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Abstract:We present GoRINNs: numerical analysis-informed neural networks for the solution of inverse problems of non-linear systems of conservation laws. GoRINNs are based on high-resolution Godunov schemes for the solution of the Riemann problem in hyperbolic Partial Differential Equations (PDEs). In contrast to other existing machine learning methods that learn the numerical fluxes of conservative Finite Volume methods, GoRINNs learn the physical flux function per se. Due to their structure, GoRINNs provide interpretable, conservative schemes, that learn the solution operator on the basis of approximate Riemann solvers that satisfy the Rankine-Hugoniot condition. The performance of GoRINNs is assessed via four benchmark problems, namely the Burgers', the Shallow Water, the Lighthill-Whitham-Richards and the Payne-Whitham traffic flow models. The solution profiles of these PDEs exhibit shock waves, rarefactions and/or contact discontinuities at finite times. We demonstrate that GoRINNs provide a very high accuracy both in the smooth and discontinuous regions.

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Abstract:We present GRINNs: numerical analysis-informed neural networks for the solution of inverse problems of non-linear systems of conservation laws. GRINNs are based on high-resolution Godunov schemes for the solution of the Riemann problem in hyperbolic Partial Differential Equations (PDEs). In contrast to other existing machine learning methods that learn the numerical fluxes of conservative Finite Volume methods, GRINNs learn the physical flux function per se. Due to their structure, GRINNs provide interpretable, conservative schemes, that learn the solution operator on the basis of approximate Riemann solvers that satisfy the Rankine-Hugoniot condition. The performance of GRINNs is assessed via four benchmark problems, namely the Burgers', the Shallow Water, the Lighthill-Whitham-Richards and the Payne-Whitham traffic flow models. The solution profiles of these PDEs exhibit shock waves, rarefactions and/or contact discontinuities at finite times. We demonstrate that GRINNs provide a very high accuracy both in the smooth and discontinuous regions.

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Abstract:We present a stability analysis of Physics-Informed Neural Networks (PINNs) coupled with random projections, for the numerical solution of (stiff) linear differential equations. For our analysis, we consider systems of linear ODEs, and linear parabolic PDEs. We prove that properly designed PINNs offer consistent and asymptotically stable numerical schemes, thus convergent schemes. In particular, we prove that multi-collocation random projection PINNs guarantee asymptotic stability for very high stiffness and that single-collocation PINNs are $A$-stable. To assess the performance of the PINNs in terms of both numerical approximation accuracy and computational cost, we compare it with other implicit schemes and in particular backward Euler, the midpoint, trapezoidal (Crank-Nikolson), the 2-stage Gauss scheme and the 2 and 3 stages Radau schemes. We show that the proposed PINNs outperform the above traditional schemes, in both numerical approximation accuracy and importantly computational cost, for a wide range of step sizes.

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Abstract:Deep Operator Networks (DeepOnets) have revolutionized the domain of scientific machine learning for the solution of the inverse problem for dynamical systems. However, their implementation necessitates optimizing a high-dimensional space of parameters and hyperparameters. This fact, along with the requirement of substantial computational resources, poses a barrier to achieving high numerical accuracy. Here, inpsired by DeepONets and to address the above challenges, we present Random Projection-based Operator Networks (RandONets): shallow networks with random projections that learn linear and nonlinear operators. The implementation of RandONets involves: (a) incorporating random bases, thus enabling the use of shallow neural networks with a single hidden layer, where the only unknowns are the output weights of the network's weighted inner product; this reduces dramatically the dimensionality of the parameter space; and, based on this, (b) using established least-squares solvers (e.g., Tikhonov regularization and preconditioned QR decomposition) that offer superior numerical approximation properties compared to other optimization techniques used in deep-learning. In this work, we prove the universal approximation accuracy of RandONets for approximating nonlinear operators and demonstrate their efficiency in approximating linear nonlinear evolution operators (right-hand-sides (RHS)) with a focus on PDEs. We show, that for this particular task, RandONets outperform, both in terms of numerical approximation accuracy and computational cost, the ``vanilla" DeepOnets.

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Abstract:We present a physics-informed neural network (PINN) approach for the discovery of slow invariant manifolds (SIMs), for the most general class of fast/slow dynamical systems of ODEs. In contrast to other machine learning (ML) approaches that construct reduced order black box surrogate models using simple regression, and/or require a priori knowledge of the fast and slow variables, our approach, simultaneously decomposes the vector field into fast and slow components and provides a functional of the underlying SIM in a closed form. The decomposition is achieved by finding a transformation of the state variables to the fast and slow ones, which enables the derivation of an explicit, in terms of fast variables, SIM functional. The latter is obtained by solving a PDE corresponding to the invariance equation within the Geometric Singular Perturbation Theory (GSPT) using a single-layer feedforward neural network with symbolic differentiation. The performance of the proposed physics-informed ML framework is assessed via three benchmark problems: the Michaelis-Menten, the target mediated drug disposition (TMDD) reaction model and a fully competitive substrate-inhibitor(fCSI) mechanism. We also provide a comparison with other GPST methods, namely the quasi steady state approximation (QSSA), the partial equilibrium approximation (PEA) and CSP with one and two iterations. We show that the proposed PINN scheme provides SIM approximations, of equivalent or even higher accuracy, than those provided by QSSA, PEA and CSP, especially close to the boundaries of the underlying SIMs.

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Authors:Hector Vargas Alvarez, Gianluca Fabiani, Ioannis G. Kevrekidis, Nikolaos Kazantzis, Constantinos Siettos

Abstract:We use Physics-Informed Neural Networks (PINNs) to solve the discrete-time nonlinear observer state estimation problem. Integrated within a single-step exact observer linearization framework, the proposed PINN approach aims at learning a nonlinear state transformation map by solving a system of inhomogeneous functional equations. The performance of the proposed PINN approach is assessed via two illustrative case studies for which the observer linearizing transformation map can be derived analytically. We also perform an uncertainty quantification analysis for the proposed PINN scheme and we compare it with conventional power-series numerical implementations, which rely on the computation of a power series solution.

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Authors:Gianluca Fabiani, Nikolaos Evangelou, Tianqi Cui, Juan M. Bello-Rivas, Cristina P. Martin-Linares, Constantinos Siettos, Ioannis G. Kevrekidis

Abstract:We present a machine learning (ML)-assisted framework bridging manifold learning, neural networks, Gaussian processes, and Equation-Free multiscale modeling, for (a) detecting tipping points in the emergent behavior of complex systems, and (b) characterizing probabilities of rare events (here, catastrophic shifts) near them. Our illustrative example is an event-driven, stochastic agent-based model (ABM) describing the mimetic behavior of traders in a simple financial market. Given high-dimensional spatiotemporal data -- generated by the stochastic ABM -- we construct reduced-order models for the emergent dynamics at different scales: (a) mesoscopic Integro-Partial Differential Equations (IPDEs); and (b) mean-field-type Stochastic Differential Equations (SDEs) embedded in a low-dimensional latent space, targeted to the neighborhood of the tipping point. We contrast the uses of the different models and the effort involved in learning them.

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Abstract:We present a physics-informed machine-learning (PIML) approach for the approximation of slow invariant manifolds (SIMs) of singularly perturbed systems, providing functionals in an explicit form that facilitate the construction and numerical integration of reduced order models (ROMs). The proposed scheme solves a partial differential equation corresponding to the invariance equation (IE) within the Geometric Singular Perturbation Theory (GSPT) framework. For the solution of the IE, we used two neural network structures, namely feedforward neural networks (FNNs), and random projection neural networks (RPNNs), with symbolic differentiation for the computation of the gradients required for the learning process. The efficiency of our PIML method is assessed via three benchmark problems, namely the Michaelis-Menten, the target mediated drug disposition reaction mechanism, and the 3D Sel'kov model. We show that the proposed PIML scheme provides approximations, of equivalent or even higher accuracy, than those provided by other traditional GSPT-based methods, and importantly, for any practical purposes, it is not affected by the magnitude of the perturbation parameter. This is of particular importance, as there are many systems for which the gap between the fast and slow timescales is not that big, but still ROMs can be constructed. A comparison of the computational costs between symbolic, automatic and numerical approximation of the required derivatives in the learning process is also provided.

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Abstract:We propose a machine-learning approach to model long-term out-of-sample dynamics of brain activity from task-dependent fMRI data. Our approach is a three stage one. First, we exploit Diffusion maps (DMs) to discover a set of variables that parametrize the low-dimensional manifold on which the emergent high-dimensional fMRI time series evolve. Then, we construct reduced-order-models (ROMs) on the embedded manifold via two techniques: Feedforward Neural Networks (FNNs) and the Koopman operator. Finally, for predicting the out-of-sample long-term dynamics of brain activity in the ambient fMRI space, we solve the pre-image problem coupling DMs with Geometric Harmonics (GH) when using FNNs and the Koopman modes per se. For our illustrations, we have assessed the performance of the two proposed schemes using a benchmark fMRI dataset with recordings during a visuo-motor task. The results suggest that just a few (for the particular task, five) non-linear coordinates of the high-dimensional fMRI time series provide a good basis for modelling and out-of-sample prediction of the brain activity. Furthermore, we show that the proposed approaches outperform the one-step ahead predictions of the naive random walk model, which, in contrast to our scheme, relies on the knowledge of the signals in the previous time step. Importantly, we show that the proposed Koopman operator approach provides, for any practical purposes, equivalent results to the FNN-GH approach, thus bypassing the need to train a non-linear map and to use GH to extrapolate predictions in the ambient fMRI space; one can use instead the low-frequency truncation of the DMs function space of L^2-integrable functions, to predict the entire list of coordinate functions in the fMRI space and to solve the pre-image problem.

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Authors:Hector Vargas Alvarez, Gianluca Fabiani, Nikolaos Kazantzis, Constantinos Siettos, Ioannis G. Kevrekidis

Abstract:We present a physics-informed machine learning (PIML) scheme for the feedback linearization of nonlinear discrete-time dynamical systems. The PIML finds the nonlinear transformation law, thus ensuring stability via pole placement, in one step. In order to facilitate convergence in the presence of steep gradients in the nonlinear transformation law, we address a greedy-wise training procedure. We assess the performance of the proposed PIML approach via a benchmark nonlinear discrete map for which the feedback linearization transformation law can be derived analytically; the example is characterized by steep gradients, due to the presence of singularities, in the domain of interest. We show that the proposed PIML outperforms, in terms of numerical approximation accuracy, the traditional numerical implementation, which involves the construction--and the solution in terms of the coefficients of a power-series expansion--of a system of homological equations as well as the implementation of the PIML in the entire domain, thus highlighting the importance of continuation techniques in the training procedure of PIML.

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