Leveraging viscous Hamilton-Jacobi PDEs for uncertainty quantification in scientific machine learning

Uncertainty quantification (UQ) in scientific machine learning (SciML) combines the powerful predictive power of SciML with methods for quantifying the reliability of the learned models. However, two major challenges remain: limited interpretability and expensive training procedures. We provide a new interpretation for UQ problems by establishing a new theoretical connection between some Bayesian inference problems arising in SciML and viscous Hamilton-Jacobi partial differential equations (HJ PDEs). Namely, we show that the posterior mean and covariance can be recovered from the spatial gradient and Hessian of the solution to a viscous HJ PDE. As a first exploration of this connection, we specialize to Bayesian inference problems with linear models, Gaussian likelihoods, and Gaussian priors. In this case, the associated viscous HJ PDEs can be solved using Riccati ODEs, and we develop a new Riccati-based methodology that provides computational advantages when continuously updating the model predictions. Specifically, our Riccati-based approach can efficiently add or remove data points to the training set invariant to the order of the data and continuously tune hyperparameters. Moreover, neither update requires retraining on or access to previously incorporated data. We provide several examples from SciML involving noisy data and \textit{epistemic uncertainty} to illustrate the potential advantages of our approach. In particular, this approach's amenability to data streaming applications demonstrates its potential for real-time inferences, which, in turn, allows for applications in which the predicted uncertainty is used to dynamically alter the learning process.

Learning in PINNs: Phase transition, total diffusion, and generalization

We investigate the learning dynamics of fully-connected neural networks through the lens of gradient signal-to-noise ratio (SNR), examining the behavior of first-order optimizers like Adam in non-convex objectives. By interpreting the drift/diffusion phases in the information bottleneck theory, focusing on gradient homogeneity, we identify a third phase termed ``total diffusion", characterized by equilibrium in the learning rates and homogeneous gradients. This phase is marked by an abrupt SNR increase, uniform residuals across the sample space and the most rapid training convergence. We propose a residual-based re-weighting scheme to accelerate this diffusion in quadratic loss functions, enhancing generalization. We also explore the information compression phenomenon, pinpointing a significant saturation-induced compression of activations at the total diffusion phase, with deeper layers experiencing negligible information loss. Supported by experimental data on physics-informed neural networks (PINNs), which underscore the importance of gradient homogeneity due to their PDE-based sample inter-dependence, our findings suggest that recognizing phase transitions could refine ML optimization strategies for improved generalization.

Two-scale Neural Networks for Partial Differential Equations with Small Parameters

We propose a two-scale neural network method for solving partial differential equations (PDEs) with small parameters using physics-informed neural networks (PINNs). We directly incorporate the small parameters into the architecture of neural networks. The proposed method enables solving PDEs with small parameters in a simple fashion, without adding Fourier features or other computationally taxing searches of truncation parameters. Various numerical examples demonstrate reasonable accuracy in capturing features of large derivatives in the solutions caused by small parameters.

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equations

The Fokker-Planck (FP) equation is a foundational PDE in stochastic processes. However, curse of dimensionality (CoD) poses challenge when dealing with high-dimensional FP PDEs. Although Monte Carlo and vanilla Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimension increases, surpassing the precision of numerical simulations and resulting in substantial errors. Moreover, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a difficult HJB equation, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in SDEs. The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling. Three fitting methods, Score Matching (SM), Sliced SM (SSM), and Score-PINN, are introduced. The proposed score-based SDE solver operates in two stages: first, employing SM, SSM, or Score-PINN to acquire the score; and second, solving the LL via an ODE using the obtained score. Comparative evaluations across these methods showcase varying trade-offs. The proposed method is evaluated across diverse SDEs, including anisotropic OU processes, geometric Brownian, and Brownian with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy. The numerical results demonstrate the score-based SDE solver's stability, speed, and performance across different settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

RiemannONets: Interpretable Neural Operators for Riemann Problems

Developing the proper representations for simulating high-speed flows with strong shock waves, rarefactions, and contact discontinuities has been a long-standing question in numerical analysis. Herein, we employ neural operators to solve Riemann problems encountered in compressible flows for extreme pressure jumps (up to $10^{10}$ pressure ratio). In particular, we first consider the DeepONet that we train in a two-stage process, following the recent work of Lee and Shin, wherein the first stage, a basis is extracted from the trunk net, which is orthonormalized and subsequently is used in the second stage in training the branch net. This simple modification of DeepONet has a profound effect on its accuracy, efficiency, and robustness and leads to very accurate solutions to Riemann problems compared to the vanilla version. It also enables us to interpret the results physically as the hierarchical data-driven produced basis reflects all the flow features that would otherwise be introduced using ad hoc feature expansion layers. We also compare the results with another neural operator based on the U-Net for low, intermediate, and very high-pressure ratios that are very accurate for Riemann problems, especially for large pressure ratios, due to their multiscale nature but computationally more expensive. Overall, our study demonstrates that simple neural network architectures, if properly pre-trained, can achieve very accurate solutions of Riemann problems for real-time forecasting.

Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networks

Physics-Informed Neural Networks (PINNs) have proven effective in solving partial differential equations (PDEs), especially when some data are available by blending seamlessly data and physics. However, extending PINNs to high-dimensional and even high-order PDEs encounters significant challenges due to the computational cost associated with automatic differentiation in the residual loss. Herein, we address the limitations of PINNs in handling high-dimensional and high-order PDEs by introducing Hutchinson Trace Estimation (HTE). Starting with the second-order high-dimensional PDEs ubiquitous in scientific computing, HTE transforms the calculation of the entire Hessian matrix into a Hessian vector product (HVP). This approach alleviates the computational bottleneck via Taylor-mode automatic differentiation and significantly reduces memory consumption from the Hessian matrix to HVP. We further showcase HTE's convergence to the original PINN loss and its unbiased behavior under specific conditions. Comparisons with Stochastic Dimension Gradient Descent (SDGD) highlight the distinct advantages of HTE, particularly in scenarios with significant variance among dimensions. We further extend HTE to higher-order and higher-dimensional PDEs, specifically addressing the biharmonic equation. By employing tensor-vector products (TVP), HTE efficiently computes the colossal tensor associated with the fourth-order high-dimensional biharmonic equation, saving memory and enabling rapid computation. The effectiveness of HTE is illustrated through experimental setups, demonstrating comparable convergence rates with SDGD under memory and speed constraints. Additionally, HTE proves valuable in accelerating the Gradient-Enhanced PINN (gPINN) version as well as the Biharmonic equation. Overall, HTE opens up a new capability in scientific machine learning for tackling high-order and high-dimensional PDEs.

AI-Lorenz: A physics-data-driven framework for black-box and gray-box identification of chaotic systems with symbolic regression

Discovering mathematical models that characterize the observed behavior of dynamical systems remains a major challenge, especially for systems in a chaotic regime. The challenge is even greater when the physics underlying such systems is not yet understood, and scientific inquiry must solely rely on empirical data. Driven by the need to fill this gap, we develop a framework that learns mathematical expressions modeling complex dynamical behaviors by identifying differential equations from noisy and sparse observable data. We train a small neural network to learn the dynamics of a system, its rate of change in time, and missing model terms, which are used as input for a symbolic regression algorithm to autonomously distill the explicit mathematical terms. This, in turn, enables us to predict the future evolution of the dynamical behavior. The performance of this framework is validated by recovering the right-hand sides and unknown terms of certain complex, chaotic systems such as the well-known Lorenz system, a six-dimensional hyperchaotic system, and the non-autonomous Sprott chaotic system, and comparing them with their known analytical expressions.

Rethinking materials simulations: Blending direct numerical simulations with neural operators

Direct numerical simulations (DNS) are accurate but computationally expensive for predicting materials evolution across timescales, due to the complexity of the underlying evolution equations, the nature of multiscale spatio-temporal interactions, and the need to reach long-time integration. We develop a new method that blends numerical solvers with neural operators to accelerate such simulations. This methodology is based on the integration of a community numerical solver with a U-Net neural operator, enhanced by a temporal-conditioning mechanism that enables accurate extrapolation and efficient time-to-solution predictions of the dynamics. We demonstrate the effectiveness of this framework on simulations of microstructure evolution during physical vapor deposition modeled via the phase-field method. Such simulations exhibit high spatial gradients due to the co-evolution of different material phases with simultaneous slow and fast materials dynamics. We establish accurate extrapolation of the coupled solver with up to 16.5$\times$ speed-up compared to DNS. This methodology is generalizable to a broad range of evolutionary models, from solid mechanics, to fluid dynamics, geophysics, climate, and more.

GPT vs Human for Scientific Reviews: A Dual Source Review on Applications of ChatGPT in Science

The new polymath Large Language Models (LLMs) can speed-up greatly scientific reviews, possibly using more unbiased quantitative metrics, facilitating cross-disciplinary connections, and identifying emerging trends and research gaps by analyzing large volumes of data. However, at the present time, they lack the required deep understanding of complex methodologies, they have difficulty in evaluating innovative claims, and they are unable to assess ethical issues and conflicts of interest. Herein, we consider 13 GPT-related papers across different scientific domains, reviewed by a human reviewer and SciSpace, a large language model, with the reviews evaluated by three distinct types of evaluators, namely GPT-3.5, a crowd panel, and GPT-4. We found that 50% of SciSpace's responses to objective questions align with those of a human reviewer, with GPT-4 (informed evaluator) often rating the human reviewer higher in accuracy, and SciSpace higher in structure, clarity, and completeness. In subjective questions, the uninformed evaluators (GPT-3.5 and crowd panel) showed varying preferences between SciSpace and human responses, with the crowd panel showing a preference for the human responses. However, GPT-4 rated them equally in accuracy and structure but favored SciSpace for completeness.

Rethinking Skip Connections in Spiking Neural Networks with Time-To-First-Spike Coding

Time-To-First-Spike (TTFS) coding in Spiking Neural Networks (SNNs) offers significant advantages in terms of energy efficiency, closely mimicking the behavior of biological neurons. In this work, we delve into the role of skip connections, a widely used concept in Artificial Neural Networks (ANNs), within the domain of SNNs with TTFS coding. Our focus is on two distinct types of skip connection architectures: (1) addition-based skip connections, and (2) concatenation-based skip connections. We find that addition-based skip connections introduce an additional delay in terms of spike timing. On the other hand, concatenation-based skip connections circumvent this delay but produce time gaps between after-convolution and skip connection paths, thereby restricting the effective mixing of information from these two paths. To mitigate these issues, we propose a novel approach involving a learnable delay for skip connections in the concatenation-based skip connection architecture. This approach successfully bridges the time gap between the convolutional and skip branches, facilitating improved information mixing. We conduct experiments on public datasets including MNIST and Fashion-MNIST, illustrating the advantage of the skip connection in TTFS coding architectures. Additionally, we demonstrate the applicability of TTFS coding on beyond image recognition tasks and extend it to scientific machine-learning tasks, broadening the potential uses of SNNs.