Modeling subsurface fluid flow in porous media is crucial for applications such as oil and gas exploration. However, the inherent heterogeneity and multi-scale characteristics of these systems pose significant challenges in accurately reconstructing fluid flow behaviors. To address this issue, we proposed Fourier Preconditioner-based Hierarchical Multiscale Net (FP-HMsNet), an efficient hierarchical preconditioner-learner architecture that combines Fourier Neural Operators (FNO) with multi-scale neural networks to reconstruct multi-scale basis functions of high-dimensional subsurface fluid flow. Using a dataset comprising 102,757 training samples, 34,252 validation samples, and 34,254 test samples, we ensured the reliability and generalization capability of the model. Experimental results showed that FP-HMsNet achieved an MSE of 0.0036, an MAE of 0.0375, and an R2 of 0.9716 on the testing set, significantly outperforming existing models and demonstrating exceptional accuracy and generalization ability. Additionally, robustness tests revealed that the model maintained stability under various levels of noise interference. Ablation studies confirmed the critical contribution of the preconditioner and multi-scale pathways to the model's performance. Compared to current models, FP-HMsNet not only achieved lower errors and higher accuracy but also demonstrated faster convergence and improved computational efficiency, establishing itself as the state-of-the-art (SOTA) approach. This model offers a novel method for efficient and accurate subsurface fluid flow modeling, with promising potential for more complex real-world applications.

This research investigates the application of Multigrid Neural Operator (MgNO), a neural operator architecture inspired by multigrid methods, in the simulation for multiphase flow within porous media. The architecture is adjusted to manage a variety of crucial factors, such as permeability and porosity heterogeneity. The study extendes MgNO to time-dependent porous media flow problems and validate its accuracy in predicting essential aspects of multiphase flows. Furthermore, the research provides a detailed comparison between MgNO and Fourier Neural Opeartor (FNO), which is one of the most popular neural operator methods, on their performance regarding prediction error accumulation over time. This aspect provides valuable insights into the models' long-term predictive stability and reliability. The study demonstrates MgNO's capability to effectively simulate multiphase flow problems, offering considerable time savings compared to traditional simulation methods, marking an advancement in integrating data-driven methodologies in geoscience applications.

For solving problems from the domain of Mobility-on-Demand (MoD), we often need to connect vehicle plans into plans spanning longer time, a process we call plan chaining. As we show in this work, chaining of the plans can be used to reduce the size of MoD providers' fleet (fleet-sizing problem) but also to reduce the total driven distance by providing high-quality vehicle dispatching solutions in MoD systems. Recently, a solution that uses this principle has been proposed to solve the fleet-sizing problem. The method does not consider the time flexibility of the plans. Instead, plans are fixed in time and cannot be delayed. However, time flexibility is an essential property of all vehicle problems with time windows. This work presents a new plan chaining formulation that considers delays as allowed by the time windows and a solution method for solving it. Moreover, we prove that the proposed plan chaining method is optimal, and we analyze its complexity. Finally, we list some practical applications and perform a demonstration for one of them: a new heuristic vehicle dispatching method for solving the static dial-a-ride problem. The demonstration results show that our proposed method provides a better solution than the two heuristic baselines for the majority of instances that cannot be solved optimally. At the same time, our method does not have the largest computational time requirements compared to the baselines. Therefore, we conclude that the proposed optimal chaining method provides not only theoretically sound results but is also practically applicable.

We present an algorithm that computes exact maximum flows and minimum-cost flows on directed graphs with m edges and polynomially bounded integral demands, costs, and capacities in m1 o(1) time. Our algorithm builds the flow through a sequence of m1 o(1) approximate undirected minimum-ratio cycles, each of which is computed and processed in amortized mo(1) time using a new dynamic graph data structure. Our framework extends to algorithms running in m1 o(1) time for computing flows that minimize general edge-separable convex functions to high accuracy. This gives almost-linear time algorithms for several problems including entropy-regularized optimal transport, matrix scaling, p-norm flows, and p-norm isotonic regression on arbitrary directed acyclic graphs. The maximum flow problem and its generalization, the minimum-cost flow problem, are classic combinatorial graph problems that find numerous applications in engineering and scientific computing.

We present a fast online solver for large scale maximum-flow problems as they occur in portfolio optimization, inventory management, computer vision, and logistics. Our algorithm solves an integer linear program in an online fashion. It exploits total unimodularity of the constraint matrix and a Lagrangian relaxation to solve the problem as a convex online game. The algorithm generates approximate solutions of max-flow problems by performing stochastic gradient descent on a set of flows. We apply the algorithm to optimize tier arrangement of over 80 Million web pages on a layered set of caches to serve an incoming query stream optimally.

Optimal power flow (OPF) is a critical optimization problem that allocates power to the generators in order to satisfy the demand at a minimum cost. Solving this problem exactly is computationally infeasible in the general case. In this work, we propose to leverage graph signal processing and machine learning. More specifically, we use a graph neural network to learn a nonlinear parametrization between the power demanded and the corresponding allocation. We learn the solution in an unsupervised manner, minimizing the cost directly. In order to take into account the electrical constraints of the grid, we propose a novel barrier method that is differentiable and works on initially infeasible points. We show through simulations that the use of GNNs in this unsupervised learning context leads to solutions comparable to standard solvers while being computationally efficient and avoiding constraint violations most of the time.

We propose a framework for speeding up maximum flow computation by using predictions. A prediction is a flow, i.e., an assignment of non-negative flow values to edges, which satisfies the flow conservation property, but does not necessarily respect the edge capacities of the actual instance (since these were unknown at the time of learning). We present an algorithm that, given an $m$-edge flow network and a predicted flow, computes a maximum flow in $O(m\eta)$ time, where $\eta$ is the $\ell_1$ error of the prediction, i.e., the sum over the edges of the absolute difference between the predicted and optimal flow values. Moreover, we prove that, given an oracle access to a distribution over flow networks, it is possible to efficiently PAC-learn a prediction minimizing the expected $\ell_1$ error over that distribution. Our results fit into the recent line of research on learning-augmented algorithms, which aims to improve over worst-case bounds of classical algorithms by using predictions, e.g., machine-learned from previous similar instances. So far, the main focus in this area was on improving competitive ratios for online problems. Following Dinitz et al. (NeurIPS 2021), our results are one of the firsts to improve the running time of an offline problem.

Abstract--Imposing physical constraints on neural networks as a method of knowledge embedding has achieved great progress in solving physical problems described by governing equations. However, for many engineering problems, governing equations often have complex forms, including complex partial derivatives or stochastic physical fields, which results in significant inconveniences from the perspective of implementation. In this paper, a scientific machine learning framework, called AutoKE, is proposed, and a reservoir flow problem is taken as an instance to demonstrate that this framework can effectively automate the process of embedding physical knowledge. In AutoKE, an emulator comprised of deep neural networks (DNNs) is built for predicting the physical variables of interest. An arbitrarily complex equation can be parsed and automatically converted into a computational graph through the equation parser module, and the fitness of the emulator to the governing equation is evaluated via automatic differentiation. Furthermore, the fixed weights in the loss function are substituted with adaptive weights by incorporating the Lagrangian dual method. Neural architecture search (NAS) is also introduced into the AutoKE to select an optimal network architecture of the emulator according to the specific problem. Finally, we apply transfer learning to enhance the scalability of the emulator. In experiments, the framework is verified by a series of physical problems in which it can automatically embed physical knowledge into an emulator without heavy hand-coding. The results demonstrate that the emulator can not only make accurate predictions, but also be applied to similar problems with high efficiency via transfer learning. Impact Statement -- Embedding physical knowledge into machine learning has been widely applied in solving scientific computing problems. However, it is tedious and time-consuming to establish the emulator and embed physical knowledge into it.

Inconsistency in prediction problems occurs when instances that relate in a certain way on condition attributes, do not follow the same relation on the decision attribute. For example, in ordinal classification with monotonicity constraints, it occurs when an instance dominating another instance on condition attributes has been assigned to a worse decision class. It typically appears as a result of perturbation in data caused by incomplete knowledge (missing attributes) or by random effects that occur during data generation (instability in the assessment of decision attribute values). Inconsistencies with respect to a crisp preorder relation (expressing either dominance or indiscernibility between instances) can be handled using symbolic approaches like rough set theory and by using statistical/machine learning approaches that involve optimization methods. Fuzzy rough sets can also be seen as a symbolic approach to inconsistency handling with respect to a fuzzy relation. In this article, we introduce a new machine learning method for inconsistency handling with respect to a fuzzy preorder relation. The novel approach is motivated by the existing machine learning approach used for crisp relations. We provide statistical foundations for it and develop optimization procedures that can be used to eliminate inconsistencies. The article also proves important properties and contains didactic examples of those procedures.

The theory-guided convolutional neural network (TgCNN) framework, which can incorporate discretized governing equation residuals into the training of convolutional neural networks (CNNs), is extended to two-phase porous media flow problems in this work. The two principal variables of the considered problem, pressure and saturation, are approximated simultaneously with two CNNs, respectively. Pressure and saturation are coupled with each other in the governing equations, and thus the two networks are also mutually conditioned in the training process by the discretized governing equations, which also increases the difficulty of model training. The coupled and discretized equations can provide valuable information in the training process. With the assistance of theory-guidance, the TgCNN surrogates can achieve better accuracy than ordinary CNN surrogates in two-phase flow problems. Moreover, a piecewise training strategy is proposed for the scenario with varying well controls, in which the TgCNN surrogates are constructed for different segments on the time dimension and stacked together to predict solutions for the whole time-span. For scenarios with larger variance of the formation property field, the TgCNN surrogates can also achieve satisfactory performance. The constructed TgCNN surrogates are further used for inversion of permeability fields by combining them with the iterative ensemble smoother (IES) algorithm, and sufficient inversion accuracy is obtained with improved efficiency.