Pengyu Zhang

2papers

2 Papers

1.4LGMar 4
Hierarchical Inference and Closure Learning via Adaptive Surrogates for ODEs and PDEs

Pengyu Zhang, Arnaud Vadeboncoeur, Alex Glyn-Davies et al.

Inverse problems are the task of calibrating models to match data. They play a pivotal role in diverse engineering applications by allowing practitioners to align models with reality. In many applications, engineers and scientists do not have a complete picture of i) the detailed properties of a system (such as material properties, geometry, initial conditions, etc.); ii) the complete laws describing all dynamics at play (such as friction laws, complicated damping phenomena, and general nonlinear interactions). In this paper, we develop a principled methodology for leveraging data from collections of distinct yet related physical systems to jointly estimate the individual model parameters of each system, and learn the shared unknown dynamics in the form of an ML-based closure model. To robustly infer the unknown parameters for each system, we employ a hierarchical Bayesian framework, which allows for the joint inference of multiple systems and their population-level statistics. To learn the closures, we use a maximum marginal likelihood estimate of a neural network embeded within the ODE/PDE formulation of the problem. To realize this framework we utilize the ensemble Metropolis-Adjusted Langevin Algorithm (MALA) for stable and efficient sampling. To mitigate the computational bottleneck of repetitive forward evaluations in solving inverse problems, we introduce a bilevel optimization strategy to simultaneously train a surrogate forward model alongside the inference. Within this framework, we evaluate and compare distinct surrogate architectures, specifically Fourier Neural Operators (FNO) and parametric Physics-Informed Neural Network (PINNs).

1.4LGFeb 2
Koopman Autoencoders with Continuous-Time Latent Dynamics for Fluid Dynamics Forecasting

Rares Grozavescu, Pengyu Zhang, Etienne Meunier et al.

Data-driven surrogate models have emerged as powerful tools for accelerating the simulation of turbulent flows. However, classical approaches which perform autoregressive rollouts often trade off between strong short-term accuracy and long-horizon stability. Koopman autoencoders, inspired by Koopman operator theory, provide a physics-based alternative by mapping nonlinear dynamics into a latent space where linear evolution is conducted. In practice, most existing formulations operate in a discrete-time setting, limiting temporal flexibility. In this work, we introduce a continuous-time Koopman framework that models latent evolution through numerical integration schemes. By allowing variable timesteps at inference, the method demonstrates robustness to temporal resolution and generalizes beyond training regimes. In addition, the learned dynamics closely adhere to the analytical matrix exponential solution, enabling efficient long-horizon forecasting. We evaluate the approach on classical CFD benchmarks and report accuracy, stability, and extrapolation properties.