Abstract:Learning chaotic dynamical systems from data requires more than short-term predictive accuracy: the learned model must preserve the attractor geometry and its invariant statistics. Trajectory (zero-order) and Jacobian (first-order) matching supervise the values and tangent structure of the vector field, but neither constrains how the field bends away from its tangent plane. A model can thus match values and tangents at the supervised states yet curve differently from the truth, remaining locally accurate while drifting toward spurious attractors and distorting long-time statistics. We show that enforcing second-order consistency mitigates these failures, but forming the full Hessian is prohibitive in high dimensions. We propose model-constrained randomized Jacobian matching, which compares the Jacobians of the true and learned vector fields at randomly perturbed inputs. A Taylor expansion shows that the expected randomized Jacobian loss decomposes into the nominal Jacobian mismatch plus a Hessian mismatch scaled by the noise variance, implicitly enforcing second-order consistency at $\mathcal{O}(d^2)$ cost without forming the $\mathcal{O}(d^3)$ Hessian tensor. Using only Jacobian evaluations, the method scales to high dimensions where explicit Hessian matching does not. Numerical experiments confirm that second-order methods are robust. For Lorenz~63, first-order methods produce catastrophic Lyapunov-exponent outliers under minimal temporal supervision, which second-order methods eliminate while recovering the correct attractor. For coupled Lorenz~96, an out-of-distribution forcing sweep separates the methods: all agree up to $F=16$, but beyond $F=18$ only second-order methods preserve the invariant measure and Lyapunov spectrum. On both systems, randomized Jacobian matching performs comparably to explicit Hessian matching at much lower cost.
Abstract:The transition toward low-inertia power systems demands modeling frameworks that provide not only accurate state predictions but also physically consistent sensitivities for control. While scientific machine learning offers powerful nonlinear modeling tools, the control-oriented implications of different differentiable paradigms remain insufficiently understood. This paper presents a comparative study of Physics-Informed Neural Networks (PINNs), Neural Ordinary Differential Equations (NODEs), and Differentiable Programming (DP) for modeling, identification, and control of power system dynamics. Using the Single Machine Infinite Bus (SMIB) system as a benchmark, we evaluate their performance in trajectory extrapolation, parameter estimation, and Linear Quadratic Regulator (LQR) synthesis. Our results highlight a fundamental trade-off between data-driven flexibility and physical structure. NODE exhibits superior extrapolation by capturing the underlying vector field, whereas PINN shows limited generalization due to its reliance on a time-dependent solution map. In the inverse problem of parameter identification, while both DP and PINN successfully recover the unknown parameters, DP achieves significantly faster convergence by enforcing governing equations as hard constraints. Most importantly, for control synthesis, the DP framework yields closed-loop stability comparable to the theoretical optimum. Furthermore, we demonstrate that NODE serves as a viable data-driven surrogate when governing equations are unavailable.
Abstract:The growing computing power over the years has enabled simulations to become more complex and accurate. However, high-fidelity simulations, while immensely valuable for scientific discovery and problem solving, come with significant computational demands. As a result, it is common to run a low-fidelity model with a subgrid-scale model to reduce the computational cost, but selecting the appropriate subgrid-scale models and tuning them are challenging. We propose a novel method for learning the subgrid-scale model effects when simulating partial differential equations using neural ordinary differential equations in the context of discontinuous Galerkin (DG) spatial discretization. Our approach learns the missing scales of the low-order DG solver at a continuous level and hence improves the accuracy of the low-order DG approximations as well as accelerates the filtered high-order DG simulations with a certain degree of precision. We demonstrate the performance of our approach through multidimensional Taylor--Green vortex examples at different Reynolds numbers and times, which cover laminar, transitional, and turbulent regimes. The proposed method not only reconstructs the subgrid-scale from the low-order (1st-order) approximation but also speeds up the filtered high-order DG (6th-order) simulation by two orders of magnitude.
Abstract:We propose a new approach to learning the subgrid-scale model effects when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results using the two-scale Lorenz 96 ODE and the convection-diffusion PDE are used to illustrate this approach.