron.

Timely completion of design cycles for multiscale and multiphysics systems ranging from consumer electronics to hypersonic vehicles relies on rapid simulation-based prototyping. The latter typically involves high-dimensional spaces of possibly correlated control variables (CVs) and quantities of interest (QoIs) with non-Gaussian and/or multimodal distributions. We develop a model-agnostic, moment-independent global sensitivity analysis (GSA) that relies on differential mutual information to rank the effects of CVs on QoIs. Large amounts of data, which are necessary to rank CVs with confidence, are cheaply generated by a deep neural network (DNN) surrogate model of the underlying process. The DNN predictions are made explainable by the GSA so that the DNN can be deployed to close design loops. Our information-theoretic framework is compatible with a wide variety of black-box models. Its application to multiscale supercapacitor design demonstrates that the CV rankings facilitated by a domain-aware Graph-Informed Neural Network are better resolved than their counterparts obtained with a physics-based model for a fixed computational budget. Consequently, our information-theoretic GSA provides an "outer loop" for accelerated product design by identifying the most and least sensitive input directions and performing subsequent optimization over appropriately reduced parameter subspaces.

Typically this requires casting the original deterministic physics-based model into a probabilistic framework where inputs or control variables (CVs) are treated as random variables with probability distributions derived from available experimental data, manufacturing constraints, design criteria, expert judgment, and/or other domain knowledge (e.g., see [1]). Running the physics-based model with CVs sampled according to these distributions yields corresponding realizations of the system response as characterized by quantities of interest (QoIs). Analysis of the uncertainty propagation from the CVs to the QoIs informs decision-making, e.g., it informs engineering decisions aimed at improving the quality and reliability of designed products and helps identify potential risks at early stages in the design and manufacturing process. Quantitatively assessing uncertainty propagation presents a fundamental challenge due to the computational cost of the underlying physics-based model. Even for a low number of CVs and QoIs, uncertainty quantification (UQ) for, e.g., accelerating the simulation-aided design of multiscale systems and data-centric engineering tasks more generally ([2]), requires a large number of repeated observations of QoIs to achieve a high degree of confidence in such an analysis. The sampling cost is further exacerbated in real-world applications where distributions on QoIs are typically non-Gaussian, skewed, and/or mutually correlated, and therefore need to be characterized by their full probability density function (PDF) rather than through summary statistics such as mean and variance. The computational cost of nonparametric methods to estimate these densities can become prohibitively high when using a fully-featured physics-based model to compute each sample. One approach to alleviate the computational burden is to derive a cheaper-to-compute surrogate for the physicsbased model's response enabling much faster generation of output data and thus overcoming computational bottlenecks.