Maziar Raissi

Maziar Raissi, Paris Perdikaris, Nazanin Ahmadi et al.

In this paper, we review the new method Physics-Informed Neural Networks (PINNs) that has become the main pillar in scientific machine learning, we present recent practical extensions, and provide a specific example in data-driven discovery of governing differential equations.

Chayan Banerjee, Kien Nguyen, Clinton Fookes et al.

The inclusion of physical information in machine learning frameworks has revolutionized many application areas. This involves enhancing the learning process by incorporating physical constraints and adhering to physical laws. In this work we explore their utility for reinforcement learning applications. We present a thorough review of the literature on incorporating physics information, as known as physics priors, in reinforcement learning approaches, commonly referred to as physics-informed reinforcement learning (PIRL). We introduce a novel taxonomy with the reinforcement learning pipeline as the backbone to classify existing works, compare and contrast them, and derive crucial insights. Existing works are analyzed with regard to the representation/ form of the governing physics modeled for integration, their specific contribution to the typical reinforcement learning architecture, and their connection to the underlying reinforcement learning pipeline stages. We also identify core learning architectures and physics incorporation biases (i.e., observational, inductive and learning) of existing PIRL approaches and use them to further categorize the works for better understanding and adaptation. By providing a comprehensive perspective on the implementation of the physics-informed capability, the taxonomy presents a cohesive approach to PIRL. It identifies the areas where this approach has been applied, as well as the gaps and opportunities that exist. Additionally, the taxonomy sheds light on unresolved issues and challenges, which can guide future research. This nascent field holds great potential for enhancing reinforcement learning algorithms by increasing their physical plausibility, precision, data efficiency, and applicability in real-world scenarios.

R. Sharma, W. Grace Guo, M. Raissi et al.

Melt pool dynamics in metal additive manufacturing (AM) is critical to process stability, microstructure formation, and final properties of the printed materials. Physics-based simulation including computational fluid dynamics (CFD) is the dominant approach to predict melt pool dynamics. However, the physics-based simulation approaches suffer from the inherent issue of very high computational cost. This paper provides a physics-informed machine learning (PIML) method by integrating neural networks with the governing physical laws to predict the melt pool dynamics such as temperature, velocity, and pressure without using any training data on velocity. This approach avoids solving the highly non-linear Navier-Stokes equation numerically, which significantly reduces the computational cost. The difficult-to-determine model constants of the governing equations of the melt pool can also be inferred through data-driven discovery. In addition, the physics-informed neural network (PINN) architecture has been optimized for efficient model training. The data-efficient PINN model is attributed to the soft penalty by incorporating governing partial differential equations (PDEs), initial conditions, and boundary conditions in the PINN model.

Sukirt Thakur, Maziar Raissi, Harsa Mitra et al.

Physics-informed neural networks (PINNs) have been widely used to solve partial differential equations in a forward and inverse manner using deep neural networks. However, training these networks can be challenging for multiscale problems. While statistical methods can be employed to scale the regression loss on data, it is generally challenging to scale the loss terms for equations. This paper proposes a method for scaling the mean squared loss terms in the objective function used to train PINNs. Instead of using automatic differentiation to calculate the temporal derivative, we use backward Euler discretization. This provides us with a scaling term for the equations. In this work, we consider the two and three-dimensional Navier-Stokes equations and determine the kinematic viscosity using the spatio-temporal data on the velocity and pressure fields. We first consider numerical datasets to test our method. We test the sensitivity of our method to the time step size, the number of timesteps, noise in the data, and spatial resolution. Finally, we use the velocity field obtained using Particle Image Velocimetry (PIV) experiments to generate a reference pressure field. We then test our framework using the velocity and reference pressure field.

Rahul Sharma, Maziar Raissi, Y. B. Guo

Compared to physics-based computational manufacturing, data-driven models such as machine learning (ML) are alternative approaches to achieve smart manufacturing. However, the data-driven ML's "black box" nature has presented a challenge to interpreting its outcomes. On the other hand, governing physical laws are not effectively utilized to develop data-efficient ML algorithms. To leverage the advantages of ML and physical laws of advanced manufacturing, this paper focuses on the development of a physics-informed machine learning (PIML) model by integrating neural networks and physical laws to improve model accuracy, transparency, and generalization with case studies in laser metal deposition (LMD).

Maziar Raissi

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the well-studied training process in pursuit of optimal model parameters. The outer level optimization loop is less well-studied and involves maximizing a properly chosen performance metric evaluated on the validation data. This is what we call the "iteration process", pursuing optimal model hyper-parameters. Among many other degrees of freedom, this process entails model engineering (e.g., neural network architecture design) and management, experiment tracking, dataset versioning and augmentation. The iteration process could be automated via Automatic Machine Learning (AutoML) or left to the intuitions of machine learning students, engineers, and researchers. Regardless of the route we take, there is a need to reduce the computational cost of the iteration step and as a direct consequence reduce the carbon footprint of developing artificial intelligence algorithms. Despite the clean and unified mathematical formulation of the iteration step as a bi-level optimization problem, its solutions are case specific and complex. This work will consider such cases while increasing the level of complexity from supervised learning to semi-supervised, self-supervised, unsupervised, few-shot, federated, reinforcement, and physics-informed learning. As a consequence of this exercise, this proposal surfaces a plethora of open problems in the field, many of which can be addressed in parallel.

Mahdieh Yazdani, Maziar Raissi

The use of Artificial Intelligence (AI) in the real estate market has been growing in recent years. In this paper, we propose a new method for property valuation that utilizes self-supervised vision transformers, a recent breakthrough in computer vision and deep learning. Our proposed algorithm uses a combination of machine learning, computer vision and hedonic pricing models trained on real estate data to estimate the value of a given property. We collected and pre-processed a data set of real estate properties in the city of Boulder, Colorado and used it to train, validate and test our algorithm. Our data set consisted of qualitative images (including house interiors, exteriors, and street views) as well as quantitative features such as the number of bedrooms, bathrooms, square footage, lot square footage, property age, crime rates, and proximity to amenities. We evaluated the performance of our model using metrics such as Root Mean Squared Error (RMSE). Our findings indicate that these techniques are able to accurately predict the value of properties, with a low RMSE. The proposed algorithm outperforms traditional appraisal methods that do not leverage property images and has the potential to be used in real-world applications.

Nidhin Harilal, Amit Kiran Rege, Reza Akbarian Bafghi et al.

Self-supervised learning (SSL) has revolutionized learning from large-scale unlabeled datasets, yet the intrinsic relationship between pretraining data and the learned representations remains poorly understood. Traditional supervised learning benefits from gradient-based data attribution tools like influence functions that measure the contribution of an individual data point to model predictions. However, existing definitions of influence rely on labels, making them unsuitable for SSL settings. We address this gap by introducing Influence-SSL, a novel and label-free approach for defining influence functions tailored to SSL. Our method harnesses the stability of learned representations against data augmentations to identify training examples that help explain model predictions. We provide both theoretical foundations and empirical evidence to show the utility of Influence-SSL in analyzing pre-trained SSL models. Our analysis reveals notable differences in how SSL models respond to influential data compared to supervised models. Finally, we validate the effectiveness of Influence-SSL through applications in duplicate detection, outlier identification and fairness analysis. Code is available at: \url{https://github.com/cryptonymous9/Influence-SSL}.

Ke Zhang, Patricio Gallardo Candela, Sudhir Murthy et al.

Theorem-proving benchmarks evaluate proof search against fixed formal statements, but natural-language-to-Lean formalization must generate the formal statement itself. In this setting, compilation is only a validity check: a Lean declaration may type-check while omitting hypotheses, changing domains, or expressing a vacuous claim. We study faithful statement formalization as both an evaluation problem and a bottleneck-attribution problem. On a 400-entry graduate-level benchmark spanning real analysis, complex analysis, topology, and algebra, our protocol combines Lean compilation, cross-model semantic judging, and human expert calibration. The resulting picture is different from compile-rate evaluation: a full tool-augmented agent reaches 89.5% compilation but only 60.5% consensus faithfulness, exposing a 29.0-point compile-pass but consensus-unfaithful gap. Targeted human audits support the metric as a conservative decision boundary: across available case-level audits, 96.0% of consensus-positive outputs are human-confirmed faithful, while 82.4% of compile-pass consensus-negative outputs are human-confirmed semantic failures. Under this metric, existing one-shot formalizer models and prover-oriented Lean models remain low, suggesting that formal validity, proof-oriented Lean competence, and faithful statement generation should be reported separately. We then use a full $2^3$ factorial design to decompose three recurring interventions in formalization pipelines: parametric expert drafting, Mathlib/context search, and Lean elaboration feedback. Elaboration feedback is the largest validity intervention, but it also exposes a larger compile-pass semantic-failure bucket; search mainly improves grounding and selectivity; and fine-tuned drafting is largely substitutable in this tool stack once feedback and grounding are available.

Reza Akbarian Bafghi, Nidhin Harilal, Claire Monteleoni et al.

Artificial neural networks often suffer from catastrophic forgetting, where learning new concepts leads to a complete loss of previously acquired knowledge. We observe that this issue is particularly magnified in vision transformers (ViTs), where post-pre-training and fine-tuning on new tasks can significantly degrade the model's original general abilities. For instance, a DINO ViT-Base/16 pre-trained on ImageNet-1k loses over 70% accuracy on ImageNet-1k after just 10 iterations of fine-tuning on CIFAR-100. Overcoming this stability-plasticity dilemma is crucial for enabling ViTs to continuously learn and adapt to new domains while preserving their initial knowledge. In this work, we study two new parameter-efficient fine-tuning strategies: (1)~Block Expansion, and (2) Low-rank adaptation (LoRA). Our experiments reveal that using either Block Expansion or LoRA on self-supervised pre-trained ViTs surpass fully fine-tuned ViTs in new domains while offering significantly greater parameter efficiency. Notably, we find that Block Expansion experiences only a minimal performance drop in the pre-training domain, thereby effectively mitigating catastrophic forgetting in pre-trained ViTs.

Reza Akbarian Bafghi, Carden Bagwell, Avinash Ravichandran et al.

Adapting deep learning models to new domains often requires computationally intensive retraining and risks catastrophic forgetting. While fine-tuning enables domain-specific adaptation, it can reduce robustness to distribution shifts, impacting out-of-distribution (OOD) performance. Pre-trained zero-shot models like CLIP offer strong generalization but may suffer degraded robustness after fine-tuning. Building on Task Adaptive Parameter Sharing (TAPS), we propose a simple yet effective extension as a parameter-efficient fine-tuning (PEFT) method, using an indicator function to selectively activate Low-Rank Adaptation (LoRA) blocks. Our approach minimizes knowledge loss, retains its generalization strengths under domain shifts, and significantly reduces computational costs compared to traditional fine-tuning. We demonstrate that effective fine-tuning can be achieved with as few as 5\% of active blocks, substantially improving efficiency. Evaluations on pre-trained models such as CLIP and DINO-ViT demonstrate our method's broad applicability and effectiveness in maintaining performance and knowledge retention.

Logan Barnhart, Reza Akbarian Bafghi, Stephen Becker et al.

Reinforcement Learning from Human Feedback (RLHF) is increasingly used to align large language models (LLMs) with human preferences. However, the effectiveness of RLHF in addressing underlying biases remains unclear. This study investigates the relationship between RLHF and both covert and overt biases in LLMs, particularly focusing on biases against African Americans. We applied various RLHF techniques (DPO, ORPO, and RLOO) to Llama 3 8B and evaluated the covert and overt biases of the resulting models using matched-guise probing and explicit bias testing. We performed additional tests with DPO on different base models and datasets; among several implications, we found that SFT before RLHF calcifies model biases. Additionally, we extend the tools for measuring biases to multi-modal models. Through our experiments we collect evidence that indicates that current alignment techniques are inadequate for nebulous tasks such as mitigating covert biases, highlighting the need for capable datasets, data curating techniques, or alignment tools.

R. Sharma, M. Raissi, Y. B. Guo

Efficient simulation of Laser Powder Bed Fusion (LPBF) is crucial for process prediction due to the lasting issue of high computation cost using traditional numerical methods such as finite element analysis (FEA). This study presents an efficient modeling framework termed FEA-Regulated Physics-Informed Neural Network (FEA-PINN) to accelerate the thermal field prediction in a LPBF process while maintaining the FEA accuracy. A novel dynamic material updating strategy is developed to capture the dynamic phase change of powder-liquid-solid in the PINN model. The PINN model incorporates temperature-dependent material properties and phase change behavior using the apparent heat capacity method. While the PINN model demonstrates high accuracy with a small training data and enables generalization of new process parameters via transfer learning, it faces the challenge of high computation cost in time-dependent problems due to the residual accumulation. To overcome this issue, the FEA-PINN framework integrates corrective FEA simulations during inference to enforce physical consistency and reduce error drift. A comparative analysis shows that FEA-PINN achieves equivalent accuracy to FEA while significantly reducing computational cost. The framework has been validated using the benchmark FEA data and demonstrated through single-track scanning in LPBF.

Reza Akbarian Bafghi, Nidhin Harilal, Claire Monteleoni et al.

This paper introduces MixDiff, a new self-supervised learning (SSL) pre-training framework that combines real and synthetic images. Unlike traditional SSL methods that predominantly use real images, MixDiff uses a variant of Stable Diffusion to replace an augmented instance of a real image, facilitating the learning of cross real-synthetic image representations. Our key insight is that while models trained solely on synthetic images underperform, combining real and synthetic data leads to more robust and adaptable representations. Experiments show MixDiff enhances SimCLR, BarlowTwins, and DINO across various robustness datasets and domain transfer tasks, boosting SimCLR's ImageNet-1K accuracy by 4.56%. Our framework also demonstrates comparable performance without needing any augmentations, a surprising finding in SSL where augmentations are typically crucial.

Salvatore Cuomo, Vincenzo Schiano di Cola, Fabio Giampaolo et al.

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional equations, integral-differential equations, and stochastic PDEs. This novel methodology has arisen as a multi-task learning framework in which a NN must fit observed data while reducing a PDE residual. This article provides a comprehensive review of the literature on PINNs: while the primary goal of the study was to characterize these networks and their related advantages and disadvantages. The review also attempts to incorporate publications on a broader range of collocation-based physics informed neural networks, which stars form the vanilla PINN, as well as many other variants, such as physics-constrained neural networks (PCNN), variational hp-VPINN, and conservative PINN (CPINN). The study indicates that most research has focused on customizing the PINN through different activation functions, gradient optimization techniques, neural network structures, and loss function structures. Despite the wide range of applications for which PINNs have been used, by demonstrating their ability to be more feasible in some contexts than classical numerical techniques like Finite Element Method (FEM), advancements are still possible, most notably theoretical issues that remain unresolved.

Sagi Shaier, Maziar Raissi, Padmanabhan Seshaiyer

In this work, we present an approach called Disease Informed Neural Networks (DINNs) that can be employed to effectively predict the spread of infectious diseases. This approach builds on a successful physics informed neural network approaches that have been applied to a variety of applications that can be modeled by linear and non-linear ordinary and partial differential equations. Specifically, we build on the application of PINNs to SIR compartmental models and expand it a scaffolded family of mathematical models describing various infectious diseases. We show how the neural networks are capable of learning how diseases spread, forecasting their progression, and finding their unique parameters (e.g. death rate). To demonstrate the robustness and efficacy of DINNs, we apply the approach to eleven highly infectious diseases that have been modeled in increasing levels of complexity. Our computational experiments suggest that DINNs is a reliable candidate for effectively learn about the dynamics of spread and forecast its progression into the future from available real-world data.

Ehsan Haghighat, Maziar Raissi, Adrian Moure et al.

We present the application of a class of deep learning, known as Physics Informed Neural Networks (PINN), to learning and discovery in solid mechanics. We explain how to incorporate the momentum balance and constitutive relations into PINN, and explore in detail the application to linear elasticity, and illustrate its extension to nonlinear problems through an example that showcases von~Mises elastoplasticity. While common PINN algorithms are based on training one deep neural network (DNN), we propose a multi-network model that results in more accurate representation of the field variables. To validate the model, we test the framework on synthetic data generated from analytical and numerical reference solutions. We study convergence of the PINN model, and show that Isogeometric Analysis (IGA) results in superior accuracy and convergence characteristics compared with classic low-order Finite Element Method (FEM). We also show the applicability of the framework for transfer learning, and find vastly accelerated convergence during network re-training. Finally, we find that honoring the physics leads to improved robustness: when trained only on a few parameters, we find that the PINN model can accurately predict the solution for a wide range of parameters new to the network---thus pointing to an important application of this framework to sensitivity analysis and surrogate modeling.

Maziar Raissi, Alireza Yazdani, George Em Karniadakis

We present hidden fluid mechanics (HFM), a physics informed deep learning framework capable of encoding an important class of physical laws governing fluid motions, namely the Navier-Stokes equations. In particular, we seek to leverage the underlying conservation laws (i.e., for mass, momentum, and energy) to infer hidden quantities of interest such as velocity and pressure fields merely from spatio-temporal visualizations of a passive scaler (e.g., dye or smoke), transported in arbitrarily complex domains (e.g., in human arteries or brain aneurysms). Our approach towards solving the aforementioned data assimilation problem is unique as we design an algorithm that is agnostic to the geometry or the initial and boundary conditions. This makes HFM highly flexible in choosing the spatio-temporal domain of interest for data acquisition as well as subsequent training and predictions. Consequently, the predictions made by HFM are among those cases where a pure machine learning strategy or a mere scientific computing approach simply cannot reproduce. The proposed algorithm achieves accurate predictions of the pressure and velocity fields in both two and three dimensional flows for several benchmark problems motivated by real-world applications. Our results demonstrate that this relatively simple methodology can be used in physical and biomedical problems to extract valuable quantitative information (e.g., lift and drag forces or wall shear stresses in arteries) for which direct measurements may not be possible.

Mamikon Gulian, Maziar Raissi, Paris Perdikaris et al.

Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial data, treating and discovering unknown equation parameters as hyperparameters of a modified "physics informed" Gaussian Process kernel. This kernel includes the parametrized differential operators applied to a prior covariance kernel. We extend this framework to linear space-fractional differential equations. The methodology is compatible with a wide variety of fractional operators in $\mathbb{R}^d$ and stationary covariance kernels, including the Matern class, and can optimize the Matern parameter during training. We provide a user-friendly and feasible way to perform fractional derivatives of kernels, via a unified set of d-dimensional Fourier integral formulas amenable to generalized Gauss-Laguerre quadrature. The implementation of fractional derivatives has several benefits. First, it allows for discovering fractional-order PDEs for systems characterized by heavy tails or anomalous diffusion, bypassing the analytical difficulty of fractional calculus. Data sets exhibiting such features are of increasing prevalence in physical and financial domains. Second, a single fractional-order archetype allows for a derivative of arbitrary order to be learned, with the order itself being a parameter in the regression. This is advantageous even when used for discovering integer-order equations; the user is not required to assume a "dictionary" of derivatives of various orders, and directly controls the parsimony of the models being discovered. We illustrate on several examples, including fractional-order interpolation of advection-diffusion and modeling relative stock performance in the S&P 500 with alpha-stable motion via a fractional diffusion equation.

Maziar Raissi

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for solving forward and inverse problems associated with partial differential equations, we circumvent the tyranny of numerical discretization by devising an algorithm that is scalable to high-dimensions. In particular, we approximate the unknown solution by a deep neural network which essentially enables us to benefit from the merits of automatic differentiation. To train the aforementioned neural network we leverage the well-known connection between high-dimensional partial differential equations and forward-backward stochastic differential equations. In fact, independent realizations of a standard Brownian motion will act as training data. We test the effectiveness of our approach for a couple of benchmark problems spanning a number of scientific domains including Black-Scholes-Barenblatt and Hamilton-Jacobi-Bellman equations, both in 100-dimensions.

Maziar Raissi

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical models of the physical world. In the current era of abundance of data and advanced machine learning capabilities, the natural question arises: How can we automatically uncover the underlying laws of physics from high-dimensional data generated from experiments? In this work, we put forth a deep learning approach for discovering nonlinear partial differential equations from scattered and potentially noisy observations in space and time. Specifically, we approximate the unknown solution as well as the nonlinear dynamics by two deep neural networks. The first network acts as a prior on the unknown solution and essentially enables us to avoid numerical differentiations which are inherently ill-conditioned and unstable. The second network represents the nonlinear dynamics and helps us distill the mechanisms that govern the evolution of a given spatiotemporal data-set. We test the effectiveness of our approach for several benchmark problems spanning a number of scientific domains and demonstrate how the proposed framework can help us accurately learn the underlying dynamics and forecast future states of the system. In particular, we study the Burgers', Korteweg-de Vries (KdV), Kuramoto-Sivashinsky, nonlinear Schrödinger, and Navier-Stokes equations.

Maziar Raissi, Paris Perdikaris, George Em Karniadakis

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising meaningful models out of such observations in an automated fashion still remains an open problem. In this work, we put forth a machine learning approach for identifying nonlinear dynamical systems from data. Specifically, we blend classical tools from numerical analysis, namely the multi-step time-stepping schemes, with powerful nonlinear function approximators, namely deep neural networks, to distill the mechanisms that govern the evolution of a given data-set. We test the effectiveness of our approach for several benchmark problems involving the identification of complex, nonlinear and chaotic dynamics, and we demonstrate how this allows us to accurately learn the dynamics, forecast future states, and identify basins of attraction. In particular, we study the Lorenz system, the fluid flow behind a cylinder, the Hopf bifurcation, and the Glycoltic oscillator model as an example of complicated nonlinear dynamics typical of biological systems.

Maziar Raissi, Paris Perdikaris, George Em Karniadakis

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this second part of our two-part treatise, we focus on the problem of data-driven discovery of partial differential equations. Depending on whether the available data is scattered in space-time or arranged in fixed temporal snapshots, we introduce two main classes of algorithms, namely continuous time and discrete time models. The effectiveness of our approach is demonstrated using a wide range of benchmark problems in mathematical physics, including conservation laws, incompressible fluid flow, and the propagation of nonlinear shallow-water waves.

Maziar Raissi, Paris Perdikaris, George Em Karniadakis

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this two part treatise, we present our developments in the context of solving two main classes of problems: data-driven solution and data-driven discovery of partial differential equations. Depending on the nature and arrangement of the available data, we devise two distinct classes of algorithms, namely continuous time and discrete time models. The resulting neural networks form a new class of data-efficient universal function approximators that naturally encode any underlying physical laws as prior information. In this first part, we demonstrate how these networks can be used to infer solutions to partial differential equations, and obtain physics-informed surrogate models that are fully differentiable with respect to all input coordinates and free parameters.

Maziar Raissi, George Em Karniadakis

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In particular, we introduce \emph{hidden physics models}, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

Maziar Raissi

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to operate in "big data" regimes where one is interested in quantifying the uncertainty associated with noisy data. The proposed methodology circumvents the well-established need for stochastic variational inference, a scalable algorithm for approximating posterior distributions. The effectiveness of the proposed approach is demonstrated using an illustrative example with simulated data and a benchmark dataset in the airline industry with approximately 6 million records.

Maziar Raissi, Paris Perdikaris, George Em Karniadakis

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes, by construction, are designed to deal with cases where: (1) all we observe are noisy data on black-box initial conditions, and (2) we are interested in quantifying the uncertainty associated with such noisy data in our solutions to time-dependent partial differential equations. Our method circumvents the need for spatial discretization of the differential operators by proper placement of Gaussian process priors. This is an attempt to construct structured and data-efficient learning machines, which are explicitly informed by the underlying physics that possibly generated the observed data. The effectiveness of the proposed approach is demonstrated through several benchmark problems involving linear and nonlinear time-dependent operators. In all examples, we are able to recover accurate approximations of the latent solutions, and consistently propagate uncertainty, even in cases involving very long time integration.

Maziar Raissi, Paris Perdikaris, George Em. Karniadakis

For more than two centuries, solutions of differential equations have been obtained either analytically or numerically based on typically well-behaved forcing and boundary conditions for well-posed problems. We are changing this paradigm in a fundamental way by establishing an interface between probabilistic machine learning and differential equations. We develop data-driven algorithms for general linear equations using Gaussian process priors tailored to the corresponding integro-differential operators. The only observables are scarce noisy multi-fidelity data for the forcing and solution that are not required to reside on the domain boundary. The resulting predictive posterior distributions quantify uncertainty and naturally lead to adaptive solution refinement via active learning. This general framework circumvents the tyranny of numerical discretization as well as the consistency and stability issues of time-integration, and is scalable to high-dimensions.

Maziar Raissi, George Karniadakis

We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of fidelity. A combination of multi-fidelity Gaussian Processes (AR(1) Co-kriging) and deep neural networks enables us to construct a method that is immune to discontinuities. We demonstrate the effectiveness of the new technology using standard benchmark problems designed to resemble the outputs of complicated high- and low-fidelity codes.