NAJun 1
Learning Chaotic Dynamics through Second-Order Geometric SupervisionShinhoo Kang, Hai V. Nguyen, Tan Bui-Thanh
Learning chaotic dynamical systems from data requires more than short-term predictive accuracy: the learned model must preserve the attractor geometry and its invariant statistics. Trajectory (zero-order) and Jacobian (first-order) matching supervise the values and tangent structure of the vector field, but neither constrains how the field bends away from its tangent plane. A model can thus match values and tangents at the supervised states yet curve differently from the truth, remaining locally accurate while drifting toward spurious attractors and distorting long-time statistics. We show that enforcing second-order consistency mitigates these failures, but forming the full Hessian is prohibitive in high dimensions. We propose model-constrained randomized Jacobian matching, which compares the Jacobians of the true and learned vector fields at randomly perturbed inputs. A Taylor expansion shows that the expected randomized Jacobian loss decomposes into the nominal Jacobian mismatch plus a Hessian mismatch scaled by the noise variance, implicitly enforcing second-order consistency at $\mathcal{O}(d^2)$ cost without forming the $\mathcal{O}(d^3)$ Hessian tensor. Using only Jacobian evaluations, the method scales to high dimensions where explicit Hessian matching does not. Numerical experiments confirm that second-order methods are robust. For Lorenz~63, first-order methods produce catastrophic Lyapunov-exponent outliers under minimal temporal supervision, which second-order methods eliminate while recovering the correct attractor. For coupled Lorenz~96, an out-of-distribution forcing sweep separates the methods: all agree up to $F=16$, but beyond $F=18$ only second-order methods preserve the invariant measure and Lyapunov spectrum. On both systems, randomized Jacobian matching performs comparably to explicit Hessian matching at much lower cost.
LGAug 9, 2022
A Model-Constrained Tangent Slope Learning Approach for Dynamical SystemsHai V. Nguyen, Tan Bui-Thanh
Real-time accurate solutions of large-scale complex dynamical systems are in critical need for control, optimization, uncertainty quantification, and decision-making in practical engineering and science applications, especially digital twin applications. This paper contributes in this direction a model-constrained tangent slope learning (mcTangent) approach. At the heart of mcTangent is the synergy of several desirable strategies: i) a tangent slope learning to take advantage of the neural network speed and the time-accurate nature of the method of lines; ii) a model-constrained approach to encode the neural network tangent slope with the underlying governing equations; iii) sequential learning strategies to promote long-time stability and accuracy; and iv) data randomization approach to implicitly enforce the smoothness of the neural network tangent slope and its likeliness to the truth tangent slope up second order derivatives in order to further enhance the stability and accuracy of mcTangent solutions. Rigorous results are provided to analyze and justify the proposed approach. Several numerical results for the transport equation, viscous Burgers equation, and Navier-Stokes equation are presented to study and demonstrate the robustness and long-time accuracy of the proposed mcTangent learning approach.
MLSep 27, 2024
A Model-Constrained Discontinuous Galerkin Network (DGNet) for Compressible Euler Equations with Out-of-Distribution GeneralizationHai V. Nguyen, Jau-Uei Chen, Tan Bui-Thanh
Real-time accurate solutions of large-scale complex dynamical systems are critically needed for control, optimization, uncertainty quantification, and decision-making in practical engineering and science applications, particularly in digital twin contexts. In this work, we develop a model-constrained discontinuous Galerkin Network (DGNet) approach, a significant extension to our previous work [Model-constrained Tagent Slope Learning Approach for Dynamical Systems], for compressible Euler equations with out-of-distribution generalization. The core of DGNet is the synergy of several key strategies: (i) leveraging time integration schemes to capture temporal correlation and taking advantage of neural network speed for computation time reduction; (ii) employing a model-constrained approach to ensure the learned tangent slope satisfies governing equations; (iii) utilizing a GNN-inspired architecture where edges represent Riemann solver surrogate models and nodes represent volume integration correction surrogate models, enabling capturing discontinuity capability, aliasing error reduction, and mesh discretization generalizability; (iv) implementing the input normalization technique that allows surrogate models to generalize across different initial conditions, geometries, meshes, boundary conditions, and solution orders; and (v) incorporating a data randomization technique that not only implicitly promotes agreement between surrogate models and true numerical models up to second-order derivatives, ensuring long-term stability and prediction capacity, but also serves as a data generation engine during training, leading to enhanced generalization on unseen data. To validate the effectiveness, stability, and generalizability of our novel DGNet approach, we present comprehensive numerical results for 1D and 2D compressible Euler equation problems.
LGDec 9, 2024
TAEN: A Model-Constrained Tikhonov Autoencoder Network for Forward and Inverse ProblemsHai V. Nguyen, Tan Bui-Thanh, Clint Dawson
Efficient real-time solvers for forward and inverse problems are essential in engineering and science applications. Machine learning surrogate models have emerged as promising alternatives to traditional methods, offering substantially reduced computational time. Nevertheless, these models typically demand extensive training datasets to achieve robust generalization across diverse scenarios. While physics-based approaches can partially mitigate this data dependency and ensure physics-interpretable solutions, addressing scarce data regimes remains a challenge. Both purely data-driven and physics-based machine learning approaches demonstrate severe overfitting issues when trained with insufficient data. We propose a novel Tikhonov autoencoder model-constrained framework, called TAE, capable of learning both forward and inverse surrogate models using a single arbitrary observation sample. We develop comprehensive theoretical foundations including forward and inverse inference error bounds for the proposed approach for linear cases. For comparative analysis, we derive equivalent formulations for pure data-driven and model-constrained approach counterparts. At the heart of our approach is a data randomization strategy, which functions as a generative mechanism for exploring the training data space, enabling effective training of both forward and inverse surrogate models from a single observation, while regularizing the learning process. We validate our approach through extensive numerical experiments on two challenging inverse problems: 2D heat conductivity inversion and initial condition reconstruction for time-dependent 2D Navier-Stokes equations. Results demonstrate that TAE achieves accuracy comparable to traditional Tikhonov solvers and numerical forward solvers for both inverse and forward problems, respectively, while delivering orders of magnitude computational speedups.
MLMay 25, 2021
TNet: A Model-Constrained Tikhonov Network Approach for Inverse ProblemsHai V. Nguyen, Tan Bui-Thanh
Deep Learning (DL), in particular deep neural networks (DNN), by default is purely data-driven and in general does not require physics. This is the strength of DL but also one of its key limitations when applied to science and engineering problems in which underlying physical properties and desired accuracy need to be achieved. DL methods in their original forms are not capable of respecting the underlying mathematical models or achieving desired accuracy even in big-data regimes. However, many data-driven science and engineering problems, such as inverse problems, typically have limited experimental or observational data, and DL would overfit the data in this case. Leveraging information encoded in the underlying mathematical models, we argue, not only compensates missing information in low data regimes but also provides opportunities to equip DL methods with the underlying physics, hence promoting better generalization. This paper develops a model-constrained deep learning approach and its variant TNet that are capable of learning information hidden in both the training data and the underlying mathematical models to solve inverse problems governed by partial differential equations. We provide the constructions and some theoretical results for the proposed approaches. We show that data randomization can enhance the smoothness of the networks and their generalizations. Comprehensive numerical results not only confirm the theoretical findings but also show that with even as little as 20 training data samples for 1D deconvolution, 50 for inverse 2D heat conductivity problem, 100 and 50 for inverse initial conditions for time-dependent 2D Burgers' equation and 2D Navier-Stokes equations, respectively. TNet solutions can be as accurate as Tikhonov solutions while being several orders of magnitude faster. This is possible owing to the model-constrained term, replications, and randomization.