Tamer A. Zaki

Hadden Kim, Tamer A. Zaki

Evolutional deep neural networks (EDNN) solve partial differential equations (PDEs) by marching the network representation of the solution fields, using the governing equations. Use of a single network to solve coupled PDEs on large domains requires a large number of network parameters and incurs a significant computational cost. We introduce coupled EDNN (C-EDNN) to solve systems of PDEs by using independent networks for each state variable, which are only coupled through the governing equations. We also introduce distributed EDNN (D-EDNN) by spatially partitioning the global domain into several elements and assigning individual EDNNs to each element to solve the local evolution of the PDE. The networks then exchange the solution and fluxes at their interfaces, similar to flux-reconstruction methods, and ensure that the PDE dynamics are accurately preserved between neighboring elements. Together C-EDNN and D-EDNN form the general class of Multi-EDNN methods. We demonstrate these methods with aid of canonical problems including linear advection, the heat equation, and the compressible Navier-Stokes equations in Couette and Taylor-Green flows.

Lawrence C. Cheung, Tamer A. Zaki

This work is a continuation of the analysis first presented in Cheung & Zaki (2014). In that study, the combination matrix was introduced as a means to tractably handle the nonlinear terms in the spectral domain. In this work, a different approach is discussed. Rather than analyze solutions to the energy equation, we examine the forced Navier-Stokes equations in spectral space and determine if direct solutions to the momentum equations can be found. This is done by using the combination matrix to rewrite the Navier-Stokes as a system of intersecting quadratic polynomials. Intrepreted geometrically, any solution to the Navier-Stokes can be represented as a the intersection of a multiple conic sections.

Xu-Hui Zhou, Lorenzo Beronilla, Michael K. Sleeman et al.

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We show that the poor performance of the standard EnKF may be attributed to the bimodal forecast distribution that can arise in the vicinity of an uncertain shock location; this violates the assumptions underpinning the EnKF, which assume a forecast which is close to Gaussian. To address this issue we introduce the new neural EnKF. The basic idea is to systematically embed neural function approximations within ensemble DA by mapping the forecast ensemble of shocked flows to the parameter space (weights and biases) of a deep neural network (NN) and to subsequently perform DA in that space. The nonlinear mapping encodes sharp and smooth flow features in an ensemble of NN parameters. Neural EnKF updates are therefore well-behaved only if the NN parameters vary smoothly within the neural representation of the forecast ensemble. We show that such a smooth variation of network parameters can be enforced via physics-informed transfer learning, and demonstrate that in so-doing the neural EnKF avoids the spurious oscillations and nonphysical features that plague the standard EnKF. The applicability of the neural EnKF is demonstrated through a series of systematic numerical experiments with an inviscid Burgers' equation, Sod's shock tube, and a two-dimensional blast wave.

Ponkrshnan Thiagarajan, Tamer A. Zaki, Michael D. Shields

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high dimensionality of the network's parameter space and the non-convexity of their posterior distributions. Therefore, various approximation techniques, such as variational inference (VI) or stochastic gradient MCMC, are often employed to infer the posterior distribution of the network parameters. Such approximations introduce inaccuracies in the inferred distributions, resulting in unreliable uncertainty estimates. In this work, we propose a hybrid approach that combines inexpensive VI and accurate HMC methods to efficiently and accurately quantify uncertainties in neural networks and neural operators. The proposed approach leverages an initial VI training on the full network. We examine the influence of individual parameters on the prediction uncertainty, which shows that a large proportion of the parameters do not contribute substantially to uncertainty in the network predictions. This information is then used to significantly reduce the dimension of the parameter space, and HMC is performed only for the subset of network parameters that strongly influence prediction uncertainties. This yields a framework for accelerating the full batch HMC for posterior inference in neural networks. We demonstrate the efficiency and accuracy of the proposed framework on deep neural networks and operator networks, showing that inference can be performed for large networks with tens to hundreds of thousands of parameters. We show that this method can effectively learn surrogates for complex physical systems by modeling the operator that maps from upstream conditions to wall-pressure data on a cone in hypersonic flow.

Yifan Du, Tamer A. Zaki

The notion of an Evolutional Deep Neural Network (EDNN) is introduced for the solution of partial differential equations (PDE). The parameters of the network are trained to represent the initial state of the system only, and are subsequently updated dynamically, without any further training, to provide an accurate prediction of the evolution of the PDE system. In this framework, the network parameters are treated as functions with respect to the appropriate coordinate and are numerically updated using the governing equations. By marching the neural network weights in the parameter space, EDNN can predict state-space trajectories that are indefinitely long, which is difficult for other neural network approaches. Boundary conditions of the PDEs are treated as hard constraints, are embedded into the neural network, and are therefore exactly satisfied throughout the entire solution trajectory. Several applications including the heat equation, the advection equation, the Burgers equation, the Kuramoto Sivashinsky equation and the Navier-Stokes equations are solved to demonstrate the versatility and accuracy of EDNN. The application of EDNN to the incompressible Navier-Stokes equation embeds the divergence-free constraint into the network design so that the projection of the momentum equation to solenoidal space is implicitly achieved. The numerical results verify the accuracy of EDNN solutions relative to analytical and benchmark numerical solutions, both for the transient dynamics and statistics of the system.