HJ-sampler: A Bayesian sampler for inverse problems of a stochastic process by leveraging Hamilton-Jacobi PDEs and score-based generative models

The interplay between stochastic processes and optimal control has been extensively explored in the literature. With the recent surge in the use of diffusion models, stochastic processes have increasingly been applied to sample generation. This paper builds on the log transform, known as the Cole-Hopf transform in Brownian motion contexts, and extends it within a more abstract framework that includes a linear operator. Within this framework, we found that the well-known relationship between the Cole-Hopf transform and optimal transport is a particular instance where the linear operator acts as the infinitesimal generator of a stochastic process. We also introduce a novel scenario where the linear operator is the adjoint of the generator, linking to Bayesian inference under specific initial and terminal conditions. Leveraging this theoretical foundation, we develop a new algorithm, named the HJ-sampler, for Bayesian inference for the inverse problem of a stochastic differential equation with given terminal observations. The HJ-sampler involves two stages: (1) solving the viscous Hamilton-Jacobi partial differential equations, and (2) sampling from the associated stochastic optimal control problem. Our proposed algorithm naturally allows for flexibility in selecting the numerical solver for viscous HJ PDEs. We introduce two variants of the solver: the Riccati-HJ-sampler, based on the Riccati method, and the SGM-HJ-sampler, which utilizes diffusion models. We demonstrate the effectiveness and flexibility of the proposed methods by applying them to solve Bayesian inverse problems involving various stochastic processes and prior distributions, including applications that address model misspecifications and quantifying model uncertainty.

Integrating Neural Operators with Diffusion Models Improves Spectral Representation in Turbulence Modeling

We integrate neural operators with diffusion models to address the spectral limitations of neural operators in surrogate modeling of turbulent flows. While neural operators offer computational efficiency, they exhibit deficiencies in capturing high-frequency flow dynamics, resulting in overly smooth approximations. To overcome this, we condition diffusion models on neural operators to enhance the resolution of turbulent structures. Our approach is validated for different neural operators on diverse datasets, including a high Reynolds number jet flow simulation and experimental Schlieren velocimetry. The proposed method significantly improves the alignment of predicted energy spectra with true distributions compared to neural operators alone. Additionally, proper orthogonal decomposition analysis demonstrates enhanced spectral fidelity in space-time. This work establishes a new paradigm for combining generative models with neural operators to advance surrogate modeling of turbulent systems, and it can be used in other scientific applications that involve microstructure and high-frequency content. See our project page: vivekoommen.github.io/NO_DM

State-space models are accurate and efficient neural operators for dynamical systems

Physics-informed machine learning (PIML) has emerged as a promising alternative to classical methods for predicting dynamical systems, offering faster and more generalizable solutions. However, existing models, including recurrent neural networks (RNNs), transformers, and neural operators, face challenges such as long-time integration, long-range dependencies, chaotic dynamics, and extrapolation, to name a few. To this end, this paper introduces state-space models implemented in Mamba for accurate and efficient dynamical system operator learning. Mamba addresses the limitations of existing architectures by dynamically capturing long-range dependencies and enhancing computational efficiency through reparameterization techniques. To extensively test Mamba and compare against another 11 baselines, we introduce several strict extrapolation testbeds that go beyond the standard interpolation benchmarks. We demonstrate Mamba's superior performance in both interpolation and challenging extrapolation tasks. Mamba consistently ranks among the top models while maintaining the lowest computational cost and exceptional extrapolation capabilities. Moreover, we demonstrate the good performance of Mamba for a real-world application in quantitative systems pharmacology for assessing the efficacy of drugs in tumor growth under limited data scenarios. Taken together, our findings highlight Mamba's potential as a powerful tool for advancing scientific machine learning in dynamical systems modeling. (The code will be available at https://github.com/zheyuanhu01/State_Space_Model_Neural_Operator upon acceptance.)

Two-stage initial-value iterative physics-informed neural networks for simulating solitary waves of nonlinear wave equations

We propose a new two-stage initial-value iterative neural network (IINN) algorithm for solitary wave computations of nonlinear wave equations based on traditional numerical iterative methods and physics-informed neural networks (PINNs). Specifically, the IINN framework consists of two subnetworks, one of which is used to fit a given initial value, and the other incorporates physical information and continues training on the basis of the first subnetwork. Importantly, the IINN method does not require any additional data information including boundary conditions, apart from the given initial value. Corresponding theoretical guarantees are provided to demonstrate the effectiveness of our IINN method. The proposed IINN method is efficiently applied to learn some types of solutions in different nonlinear wave equations, including the one-dimensional (1D) nonlinear Schr\"odinger equations (NLS) equation (with and without potentials), the 1D saturable NLS equation with PT -symmetric optical lattices, the 1D focusing-defocusing coupled NLS equations, the KdV equation, the two-dimensional (2D) NLS equation with potentials, the 2D amended GP equation with a potential, the (2+1)-dimensional KP equation, and the 3D NLS equation with a potential. These applications serve as evidence for the efficacy of our method. Finally, by comparing with the traditional methods, we demonstrate the advantages of the proposed IINN method.

Physics-Informed Neural Networks and Extensions

In this paper, we review the new method Physics-Informed Neural Networks (PINNs) that has become the main pillar in scientific machine learning, we present recent practical extensions, and provide a specific example in data-driven discovery of governing differential equations.

SympGNNs: Symplectic Graph Neural Networks for identifiying high-dimensional Hamiltonian systems and node classification

Existing neural network models to learn Hamiltonian systems, such as SympNets, although accurate in low-dimensions, struggle to learn the correct dynamics for high-dimensional many-body systems. Herein, we introduce Symplectic Graph Neural Networks (SympGNNs) that can effectively handle system identification in high-dimensional Hamiltonian systems, as well as node classification. SympGNNs combines symplectic maps with permutation equivariance, a property of graph neural networks. Specifically, we propose two variants of SympGNNs: i) G-SympGNN and ii) LA-SympGNN, arising from different parameterizations of the kinetic and potential energy. We demonstrate the capabilities of SympGNN on two physical examples: a 40-particle coupled Harmonic oscillator, and a 2000-particle molecular dynamics simulation in a two-dimensional Lennard-Jones potential. Furthermore, we demonstrate the performance of SympGNN in the node classification task, achieving accuracy comparable to the state-of-the-art. We also empirically show that SympGNN can overcome the oversmoothing and heterophily problems, two key challenges in the field of graph neural networks.

Quantification of total uncertainty in the physics-informed reconstruction of CVSim-6 physiology

When predicting physical phenomena through simulation, quantification of the total uncertainty due to multiple sources is as crucial as making sure the underlying numerical model is accurate. Possible sources include irreducible aleatoric uncertainty due to noise in the data, epistemic uncertainty induced by insufficient data or inadequate parameterization, and model-form uncertainty related to the use of misspecified model equations. Physics-based regularization interacts in nontrivial ways with aleatoric, epistemic and model-form uncertainty and their combination, and a better understanding of this interaction is needed to improve the predictive performance of physics-informed digital twins that operate under real conditions. With a specific focus on biological and physiological models, this study investigates the decomposition of total uncertainty in the estimation of states and parameters of a differential system simulated with MC X-TFC, a new physics-informed approach for uncertainty quantification based on random projections and Monte-Carlo sampling. MC X-TFC is applied to a six-compartment stiff ODE system, the CVSim-6 model, developed in the context of human physiology. The system is analyzed by progressively removing data while estimating an increasing number of parameters and by investigating total uncertainty under model-form misspecification of non-linear resistance in the pulmonary compartment. In particular, we focus on the interaction between the formulation of the discrepancy term and quantification of model-form uncertainty, and show how additional physics can help in the estimation process. The method demonstrates robustness and efficiency in estimating unknown states and parameters, even with limited, sparse, and noisy data. It also offers great flexibility in integrating data with physics for improved estimation, even in cases of model misspecification.

Synergistic Learning with Multi-Task DeepONet for Efficient PDE Problem Solving

Multi-task learning (MTL) is an inductive transfer mechanism designed to leverage useful information from multiple tasks to improve generalization performance compared to single-task learning. It has been extensively explored in traditional machine learning to address issues such as data sparsity and overfitting in neural networks. In this work, we apply MTL to problems in science and engineering governed by partial differential equations (PDEs). However, implementing MTL in this context is complex, as it requires task-specific modifications to accommodate various scenarios representing different physical processes. To this end, we present a multi-task deep operator network (MT-DeepONet) to learn solutions across various functional forms of source terms in a PDE and multiple geometries in a single concurrent training session. We introduce modifications in the branch network of the vanilla DeepONet to account for various functional forms of a parameterized coefficient in a PDE. Additionally, we handle parameterized geometries by introducing a binary mask in the branch network and incorporating it into the loss term to improve convergence and generalization to new geometry tasks. Our approach is demonstrated on three benchmark problems: (1) learning different functional forms of the source term in the Fisher equation; (2) learning multiple geometries in a 2D Darcy Flow problem and showcasing better transfer learning capabilities to new geometries; and (3) learning 3D parameterized geometries for a heat transfer problem and demonstrate the ability to predict on new but similar geometries. Our MT-DeepONet framework offers a novel approach to solving PDE problems in engineering and science under a unified umbrella based on synergistic learning that reduces the overall training cost for neural operators.

NeuroSEM: A hybrid framework for simulating multiphysics problems by coupling PINNs and spectral elements

Multiphysics problems that are characterized by complex interactions among fluid dynamics, heat transfer, structural mechanics, and electromagnetics, are inherently challenging due to their coupled nature. While experimental data on certain state variables may be available, integrating these data with numerical solvers remains a significant challenge. Physics-informed neural networks (PINNs) have shown promising results in various engineering disciplines, particularly in handling noisy data and solving inverse problems. However, their effectiveness in forecasting nonlinear phenomena in multiphysics regimes is yet to be fully established. This study introduces NeuroSEM, a hybrid framework integrating PINNs with the high-fidelity Spectral Element Method (SEM) solver, Nektar++. NeuroSEM leverages strengths of both PINNs and SEM, providing robust solutions for multiphysics problems. PINNs are trained to assimilate data and model physical phenomena in specific subdomains, which are then integrated into Nektar++. We demonstrate the efficiency and accuracy of NeuroSEM for thermal convection in cavity flow and flow past a cylinder. The framework effectively handles data assimilation by addressing those subdomains and state variables where data are available. We applied NeuroSEM to the Rayleigh-B\'enard convection system, including cases with missing thermal boundary conditions. Our results indicate that NeuroSEM accurately models the physical phenomena and assimilates the data within the specified subdomains. The framework's plug-and-play nature facilitates its extension to other multiphysics or multiscale problems. Furthermore, NeuroSEM is optimized for an efficient execution on emerging integrated GPU-CPU architectures. This hybrid approach enhances the accuracy and efficiency of simulations, making it a powerful tool for tackling complex engineering challenges in various scientific domains.

Inferring turbulent velocity and temperature fields and their statistics from Lagrangian velocity measurements using physics-informed Kolmogorov-Arnold Networks

We propose the Artificial Intelligence Velocimetry-Thermometry (AIVT) method to infer hidden temperature fields from experimental turbulent velocity data. This physics-informed machine learning method enables us to infer continuous temperature fields using only sparse velocity data, hence eliminating the need for direct temperature measurements. Specifically, AIVT is based on physics-informed Kolmogorov-Arnold Networks (not neural networks) and is trained by optimizing a combined loss function that minimizes the residuals of the velocity data, boundary conditions, and the governing equations. We apply AIVT to a unique set of experimental volumetric and simultaneous temperature and velocity data of Rayleigh-B\'enard convection (RBC) that we acquired by combining Particle Image Thermometry and Lagrangian Particle Tracking. This allows us to compare AIVT predictions and measurements directly. We demonstrate that we can reconstruct and infer continuous and instantaneous velocity and temperature fields from sparse experimental data at a fidelity comparable to direct numerical simulations (DNS) of turbulence. This, in turn, enables us to compute important quantities for quantifying turbulence, such as fluctuations, viscous and thermal dissipation, and QR distribution. This paradigm shift in processing experimental data using AIVT to infer turbulent fields at DNS-level fidelity is a promising avenue in breaking the current deadlock of quantitative understanding of turbulence at high Reynolds numbers, where DNS is computationally infeasible.