Adjoint Sensitivities of Chaotic Flows without Adjoint Solvers: A Data-Driven Approach

In one calculation, adjoint sensitivity analysis provides the gradient of a quantity of interest with respect to all system's parameters. Conventionally, adjoint solvers need to be implemented by differentiating computational models, which can be a cumbersome task and is code-specific. To propose an adjoint solver that is not code-specific, we develop a data-driven strategy. We demonstrate its application on the computation of gradients of long-time averages of chaotic flows. First, we deploy a parameter-aware echo state network (ESN) to accurately forecast and simulate the dynamics of a dynamical system for a range of system's parameters. Second, we derive the adjoint of the parameter-aware ESN. Finally, we combine the parameter-aware ESN with its adjoint version to compute the sensitivities to the system parameters. We showcase the method on a prototypical chaotic system. Because adjoint sensitivities in chaotic regimes diverge for long integration times, we analyse the application of ensemble adjoint method to the ESN. We find that the adjoint sensitivities obtained from the ESN match closely with the original system. This work opens possibilities for sensitivity analysis without code-specific adjoint solvers.

Computing distances and means on manifolds with a metric-constrained Eikonal approach

Computing distances on Riemannian manifolds is a challenging problem with numerous applications, from physics, through statistics, to machine learning. In this paper, we introduce the metric-constrained Eikonal solver to obtain continuous, differentiable representations of distance functions on manifolds. The differentiable nature of these representations allows for the direct computation of globally length-minimising paths on the manifold. We showcase the use of metric-constrained Eikonal solvers for a range of manifolds and demonstrate the applications. First, we demonstrate that metric-constrained Eikonal solvers can be used to obtain the Fr\'echet mean on a manifold, employing the definition of a Gaussian mixture model, which has an analytical solution to verify the numerical results. Second, we demonstrate how the obtained distance function can be used to conduct unsupervised clustering on the manifold -- a task for which existing approaches are computationally prohibitive. This work opens opportunities for distance computations on manifolds.

Physics-constrained convolutional neural networks for inverse problems in spatiotemporal partial differential equations

We propose a physics-constrained convolutional neural network (PC-CNN) to solve two types of inverse problems in partial differential equations (PDEs), which are nonlinear and vary both in space and time. In the first inverse problem, we are given data that is offset by spatially varying systematic error (i.e., the bias, also known as the epistemic uncertainty). The task is to uncover from the biased data the true state, which is the solution of the PDE. In the second inverse problem, we are given sparse information on the solution of a PDE. The task is to reconstruct the solution in space with high-resolution. First, we present the PC-CNN, which constrains the PDE with a simple time-windowing scheme to handle sequential data. Second, we analyse the performance of the PC-CNN for uncovering solutions from biased data. We analyse both linear and nonlinear convection-diffusion equations, and the Navier-Stokes equations, which govern the spatiotemporally chaotic dynamics of turbulent flows. We find that the PC-CNN correctly recovers the true solution for a variety of biases, which are parameterised as non-convex functions. Third, we analyse the performance of the PC-CNN for reconstructing solutions from biased data for the turbulent flow. We reconstruct the spatiotemporal chaotic solution on a high-resolution grid from only 2\% of the information contained in it. For both tasks, we further analyse the Navier-Stokes solutions. We find that the inferred solutions have a physical spectral energy content, whereas traditional methods, such as interpolation, do not. This work opens opportunities for solving inverse problems with partial differential equations.

Manifold-augmented Eikonal Equations: Geodesic Distances and Flows on Differentiable Manifolds

Manifolds discovered by machine learning models provide a compact representation of the underlying data. Geodesics on these manifolds define locally length-minimising curves and provide a notion of distance, which are key for reduced-order modelling, statistical inference, and interpolation. In this work, we propose a model-based parameterisation for distance fields and geodesic flows on manifolds, exploiting solutions of a manifold-augmented Eikonal equation. We demonstrate how the geometry of the manifold impacts the distance field, and exploit the geodesic flow to obtain globally length-minimising curves directly. This work opens opportunities for statistics and reduced-order modelling on differentiable manifolds.

Control-aware echo state networks (Ca-ESN) for the suppression of extreme events

Extreme event are sudden large-amplitude changes in the state or observables of chaotic nonlinear systems, which characterize many scientific phenomena. Because of their violent nature, extreme events typically have adverse consequences, which call for methods to prevent the events from happening. In this work, we introduce the control-aware echo state network (Ca-ESN) to seamlessly combine ESNs and control strategies, such as proportional-integral-derivative and model predictive control, to suppress extreme events. The methodology is showcased on a chaotic-turbulent flow, in which we reduce the occurrence of extreme events with respect to traditional methods by two orders of magnitude. This works opens up new possibilities for the efficient control of nonlinear systems with neural networks.

Super-resolving sparse observations in partial differential equations: A physics-constrained convolutional neural network approach

We propose the physics-constrained convolutional neural network (PC-CNN) to infer the high-resolution solution from sparse observations of spatiotemporal and nonlinear partial differential equations. Results are shown for a chaotic and turbulent fluid motion, whose solution is high-dimensional, and has fine spatiotemporal scales. We show that, by constraining prior physical knowledge in the CNN, we can infer the unresolved physical dynamics without using the high-resolution dataset in the training. This opens opportunities for super-resolution of experimental data and low-resolution simulations.

Uncovering solutions from data corrupted by systematic errors: A physics-constrained convolutional neural network approach

Information on natural phenomena and engineering systems is typically contained in data. Data can be corrupted by systematic errors in models and experiments. In this paper, we propose a tool to uncover the spatiotemporal solution of the underlying physical system by removing the systematic errors from data. The tool is the physics-constrained convolutional neural network (PC-CNN), which combines information from both the systems governing equations and data. We focus on fundamental phenomena that are modelled by partial differential equations, such as linear convection, Burgers equation, and two-dimensional turbulence. First, we formulate the problem, describe the physics-constrained convolutional neural network, and parameterise the systematic error. Second, we uncover the solutions from data corrupted by large multimodal systematic errors. Third, we perform a parametric study for different systematic errors. We show that the method is robust. Fourth, we analyse the physical properties of the uncovered solutions. We show that the solutions inferred from the PC-CNN are physical, in contrast to the data corrupted by systematic errors that does not fulfil the governing equations. This work opens opportunities for removing epistemic errors from models, and systematic errors from measurements.

A machine learning approach to the prediction of heat-transfer coefficients in micro-channels

The accurate prediction of the two-phase heat transfer coefficient (HTC) as a function of working fluids, channel geometries and process conditions is key to the optimal design and operation of compact heat exchangers. Advances in artificial intelligence research have recently boosted the application of machine learning (ML) algorithms to obtain data-driven surrogate models for the HTC. For most supervised learning algorithms, the task is that of a nonlinear regression problem. Despite the fact that these models have been proven capable of outperforming traditional empirical correlations, they have key limitations such as overfitting the data, the lack of uncertainty estimation, and interpretability of the results. To address these limitations, in this paper, we use a multi-output Gaussian process regression (GPR) to estimate the HTC in microchannels as a function of the mass flow rate, heat flux, system pressure and channel diameter and length. The model is trained using the Brunel Two-Phase Flow database of high-fidelity experimental data. The advantages of GPR are data efficiency, the small number of hyperparameters to be trained (typically of the same order of the number of input dimensions), and the automatic trade-off between data fit and model complexity guaranteed by the maximization of the marginal likelihood (Bayesian approach). Our paper proposes research directions to improve the performance of the GPR-based model in extrapolation.

Short and Straight: Geodesics on Differentiable Manifolds

Manifolds discovered by machine learning models provide a compact representation of the underlying data. Geodesics on these manifolds define locally length-minimising curves and provide a notion of distance, which are key for reduced-order modelling, statistical inference, and interpolation. In this work, we first analyse existing methods for computing length-minimising geodesics. We find that these are not suitable for obtaining valid paths, and thus, geodesic distances. We remedy these shortcomings by leveraging numerical tools from differential geometry, which provide the means to obtain Hamiltonian-conserving geodesics. Second, we propose a model-based parameterisation for distance fields and geodesic flows on continuous manifolds. Our approach exploits a manifold-aware extension to the Eikonal equation, eliminating the need for approximations or discretisation. Finally, we develop a curvature-based training mechanism, sampling and scaling points in regions of the manifold exhibiting larger values of the Ricci scalar. This sampling and scaling approach ensures that we capture regions of the manifold subject to higher degrees of geodesic deviation. Our proposed methods provide principled means to compute valid geodesics and geodesic distances on manifolds. This work opens opportunities for latent-space interpolation, optimal control, and distance computation on differentiable manifolds.