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Dimitrios G. Patsatzis

Publications and source records attributed to Dimitrios G. Patsatzis.

10 recordsLinked to original sources

Surrogate normal-forms for the numerical bifurcation and stability analysis of navier-stokes flows via machine learning

Inspired by the Equation-Free paradigm, we propose an ``embed-learn-lift'' framework for constructing minimal-dimensional surrogate ROMs for the numerical analysis of high-fidelity Navier-Stokes simulations, even in the presence of symmetries that standard machine-learning surrogates often fail to preserve. The framework consists of four main stages. First, manifold learning (here both POD and Diffusion Maps) is used to uncover the intrinsic geometry and dimensionality of the latent space underlying the high-dimensional spatio-temporal Navier-Stokes dynamics across the parameter space. Second, we construct ROMs (here, via Gaussian Process regression (GPR)) of minimal dimension -- by learning the evolution equations directly on the identified latent space. Third, we exploit the toolkit of numerical bifurcation analysis to construct bifurcation diagrams and perform systematic stability analysis directly in the latent coordinates. This enables, for example, the efficient continuation of branches of limit cycles emerging from Andronov-Hopf and Neimark-Sacker bifurcations, together with the computation of limit-cycles periods and stability properties via Floquet multipliers. Such analysis is effectively intractable for the full Navier-Stokes equations. Finally, by solving the pre-image problem in manifold learning, we reconstruct the bifurcating steady and time-periodic states in the original high-dimensional physical space, thus closing the ``lift'' step of the pipeline. We show that DMs-based ROMs allow for a computationally efficient and accurate numerical bifurcation and stability analysis, thus outperforming the widely used POD-ROMs by providing a geometrically consistent parametrization and correctly identifying the intrinsic dimension even in the presence of secondary instabilities, highlighting the need for nonlinear manifold learning methods in CFD.

physics.flu-dyn

Invariant Manifolds of Discrete-time Dynamical Systems with Nonlinear Exosystems via Hybrid Physics-Informed Neural Networks

We propose a hybrid physics-informed machine learning framework to approximate invariant manifolds (IMs) of discrete-time dynamical systems driven by exogenous autonomous dynamics (exosystems). Such systems appear in applications ranging from control theory to modeling collective multi-agent behavior (e.g., bird flocks, traffic dynamics) under hierarchical leadership. The IM learning problem is formulated as solving nonlinear functional equations derived from the invariance equation, expressing the manifold as a relationship between exogenous and system states. The proposed approach combines polynomial series with shallow neural networks, leveraging their complementary strengths. We focus on low- to medium-dimensional manifolds where polynomial expansions remain tractable. Near equilibrium, polynomial series provide interpretability and convergence, while farther away neural networks capture global structure through their universal approximation capability. A continuity penalty enforces consistency between both representations at their interface, and training is performed using analytically derived derivatives within the Levenberg-Marquardt scheme. Naturally, depending on the dimensionality of the input-driven system, one may also employ a purely neural network-based IM approximation, for which we also establish a universal approximation theorem based on certain assumptions on system dynamics. The framework is evaluated on two benchmark problems: an enzymatic bioreactor and a leader-follower car-following model. We analyze convergence, approximation accuracy, and computational cost, and compare standalone neural networks, polynomial expansions, and the hybrid method. Results show that the hybrid approach achieves superior accuracy compared to standalone schemes.

math.NA

Next Generation Equation-Free Multiscale Modelling of Crowd Dynamics via Machine Learning

Bridging the microscopic and macroscopic modelling scales in crowd dynamics constitutes an open challenge for systematic numerical analysis, optimization, and control. Here, we propose a manifold-informed machine learning approach to learn the discrete evolution operator for the emergent/collective crowd dynamics in latent spaces from high-fidelity individual/agent-based simulations. The proposed framework is a four-stage one, \textit{explicitly conserving the mass} of the reconstructed dynamics in the high-dimensional space. In the first step, we derive continuous macroscopic fields (densities) from discrete microscopic data (pedestrians' positions) using Kernel Density Estimation. In the second step, we construct a map from the density-field space into an appropriate latent space parametrized by a few coordinates based on Proper-Orthogonal Decomposition (POD) of the corresponding density distributions. The third step involves learning reduced-order surrogate models in the latent space using machine learning techniques, particularly Long Short-Term Memory networks and Multivariate Autoregressive models. Finally, we reconstruct the crowd dynamics in the high-dimensional space with POD, demonstrating that the POD reconstruction conserves the mass. Thus, with this ``embed -> learn in latent space -> lift back to the high-dimensional space'' pipeline, we create an effective solution operator of the unavailable (at the macroscopic scale) PDE for the evolution of the density distribution. For our illustrations, we used the Social Force Model to generate data in a corridor with an obstacle, imposing periodic boundary conditions in two scenarios: (i) a unidirectional flow, and (ii) a counterflow. The numerical results demonstrate high accuracy, robustness, and generalizability, thus allowing for fast and accurate modelling/simulation of crowd dynamics from agent-based simulations.

cs.LG

RANDSMAPs: Random-Feature/multi-Scale Neural Decoders with Mass Preservation

We introduce RANDSMAPs (Random-feature/multi-scale neural decoders with Mass Preservation), numerical analysis-informed, explainable neural decoders designed to explicitly respect conservation laws when solving the challenging ill-posed pre-image problem in manifold learning. We start by proving the equivalence of vanilla random Fourier feature neural networks to Radial Basis Function interpolation and the double Diffusion Maps (based on Geometric Harmonics) decoders in the deterministic limit. We then establish the theoretical foundations for RANDSMAP and introduce its multiscale variant to capture structures across multiple scales. We formulate and derive the closed-form solution of the corresponding constrained optimization problem and prove the mass preservation property. Numerically, we assess the performance of RANDSMAP on three benchmark problems/datasets with mass preservation obtained by the Lighthill-Whitham-Richards traffic flow PDE with shock waves, 2D rotated MRI brain images, and the Hughes crowd dynamics PDEs. We demonstrate that RANDSMAPs yield high reconstruction accuracy at low computational cost and maintain mass conservation at single-machine precision. In its vanilla formulation, the scheme remains applicable to the classical pre-image problem, i.e., when mass-preservation constraints are not imposed.

math.NA

GoRINNs: Godunov-Riemann Informed Neural Networks for Learning Hyperbolic Conservation Laws

We present GoRINNs: numerical analysis-informed (shallow) neural networks for the solution of inverse problems of non-linear systems of conservation laws. GoRINNs is a hybrid/blended machine learning scheme based on high-resolution Godunov schemes for the solution of the Riemann problem in hyperbolic Partial Differential Equations (PDEs). In contrast to other existing machine learning methods that learn the numerical fluxes or just parameters of conservative Finite Volume methods, relying on deep neural networks (that may lead to poor approximations due to the computational complexity involved in their training), GoRINNs learn the closures of the conservation laws per se based on "intelligently" numerical-assisted shallow neural networks. Due to their structure, in particular, GoRINNs provide explainable, conservative schemes, that solve the inverse problem for hyperbolic PDEs, on the basis of approximate Riemann solvers that satisfy the Rankine-Hugoniot condition. The performance of GoRINNs is assessed via four benchmark problems, namely the Burgers', the Shallow Water, the Lighthill-Whitham-Richards and the Payne-Whitham traffic flow models. The solution profiles of these PDEs exhibit shock waves, rarefactions and/or contact discontinuities at finite times. We demonstrate that GoRINNs provide a very high accuracy both in the smooth and discontinuous regions.

math.NA

A physics-informed neural network method for the approximation of slow invariant manifolds for the general class of stiff systems of ODEs

We present a physics-informed neural network (PINN) approach for the discovery of slow invariant manifolds (SIMs), for the most general class of fast/slow dynamical systems of ODEs. In contrast to other machine learning (ML) approaches that construct reduced order black box surrogate models using simple regression, and/or require a priori knowledge of the fast and slow variables, our approach, simultaneously decomposes the vector field into fast and slow components and provides a functional of the underlying SIM in a closed form. The decomposition is achieved by finding a transformation of the state variables to the fast and slow ones, which enables the derivation of an explicit, in terms of fast variables, SIM functional. The latter is obtained by solving a PDE corresponding to the invariance equation within the Geometric Singular Perturbation Theory (GSPT) using a single-layer feedforward neural network with symbolic differentiation. The performance of the proposed physics-informed ML framework is assessed via three benchmark problems: the Michaelis-Menten, the target mediated drug disposition (TMDD) reaction model and a fully competitive substrate-inhibitor(fCSI) mechanism. We also provide a comparison with other GPST methods, namely the quasi steady state approximation (QSSA), the partial equilibrium approximation (PEA) and CSP with one and two iterations. We show that the proposed PINN scheme provides SIM approximations, of equivalent or even higher accuracy, than those provided by QSSA, PEA and CSP, especially close to the boundaries of the underlying SIMs.

math.NA

Slow Invariant Manifolds of Singularly Perturbed Systems via Physics-Informed Machine Learning

We present a physics-informed machine-learning (PIML) approach for the approximation of slow invariant manifolds (SIMs) of singularly perturbed systems, providing functionals in an explicit form that facilitate the construction and numerical integration of reduced order models (ROMs). The proposed scheme solves a partial differential equation corresponding to the invariance equation (IE) within the Geometric Singular Perturbation Theory (GSPT) framework. For the solution of the IE, we used two neural network structures, namely feedforward neural networks (FNNs), and random projection neural networks (RPNNs), with symbolic differentiation for the computation of the gradients required for the learning process. The efficiency of our PIML method is assessed via three benchmark problems, namely the Michaelis-Menten, the target mediated drug disposition reaction mechanism, and the 3D Sel'kov model. We show that the proposed PIML scheme provides approximations, of equivalent or even higher accuracy, than those provided by other traditional GSPT-based methods, and importantly, for any practical purposes, it is not affected by the magnitude of the perturbation parameter. This is of particular importance, as there are many systems for which the gap between the fast and slow timescales is not that big, but still ROMs can be constructed. A comparison of the computational costs between symbolic, automatic and numerical approximation of the required derivatives in the learning process is also provided.

math.DS

Data-driven Control of Agent-based Models: an Equation/Variable-free Machine Learning Approach

We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems modelled via microscopic/agent-based simulators. The approach obviates the need for construction of surrogate, reduced-order models.~The proposed implementation consists of three steps: (A) from high-dimensional agent-based simulations, machine learning (in particular, non-linear manifold learning (Diffusion Maps (DMs)) helps identify a set of coarse-grained variables that parametrize the low-dimensional manifold on which the emergent/collective dynamics evolve. The out-of-sample extension and pre-image problems, i.e. the construction of non-linear mappings from the high-dimensional input space to the low-dimensional manifold and back, are solved by coupling DMs with the Nystrom extension and Geometric Harmonics, respectively; (B) having identified the manifold and its coordinates, we exploit the Equation-free approach to perform numerical bifurcation analysis of the emergent dynamics; then (C) based on the previous steps, we design data-driven embedded wash-out controllers that drive the agent-based simulators to their intrinsic, imprecisely known, emergent open-loop unstable steady-states, thus demonstrating that the scheme is robust against numerical approximation errors and modelling uncertainty.~The efficiency of the framework is illustrated by controlling emergent unstable (i) traveling waves of a deterministic agent-based model of traffic dynamics, and (ii) equilibria of a stochastic financial market agent model with mimesis.

math.DS

Algorithmic asymptotic analysis: extending the arsenal of cancer immunology modeling

The recent advances in cancer immunotherapy boosted the development of tumor-immune system models aiming to provide mechanistic understanding and indicate more efficient treatment regimes. However, the complexity of such models, their multi-scale dynamics and their overparameterized character renders them inaccessible for wide utilization. In this work, the dynamics of a fundamental model formulating the interactions of tumor cells with natural killer cells, CD8$^+$ T cells and circulating lymphocytes is examined. It is first shown that the long-term evolution of the system towards high-tumor or tumor-free equilibria is determined by the dynamics of an initial \emph{explosive stage} of tumor progression. Focusing on this stage, the algorithmic Computational Singular Perturbation methodology is employed to identify the underlying mechanisms confining the system's evolution towards the equilibrium and the governing slow dynamics along them. It is shown that these insights are preserved along different tumor-immune system and patient-dependent realizations. Utilizing the obtained mechanistic understanding, a novel reduced model is constructed in an algorithmic fashion, which accurately predicts the dynamics of the system during the explosive stage and includes half of the parameters of the detailed model. This present analysis demonstrates the potential of algorithmic asymptotic analysis to simplify the complex, overeparameterized and multi-scale nature of cancer immunology models and to indicate the interactions and cell types to target for more effective treatment development.

math.DS

On the relation of the COVID-19 reproduction number to the explosive timescales: the case of Italy

A great issue of discussion of an infectious disease is its basic reproduction number R0, which provides an estimation of the contagiousness of the disease. When R0 > 1, the disease spread will potentially lead to an outbreak, such that of the ongoing COVID-19 pandemics. During the evolution of an outbreak, various non-pharmaceutical interventions are employed, the impact of which is frequently assessed by the reduction that they introduce to the effective reproduction number Rt; reduction below 1 is an indication of eventual dying out of the disease spread. Motivated by the fact that R0 essentially expresses the stability of the disease-free equilibrium, in this work, Rt was examined in the view of timescale analysis. It was shown that during the evolution of the COVID-19 outbreak in Italy, when various interventions were in place, Rt had a clear relation with the explosive timescale characterizing the dynamics of the outbreak. In particular, it is shown that the existence of an explosive timescale during the progression of the epidemics implies Rt > 1, while its absence implies Rt < 1. In addition, as this timescale converges/diverges with the immediately slowest one, Rt approaches to/withdraws from its threshold value 1. These results suggest that timescale analysis can be utilized for the assessment of the impact of various interventions, since it reflects the insight provided by the effective reproduction number, without being hindered by the selection of the population model, nor the parameter estimation process followed for model calibration.

q-bio.PE