David Sondak

Blake Bullwinkel, Dylan Randle, Pavlos Protopapas et al. · harvard

Solutions to differential equations are of significant scientific and engineering relevance. Physics-Informed Neural Networks (PINNs) have emerged as a promising method for solving differential equations, but they lack a theoretical justification for the use of any particular loss function. This work presents Differential Equation GAN (DEQGAN), a novel method for solving differential equations using generative adversarial networks to "learn the loss function" for optimizing the neural network. Presenting results on a suite of twelve ordinary and partial differential equations, including the nonlinear Burgers', Allen-Cahn, Hamilton, and modified Einstein's gravity equations, we show that DEQGAN can obtain multiple orders of magnitude lower mean squared errors than PINNs that use $L_2$, $L_1$, and Huber loss functions. We also show that DEQGAN achieves solution accuracies that are competitive with popular numerical methods. Finally, we present two methods to improve the robustness of DEQGAN to different hyperparameter settings.

Dylan Randle, Pavlos Protopapas, David Sondak

Solutions to differential equations are of significant scientific and engineering relevance. Recently, there has been a growing interest in solving differential equations with neural networks. This work develops a novel method for solving differential equations with unsupervised neural networks that applies Generative Adversarial Networks (GANs) to \emph{learn the loss function} for optimizing the neural network. We present empirical results showing that our method, which we call Differential Equation GAN (DEQGAN), can obtain multiple orders of magnitude lower mean squared errors than an alternative unsupervised neural network method based on (squared) $L_2$, $L_1$, and Huber loss functions. Moreover, we show that DEQGAN achieves solution accuracy that is competitive with traditional numerical methods. Finally, we analyze the stability of our approach and find it to be sensitive to the selection of hyperparameters, which we provide in the appendix. Code available at https://github.com/dylanrandle/denn. Please address any electronic correspondence to dylanrandle@alumni.harvard.edu.

Shuheng Liu, Pavlos Protopapas, David Sondak et al. · harvard

Solving differential equations is a critical challenge across a host of domains. While many software packages efficiently solve these equations using classical numerical approaches, there has been less effort in developing a library for researchers interested in solving such systems using neural networks. With PyTorch as its backend, NeuroDiffEq is a software library that exploits neural networks to solve differential equations. In this paper, we highlight the latest features of the NeuroDiffEq library since its debut. We show that NeuroDiffEq can solve complex boundary value problems in arbitrary dimensions, tackle boundary conditions at infinity, and maintain flexibility for dynamic injection at runtime.

Haitz Sáez de Ocáriz Borde, David Sondak, Pavlos Protopapas

The Reynolds-averaged Navier-Stokes (RANS) equations require accurate modeling of the anisotropic Reynolds stress tensor. Traditional closure models, while sophisticated, often only apply to restricted flow configurations. Researchers have started using machine learning approaches to tackle this problem by developing more general closure models informed by data. In this work we build upon recent convolutional neural network architectures used for turbulence modeling and propose a multi-task learning-based fully convolutional neural network that is able to accurately predict the normalized anisotropic Reynolds stress tensor for turbulent duct flows. Furthermore, we also explore the application of curriculum learning to data-driven turbulence modeling.

Shaan Desai, Marios Mattheakis, David Sondak et al.

Accurately learning the temporal behavior of dynamical systems requires models with well-chosen learning biases. Recent innovations embed the Hamiltonian and Lagrangian formalisms into neural networks and demonstrate a significant improvement over other approaches in predicting trajectories of physical systems. These methods generally tackle autonomous systems that depend implicitly on time or systems for which a control signal is known apriori. Despite this success, many real world dynamical systems are non-autonomous, driven by time-dependent forces and experience energy dissipation. In this study, we address the challenge of learning from such non-autonomous systems by embedding the port-Hamiltonian formalism into neural networks, a versatile framework that can capture energy dissipation and time-dependent control forces. We show that the proposed \emph{port-Hamiltonian neural network} can efficiently learn the dynamics of nonlinear physical systems of practical interest and accurately recover the underlying stationary Hamiltonian, time-dependent force, and dissipative coefficient. A promising outcome of our network is its ability to learn and predict chaotic systems such as the Duffing equation, for which the trajectories are typically hard to learn.

Cedric Flamant, Pavlos Protopapas, David Sondak

The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution whose values are computed at discrete times. When many varied solutions with different initial conditions to the ODE are required, the computational cost can become significant. We propose that a neural network be used as a solution bundle, a collection of solutions to an ODE for various initial states and system parameters. The neural network solution bundle is trained with an unsupervised loss that does not require any prior knowledge of the sought solutions, and the resulting object is differentiable in initial conditions and system parameters. The solution bundle exhibits fast, parallelizable evaluation of the system state, facilitating the use of Bayesian inference for parameter estimation in real dynamical systems.

Marios Mattheakis, David Sondak, Akshunna S. Dogra et al.

There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine learning method where the optimization process of the network depends solely on the predicted functions without using any ground truth data. The model learns solutions that satisfy, up to an arbitrarily small error, Hamilton's equations and, therefore, conserve the Hamiltonian invariants. The choice of an appropriate activation function drastically improves the predictability of the network. Moreover, an error analysis is derived and states that the numerical errors depend on the overall network performance. The Hamiltonian network is then employed to solve the equations for the nonlinear oscillator and the chaotic Henon-Heiles dynamical system. In both systems, a symplectic Euler integrator requires two orders more evaluation points than the Hamiltonian network in order to achieve the same order of the numerical error in the predicted phase space trajectories.