Extraction of instantaneous frequencies and amplitudes in nonstationary time-series data

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral analysis, we propose a data-driven approach to time-frequency analysis that circumvents many of the shortcomings of classic approaches, including the extraction of nonstationary signals with discontinuities in their behavior. The method introduced is equivalent to a {\em nonstationary Fourier mode decomposition} (NFMD) for nonstationary and nonlinear temporal signals, allowing for the accurate identification of instantaneous frequencies and their amplitudes. The method is demonstrated on a diversity of time-series data, including on data from cantilever-based electrostatic force microscopy to quantify the time-dependent evolution of charging dynamics at the nanoscale.

DeepGreen: Deep Learning of Green's Functions for Nonlinear Boundary Value Problems

Boundary value problems (BVPs) play a central role in the mathematical analysis of constrained physical systems subjected to external forces. Consequently, BVPs frequently emerge in nearly every engineering discipline and span problem domains including fluid mechanics, electromagnetics, quantum mechanics, and elasticity. The fundamental solution, or Green's function, is a leading method for solving linear BVPs that enables facile computation of new solutions to systems under any external forcing. However, fundamental Green's function solutions for nonlinear BVPs are not feasible since linear superposition no longer holds. In this work, we propose a flexible deep learning approach to solve nonlinear BVPs using a dual-autoencoder architecture. The autoencoders discover an invertible coordinate transform that linearizes the nonlinear BVP and identifies both a linear operator $L$ and Green's function $G$ which can be used to solve new nonlinear BVPs. We find that the method succeeds on a variety of nonlinear systems including nonlinear Helmholtz and Sturm--Liouville problems, nonlinear elasticity, and a 2D nonlinear Poisson equation. The method merges the strengths of the universal approximation capabilities of deep learning with the physics knowledge of Green's functions to yield a flexible tool for identifying fundamental solutions to a variety of nonlinear systems.