Dimitrios G. Patsatzis

Dimitrios G. Patsatzis, Lucia Russo, Ioannis G. Kevrekidis et al.

We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems modelled via microscopic/agent-based simulators. The approach obviates the need for construction of surrogate, reduced-order models.~The proposed implementation consists of three steps: (A) from high-dimensional agent-based simulations, machine learning (in particular, non-linear manifold learning (Diffusion Maps (DMs)) helps identify a set of coarse-grained variables that parametrize the low-dimensional manifold on which the emergent/collective dynamics evolve. The out-of-sample extension and pre-image problems, i.e. the construction of non-linear mappings from the high-dimensional input space to the low-dimensional manifold and back, are solved by coupling DMs with the Nystrom extension and Geometric Harmonics, respectively; (B) having identified the manifold and its coordinates, we exploit the Equation-free approach to perform numerical bifurcation analysis of the emergent dynamics; then (C) based on the previous steps, we design data-driven embedded wash-out controllers that drive the agent-based simulators to their intrinsic, imprecisely known, emergent open-loop unstable steady-states, thus demonstrating that the scheme is robust against numerical approximation errors and modelling uncertainty.~The efficiency of the framework is illustrated by controlling emergent unstable (i) traveling waves of a deterministic agent-based model of traffic dynamics, and (ii) equilibria of a stochastic financial market agent model with mimesis.

Alessandro Della Pia, Dimitrios G. Patsatzis, Gianluigi Rozza et al.

Inspired by the Equation-Free paradigm, we propose an ``embed-learn-lift'' framework for constructing minimal-dimensional surrogate ROMs for the numerical analysis of high-fidelity Navier-Stokes simulations, even in the presence of symmetries that standard machine-learning surrogates often fail to preserve. The framework consists of four main stages. First, manifold learning (here both POD and Diffusion Maps) is used to uncover the intrinsic geometry and dimensionality of the latent space underlying the high-dimensional spatio-temporal Navier-Stokes dynamics across the parameter space. Second, we construct ROMs (here, via Gaussian Process regression (GPR)) of minimal dimension -- by learning the evolution equations directly on the identified latent space. Third, we exploit the toolkit of numerical bifurcation analysis to construct bifurcation diagrams and perform systematic stability analysis directly in the latent coordinates. This enables, for example, the efficient continuation of branches of limit cycles emerging from Andronov-Hopf and Neimark-Sacker bifurcations, together with the computation of limit-cycles periods and stability properties via Floquet multipliers. Such analysis is effectively intractable for the full Navier-Stokes equations. Finally, by solving the pre-image problem in manifold learning, we reconstruct the bifurcating steady and time-periodic states in the original high-dimensional physical space, thus closing the ``lift'' step of the pipeline. We show that DMs-based ROMs allow for a computationally efficient and accurate numerical bifurcation and stability analysis, thus outperforming the widely used POD-ROMs by providing a geometrically consistent parametrization and correctly identifying the intrinsic dimension even in the presence of secondary instabilities, highlighting the need for nonlinear manifold learning methods in CFD.

Dimitrios G. Patsatzis, Gianluca Fabiani, Lucia Russo et al.

We present a physics-informed machine-learning (PIML) approach for the approximation of slow invariant manifolds (SIMs) of singularly perturbed systems, providing functionals in an explicit form that facilitate the construction and numerical integration of reduced order models (ROMs). The proposed scheme solves a partial differential equation corresponding to the invariance equation (IE) within the Geometric Singular Perturbation Theory (GSPT) framework. For the solution of the IE, we used two neural network structures, namely feedforward neural networks (FNNs), and random projection neural networks (RPNNs), with symbolic differentiation for the computation of the gradients required for the learning process. The efficiency of our PIML method is assessed via three benchmark problems, namely the Michaelis-Menten, the target mediated drug disposition reaction mechanism, and the 3D Sel'kov model. We show that the proposed PIML scheme provides approximations, of equivalent or even higher accuracy, than those provided by other traditional GSPT-based methods, and importantly, for any practical purposes, it is not affected by the magnitude of the perturbation parameter. This is of particular importance, as there are many systems for which the gap between the fast and slow timescales is not that big, but still ROMs can be constructed. A comparison of the computational costs between symbolic, automatic and numerical approximation of the required derivatives in the learning process is also provided.

Dimitrios G. Patsatzis, Alessandro Della Pia, Lucia Russo et al.

We introduce RANDSMAPs (Random-feature/multi-scale neural decoders with Mass Preservation), numerical analysis-informed, explainable neural decoders designed to explicitly respect conservation laws when solving the challenging ill-posed pre-image problem in manifold learning. We start by proving the equivalence of vanilla random Fourier feature neural networks to Radial Basis Function interpolation and the double Diffusion Maps (based on Geometric Harmonics) decoders in the deterministic limit. We then establish the theoretical foundations for RANDSMAP and introduce its multiscale variant to capture structures across multiple scales. We formulate and derive the closed-form solution of the corresponding constrained optimization problem and prove the mass preservation property. Numerically, we assess the performance of RANDSMAP on three benchmark problems/datasets with mass preservation obtained by the Lighthill-Whitham-Richards traffic flow PDE with shock waves, 2D rotated MRI brain images, and the Hughes crowd dynamics PDEs. We demonstrate that RANDSMAPs yield high reconstruction accuracy at low computational cost and maintain mass conservation at single-machine precision. In its vanilla formulation, the scheme remains applicable to the classical pre-image problem, i.e., when mass-preservation constraints are not imposed.

Dimitrios G. Patsatzis, Mario di Bernardo, Lucia Russo et al.

We present GoRINNs: numerical analysis-informed (shallow) neural networks for the solution of inverse problems of non-linear systems of conservation laws. GoRINNs is a hybrid/blended machine learning scheme based on high-resolution Godunov schemes for the solution of the Riemann problem in hyperbolic Partial Differential Equations (PDEs). In contrast to other existing machine learning methods that learn the numerical fluxes or just parameters of conservative Finite Volume methods, relying on deep neural networks (that may lead to poor approximations due to the computational complexity involved in their training), GoRINNs learn the closures of the conservation laws per se based on "intelligently" numerical-assisted shallow neural networks. Due to their structure, in particular, GoRINNs provide explainable, conservative schemes, that solve the inverse problem for hyperbolic PDEs, on the basis of approximate Riemann solvers that satisfy the Rankine-Hugoniot condition. The performance of GoRINNs is assessed via four benchmark problems, namely the Burgers', the Shallow Water, the Lighthill-Whitham-Richards and the Payne-Whitham traffic flow models. The solution profiles of these PDEs exhibit shock waves, rarefactions and/or contact discontinuities at finite times. We demonstrate that GoRINNs provide a very high accuracy both in the smooth and discontinuous regions.

Dimitrios G. Patsatzis, Lucia Russo, Constantinos Siettos

We present a physics-informed neural network (PINN) approach for the discovery of slow invariant manifolds (SIMs), for the most general class of fast/slow dynamical systems of ODEs. In contrast to other machine learning (ML) approaches that construct reduced order black box surrogate models using simple regression, and/or require a priori knowledge of the fast and slow variables, our approach, simultaneously decomposes the vector field into fast and slow components and provides a functional of the underlying SIM in a closed form. The decomposition is achieved by finding a transformation of the state variables to the fast and slow ones, which enables the derivation of an explicit, in terms of fast variables, SIM functional. The latter is obtained by solving a PDE corresponding to the invariance equation within the Geometric Singular Perturbation Theory (GSPT) using a single-layer feedforward neural network with symbolic differentiation. The performance of the proposed physics-informed ML framework is assessed via three benchmark problems: the Michaelis-Menten, the target mediated drug disposition (TMDD) reaction model and a fully competitive substrate-inhibitor(fCSI) mechanism. We also provide a comparison with other GPST methods, namely the quasi steady state approximation (QSSA), the partial equilibrium approximation (PEA) and CSP with one and two iterations. We show that the proposed PINN scheme provides SIM approximations, of equivalent or even higher accuracy, than those provided by QSSA, PEA and CSP, especially close to the boundaries of the underlying SIMs.

Hector Vargas Alvarez, Dimitrios G. Patsatzis, Lucia Russo et al.

Bridging the microscopic and the macroscopic modelling scales in crowd dynamics constitutes an important open challenge for systematic numerical analysis, optimization and control. We propose a combined manifold and machine learning approach to learn the discrete evolution operator for the emergent crowd dynamics in latent spaces from high-fidelity agent-based simulations. The proposed framework builds upon our previous works on next-generation Equation-free algorithms for learning surrogate models of high-dim. multiscale systems. Our approach is a four-stage one, explicitly conserving the mass of the reconstructed dynamics in the high-dim. space. In the first step, we derive continuous macroscopic fields (densities) from discrete microscopic data (pedestrians' positions) using KDE. In the second step, based on manifold learning, we construct a map from the macroscopic ambient space into the latent space parametrized by a few coordinates based on POD of the corresponding density distribution. The third step involves learning reduced-order surrogate ROMs in the latent space using machine learning techniques, particularly LSTMs networks and MVARs. Finally, we reconstruct the crowd dynamics in the high-dim. space in terms of macroscopic density profiles. With this "embed->learn in latent space->lift back to ambient space" pipeline, we create an effective solution operator of the unavailable macroscopic PDE for the density evolution. For our illustrations, we use SFM to generate data in a corridor with an obstacle, imposing periodic boundary conditions. The numerical results demonstrate high accuracy, robustness, and generalizability, thus allowing for fast and accurate modelling of crowd dynamics from agent-based simulations. Notably, linear MVAR models surpass nonlinear LSTMs in predictive accuracy, while also offering significantly lower complexity and greater interpretability.

Dimitrios G. Patsatzis, Nikolaos Kazantzis, Ioannis G. Kevrekidis et al.

We propose a hybrid machine learning scheme to learn -- in physics-informed and numerical analysis-informed fashion -- invariant manifolds (IM) of discrete maps for constructing reduced-order models (ROMs) for dynamical systems. The proposed scheme combines polynomial series with shallow neural networks, exploiting the complementary strengths of both approaches. Polynomials enable an efficient and accurate modeling of ROMs with guaranteed local exponential convergence rate around the fixed point, where, under certain assumptions, the IM is demonstrated to be analytic. Neural networks provide approximations to more complex structures beyond the reach of the polynomials' convergence. We evaluate the efficiency of the proposed scheme using three benchmark examples, examining convergence behavior, numerical approximation accuracy, and computational training cost. Additionally, we compare the IM approximations obtained solely with neural networks and with polynomial expansions. We demonstrate that the proposed hybrid scheme outperforms both pure polynomial approximations (power series, Legendre and Chebyshev polynomials) and standalone shallow neural network approximations in terms of numerical approximation accuracy.