神经操作员是一种深层建筑,可以学会解决(即学习)部分微分方程(PDE)的非线性解决方案操作员。这些模型的当前艺术状态不能提供明确的不确定性量化。可以说,这是这种任务的问题,而不是机器学习中的其他地方,因为PDE通常描述的动态系统通常表现出微妙的多尺度结构,这会使人类难以发现错误。在这项工作中,我们首先在高斯过程的形式主义中首先提供了数学上详细的贝叶斯公式(线性)版本。然后,我们使用贝叶斯深度学习的近似方法将这种分析治疗扩展到一般的深层神经操作员。我们通过为神经操作员提供不确定性量化来扩展对神经操作员的先前结果。结果,我们的方法能够识别病例,并提供结构化的不确定性估计值,而神经操作员无法很好地预测。
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神经网络的经典发展主要集中在有限维欧基德空间或有限组之间的学习映射。我们提出了神经网络的概括,以学习映射无限尺寸函数空间之间的运算符。我们通过一类线性积分运算符和非线性激活函数的组成制定运营商的近似,使得组合的操作员可以近似复杂的非线性运算符。我们证明了我们建筑的普遍近似定理。此外,我们介绍了四类运算符参数化:基于图形的运算符,低秩运算符,基于多极图形的运算符和傅里叶运算符,并描述了每个用于用每个计算的高效算法。所提出的神经运营商是决议不变的:它们在底层函数空间的不同离散化之间共享相同的网络参数,并且可以用于零击超分辨率。在数值上,与现有的基于机器学习的方法,达西流程和Navier-Stokes方程相比,所提出的模型显示出卓越的性能,而与传统的PDE求解器相比,与现有的基于机器学习的方法有关的基于机器学习的方法。
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线性系统发生在整个工程和科学中,最著名的是差分方程。在许多情况下,系统的强迫函数尚不清楚,兴趣在于使用对系统的嘈杂观察来推断强迫以及其他未知参数。在微分方程中,强迫函数是自变量(通常是时间和空间)的未知函数,可以建模为高斯过程(GP)。在本文中,我们展示了如何使用GP内核的截断基础扩展,如何使用线性系统的伴随有效地推断成GP的功能。我们展示了如何实现截短的GP的确切共轭贝叶斯推断,在许多情况下,计算的计算大大低于使用MCMC方法所需的计算。我们证明了普通和部分微分方程系统的方法,并表明基础扩展方法与数量适中的基础向量相近。最后,我们展示了如何使用贝叶斯优化来推断非线性模型参数(例如内核长度尺度)的点估计值。
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Linear partial differential equations (PDEs) are an important, widely applied class of mechanistic models, describing physical processes such as heat transfer, electromagnetism, and wave propagation. In practice, specialized numerical methods based on discretization are used to solve PDEs. They generally use an estimate of the unknown model parameters and, if available, physical measurements for initialization. Such solvers are often embedded into larger scientific models or analyses with a downstream application such that error quantification plays a key role. However, by entirely ignoring parameter and measurement uncertainty, classical PDE solvers may fail to produce consistent estimates of their inherent approximation error. In this work, we approach this problem in a principled fashion by interpreting solving linear PDEs as physics-informed Gaussian process (GP) regression. Our framework is based on a key generalization of a widely-applied theorem for conditioning GPs on a finite number of direct observations to observations made via an arbitrary bounded linear operator. Crucially, this probabilistic viewpoint allows to (1) quantify the inherent discretization error; (2) propagate uncertainty about the model parameters to the solution; and (3) condition on noisy measurements. Demonstrating the strength of this formulation, we prove that it strictly generalizes methods of weighted residuals, a central class of PDE solvers including collocation, finite volume, pseudospectral, and (generalized) Galerkin methods such as finite element and spectral methods. This class can thus be directly equipped with a structured error estimate and the capability to incorporate uncertain model parameters and observations. In summary, our results enable the seamless integration of mechanistic models as modular building blocks into probabilistic models.
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Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics, and explores how to make it more robust--and deep learning for mathematics, where deep learning algorithms are used to solve problems in mathematics. The latter has popularised the field of scientific machine learning where deep learning is applied to problems in scientific computing. Specifically, more and more neural network architectures have been developed to solve specific classes of partial differential equations (PDEs). Such methods exploit properties that are inherent to PDEs and thus solve the PDEs better than classical feed-forward neural networks, recurrent neural networks, and convolutional neural networks. This has had a great impact in the area of mathematical modeling where parametric PDEs are widely used to model most natural and physical processes arising in science and engineering, In this work, we review such methods and extend them for parametric studies as well as for solving the related inverse problems. We equally proceed to show their relevance in some industrial applications.
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物理信息的神经网络(PINN)是神经网络(NNS),它们作为神经网络本身的组成部分编码模型方程,例如部分微分方程(PDE)。如今,PINN是用于求解PDE,分数方程,积分分化方程和随机PDE的。这种新颖的方法已成为一个多任务学习框架,在该框架中,NN必须在减少PDE残差的同时拟合观察到的数据。本文对PINNS的文献进行了全面的综述:虽然该研究的主要目标是表征这些网络及其相关的优势和缺点。该综述还试图将出版物纳入更广泛的基于搭配的物理知识的神经网络,这些神经网络构成了香草·皮恩(Vanilla Pinn)以及许多其他变体,例如物理受限的神经网络(PCNN),各种HP-VPINN,变量HP-VPINN,VPINN,VPINN,变体。和保守的Pinn(CPINN)。该研究表明,大多数研究都集中在通过不同的激活功能,梯度优化技术,神经网络结构和损耗功能结构来定制PINN。尽管使用PINN的应用范围广泛,但通过证明其在某些情况下比有限元方法(FEM)等经典数值技术更可行的能力,但仍有可能的进步,最著名的是尚未解决的理论问题。
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Partial differential equations (PDEs) are widely used for description of physical and engineering phenomena. Some key parameters involved in PDEs, which represents certain physical properties with important scientific interpretations, are difficult or even impossible to be measured directly. Estimation of these parameters from noisy and sparse experimental data of related physical quantities is an important task. Many methods for PDE parameter inference involve a large number of evaluations of numerical solution of PDE through algorithms such as finite element method, which can be time-consuming especially for nonlinear PDEs. In this paper, we propose a novel method for estimating unknown parameters in PDEs, called PDE-Informed Gaussian Process Inference (PIGPI). Through modeling the PDE solution as a Gaussian process (GP), we derive the manifold constraints induced by the (linear) PDE structure such that under the constraints, the GP satisfies the PDE. For nonlinear PDEs, we propose an augmentation method that transfers the nonlinear PDE into an equivalent PDE system linear in all derivatives that our PIGPI can handle. PIGPI can be applied to multi-dimensional PDE systems and PDE systems with unobserved components. The method completely bypasses the numerical solver for PDE, thus achieving drastic savings in computation time, especially for nonlinear PDEs. Moreover, the PIGPI method can give the uncertainty quantification for both the unknown parameters and the PDE solution. The proposed method is demonstrated by several application examples from different areas.
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物理建模对于许多现代科学和工程应用至关重要。从数据科学或机器学习的角度来看,更多的域 - 不可吻合,数据驱动的模型是普遍的,物理知识 - 通常表示为微分方程 - 很有价值,因为它与数据是互补的,并且可能有可能帮助克服问题例如数据稀疏性,噪音和不准确性。在这项工作中,我们提出了一个简单但功能强大且通用的框架 - 自动构建物理学,可以将各种微分方程集成到高斯流程(GPS)中,以增强预测准确性和不确定性量化。这些方程可以是线性或非线性,空间,时间或时空,与未知的源术语完全或不完整,等等。基于内核分化,我们在示例目标函数,方程相关的衍生物和潜在源函数之前构建了GP,这些函数全部来自多元高斯分布。采样值被馈送到两个可能性:一个以适合观测值,另一个符合方程式。我们使用美白方法来逃避采样函数值和内核参数之间的强依赖性,并开发出一种随机变分学习算法。在模拟和几个现实世界应用中,即使使用粗糙的,不完整的方程式,自动元素都显示出对香草GPS的改进。
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我们制定了一类由物理驱动的深层变量模型(PDDLVM),以学习参数偏微分方程(PDES)的参数到解决方案(正向)和解决方案到参数(逆)图。我们的公式利用有限元方法(FEM),深神经网络和概率建模来组装一个深层概率框架,在该框架中,向前和逆图通过连贯的不确定性量化近似。我们的概率模型明确合并了基于参数PDE的密度和可训练的解决方案到参数网络,而引入的摊销变异家庭假定参数到解决方案网络,所有这些网络均经过联合培训。此外,所提出的方法不需要任何昂贵的PDE解决方案,并且仅在训练时间内对物理信息进行了信息,该方法允许PDE的实时仿真和培训后的逆问题解决方案的产生,绕开了对FEM操作的需求,以相当的准确性,以便于FEM解决方案。提出的框架进一步允许无缝集成观察到的数据,以解决反问题和构建生成模型。我们证明了方法对非线性泊松问题,具有复杂3D几何形状的弹性壳以及整合通用物理信息信息的神经网络(PINN)体系结构的有效性。与传统的FEM求解器相比,训练后,我们最多达到了三个数量级的速度,同时输出连贯的不确定性估计值。
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部分微分方程通常用于模拟各种物理现象,例如热扩散,波传播,流体动力学,弹性,电动力学和图像处理,并且已经开发了许多分析方法或传统的数值方法并广泛用于其溶液。受深度学习对科学和工程研究的迅速影响的启发,在本文中,我们提出了一个新型的神经网络GF-NET,以无监督的方式学习绿色的线性反应扩散方程的功能。所提出的方法克服了通过使用物理信息的方法和绿色功能的对称性来查找任意域上方程函数的挑战。结果,它尤其导致了在不同边界条件和来源下解决目标方程的有效方法。我们还通过正方形,环形和L形域中的实验证明了所提出的方法的有效性。
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我们制定自然梯度变推理(VI),期望传播(EP),和后线性化(PL)作为牛顿法用于优化贝叶斯后验分布的参数扩展。这种观点明确地把数值优化框架下的推理算法。我们表明,通用近似牛顿法从优化文献,即高斯 - 牛顿和准牛顿方法(例如,该BFGS算法),仍然是这种“贝叶斯牛顿”框架下有效。这导致了一套这些都保证以产生半正定协方差矩阵,不像标准VI和EP新颖算法。我们统一的观点提供了新的见解各种推理方案之间的连接。所有提出的方法适用于具有高斯事先和非共轭的可能性,这是我们与(疏)高斯过程和状态空间模型展示任何模型。
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标准的神经网络可以近似一般的非线性操作员,要么通过数学运算符的组合(例如,在对流 - 扩散反应部分微分方程中)的组合,要么仅仅是黑匣子,例如黑匣子,例如一个系统系统。第一个神经操作员是基于严格的近似理论于2019年提出的深层操作员网络(DeepOnet)。从那时起,已经发布了其他一些较少的一般操作员,例如,基于图神经网络或傅立叶变换。对于黑匣子系统,对神经操作员的培训仅是数据驱动的,但是如果知道管理方程式可以在培训期间将其纳入损失功能,以开发物理知识的神经操作员。神经操作员可以用作设计问题,不确定性量化,自主系统以及几乎任何需要实时推断的应用程序中的代替代物。此外,通过将它们与相对轻的训练耦合,可以将独立的预训练deponets用作复杂多物理系统的组成部分。在这里,我们介绍了Deponet,傅立叶神经操作员和图神经操作员的评论,以及适当的扩展功能扩展,并突出显示它们在计算机械师中的各种应用中的实用性,包括多孔媒体,流体力学和固体机制, 。
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机器学习中的不确定性量化(UQ)目前正在引起越来越多的研究兴趣,这是由于深度神经网络在不同领域的快速部署,例如计算机视觉,自然语言处理以及对风险敏感应用程序中可靠的工具的需求。最近,还开发了各种机器学习模型,以解决科学计算领域的问题,并适用于计算科学和工程(CSE)。物理知识的神经网络和深层操作员网络是两个这样的模型,用于求解部分微分方程和学习操作员映射。在这方面,[45]中提供了专门针对科学机器学习(SCIML)模型量身定制的UQ方法的全面研究。然而,尽管具有理论上的优点,但这些方法的实施并不简单,尤其是在大规模的CSE应用程序中,阻碍了他们在研究和行业环境中的广泛采用。在本文中,我们提出了一个开源python图书馆(https://github.com/crunch-uq4mi),称为Neuraluq,并伴有教育教程,用于以方便且结构化的方式采用SCIML的UQ方法。该图书馆既专为教育和研究目的,都支持多种现代UQ方法和SCIML模型。它基于简洁的工作流程,并促进了用户的灵活就业和易于扩展。我们首先提出了神经脉的教程,随后在四个不同的示例中证明了其适用性和效率,涉及动态系统以及高维参数和时间依赖性PDE。
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Partial differential equations (PDEs) are important tools to model physical systems, and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant coefficients, we propose a family of Gaussian process (GP) priors, which we call EPGP, such that all realizations are exact solutions of this system. We apply the Ehrenpreis-Palamodov fundamental principle, which works like a non-linear Fourier transform, to construct GP kernels mirroring standard spectral methods for GPs. Our approach can infer probable solutions of linear PDE systems from any data such as noisy measurements, or initial and boundary conditions. Constructing EPGP-priors is algorithmic, generally applicable, and comes with a sparse version (S-EPGP) that learns the relevant spectral frequencies and works better for big data sets. We demonstrate our approach on three families of systems of PDE, the heat equation, wave equation, and Maxwell's equations, where we improve upon the state of the art in computation time and precision, in some experiments by several orders of magnitude.
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物理启发的潜力模型为纯粹的数据驱动工具提供可解释的替代品,用于动态系统的推断。它们携带微分方程的结构和高斯过程的灵活性,产生可解释的参数和动态施加的潜在功能。然而,与这些模型相关联的现有推理技术依赖于在分析形式中很少可用的后内核术语的精确计算。大多数与从业者相关的应用程序,例如Hill方程或扩散方程,因此是棘手的。在本文中,我们通过提出对一般类非线性和抛物面部分微分方程潜力模型的变分解决方案来克服这些计算问题。此外,我们表明,神经操作员方法可以将我们的模型扩展到数千个实例,实现快速,分布式计算。我们通过在几个任务中实现竞争性能,展示了我们框架的效力和灵活性,其中核的核心不同程度的遗传性。
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Physics-Informed Neural Networks (PINNs) are gaining popularity as a method for solving differential equations. While being more feasible in some contexts than the classical numerical techniques, PINNs still lack credibility. A remedy for that can be found in Uncertainty Quantification (UQ) which is just beginning to emerge in the context of PINNs. Assessing how well the trained PINN complies with imposed differential equation is the key to tackling uncertainty, yet there is lack of comprehensive methodology for this task. We propose a framework for UQ in Bayesian PINNs (B-PINNs) that incorporates the discrepancy between the B-PINN solution and the unknown true solution. We exploit recent results on error bounds for PINNs on linear dynamical systems and demonstrate the predictive uncertainty on a class of linear ODEs.
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神经操作员是科学机器学习中一种流行的技术,可以从数据中学习未知物理系统行为的数学模型。当数值求解器不可用或对基础物理学的理解不佳时,神经运算符对于学习与局部微分方程(PDE)相关的解决方案运算符特别有用。在这项工作中,我们试图提供理论基础,以了解学习时间依赖性PDE所需的培训数据量。从任何空间尺寸$ n \ geq 1 $中的抛物线PDE中给定输入输出对,我们得出了学习相关解决方案运算符的第一个理论上严格的方案,该方案采取了带有绿色功能$ g $的卷积的形式。到目前为止,严格学习与时间相关PDE相关的Green的功能一直是科学机器学习领域的主要挑战。通过将$ g $的层次低级结构与随机数字线性代数结合在一起,我们构建了$ g $的近似值,该$ g $实现了$ \ smash {\ smash {\ smashcal {\ mathcal {o}(\ gamma_ \ epsilon^epsilon^{ - 1/2} \ epsilon)}} $在$ l^1 $ -NORM中具有高概率,最多可以使用$ \ smash {\ MathCal {\ Mathcal {o}(\ Epsilon^{ - \ frac {n+2} {2} {2} {2} {2} {2} {2} } \ log(1/\ epsilon))}} $输入输出培训对,其中$ \ gamma_ \ epsilon $是衡量学习$ g $的培训数据集质量的量度,而$ \ epsilon> 0 $就足够了小的。
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Despite great progress in simulating multiphysics problems using the numerical discretization of partial differential equations (PDEs), one still cannot seamlessly incorporate noisy data into existing algorithms, mesh generation remains complex, and high-dimensional problems governed by parameterized PDEs cannot be tackled. Moreover, solving inverse problems with hidden physics is often prohibitively expensive and requires different formulations and elaborate computer codes. Machine learning has emerged as a promising alternative, but training deep neural networks requires big data, not always available for scientific problems. Instead, such networks can be trained from additional information obtained by enforcing the physical laws (for example, at random points in the continuous space-time domain). Such physics-informed learning integrates (noisy) data and mathematical models, and implements them through neural networks or other kernel-based regression networks. Moreover, it may be possible to design specialized network architectures that automatically satisfy some of the physical invariants for better accuracy, faster training and improved generalization. Here, we review some of the prevailing trends in embedding physics into machine learning, present some of the current capabilities and limitations and discuss diverse applications of physics-informed learning both for forward and inverse problems, including discovering hidden physics and tackling high-dimensional problems.
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Neural networks, especially the recent proposed neural operator models, are increasingly being used to find the solution operator of differential equations. Compared to traditional numerical solvers, they are much faster and more efficient in practical applications. However, one critical issue is that training neural operator models require large amount of ground truth data, which usually comes from the slow numerical solvers. In this paper, we propose a physics-guided data augmentation (PGDA) method to improve the accuracy and generalization of neural operator models. Training data is augmented naturally through the physical properties of differential equations such as linearity and translation. We demonstrate the advantage of PGDA on a variety of linear differential equations, showing that PGDA can improve the sample complexity and is robust to distributional shift.
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Recent advances in operator learning theory have improved our knowledge about learning maps between infinite dimensional spaces. However, for large-scale engineering problems such as concurrent multiscale simulation for mechanical properties, the training cost for the current operator learning methods is very high. The article presents a thorough analysis on the mathematical underpinnings of the operator learning paradigm and proposes a kernel learning method that maps between function spaces. We first provide a survey of modern kernel and operator learning theory, as well as discuss recent results and open problems. From there, the article presents an algorithm to how we can analytically approximate the piecewise constant functions on R for operator learning. This implies the potential feasibility of success of neural operators on clustered functions. Finally, a k-means clustered domain on the basis of a mechanistic response is considered and the Lippmann-Schwinger equation for micro-mechanical homogenization is solved. The article briefly discusses the mathematics of previous kernel learning methods and some preliminary results with those methods. The proposed kernel operator learning method uses graph kernel networks to come up with a mechanistic reduced order method for multiscale homogenization.
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