NAJun 8, 2011
Preserving multiple first integrals by discrete gradientsMorten Dahlby, Brynjulf Owren, Takaharu Yaguchi
We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly conserve all the first integrals simultaneously are then defined. In both cases we start from an arbitrary method of a prescribed order (say, a Runge-Kutta scheme) and modify it using two approaches: one based on projection and one based one local coordinates. The methods are tested on the Kepler problem.
LGOct 1, 2022
FINDE: Neural Differential Equations for Finding and Preserving Invariant QuantitiesTakashi Matsubara, Takaharu Yaguchi
Many real-world dynamical systems are associated with first integrals (a.k.a. invariant quantities), which are quantities that remain unchanged over time. The discovery and understanding of first integrals are fundamental and important topics both in the natural sciences and in industrial applications. First integrals arise from the conservation laws of system energy, momentum, and mass, and from constraints on states; these are typically related to specific geometric structures of the governing equations. Existing neural networks designed to ensure such first integrals have shown excellent accuracy in modeling from data. However, these models incorporate the underlying structures, and in most situations where neural networks learn unknown systems, these structures are also unknown. This limitation needs to be overcome for scientific discovery and modeling of unknown systems. To this end, we propose first integral-preserving neural differential equation (FINDE). By leveraging the projection method and the discrete gradient method, FINDE finds and preserves first integrals from data, even in the absence of prior knowledge about underlying structures. Experimental results demonstrate that FINDE can predict future states of target systems much longer and find various quantities consistent with well-known first integrals in a unified manner.
88.8NAApr 9
Comparison of Numerical Solvers for Differential Equations for Holonomic Gradient Method in StatisticsNobuki Takayama, Takaharu Yaguchi, Yi Zhang
Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation (ODE) with respect to a curve in the parameter space. We can evaluate the integral by solving the linear ODE numerically. This approach to evaluate numerically definite integrals is called the holonomic gradient method (HGM) and it is useful to evaluate several normalizing constants in statistics. We will discuss and compare methods to solve linear ODE's to evaluate normalizing constants.
LGJul 26, 2023
Number Theoretic Accelerated Learning of Physics-Informed Neural NetworksTakashi Matsubara, Takaharu Yaguchi
Physics-informed neural networks solve partial differential equations by training neural networks. Since this method approximates infinite-dimensional PDE solutions with finite collocation points, minimizing discretization errors by selecting suitable points is essential for accelerating the learning process. Inspired by number theoretic methods for numerical analysis, we introduce good lattice training and periodization tricks, which ensure the conditions required by the theory. Our experiments demonstrate that GLT requires 2-7 times fewer collocation points, resulting in lower computational cost, while achieving competitive performance compared to typical sampling methods.
36.5DSMay 15
Symplectic Neural Operators for Learning Infinite Dimensional Hamiltonian SystemsYeang Makara, Yusuke Tanaka, Takashi Matsubara et al.
The modeling and simulation of infinite-dimensional Hamiltonian systems are central problems in mathematical physics and engineering, however they pose significant computational and structural challenges for standard data-driven architectures. In this work, we introduce the Symplectic Neural Operator, a neural operator architecture designed to preserve the symplectic structure intrinsic to Hamiltonian PDEs. We provide a theoretical characterization of their symplecticity and establish a rigorous long-term stability result based on the combination of symplectic structure preservation and learning accuracy. Numerical experiments on canonical Hamiltonian PDEs corroborate this theoretical result and show that SNOs exhibit improved energy behavior compared with non-structure-preserving neural operators.
43.1LGMay 12
Approximation of Maximally Monotone Operators : A Graph Convergence PerspectiveTakashi Furuya, Yury Korolev, Takaharu Yaguchi
Operator learning has been highly successful for continuous mappings between infinite-dimensional spaces, such as PDE solution operators. However, many operators of interest-including differential operators-are discontinuous or set-valued, and lie outside classical approximation frameworks. We propose a paradigm shift by formulating approximation via graph convergence (Painlevé-Kuratowski convergence), which is well-suited for closed operators. We show that uniform and $L^p$ approximation are fundamentally inadequate in this setting. Focusing on maximally monotone operators, we prove that any such operator can be approximated in the sense of local graph convergence by continuous encoder-decoder architectures, and further construct structure-preserving approximations that retain maximal monotonicity via resolvent-based parameterizations.
LGFeb 27, 2025
Learning Hamiltonian Density Using DeepONetBaige Xu, Yusuke Tanaka, Takashi Matsubara et al.
In recent years, deep learning for modeling physical phenomena which can be described by partial differential equations (PDEs) have received significant attention. For example, for learning Hamiltonian mechanics, methods based on deep neural networks such as Hamiltonian Neural Networks (HNNs) and their variants have achieved progress. However, existing methods typically depend on the discretization of data, and the determination of required differential operators is often necessary. Instead, in this work, we propose an operator learning approach for modeling wave equations. In particular, we present a method to compute the variational derivatives that are needed to formulate the equations using the automatic differentiation algorithm. The experiments demonstrated that the proposed method is able to learn the operator that defines the Hamiltonian density of waves from data with unspecific discretization without determination of the differential operators.
LGOct 15, 2024
Poisson-Dirac Neural Networks for Modeling Coupled Dynamical Systems across DomainsRazmik Arman Khosrovian, Takaharu Yaguchi, Hiroaki Yoshimura et al.
Deep learning has achieved great success in modeling dynamical systems, providing data-driven simulators to predict complex phenomena, even without known governing equations. However, existing models have two major limitations: their narrow focus on mechanical systems and their tendency to treat systems as monolithic. These limitations reduce their applicability to dynamical systems in other domains, such as electrical and hydraulic systems, and to coupled systems. To address these limitations, we propose Poisson-Dirac Neural Networks (PoDiNNs), a novel framework based on the Dirac structure that unifies the port-Hamiltonian and Poisson formulations from geometric mechanics. This framework enables a unified representation of various dynamical systems across multiple domains as well as their interactions and degeneracies arising from couplings. Our experiments demonstrate that PoDiNNs offer improved accuracy and interpretability in modeling unknown coupled dynamical systems from data.
MLFeb 14, 2024
Neural Operators Meet Energy-based Theory: Operator Learning for Hamiltonian and Dissipative PDEsYusuke Tanaka, Takaharu Yaguchi, Tomoharu Iwata et al.
The operator learning has received significant attention in recent years, with the aim of learning a mapping between function spaces. Prior works have proposed deep neural networks (DNNs) for learning such a mapping, enabling the learning of solution operators of partial differential equations (PDEs). However, these works still struggle to learn dynamics that obeys the laws of physics. This paper proposes Energy-consistent Neural Operators (ENOs), a general framework for learning solution operators of PDEs that follows the energy conservation or dissipation law from observed solution trajectories. We introduce a novel penalty function inspired by the energy-based theory of physics for training, in which the energy functional is modeled by another DNN, allowing one to bias the outputs of the DNN-based solution operators to ensure energetic consistency without explicit PDEs. Experiments on multiple physical systems show that ENO outperforms existing DNN models in predicting solutions from data, especially in super-resolution settings.
DSFeb 22, 2021
KAM Theory Meets Statistical Learning Theory: Hamiltonian Neural Networks with Non-Zero Training LossYuhan Chen, Takashi Matsubara, Takaharu Yaguchi
Many physical phenomena are described by Hamiltonian mechanics using an energy function (the Hamiltonian). Recently, the Hamiltonian neural network, which approximates the Hamiltonian as a neural network, and its extensions have attracted much attention. This is a very powerful method, but its use in theoretical studies remains limited. In this study, by combining the statistical learning theory and Kolmogorov-Arnold-Moser (KAM) theory, we provide a theoretical analysis of the behavior of Hamiltonian neural networks when the learning error is not completely zero. A Hamiltonian neural network with non-zero errors can be considered as a perturbation from the true dynamics, and the perturbation theory of the Hamilton equation is widely known as the KAM theory. To apply the KAM theory, we provide a generalization error bound for Hamiltonian neural networks by deriving an estimate of the covering number of the gradient of the multi-layer perceptron, which is the key ingredient of the model. This error bound gives an $L^\infty$ bound on the Hamiltonian that is required in the application of the KAM theory.
LGFeb 19, 2021
Symplectic Adjoint Method for Exact Gradient of Neural ODE with Minimal MemoryTakashi Matsubara, Yuto Miyatake, Takaharu Yaguchi
A neural network model of a differential equation, namely neural ODE, has enabled the learning of continuous-time dynamical systems and probabilistic distributions with high accuracy. The neural ODE uses the same network repeatedly during a numerical integration. The memory consumption of the backpropagation algorithm is proportional to the number of uses times the network size. This is true even if a checkpointing scheme divides the computation graph into sub-graphs. Otherwise, the adjoint method obtains a gradient by a numerical integration backward in time. Although this method consumes memory only for a single network use, it requires high computational cost to suppress numerical errors. This study proposes the symplectic adjoint method, which is an adjoint method solved by a symplectic integrator. The symplectic adjoint method obtains the exact gradient (up to rounding error) with memory proportional to the number of uses plus the network size. The experimental results demonstrate that the symplectic adjoint method consumes much less memory than the naive backpropagation algorithm and checkpointing schemes, performs faster than the adjoint method, and is more robust to rounding errors.
NAMay 21, 2019
Deep Energy-Based Modeling of Discrete-Time PhysicsTakashi Matsubara, Ai Ishikawa, Takaharu Yaguchi
Physical phenomena in the real world are often described by energy-based modeling theories, such as Hamiltonian mechanics or the Landau theory, which yield various physical laws. Recent developments in neural networks have enabled the mimicking of the energy conservation law by learning the underlying continuous-time differential equations. However, this may not be possible in discrete time, which is often the case in practical learning and computation. Moreover, other physical laws have been overlooked in the previous neural network models. In this study, we propose a deep energy-based physical model that admits a specific differential geometric structure. From this structure, the conservation or dissipation law of energy and the mass conservation law follow naturally. To ensure the energetic behavior in discrete time, we also propose an automatic discrete differential algorithm that enables neural networks to employ the discrete gradient method.