We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their predictions do not violate physical laws. This is achieved by introducing an additional loss function during the training, which is based on the system's governing equations. The additional loss function penalizes non-physical predictions without the need of any additional training data. This approach is demonstrated on a chaotic Lorenz system and a truncation of the Charney-DeVore system. Compared to the conventional ESNs, the physics-informed ESNs improve the predictability horizon by about two Lyapunov times. This approach is also shown to be robust with regard to noise. The proposed framework shows the potential of using machine learning combined with prior physical knowledge to improve the time-accurate prediction of chaotic dynamical systems.
University of Cambridge（剑桥大学）；The Alan Turing Institute（艾伦·图灵研究所）；Imperial College London（帝国理工学院）；Technical University of Munich（慕尼黑工业大学）
We propose the Automatic-differentiated Physics-Informed Echo State Network (API-ESN). The network is constrained by the physical equations through the reservoir's exact time-derivative, which is computed by automatic differentiation. As compared to the original Physics-Informed Echo State Network, the accuracy of the time-derivative is increased by up to seven orders of magnitude. This increased accuracy is key in chaotic dynamical systems, where errors grows exponentially in time. The network is showcased in the reconstruction of unmeasured (hidden) states of a chaotic system. The API-ESN el…
Advanced Research Center, National Fusion Research Institute (NFRI)（国家聚变研究所高级研究中心）
Inspired by recent theoretical arguments, physics-informed echo state network (ESN) is discussed on the attempt to train a reservoir model absolutely in physics-informed manner. As the plainest work on such a purpose, an ODE (ordinary differential equation) approximator is designed to replicate the solution in sequence with respect to the recurrent evaluations. On the principal invariance of differential equations, the constraint in recurrence just takes shape to secure a proper regression method for the ESN-based ODE approximator. After then, the actual training process is established on the …
Technical University of Munich（慕尼黑工业大学）；University of Cambridge（剑桥大学）
We extend the Physics-Informed Echo State Network (PI-ESN) framework to reconstruct the evolution of an unmeasured state (hidden state) in a chaotic system. The PI-ESN is trained by using (i) data, which contains no information on the unmeasured state, and (ii) the physical equations of a prototypical chaotic dynamical system. Non-noisy and noisy datasets are considered. First, it is shown that the PI-ESN can accurately reconstruct the unmeasured state. Second, the reconstruction is shown to be robust with respect to noisy data, which means that the PI-ESN acts as a denoiser. This paper opens …
Technical University of Munich（慕尼黑工业大学）；Institute for Advanced Study, Technical University of Munich（慕尼黑工业大学高等研究院）；University of Cambridge（剑桥大学）
We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their predictions do not violate physical laws. This is achieved by introducing an additional loss function during the training of the ESNs, which penalizes non-physical predictions without the need of any additional training data. This approach is demonstrated on a chaotic Lorenz system, where the physics-informed ESNs improve the predictability horizon by about two Lyapun…
Echo State Networks for Spatio-Temporal Area-Level Data
Department of Statistics, University of Missouri（统计学系，密苏里大学）；Office of the Associate Director for Research and Methodology, U.S. Census Bureau（研究与方法副主任办公室，美国人口普查局）
University of Cambridge（剑桥大学）；Imperial College London（帝国理工学院）；The Alan Turing Institute（艾伦·图灵研究所）；TU Munich（慕尼黑工业大学）
We develop a versatile optimization method, which finds the design parameters that minimize time-averaged acoustic cost functionals. The method is gradient-free, model-informed, and data-driven with reservoir computing based on echo state networks. First, we analyse the predictive capabilities of echo state networks both in the short- and long-time prediction of the dynamics. We find that both fully data-driven and model-informed architectures learn the chaotic acoustic dynamics, both time-accurately and statistically. Informing the training with a physical reduced-order model with one acousti…
Massachusetts Institute of Technology（麻省理工学院）；Julia Computing（Julia Computing公司）；Mitsubishi Electric Research Laboratories（三菱电机研究实验室）
Modern design, control, and optimization often requires simulation of highly nonlinear models, leading to prohibitive computational costs. These costs can be amortized by evaluating a cheap surrogate of the full model. Here we present a general data-driven method, the continuous-time echo state network (CTESN), for generating surrogates of nonlinear ordinary differential equations with dynamics at widely separated timescales. We empirically demonstrate near-constant time performance using our CTESNs on a physically motivated scalable model of a heating system whose full execution time increase…
University of Cambridge（剑桥大学）；The Alan Turing Institute（阿兰·图灵研究所）；Technical University of Munich（慕尼黑工业大学）
An approach to the time-accurate prediction of chaotic solutions is by learning temporal patterns from data. Echo State Networks (ESNs), which are a class of Reservoir Computing, can accurately predict the chaotic dynamics well beyond the predictability time. Existing studies, however, also showed that small changes in the hyperparameters may markedly affect the network's performance. The aim of this paper is to assess and improve the robustness of Echo State Networks for the time-accurate prediction of chaotic solutions. The goal is three-fold. First, we investigate the robustness of routinel…
In the framework of physical reservoir computing (RC), machine learning algorithms designed for digital computers are executed using analog computer-like nonlinear physical systems that can provide energy-efficient computational power for predicting time-dependent quantities that can be found using nonlinear differential equations. We suggest a bubble-based RC (BRC) system that combines the nonlinearity of an acoustic response of a cluster of oscillating gas bubbles in water with a standard Echo State Network (ESN) algorithm that is well-suited to forecast chaotic time series. We confirm the p…
TECNALIA（泰克纳利亚）；Basque Research and Technology Alliance (BRTA)（巴斯克研究与技术联盟（BRTA））；University of the Basque Country (UPV/EHU)（巴斯克大学（UPV/EHU））
Since their inception, learning techniques under the Reservoir Computing paradigm have shown a great modeling capability for recurrent systems without the computing overheads required for other approaches. Among them, different flavors of echo state networks have attracted many stares through time, mainly due to the simplicity and computational efficiency of their learning algorithm. However, these advantages do not compensate for the fact that echo state networks remain as black-box models whose decisions cannot be easily explained to the general audience. This work addresses this issue by co…
Institute of Mathematics and Computer Science (ICMC) University of São Paulo (USP)（圣保罗大学数学与计算机科学研究所）
Dynamical systems has a variety of applications for the new information generated during the time. Many phenomenons like physical, chemical or social are not static, then an analysis over the time is necessary. In this work, an experimental analysis of parameters of the model Echo State Network is performed and the influence of the kind of Complex Network is explored to understand the influence on the performance. The experiments are performed using the Rossler attractor.
We introduce Physics Informed Symbolic Networks (PISN) which utilize physics-informed loss to obtain a symbolic solution for a system of Partial Differential Equations (PDE). Given a context-free grammar to describe the language of symbolic expressions, we propose to use weighted sum as continuous approximation for selection of a production rule. We use this approximation to define multilayer symbolic networks. We consider Kovasznay flow (Navier-Stokes) and two-dimensional viscous Burger's equations to illustrate that PISN are able to provide a performance comparable to PINNs across various st…
Motion-Robust T2* Quantification from Gradient Echo MRI with Physics-Informed Deep Learning
Institute of Machine Learning in Biomedical Imaging , Helmholtz Munich , Germany；School of Computation, Information \& Technology , Technical University of Munich , Germany；School of Medicine \& Health, Institute for Diagnostic；Interventional Neuroradiology , Technical University of Munich , Germany；School of Medicine \& Health, TUM-Neuroimaging Center , Technical University of Munich , Germany；Philips GmbH Market DACH , Germany；School of Medicine \& Health, Clinic of Neurology , Technical University of Munich , Germany；School of Biomedical Engineering \& Imaging Sciences , King’s College London , UK
Partition of Unity Physics-Informed Neural Networks (POU-PINNs): An Unsupervised Framework for Physics-Informed Domain Decomposition and Mixtures of Experts
The University of Texas at El Paso（德克萨斯大学埃尔帕索分校）；University of California, Santa Cruz（加州大学圣克鲁兹分校）；Clarkson University（克拉克森大学）；Texas A&M University in Kingsville（德克萨斯农工大学金斯维尔分校）
This paper presents NSGA-PINN, a multi-objective optimization framework for effective training of Physics-Informed Neural Networks (PINNs). The proposed framework uses the Non-dominated Sorting Genetic Algorithm (NSGA-II) to enable traditional stochastic gradient optimization algorithms (e.g., ADAM) to escape local minima effectively. Additionally, the NSGA-II algorithm enables satisfying the initial and boundary conditions encoded into the loss function during physics-informed training precisely. We demonstrate the effectiveness of our framework by applying NSGA-PINN to several ordinary and p…
ETH Zürich（苏黎世联邦理工学院）；ETH AI Center（苏黎世联邦理工学院人工智能中心）
We propose a very general framework for deriving rigorous bounds on the approximation error for physics-informed neural networks (PINNs) and operator learning architectures such as DeepONets and FNOs as well as for physics-informed operator learning. These bounds guarantee that PINNs and (physics-informed) DeepONets or FNOs will efficiently approximate the underlying solution or solution operator of generic partial differential equations (PDEs). Our framework utilizes existing neural network approximation results to obtain bounds on more involved learning architectures for PDEs. We illustrate …
The Physics-Informed Neural Network (PINN) approach is a new and promising way to solve partial differential equations using deep learning. The $L^2$ Physics-Informed Loss is the de-facto standard in training Physics-Informed Neural Networks. In this paper, we challenge this common practice by investigating the relationship between the loss function and the approximation quality of the learned solution. In particular, we leverage the concept of stability in the literature of partial differential equation to study the asymptotic behavior of the learned solution as the loss approaches zero. With…
University of Maryland（马里兰大学）；University of California, Los Angeles（加州大学洛杉矶分校）
Considerable research has been devoted to deep learning-based predictive models for system prognostics and health management in the reliability and safety community. However, there is limited study on the utilization of deep learning for system reliability assessment. This paper aims to bridge this gap and explore this new interface between deep learning and system reliability assessment by exploiting the recent advances of physics-informed deep learning. Particularly, we present an approach to frame system reliability assessment in the context of physics-informed deep learning and discuss the…
University of Twente（特文特大学）；Massachusetts Institute of Technology（麻省理工学院）
An energy-based a posteriori error bound is proposed for the physics-informed neural network solutions of elasticity problems. An admissible displacement-stress solution pair is obtained from a mixed form of physics-informed neural networks, and the proposed error bound is formulated as the constitutive relation error defined by the solution pair. Such an error estimator provides an upper bound of the global error of neural network discretization. The bounding property, as well as the asymptotic behavior of the physics-informed neural network solutions, are studied in a demonstrating example.
Physics-informed machine learning (PIML), referring to the combination of prior knowledge of physics, which is the high level abstraction of natural phenomenons and human behaviours in the long history, with data-driven machine learning models, has emerged as an effective way to mitigate the shortage of training data, to increase models' generalizability and to ensure the physical plausibility of results. In this paper, we survey an abundant number of recent works in PIML and summarize them from three aspects: (1) motivations of PIML, (2) physics knowledge in PIML, (3) methods of physics knowl…
PIDT: Physics-Informed Digital Twin for Optical Fiber Parameter Estimation
Dept. of Electrical Engineering, Chalmers Univ. of Technology, Sweden（电气工程系，瑞典查尔姆斯理工大学）；Dept. of Microtechnology and Nanoscience, Chalmers Univ. of Technology, Sweden（微电子与纳米科技系，瑞典查尔姆斯理工大学）
Integrating physical inductive biases into machine learning can improve model generalizability. We generalize the successful paradigm of physics-informed learning (PIL) into a more general framework that also includes what we term physics-augmented learning (PAL). PIL and PAL complement each other by handling discriminative and generative properties, respectively. In numerical experiments, we show that PAL performs well on examples where PIL is inapplicable or inefficient.
Brown University（布朗大学）；Xiamen University（厦门大学）；Dalian University of Technology（大连理工大学）
Despite the significant progress over the last 50 years in simulating flow problems using numerical discretization of the Navier-Stokes equations (NSE), we still cannot incorporate seamlessly noisy data into existing algorithms, mesh-generation is complex, and we cannot tackle high-dimensional problems governed by parametrized NSE. Moreover, solving inverse flow problems is often prohibitively expensive and requires complex and expensive formulations and new computer codes. Here, we review flow physics-informed learning, integrating seamlessly data and mathematical models, and implementing the…
Imperial College London（帝国理工学院）；Alan Turing Institute（艾伦·图灵研究所）
Measurements on dynamical systems, experimental or otherwise, are often subjected to inaccuracies capable of introducing corruption; removal of which is a problem of fundamental importance in the physical sciences. In this work we propose physics-informed convolutional neural networks for stationary corruption removal, providing the means to extract physical solutions from data, given access to partial ground-truth observations at collocation points. We showcase the methodology for 2D incompressible Navier-Stokes equations in the chaotic-turbulent flow regime, demonstrating robustness to modal…
University of Southern California（南加州大学）；Department of Computer Science, University of Southern California（南加州大学计算机科学系）
While physics conveys knowledge of nature built from an interplay between observations and theory, it has been considered less importantly in deep neural networks. Especially, there are few works leveraging physics behaviors when the knowledge is given less explicitly. In this work, we propose a novel architecture called Differentiable Physics-informed Graph Networks (DPGN) to incorporate implicit physics knowledge which is given from domain experts by informing it in latent space. Using the concept of DPGN, we demonstrate that climate prediction tasks are significantly improved. Besides the e…
We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to satisfy given physical laws expressed by partial differential equations. Such physics-informed constraints provide a regularization mechanism for effectively training deep probabilistic models for modeling physical systems in which the cost of data acquisition is high and training data-sets are typically small. This provides a scalable framework for characterizin…
We explore the possibility to use physics-informed neural networks to drastically accelerate the solution of ordinary differential-algebraic equations that govern the power system dynamics. When it comes to transient stability assessment, the traditionally applied methods either carry a significant computational burden, require model simplifications, or use overly conservative surrogate models. Conventional neural networks can circumvent these limitations but are faced with high demand of high-quality training datasets, while they ignore the underlying governing equations. Physics-informed neu…
We prove rigorous bounds on the errors resulting from the approximation of the incompressible Navier-Stokes equations with (extended) physics informed neural networks. We show that the underlying PDE residual can be made arbitrarily small for tanh neural networks with two hidden layers. Moreover, the total error can be estimated in terms of the training error, network size and number of quadrature points. The theory is illustrated with numerical experiments.
University of Nevada, Las Vegas（内华达大学拉斯维加斯分校）；University of Arkansas（阿肯色大学）；Lehigh University（里海大学）
In this paper, we show a physics-informed neural network solver for the time-dependent surface PDEs. Unlike the traditional numerical solver, no extension of PDE and mesh on the surface is needed. We show a simplified prior estimate of the surface differential operators so that PINN's loss value will be an indicator of the residue of the surface PDEs. Numerical experiments verify efficacy of our algorithm.
Technical University of Denmark（丹麦技术大学）；The Danish Hydrocarbon Research and Technology Centre（丹麦碳氢化合物研究与技术中心）
This paper presents the potential of applying physics-informed neural networks for solving nonlinear multiphysics problems, which are essential to many fields such as biomedical engineering, earthquake prediction, and underground energy harvesting. Specifically, we investigate how to extend the methodology of physics-informed neural networks to solve both the forward and inverse problems in relation to the nonlinear diffusivity and Biot's equations. We explore the accuracy of the physics-informed neural networks with different training example sizes and choices of hyperparameters. The impacts …
