Lucía Russo

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.

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.