Mengwu Guo

Paolo Conti, Mengwu Guo, Andrea Manzoni et al.

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering computations, it is often the case that acceptable computational budgets limit the availability of high-fidelity, accurate simulation data. Multi-fidelity surrogate modeling has emerged as an effective strategy to overcome this difficulty. Its key idea is to leverage many low-fidelity simulation data, less accurate but much faster to compute, to improve the approximations with limited high-fidelity data. In this work, we introduce a novel data-driven framework of multi-fidelity surrogate modeling for parametrized, time-dependent problems using long short-term memory (LSTM) networks, to enhance output predictions both for unseen parameter values and forward in time simultaneously - a task known to be particularly challenging for data-driven models. We demonstrate the wide applicability of the proposed approaches in a variety of engineering problems with high- and low-fidelity data generated through fine versus coarse meshes, small versus large time steps, or finite element full-order versus deep learning reduced-order models. Numerical results show that the proposed multi-fidelity LSTM networks not only improve single-fidelity regression significantly, but also outperform the multi-fidelity models based on feed-forward neural networks.

Mengwu Guo, Weimin Han, Hongzhi Zhong

A generalized constitutive relation error is proposed in an analogous form to Fenchel-Young inequality on the basis of the key idea of Legendre-Fenchel duality theory. The generalized constitutive relation error is linked with the global errors of some admissible solutions for the problem in question, and is of wide applicability, especially in a posteriori error estimations of numerical methods. A class of elliptic variational inequalities is examined using the proposed approach and a strict upper bound of global energy errors of admissible solutions is obtained.

Nicolò Botteghi, Mengwu Guo, Christoph Brune

This work proposes a Stochastic Variational Deep Kernel Learning method for the data-driven discovery of low-dimensional dynamical models from high-dimensional noisy data. The framework is composed of an encoder that compresses high-dimensional measurements into low-dimensional state variables, and a latent dynamical model for the state variables that predicts the system evolution over time. The training of the proposed model is carried out in an unsupervised manner, i.e., not relying on labeled data. Our learning method is evaluated on the motion of a pendulum -- a well studied baseline for nonlinear model identification and control with continuous states and control inputs -- measured via high-dimensional noisy RGB images. Results show that the method can effectively denoise measurements, learn compact state representations and latent dynamical models, as well as identify and quantify modeling uncertainties.

Shane A. McQuarrie, Mengwu Guo, Anirban Chaudhuri

This work develops an active learning framework to intelligently enrich data-driven reduced-order models (ROMs) of parametric dynamical systems, which can serve as the foundation of virtual assets in a digital twin. Data-driven ROMs are explainable, computationally efficient scientific machine learning models that aim to preserve the underlying physics of complex dynamical simulations. Since the quality of data-driven ROMs is sensitive to the quality of the limited training data, we seek to identify training parameters for which using the associated training data results in the best possible parametric ROM. Our approach uses the operator inference methodology, a regression-based strategy which can be tailored to particular parametric structure for a large class of problems. We establish a probabilistic version of parametric operator inference, casting the learning problem as a Bayesian linear regression. Prediction uncertainties stemming from the resulting probabilistic ROM solutions are used to design a sequential adaptive sampling scheme to select new training parameter vectors that promote ROM stability and accuracy globally in the parameter domain. We conduct numerical experiments for several nonlinear parametric systems of partial differential equations and compare the results to ROMs trained on random parameter samples. The results demonstrate that the proposed adaptive sampling strategy consistently yields more stable and accurate ROMs than random sampling does under the same computational budget.

Dongwei Ye, Mengwu Guo

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly available and can be approximated conventionally by finite differences. However, the discrete approximations of time derivatives may result in poor estimations when state data are scarce and/or corrupted by noise, thus compromising the predictiveness of the learned dynamical models. To overcome this technical hurdle, we propose a new method that learns nonlinear dynamics through a Bayesian inference of characterizing model parameters. This method leverages a Gaussian process representation of states, and constructs a likelihood function using the correlation between state data and their derivatives, yet prevents explicit evaluations of time derivatives. Through a Bayesian scheme, a probabilistic estimate of the model parameters is given by the posterior distribution, and thus a quantification is facilitated for uncertainties from noisy state data and the learning process. Specifically, we will discuss the applicability of the proposed method to several typical scenarios for dynamical systems: identification and estimation with an affine parametrization, nonlinear parametric approximation without prior knowledge, and general parameter estimation for a given dynamical system.

Marc Fransen, Andreas Fürst, Deepak Tunuguntla et al.

Micro-scale mechanisms, such as inter-particle and particle-fluid interactions, govern the behaviour of granular systems. While particle-scale simulations provide detailed insights into these interactions, their computational cost is often prohibitive. Attended by researchers from both the granular materials (GM) and machine learning (ML) communities, a recent Lorentz Center Workshop on "Machine Learning for Discrete Granular Media" brought the ML community up to date with GM challenges. This position paper emerged from the workshop discussions. We define granular materials and identify seven key challenges that characterise their distinctive behaviour across various scales and regimes, ranging from gas-like to fluid-like and solid-like. Addressing these challenges is essential for developing robust and efficient digital twins for granular systems in various industrial applications. To showcase the potential of ML to the GM community, we present classical and emerging machine/deep learning techniques that have been, or could be, applied to granular materials. We reviewed sequence-based learning models for path-dependent constitutive behaviour, followed by encoder-decoder type models for representing high-dimensional data. We then explore graph neural networks and recent advances in neural operator learning. Lastly, we discuss model-order reduction and probabilistic learning techniques for high-dimensional parameterised systems, which are crucial for quantifying uncertainties arising from physics-based and data-driven models. We present a workflow aimed at unifying data structures and modelling pipelines and guiding readers through the selection, training, and deployment of ML surrogates for granular material simulations. Finally, we illustrate the workflow's practical use with two representative examples, focusing on granular materials in solid-like and fluid-like regimes.

Weihao Yan, Christoph Brune, Mengwu Guo

Many physics-informed machine learning methods for PDE-based problems rely on Gaussian processes (GPs) or neural networks (NNs). However, both face limitations when data are scarce and the dimensionality is high. Although GPs are known for their robust uncertainty quantification in low-dimensional settings, their computational complexity becomes prohibitive as the dimensionality increases. In contrast, while conventional NNs can accommodate high-dimensional input, they often require extensive training data and do not offer uncertainty quantification. To address these challenges, we propose a PDE-constrained Deep Kernel Learning (PDE-DKL) framework that combines DL and GPs under explicit PDE constraints. Specifically, NNs learn a low-dimensional latent representation of the high-dimensional PDE problem, reducing the complexity of the problem. GPs then perform kernel regression subject to the governing PDEs, ensuring accurate solutions and principled uncertainty quantification, even when available data are limited. This synergy unifies the strengths of both NNs and GPs, yielding high accuracy, robust uncertainty estimates, and computational efficiency for high-dimensional PDEs. Numerical experiments demonstrate that PDE-DKL achieves high accuracy with reduced data requirements. They highlight its potential as a practical, reliable, and scalable solver for complex PDE-based applications in science and engineering.

Nicolò Botteghi, Stefania Fresca, Mengwu Guo et al.

In this work, we devise a new, general-purpose reinforcement learning strategy for the optimal control of parametric partial differential equations (PDEs). Such problems frequently arise in applied sciences and engineering and entail a significant complexity when control and/or state variables are distributed in high-dimensional space or depend on varying parameters. Traditional numerical methods, relying on either iterative minimization algorithms or dynamic programming, while reliable, often become computationally infeasible. Indeed, in either way, the optimal control problem must be solved for each instance of the parameters, and this is out of reach when dealing with high-dimensional time-dependent and parametric PDEs. In this paper, we propose HypeRL, a deep reinforcement learning (DRL) framework to overcome the limitations shown by traditional methods. HypeRL aims at approximating the optimal control policy directly. Specifically, we employ an actor-critic DRL approach to learn an optimal feedback control strategy that can generalize across the range of variation of the parameters. To effectively learn such optimal control laws, encoding the parameter information into the DRL policy and value function neural networks (NNs) is essential. To do so, HypeRL uses two additional NNs, often called hypernetworks, to learn the weights and biases of the value function and the policy NNs. We validate the proposed approach on two PDE-constrained optimal control benchmarks, namely a 1D Kuramoto-Sivashinsky equation and a 2D Navier-Stokes equations, by showing that the knowledge of the PDE parameters and how this information is encoded, i.e., via a hypernetwork, is an essential ingredient for learning parameter-dependent control policies that can generalize effectively to unseen scenarios and for improving the sample efficiency of such policies.

Donglin Liu, Francisco García Atienza, Mengwu Guo

Reduced-order modeling lies at the interface of numerical analysis and data-driven scientific computing, providing principled ways to compress high-fidelity simulations in science and engineering. We propose a training framework that couples a continuous-time form of operator inference with the adjoint-state method to obtain robust data-driven reduced-order models. This method minimizes a trajectory-based loss between reduced-order solutions and projected snapshot data, which removes the need to estimate time derivatives from noisy measurements and provides intrinsic temporal regularization through time integration. We derive the corresponding continuous adjoint equations to compute gradients efficiently and implement a gradient based optimizer to update the reduced model parameters. Each iteration only requires one forward reduced order solve and one adjoint solve, followed by inexpensive gradient assembly, making the method attractive for large-scale simulations. We validate the proposed method on three partial differential equations: viscous Burgers' equation, the two-dimensional Fisher-KPP equation, and an advection-diffusion equation. We perform systematic comparisons against standard operator inference under two perturbation regimes, namely reduced temporal snapshot density and additive Gaussian noise. For clean data, both approaches deliver similar accuracy, but in situations with sparse sampling and noise, the proposed adjoint-based training provides better accuracy and enhanced roll-out stability.

Paolo Conti, Mengwu Guo, Attilio Frangi et al.

Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and in real-time. Even building sufficiently accurate surrogate models can be extremely challenging with limited high-fidelity data. Conversely, less expensive, low-fidelity data can be computed more easily and encompass a broader range of scenarios. By leveraging multi-fidelity information, prediction capabilities of surrogates can be improved. However, in practical situations, data may be different in types, come from sources of different modalities, and not be concurrently available, further complicating the modeling process. To address these challenges, we introduce a progressive multi-fidelity surrogate model. This model can sequentially incorporate diverse data types using tailored encoders. Multi-fidelity regression from the encoded inputs to the target quantities of interest is then performed using neural networks. Input information progressively flows from lower to higher fidelity levels through two sets of connections: concatenations among all the encoded inputs, and additive connections among the final outputs. This dual connection system enables the model to exploit correlations among different datasets while ensuring that each level makes an additive correction to the previous level without altering it. This approach prevents performance degradation as new input data are integrated into the model and automatically adapts predictions based on the available inputs. We demonstrate the effectiveness of the approach on numerical benchmarks and a real-world case study, showing that it reliably integrates multi-modal data and provides accurate predictions, maintaining performance when generalizing across time and parameter variations.

Weihao Yan, Christoph Brune, Mengwu Guo

Inferring parameters of high-dimensional partial differential equations (PDEs) poses significant computational and inferential challenges, primarily due to the curse of dimensionality and the inherent limitations of traditional numerical methods. This paper introduces a novel two-stage Bayesian framework that synergistically integrates training, physics-based deep kernel learning (DKL) with Hamiltonian Monte Carlo (HMC) to robustly infer unknown PDE parameters and quantify their uncertainties from sparse, exact observations. The first stage leverages physics-based DKL to train a surrogate model, which jointly yields an optimized neural network feature extractor and robust initial estimates for the PDE parameters. In the second stage, with the neural network weights fixed, HMC is employed within a full Bayesian framework to efficiently sample the joint posterior distribution of the kernel hyperparameters and the PDE parameters. Numerical experiments on canonical and high-dimensional inverse PDE problems demonstrate that our framework accurately estimates parameters, provides reliable uncertainty estimates, and effectively addresses challenges of data sparsity and model complexity, offering a robust and scalable tool for diverse scientific and engineering applications.

Tjeerd Jan Heeringa, Christoph Brune, Mengwu Guo

Classical model reduction techniques project the governing equations onto a linear subspace of the original state space. More recent data-driven techniques use neural networks to enable nonlinear projections. Whilst those often enable stronger compression, they may have redundant parameters and lead to suboptimal latent dimensionality. To overcome these, we propose a multistep algorithm that induces sparsity in the encoder-decoder networks for effective reduction in the number of parameters and additional compression of the latent space. This algorithm starts with sparsely initialized a network and training it using linearized Bregman iterations. These iterations have been very successful in computer vision and compressed sensing tasks, but have not yet been used for reduced-order modelling. After the training, we further compress the latent space dimensionality by using a form of proper orthogonal decomposition. Last, we use a bias propagation technique to change the induced sparsity into an effective reduction of parameters. We apply this algorithm to three representative PDE models: 1D diffusion, 1D advection, and 2D reaction-diffusion. Compared to conventional training methods like Adam, the proposed method achieves similar accuracy with 30% less parameters and a significantly smaller latent space.

Paolo Conti, Mengwu Guo, Andrea Manzoni et al.

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given system. Multi-fidelity surrogate modeling aims to leverage less accurate, lower-fidelity models that are computationally inexpensive in order to enhance predictive accuracy when high-fidelity data are limited or scarce. However, low-fidelity models, while often displaying important qualitative spatio-temporal features, fail to accurately capture the onset of instability and critical transients observed in the high-fidelity models, making them impractical as surrogate models. To address this shortcoming, we present a new data-driven strategy that combines dimensionality reduction with multi-fidelity neural network surrogates. The key idea is to generate a spatial basis by applying the classical proper orthogonal decomposition (POD) to high-fidelity solution snapshots, and approximate the dynamics of the reduced states - time-parameter-dependent expansion coefficients of the POD basis - using a multi-fidelity long-short term memory (LSTM) network. By mapping low-fidelity reduced states to their high-fidelity counterpart, the proposed reduced-order surrogate model enables the efficient recovery of full solution fields over time and parameter variations in a non-intrusive manner. The generality and robustness of this method is demonstrated by a collection of parametrized, time-dependent PDE problems where the low-fidelity model can be defined by coarser meshes and/or time stepping, as well as by misspecified physical features. Importantly, the onset of instabilities and transients are well captured by this surrogate modeling technique.

Dongwei Ye, Weihao Yan, Christoph Brune et al.

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability of input data into the Gaussian process regression for function and partial differential equation approximation. Leveraging two types of observables -- noise-corrupted outputs with certain inputs and those with prior-distribution-defined uncertain inputs, a posterior distribution of uncertain inputs is estimated via Bayesian inference. Thereafter, such quantified uncertainties of inputs are incorporated into Gaussian process predictions by means of marginalization. The setting of two types of data aligned with common scenarios of constructing surrogate models for the solutions of partial differential equations, where the data of boundary conditions and initial conditions are typically known while the data of solution may involve uncertainties due to the measurement or stochasticity. The effectiveness of the proposed method is demonstrated through several numerical examples including multiple one-dimensional functions, the heat equation and Allen-Cahn equation. A consistently good performance of generalization is observed, and a substantial reduction in the predictive uncertainties is achieved by the Bayesian inference of uncertain inputs.

Mengwu Guo

As a generalization of the work in [Lee et al., 2017], this note briefly discusses when the prior of a neural network output follows a Gaussian process, and how a neural-network-induced Gaussian process is formulated. The posterior mean functions of such a Gaussian process regression lie in the reproducing kernel Hilbert space defined by the neural-network-induced kernel. In the case of two-layer neural networks, the induced Gaussian processes provide an interpretation of the reproducing kernel Hilbert spaces whose union forms a Barron space.

Mengwu Guo, Andrea Manzoni, Maurice Amendt et al.

Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide satisfactory model results. Multi-fidelity methods deal with such problems by incorporating information from other sources, which are ideally well-correlated with the high-fidelity data, but can be obtained at a lower cost. By leveraging correlations between different data sets, multi-fidelity methods often yield superior generalization when compared to models based solely on a small amount of high-fidelity data. In this work, we present the use of artificial neural networks applied to multi-fidelity regression problems. By elaborating a few existing approaches, we propose new neural network architectures for multi-fidelity regression. The introduced models are compared against a traditional multi-fidelity scheme, co-kriging. A collection of artificial benchmarks are presented to measure the performance of the analyzed models. The results show that cross-validation in combination with Bayesian optimization consistently leads to neural network models that outperform the co-kriging scheme. Additionally, we show an application of multi-fidelity regression to an engineering problem. The propagation of a pressure wave into an acoustic horn with parametrized shape and frequency is considered, and the index of reflection intensity is approximated using the multi-fidelity models. A finite element model and a reduced basis model are adopted as the high- and low-fidelity, respectively. It is shown that the multi-fidelity neural network returns outputs that achieve a comparable accuracy to those from the expensive, full-order model, using only very few full-order evaluations combined with a larger amount of inaccurate but cheap evaluations of a reduced order model.

Mengwu Guo, Ehsan Haghighat

An energy-based a posteriori error bound is proposed for the physics-informed neural network solutions of elasticity problems. An admissible displacement-stress solution pair is obtained from a mixed form of physics-informed neural networks, and the proposed error bound is formulated as the constitutive relation error defined by the solution pair. Such an error estimator provides an upper bound of the global error of neural network discretization. The bounding property, as well as the asymptotic behavior of the physics-informed neural network solutions, are studied in a demonstrating example.