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Yizheng Wang, Jia Sun, Zaiyuan Lu, Pipi Hu, Yinghua Liu

The principle of minimum potential and complementary energy are the most important variational principles in solid mechanics. The deep energy method (DEM), which has received much attention, is based on the principle of minimum potential energy, but it lacks the important form of minimum complementary energy. To fill the gap, we propose a deep complementary energy method (DCM) based on the principle of minimum complementary energy. The output function of DCM is the stress function that naturally satisfies the equilibrium equation. We extend the proposed DCM algorithm to DCM-Plus (DCM-P), adding the terms that naturally satisfy the biharmonic equation in the Airy stress function. We combine operator learning with physical equations and propose a deep complementary energy operator method (DCM-O), including branch net, trunk net, basis net, and particular net. DCM-O first combines existing high-fidelity numerical results to train DCM-O through data. Then the complementary energy is used to train the branch net and trunk net in DCM-O. To analyze DCM performance, we present the numerical result of the most common stress functions, the Prandtl and Airy stress function. The proposed method DCM is used to model the representative mechanical problems with different types of boundary conditions. We compare DCM with the existing PINNs and DEM algorithms. The result shows the advantage of the proposed DCM is suitable for dealing with problems of dominated displacement boundary conditions, which is proved by mathematical derivations, as well as with numerical experiments. DCM-P and DCM-O can improve the accuracy and efficiency of DCM. DCM is an essential supplementary energy form to the deep energy method. Operator learning based on the energy method can balance data and physical equations well, giving computational mechanics broad research prospects.

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Liwei Lu, Zhijun Zeng, Yan Jiang, Yi Zhu, Pipi Hu

Revealing hidden dynamics from the stochastic data is a challenging problem as randomness takes part in the evolution of the data. The problem becomes exceedingly complex when the trajectories of the stochastic data are absent in many scenarios. Here we present an approach to effectively modeling the dynamics of the stochastic data without trajectories based on the weak form of the Fokker-Planck (FP) equation, which governs the evolution of the density function in the Brownian process. Taking the collocations of Gaussian functions as the test functions in the weak form of the FP equation, we transfer the derivatives to the Gaussian functions and thus approximate the weak form by the expectational sum of the data. With a dictionary representation of the unknown terms, a linear system is built and then solved by the regression, revealing the unknown dynamics of the data. Hence, we name the method with the Weak Collocation Regression (WCR) method for its three key components: weak form, collocation of Gaussian kernels, and regression. The numerical experiments show that our method is flexible and fast, which reveals the dynamics within seconds in multi-dimensional problems and can be easily extended to high-dimensional data such as 20 dimensions. WCR can also correctly identify the hidden dynamics of the complex tasks with variable-dependent diffusion and coupled drift, and the performance is robust, achieving high accuracy in the case with noise added.

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Guochang Lin, Fukai Chen, Pipi Hu, Xiang Chen, Junqing Chen, Jun Wang, Zuoqiang Shi

Green's function plays a significant role in both theoretical analysis and numerical computing of partial differential equations (PDEs). However, in most cases, Green's function is difficult to compute. The troubles arise in the following three folds. Firstly, compared with the original PDE, the dimension of Green's function is doubled, making it impossible to be handled by traditional mesh-based methods. Secondly, Green's function usually contains singularities which increase the difficulty to get a good approximation. Lastly, the computational domain may be very complex or even unbounded. To override these problems, we leverage the fundamental solution, boundary integral method and neural networks to develop a new method for computing Green's function with high accuracy in this paper. We focus on Green's function of Poisson and Helmholtz equations in bounded domains, unbounded domains. We also consider Poisson equation and Helmholtz domains with interfaces. Extensive numerical experiments illustrate the efficiency and the accuracy of our method for solving Green's function. In addition, we also use the Green's function calculated by our method to solve a class of PDE, and also obtain high-precision solutions, which shows the good generalization ability of our method on solving PDEs.

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Pipi Hu, Wuyue Yang, Yi Zhu, Liu Hong

To understand the hidden physical concepts from observed data is the most basic but challenging problem in many fields. In this study, we propose a new type of interpretable neural network called the ordinary differential equation network (ODENet) to reveal the hidden dynamics buried in the massive time-series data. Specifically, we construct explicit models presented by ordinary differential equations (ODEs) to describe the observed data without any prior knowledge. In contrast to other previous neural networks which are black boxes for users, the ODENet in this work is an imitation of the difference scheme for ODEs, with each step computed by an ODE solver, and thus is completely understandable. Backpropagation algorithms are used to update the coefficients of a group of orthogonal basis functions, which specify the concrete form of ODEs, under the guidance of loss function with sparsity requirement. From classical Lotka-Volterra equations to chaotic Lorenz equations, the ODENet demonstrates its remarkable capability to deal with time-series data. In the end, we apply the ODENet to real actin aggregation data observed by experimentalists, and it shows an impressive performance as well.

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