Manuel Dahmen

Jan G. Rittig, Karim Ben Hicham, Artur M. Schweidtmann et al.

Ionic liquids (ILs) are important solvents for sustainable processes and predicting activity coefficients (ACs) of solutes in ILs is needed. Recently, matrix completion methods (MCMs), transformers, and graph neural networks (GNNs) have shown high accuracy in predicting ACs of binary mixtures, superior to well-established models, e.g., COSMO-RS and UNIFAC. GNNs are particularly promising here as they learn a molecular graph-to-property relationship without pretraining, typically required for transformers, and are, unlike MCMs, applicable to molecules not included in training. For ILs, however, GNN applications are currently missing. Herein, we present a GNN to predict temperature-dependent infinite dilution ACs of solutes in ILs. We train the GNN on a database including more than 40,000 AC values and compare it to a state-of-the-art MCM. The GNN and MCM achieve similar high prediction performance, with the GNN additionally enabling high-quality predictions for ACs of solutions that contain ILs and solutes not considered during training.

Artur M. Schweidtmann, Jan G. Rittig, Jana M. Weber et al.

Graph neural networks (GNNs) are emerging in chemical engineering for the end-to-end learning of physicochemical properties based on molecular graphs. A key element of GNNs is the pooling function which combines atom feature vectors into molecular fingerprints. Most previous works use a standard pooling function to predict a variety of properties. However, unsuitable pooling functions can lead to unphysical GNNs that poorly generalize. We compare and select meaningful GNN pooling methods based on physical knowledge about the learned properties. The impact of physical pooling functions is demonstrated with molecular properties calculated from quantum mechanical computations. We also compare our results to the recent set2set pooling approach. We recommend using sum pooling for the prediction of properties that depend on molecular size and compare pooling functions for properties that are molecular size-independent. Overall, we show that the use of physical pooling functions significantly enhances generalization.

Eike Cramer, Dirk Witthaut, Alexander Mitsos et al.

Electricity is traded on various markets with different time horizons and regulations. Short-term intraday trading becomes increasingly important due to the higher penetration of renewables. In Germany, the intraday electricity price typically fluctuates around the day-ahead price of the European Power EXchange (EPEX) spot markets in a distinct hourly pattern. This work proposes a probabilistic modeling approach that models the intraday price difference to the day-ahead contracts. The model captures the emerging hourly pattern by considering the four 15 min intervals in each day-ahead price interval as a four-dimensional joint probability distribution. The resulting nontrivial, multivariate price difference distribution is learned using a normalizing flow, i.e., a deep generative model that combines conditional multivariate density estimation and probabilistic regression. Furthermore, this work discusses the influence of different external impact factors based on literature insights and impact analysis using explainable artificial intelligence (XAI). The normalizing flow is compared to an informed selection of historical data and probabilistic forecasts using a Gaussian copula and a Gaussian regression model. Among the different models, the normalizing flow identifies the trends with the highest accuracy and has the narrowest prediction intervals. Both the XAI analysis and the empirical experiments highlight that the immediate history of the price difference realization and the increments of the day-ahead price have the most substantial impact on the price difference.

Jan G. Rittig, Martin Ritzert, Artur M. Schweidtmann et al.

Fuels with high-knock resistance enable modern spark-ignition engines to achieve high efficiency and thus low CO2 emissions. Identification of molecules with desired autoignition properties indicated by a high research octane number and a high octane sensitivity is therefore of great practical relevance and can be supported by computer-aided molecular design (CAMD). Recent developments in the field of graph machine learning (graph-ML) provide novel, promising tools for CAMD. We propose a modular graph-ML CAMD framework that integrates generative graph-ML models with graph neural networks and optimization, enabling the design of molecules with desired ignition properties in a continuous molecular space. In particular, we explore the potential of Bayesian optimization and genetic algorithms in combination with generative graph-ML models. The graph-ML CAMD framework successfully identifies well-established high-octane components. It also suggests new candidates, one of which we experimentally investigate and use to illustrate the need for further auto-ignition training data.

Danimir T. Doncevic, Alexander Mitsos, Yue Guo et al.

Meta-learning of numerical algorithms for a given task consists of the data-driven identification and adaptation of an algorithmic structure and the associated hyperparameters. To limit the complexity of the meta-learning problem, neural architectures with a certain inductive bias towards favorable algorithmic structures can, and should, be used. We generalize our previously introduced Runge-Kutta neural network to a recursively recurrent neural network (R2N2) superstructure for the design of customized iterative algorithms. In contrast to off-the-shelf deep learning approaches, it features a distinct division into modules for generation of information and for the subsequent assembly of this information towards a solution. Local information in the form of a subspace is generated by subordinate, inner, iterations of recurrent function evaluations starting at the current outer iterate. The update to the next outer iterate is computed as a linear combination of these evaluations, reducing the residual in this space, and constitutes the output of the network. We demonstrate that regular training of the weight parameters inside the proposed superstructure on input/output data of various computational problem classes yields iterations similar to Krylov solvers for linear equation systems, Newton-Krylov solvers for nonlinear equation systems, and Runge-Kutta integrators for ordinary differential equations. Due to its modularity, the superstructure can be readily extended with functionalities needed to represent more general classes of iterative algorithms traditionally based on Taylor series expansions.

Jan G. Rittig, Qinghe Gao, Manuel Dahmen et al.

Molecular property prediction is of crucial importance in many disciplines such as drug discovery, molecular biology, or material and process design. The frequently employed quantitative structure-property/activity relationships (QSPRs/QSARs) characterize molecules by descriptors which are then mapped to the properties of interest via a linear or nonlinear model. In contrast, graph neural networks, a novel machine learning method, directly work on the molecular graph, i.e., a graph representation where atoms correspond to nodes and bonds correspond to edges. GNNs allow to learn properties in an end-to-end fashion, thereby avoiding the need for informative descriptors as in QSPRs/QSARs. GNNs have been shown to achieve state-of-the-art prediction performance on various property predictions tasks and represent an active field of research. We describe the fundamentals of GNNs and demonstrate the application of GNNs via two examples for molecular property prediction.

Eike Cramer, Leonard Paeleke, Alexander Mitsos et al.

We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a conditional distribution that uses wind speed forecasts to tailor the scenarios to a specific day. We apply the generated scenarios in a stochastic day-ahead bidding problem of a wind electricity producer and analyze whether the scenarios yield profitable decisions. Compared to Gaussian copulas and Wasserstein-generative adversarial networks, the normalizing flow successfully narrows the range of scenarios around the daily trends while maintaining a diverse variety of possible realizations. In the stochastic day-ahead bidding problem, the conditional scenarios from all methods lead to significantly more stable profitable results compared to an unconditional selection of historical scenarios. The normalizing flow consistently obtains the highest profits, even for small sets scenarios.

Eike Cramer, Felix Rauh, Alexander Mitsos et al.

To model manifold data using normalizing flows, we employ isometric autoencoders to design embeddings with explicit inverses that do not distort the probability distribution. Using isometries separates manifold learning and density estimation and enables training of both parts to high accuracy. Thus, model selection and tuning are simplified compared to existing injective normalizing flows. Applied to data sets on (approximately) flat manifolds, the combined approach generates high-quality data.

Daniel Mayfrank, Alexander Mitsos, Manuel Dahmen

(Economic) nonlinear model predictive control ((e)NMPC) requires dynamic models that are sufficiently accurate and computationally tractable. Data-driven surrogate models for mechanistic models can reduce the computational burden of (e)NMPC; however, such models are typically trained by system identification for maximum prediction accuracy on simulation samples and perform suboptimally in (e)NMPC. We present a method for end-to-end reinforcement learning of Koopman surrogate models for optimal performance as part of (e)NMPC. We apply our method to two applications derived from an established nonlinear continuous stirred-tank reactor model. The controller performance is compared to that of (e)NMPCs utilizing models trained using system identification, and model-free neural network controllers trained using reinforcement learning. We show that the end-to-end trained models outperform those trained using system identification in (e)NMPC, and that, in contrast to the neural network controllers, the (e)NMPC controllers can react to changes in the control setting without retraining.

Hannes Hilger, Dirk Witthaut, Manuel Dahmen et al.

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to the day-ahead price's non-stationarity resulting from changing market conditions, e.g., due to changes resulting from the energy crisis in 2021. We present a probabilistic forecasting approach for day-ahead electricity prices using the fully data-driven deep generative model called normalizing flow. Our modeling approach generates full-day scenarios of day-ahead electricity prices based on conditional features such as residual load forecasts. Furthermore, we propose extended feature sets of prior realizations and a periodic retraining scheme that allows the normalizing flow to adapt to the changing conditions of modern electricity markets. Our results highlight that the normalizing flow generates high-quality scenarios that reproduce the true price distribution and yield accurate forecasts. Additionally, our analysis highlights how our improvements towards adaptations in changing regimes allow the normalizing flow to adapt to changing market conditions and enable continued sampling of high-quality day-ahead price scenarios.

Mehmet Velioglu, Song Zhai, Alexander Mitsos et al.

Separating liquid-liquid dispersions in gravity settlers is critical in chemical, pharmaceutical, and recycling processes. The dense-packed zone height is an important performance and safety indicator but it is often expensive and impractical to measure due to optical limitations. We propose to estimate phase heights using only inexpensive volume flow measurements. To this end, a physics-informed neural network (PINN) is first pretrained on synthetic data and physics equations derived from a low-fidelity (approximate) mechanistic model to reduce the need for extensive experimental data. While the mechanistic model is used to generate synthetic training data, only volume balance equations are used in the PINN, since the integration of submodels describing droplet coalescence and sedimentation into the PINN would be computationally prohibitive. The pretrained PINN is then fine-tuned with scarce experimental data to capture the actual dynamics of the separator. We then employ the differentiable PINN as a predictive model in an Extended Kalman Filter inspired state estimation framework, enabling the phase heights to be tracked and updated from flow-rate measurements. We first test the two-stage trained PINN by forward simulation from a known initial state against the mechanistic model and a non-pretrained PINN. We then evaluate phase height estimation performance with the filter, comparing the two-stage trained PINN with a two-stage trained purely data-driven neural network. All model types are trained and evaluated using ensembles to account for model parameter uncertainty. In all evaluations, the two-stage trained PINN yields the most accurate phase-height estimates.

Moritz Wedemeyer, Eike Cramer, Alexander Mitsos et al.

With the increasing flexibilization of processes, determining robust scheduling decisions has become an important goal. Traditionally, the flexibility index has been used to identify safe operating schedules by approximating the admissible uncertainty region using simple admissible uncertainty sets, such as hypercubes. Presently, available contextual information, such as forecasts, has not been considered to define the admissible uncertainty set when determining the flexibility index. We propose the conditional flexibility index (CFI), which extends the traditional flexibility index in two ways: by learning the parametrized admissible uncertainty set from historical data and by using contextual information to make the admissible uncertainty set conditional. This is achieved using a normalizing flow that learns a bijective mapping from a Gaussian base distribution to the data distribution. The admissible latent uncertainty set is constructed as a hypersphere in the latent space and mapped to the data space. By incorporating contextual information, the CFI provides a more informative estimate of flexibility by defining admissible uncertainty sets in regions that are more likely to be relevant under given conditions. Using an illustrative example, we show that no general statement can be made about data-driven admissible uncertainty sets outperforming simple sets, or conditional sets outperforming unconditional ones. However, both data-driven and conditional admissible uncertainty sets ensure that only regions of the uncertain parameter space containing realizations are considered. We apply the CFI to a security-constrained unit commitment example and demonstrate that the CFI can improve scheduling quality by incorporating temporal information.

Daniel Mayfrank, Kayra Dernek, Laura Lang et al.

With our recently proposed method based on reinforcement learning (Mayfrank et al. (2024), Comput. Chem. Eng. 190), Koopman surrogate models can be trained for optimal performance in specific (economic) nonlinear model predictive control ((e)NMPC) applications. So far, our method has exclusively been demonstrated on a small-scale case study. Herein, we show that our method scales well to a more challenging demand response case study built on a large-scale model of a single-product (nitrogen) air separation unit. Across all numerical experiments, we assume observability of only a few realistically measurable plant variables. Compared to a purely system identification-based Koopman eNMPC, which generates small economic savings but frequently violates constraints, our method delivers similar economic performance while avoiding constraint violations.

Daniel Mayfrank, Na Young Ahn, Alexander Mitsos et al.

Mechanistic dynamic process models may be too computationally expensive to be usable as part of a real-time capable predictive controller. We present a method for end-to-end learning of Koopman surrogate models for optimal performance in a specific control task. In contrast to previous contributions that employ standard reinforcement learning (RL) algorithms, we use a training algorithm that exploits the differentiability of environments based on mechanistic simulation models to aid the policy optimization. We evaluate the performance of our method by comparing it to that of other training algorithms on an existing economic nonlinear model predictive control (eNMPC) case study of a continuous stirred-tank reactor (CSTR) model. Compared to the benchmark methods, our method produces similar economic performance while eliminating constraint violations. Thus, for this case study, our method outperforms the others and offers a promising path toward more performant controllers that employ dynamic surrogate models.

Jan G. Rittig, Manuel Dahmen, Martin Grohe et al.

We present a perspective on molecular machine learning (ML) in the field of chemical process engineering. Recently, molecular ML has demonstrated great potential in (i) providing highly accurate predictions for properties of pure components and their mixtures, and (ii) exploring the chemical space for new molecular structures. We review current state-of-the-art molecular ML models and discuss research directions that promise further advancements. This includes ML methods, such as graph neural networks and transformers, which can be further advanced through the incorporation of physicochemical knowledge in a hybrid or physics-informed fashion. Then, we consider leveraging molecular ML at the chemical process scale, which is highly desirable yet rather unexplored. We discuss how molecular ML can be integrated into process design and optimization formulations, promising to accelerate the identification of novel molecules and processes. To this end, it will be essential to create molecule and process design benchmarks and practically validate proposed candidates, possibly in collaboration with the chemical industry.

Jan Pavšek, Alexander Mitsos, Manuel Dahmen et al.

We propose a machine learning (ML) architecture to better capture the dependency of thermodynamic properties on the independent states. When predicting state-dependent thermodynamic properties, ML models need to account for both molecular structure and the thermodynamic state, described by independent variables, typically temperature, pressure, and composition. Modern molecular ML models typically include state information by adding it to molecular fingerprint vectors or by embedding explicit (semi-empirical) thermodynamic relations. Here, we propose to rather split the information processing on the molecular structure and the dependency on states into two separate network channels: a graph neural network and a multilayer perceptron, whose output is combined by a dot product. We refer to our approach as DeepEOSNet, as this idea is based on the DeepONet architecture [Lu et al. (2021), Nat. Mach. Intell.]: instead of operators, we learn state dependencies, with the possibility to predict equation of states (EOS). We investigate the predictive performance of DeepEOSNet by means of three case studies, which include the prediction of vapor pressure as a function of temperature, and mixture molar volume as a function of composition, temperature, and pressure. Our results show superior performance of DeepEOSNet for predicting vapor pressure and comparable performance for predicting mixture molar volume compared to state-of-research graph-based thermodynamic prediction models from our earlier works. In fact, we see large potential of DeepEOSNet in cases where data is sparse in the state domain and the output function is structurally similar across different molecules. The concept of DeepEOSNet can easily be transferred to other ML architectures in molecular context, and thus provides a viable option for property prediction.

Daniel Mayfrank, Mehmet Velioglu, Alexander Mitsos et al.

Reinforcement learning (RL) can be used to tune data-driven (economic) nonlinear model predictive controllers ((e)NMPCs) for optimal performance in a specific control task by optimizing the dynamic model or parameters in the policy's objective function or constraints, such as state bounds. However, the sample efficiency of RL is crucial, and to improve it, we combine a model-based RL algorithm with our published method that turns Koopman (e)NMPCs into automatically differentiable policies. We apply our approach to an eNMPC case study of a continuous stirred-tank reactor (CSTR) model from the literature. The approach outperforms benchmark methods, i.e., data-driven eNMPCs using models based on system identification without further RL tuning of the resulting policy, and neural network controllers trained with model-based RL, by achieving superior control performance and higher sample efficiency. Furthermore, utilizing partial prior knowledge about the system dynamics via physics-informed learning further increases sample efficiency.

Mehmet Velioglu, Song Zhai, Sophia Rupprecht et al.

In chemical engineering, process data are expensive to acquire, and complex phenomena are difficult to fully model. We explore the use of physics-informed neural networks (PINNs) for modeling dynamic processes with incomplete mechanistic semi-explicit differential-algebraic equation systems and scarce process data. In particular, we focus on estimating states for which neither direct observational data nor constitutive equations are available. We propose an easy-to-apply heuristic to assess whether estimation of such states may be possible. As numerical examples, we consider a continuously stirred tank reactor and a liquid-liquid separator. We find that PINNs can infer immeasurable states with reasonable accuracy, even if respective constitutive equations are unknown. We thus show that PINNs are capable of modeling processes when relatively few experimental data and only partially known mechanistic descriptions are available, and conclude that they constitute a promising avenue that warrants further investigation.

Eike Cramer, Leonardo Rydin Gorjão, Alexander Mitsos et al.

The design and operation of modern energy systems are heavily influenced by time-dependent and uncertain parameters, e.g., renewable electricity generation, load-demand, and electricity prices. These are typically represented by a set of discrete realizations known as scenarios. A popular scenario generation approach uses deep generative models (DGM) that allow scenario generation without prior assumptions about the data distribution. However, the validation of generated scenarios is difficult, and a comprehensive discussion about appropriate validation methods is currently lacking. To start this discussion, we provide a critical assessment of the currently used validation methods in the energy scenario generation literature. In particular, we assess validation methods based on probability density, auto-correlation, and power spectral density. Furthermore, we propose using the multifractal detrended fluctuation analysis (MFDFA) as an additional validation method for non-trivial features like peaks, bursts, and plateaus. As representative examples, we train generative adversarial networks (GANs), Wasserstein GANs (WGANs), and variational autoencoders (VAEs) on two renewable power generation time series (photovoltaic and wind from Germany in 2013 to 2015) and an intra-day electricity price time series form the European Energy Exchange in 2017 to 2019. We apply the four validation methods to both the historical and the generated data and discuss the interpretation of validation results as well as common mistakes, pitfalls, and limitations of the validation methods. Our assessment shows that no single method sufficiently characterizes a scenario but ideally validation should include multiple methods and be interpreted carefully in the context of scenarios over short time periods.

Yue Guo, Felix Dietrich, Tom Bertalan et al.

We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a departure from the classical approaches in numerical analysis, which typically do not feature such learning-based adaptations. As a case study, we develop a machine learning approach that automatically learns effective solvers for initial value problems in the form of ordinary differential equations (ODEs), based on the Runge-Kutta (RK) integrator architecture. We show that we can learn high-order integrators for targeted families of differential equations without the need for computing integrator coefficients by hand. Moreover, we demonstrate that in certain cases we can obtain superior performance to classical RK methods. This can be attributed to certain properties of the ODE families being identified and exploited by the approach. Overall, this work demonstrates an effective learning-based approach to the design of algorithms for the numerical solution of differential equations. This can be readily extended to other numerical tasks.

Eike Cramer, Alexander Mitsos, Raul Tempone et al.

Neural networks-based learning of the distribution of non-dispatchable renewable electricity generation from sources such as photovoltaics (PV) and wind as well as load demands has recently gained attention. Normalizing flow density models are particularly well suited for this task due to the training through direct log-likelihood maximization. However, research from the field of image generation has shown that standard normalizing flows can only learn smeared-out versions of manifold distributions. Previous works on normalizing flow-based scenario generation do not address this issue, and the smeared-out distributions result in the sampling of noisy time series. In this paper, we exploit the isometry of the principal component analysis (PCA), which sets up the normalizing flow in a lower-dimensional space while maintaining the direct and computationally efficient likelihood maximization. We train the resulting principal component flow (PCF) on data of PV and wind power generation as well as load demand in Germany in the years 2013 to 2015. The results of this investigation show that the PCF preserves critical features of the original distributions, such as the probability density and frequency behavior of the time series. The application of the PCF is, however, not limited to renewable power generation but rather extends to any data set, time series, or otherwise, which can be efficiently reduced using PCA.