Gert-Jan Both

Dominik Seitz, Niklas Heim, João P. Moutinho et al.

Digital-analog quantum computing (DAQC) is an alternative paradigm for universal quantum computation combining digital single-qubit gates with global analog operations acting on a register of interacting qubits. Currently, no available open-source software is tailored to express, differentiate, and execute programs within the DAQC paradigm. In this work, we address this shortfall by presenting Qadence, a high-level programming interface for building complex digital-analog quantum programs developed at Pasqal. Thanks to its flexible interface, native differentiability, and focus on real-device execution, Qadence aims at advancing research on variational quantum algorithms built for native DAQC platforms such as Rydberg atom arrays.

Gert-Jan Both, Gijs Vermarien, Remy Kusters

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model discovery to densely sampled data-sets with low noise. Neural network-based approaches circumvent this limit by constructing a surrogate model of the data, but have to date ignored advances in sparse regression algorithms. In this paper we present a modular framework that dynamically determines the sparsity pattern of a deep-learning based surrogate using any sparse regression technique. Using our new approach, we introduce a new constraint on the neural network and show how a different network architecture and sparsity estimator improve model discovery accuracy and convergence on several benchmark examples. Our framework is available at \url{https://github.com/PhIMaL/DeePyMoD}

Georges Tod, Gert-Jan Both, Remy Kusters

Automated model discovery of partial differential equations (PDEs) usually considers a single experiment or dataset to infer the underlying governing equations. In practice, experiments have inherent natural variability in parameters, initial and boundary conditions that cannot be simply averaged out. We introduce a randomised adaptive group Lasso sparsity estimator to promote grouped sparsity and implement it in a deep learning based PDE discovery framework. It allows to create a learning bias that implies the a priori assumption that all experiments can be explained by the same underlying PDE terms with potentially different coefficients. Our experimental results show more generalizable PDEs can be found from multiple highly noisy datasets, by this grouped sparsity promotion rather than simply performing independent model discoveries.

Georges Tod, Gert-Jan Both, Remy Kusters

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model discovery algorithms based on sparse regression can actually recover the underlying physical processes. In this work, we show the design matrices used to infer the equations by sparse regression can violate the irrepresentability condition (IRC) of the Lasso, even when derived from analytical PDE solutions (i.e. without additional noise). Sparse regression techniques which can recover the true underlying model under violated IRC conditions are therefore required, leading to the introduction of the randomised adaptive Lasso. We show once the latter is integrated within the deep learning model discovery framework DeepMod, a wide variety of nonlinear and chaotic canonical PDEs can be recovered: (1) up to $\mathcal{O}(2)$ higher noise-to-sample ratios than state-of-the-art algorithms, (2) with a single set of hyperparameters, which paves the road towards truly automated model discovery.

Gert-Jan Both, Remy Kusters

Model discovery aims at autonomously discovering differential equations underlying a dataset. Approaches based on Physics Informed Neural Networks (PINNs) have shown great promise, but a fully-differentiable model which explicitly learns the equation has remained elusive. In this paper we propose such an approach by integrating neural network-based surrogates with Sparse Bayesian Learning (SBL). This combination yields a robust model discovery algorithm, which we showcase on various datasets. We then identify a connection with multitask learning, and build on it to construct a Physics Informed Normalizing Flow (PINF). We present a proof-of-concept using a PINF to directly learn a density model from single particle data. Our work expands PINNs to various types of neural network architectures, and connects neural network-based surrogates to the rich field of Bayesian parameter inference.

Gert-Jan Both, Georges Tod, Remy Kusters

To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled observations. In this work, we investigate how deep learning can improve model discovery of partial differential equations when the spacing between sensors is large and the samples are not placed on a grid. We show how leveraging physics informed neural network interpolation and automatic differentiation, allow to better fit the data and its spatiotemporal derivatives, compared to more classic spline interpolation and numerical differentiation techniques. As a result, deep learning-based model discovery allows to recover the underlying equations, even when sensors are placed further apart than the data's characteristic length scale and in the presence of high noise levels. We illustrate our claims on both synthetic and experimental data sets where combinations of physical processes such as (non)-linear advection, reaction, and diffusion are correctly identified.

Gert-Jan Both, Remy Kusters

Analyzing and interpreting time-dependent stochastic data requires accurate and robust density estimation. In this paper we extend the concept of normalizing flows to so-called temporal Normalizing Flows (tNFs) to estimate time dependent distributions, leveraging the full spatio-temporal information present in the dataset. Our approach is unsupervised, does not require an a-priori characteristic scale and can accurately estimate multi-scale distributions of vastly different length scales. We illustrate tNFs on sparse datasets of Brownian and chemotactic walkers, showing that the inclusion of temporal information enhances density estimation. Finally, we speculate how tNFs can be applied to fit and discover the continuous PDE underlying a stochastic process.

Gert-Jan Both, Subham Choudhury, Pierre Sens et al.

We introduce DeepMoD, a Deep learning based Model Discovery algorithm. DeepMoD discovers the partial differential equation underlying a spatio-temporal data set using sparse regression on a library of possible functions and their derivatives. A neural network approximates the data and constructs the function library, but it also performs the sparse regression. This construction makes it extremely robust to noise, applicable to small data sets, and, contrary to other deep learning methods, does not require a training set. We benchmark our approach on several physical problems such as the Burgers', Korteweg-de Vries and Keller-Segel equations, and find that it requires as few as $\mathcal{O}(10^2)$ samples and works at noise levels up to $75\%$. Motivated by these results, we apply DeepMoD directly on noisy experimental time-series data from a gel electrophoresis experiment and find that it discovers the advection-diffusion equation describing this system.