arXiv subjects

Kailai Xu

Publications and source records attributed to Kailai Xu.

At least 19 recordsLinked to original sources

arXiv2021

Integrating Deep Neural Networks with Full-waveform Inversion: Reparametrization, Regularization, and Uncertainty Quantification

Full-waveform inversion (FWI) is an accurate imaging approach for modeling velocity structure by minimizing the misfit between recorded and predicted seismic waveforms. However, the strong non-linearity of FWI resulting from fitting oscillatory waveforms can trap the optimization in local minima. We propose a neural-network-based full waveform inversion method (NNFWI) that integrates deep neural networks with FWI by representing the velocity model with a generative neural network. Neural networks can naturally introduce spatial correlations as regularization to the generated velocity model, which suppresses noise in the gradients and mitigates local minima. The velocity model generated by neural networks is input to the same partial differential equation (PDE) solvers used in conventional FWI. The gradients of both the neural networks and PDEs are calculated using automatic differentiation, which back-propagates gradients through the acoustic PDEs and neural network layers to update the weights of the generative neural network. Experiments on 1D velocity models, the Marmousi model, and the 2004 BP model demonstrate that NNFWI can mitigate local minima, especially for imaging high-contrast features like salt bodies, and significantly improves the inversion in the presence of noise. Adding dropout layers to the neural network model also allows analyzing the uncertainty of the inversion results through Monte Carlo dropout. NNFWI opens a new pathway to combine deep learning and FWI for exploiting both the characteristics of deep neural networks and the high accuracy of PDE solvers. Because NNFWI does not require extra training data and optimization loops, it provides an attractive and straightforward alternative to conventional FWI.

physics.geo-ph↗

arXiv2021

Autonomous Inversion of In Situ Deformation Measurement Data for CO2 Storage Decision Support

Current methods of estimating the change in stress caused by injecting fluid into subsurface formations require choosing the type of constitutive model and the model parameters based on core, log, and geophysical data during the characterization phase, with little feedback from operational observations to validate or refine these choices. It is shown that errors in the assumed constitutive response, even when informed by laboratory tests on core samples, are likely to be common, large, and underestimate the magnitude of stress change caused by injection. Recent advances in borehole-based strain instruments and borehole and surface-based tilt and displacement instruments have now enabled monitoring of the deformation of the storage system throughout its operational lifespan. This data can enable validation and refinement of the knowledge of the geomechanical properties and state of the system, but brings with it a challenge to transform the raw data into actionable knowledge. We demonstrate a method to perform a gradient-based deterministic inversion of geomechanical monitoring data. This approach allows autonomous integration of the instrument data without the need for time consuming manual interpretation and selection of updated model parameters. The approach presented is very flexible as to what type of geomechanical constitutive response can be used. The approach is easily adaptable to nonlinear physics-based constitutive models to account for common rock behaviors such as creep and plasticity. The approach also enables training of machine learning-based constitutive models by allowing back propagation of errors through the finite element calculations. This enables strongly enforcing known physics, such as conservation of momentum and continuity, while allowing data-driven models to learn the truly unknown physics such as the constitutive or petrophysical responses.

physics.geo-ph↗

arXiv2021

Trust Region Method for Coupled Systems of PDE Solvers and Deep Neural Networks

Physics-informed machine learning and inverse modeling require the solution of ill-conditioned non-convex optimization problems. First-order methods, such as SGD and ADAM, and quasi-Newton methods, such as BFGS and L-BFGS, have been applied with some success to optimization problems involving deep neural networks in computational engineering inverse problems. However, empirical evidence shows that convergence and accuracy for these methods remain a challenge. Our study unveiled at least two intrinsic defects of these methods when applied to coupled systems of partial differential equations (PDEs) and deep neural networks (DNNs): (1) convergence is often slow with long plateaus that make it difficult to determine whether the method has converged or not; (2) quasi-Newton methods do not provide a sufficiently accurate approximation of the Hessian matrix; this typically leads to early termination (one of the stopping criteria of the optimizer is satisfied although the achieved error is far from minimal). Based on these observations, we propose to use trust region methods for optimizing coupled systems of PDEs and DNNs. Specifically, we developed an algorithm for second-order physics constrained learning, an efficient technique to calculate Hessian matrices based on computational graphs. We show that trust region methods overcome many of the defects and exhibit remarkable fast convergence and superior accuracy compared to ADAM, BFGS, and L-BFGS.

math.NA↗

arXiv2020

Distributed Machine Learning for Computational Engineering using MPI

We propose a framework for training neural networks that are coupled with partial differential equations (PDEs) in a parallel computing environment. Unlike most distributed computing frameworks for deep neural networks, our focus is to parallelize both numerical solvers and deep neural networks in forward and adjoint computations. Our parallel computing model views data communication as a node in the computational graph for numerical simulations. The advantage of our model is that data communication and computing are cleanly separated and thus provide better flexibility, modularity, and testability. We demonstrate using various large-scale problems that we can achieve substantial acceleration by using parallel solvers for PDEs in training deep neural networks that are coupled with PDEs.

cs.DC↗

arXiv2020

ADCME: Learning Spatially-varying Physical Fields using Deep Neural Networks

ADCME is a novel computational framework to solve inverse problems involving physical simulations and deep neural networks (DNNs). This paper benchmarks its capability to learn spatially-varying physical fields using DNNs. We demonstrate that our approach has superior accuracy compared to the discretization approach on a variety of problems, linear or nonlinear, static or dynamic. Technically, we formulate our inverse problem as a PDE-constrained optimization problem. We express both the numerical simulations and DNNs using computational graphs and therefore, we can calculate the gradients using reverse-mode automatic differentiation. We apply a physics constrained learning algorithm (PCL) to efficiently back-propagate gradients through iterative solvers for nonlinear equations. The open-source software which accompanies the present paper can be found at https://github.com/kailaix/ADCME.jl.

math.NA↗

arXiv2020

Solving Inverse Problems in Steady-State Navier-Stokes Equations using Deep Neural Networks

Inverse problems in fluid dynamics are ubiquitous in science and engineering, with applications ranging from electronic cooling system design to ocean modeling. We propose a general and robust approach for solving inverse problems in the steady-state Navier-Stokes equations by combining deep neural networks and numerical partial differential equation (PDE) schemes. Our approach expresses numerical simulation as a computational graph with differentiable operators. We then solve inverse problems by constrained optimization, using gradients calculated from the computational graph with reverse-mode automatic differentiation. This technique enables us to model unknown physical properties using deep neural networks and embed them into the PDE model. We demonstrate the effectiveness of our method by computing spatially-varying viscosity and conductivity fields with deep neural networks (DNNs) and training the DNNs using partial observations of velocity fields. We show that the DNNs are capable of modeling complex spatially-varying physical fields with sparse and noisy data. Our implementation leverages the open access ADCME, a library for solving inverse modeling problems in scientific computing using automatic differentiation.

math.NA↗

arXiv2020

Isogeometric Collocation Method for the Fractional Laplacian in the 2D Bounded Domain

We consider the isogeometric analysis for fractional PDEs involving the fractional Laplacian in two dimensions. An isogeometric collocation method is developed to discretize the fractional Laplacian and applied to the fractional Poisson problem and the time-dependent fractional porous media equation. Numerical studies exhibit monotonous convergence with a rate of $\mathcal{O}(N^{-1})$, where $N$ is the degrees of freedom. A comparison with finite element analysis shows that the method enjoys higher accuracy per degree of freedom and has a better convergence rate. We demonstrate that isogeometric analysis offers a novel and promising computational tool for nonlocal problems.

math.NA↗

arXiv2020

Inverse Modeling of Viscoelasticity Materials using Physics Constrained Learning

We propose a novel approach to model viscoelasticity materials using neural networks, which capture rate-dependent and nonlinear constitutive relations. However, inputs and outputs of the neural networks are not directly observable, and therefore common training techniques with input-output pairs for the neural networks are inapplicable. To that end, we develop a novel computational approach to both calibrate parametric and learn neural-network-based constitutive relations of viscoelasticity materials from indirect displacement data in the context of multi-physics interactions. We show that limited displacement data hold sufficient information to quantify the viscoelasticity behavior. We formulate the inverse computation---modeling viscoelasticity properties from observed displacement data---as a PDE-constrained optimization problem and minimize the error functional using a gradient-based optimization method. The gradients are computed by a combination of automatic differentiation and physics constrained learning. The effectiveness of our method is demonstrated through numerous benchmark problems in geomechanics and porous media transport.

math.NA↗

arXiv2020

Coupled Time-lapse Full Waveform Inversion for Subsurface Flow Problems using Intrusive Automatic Differentiation

We describe a novel framework for estimating subsurface properties, such as rock permeability and porosity, from time-lapse observed seismic data by coupling full-waveform inversion, subsurface flow processes, and rock physics models. For the inverse modeling, we handle the back-propagation of gradients by an intrusive automatic differentiation strategy that offers three levels of user control: (1) at the wave physics level, we adopted the discrete adjoint method in order to use our existing high-performance FWI code; (2) at the rock physics level, we used built-in operators from the $\texttt{TensorFlow}$ backend; (3) at the flow physics level, we implemented customized PDE operators for the potential and nonlinear saturation equations. These three levels of gradient computation strike a good balance between computational efficiency and programming efficiency, and when chained together, constitute a coupled inverse system. We use numerical experiments to demonstrate that (1) the three-level coupled inverse problem is superior in terms of accuracy to a traditional decoupled inversion strategy; (2) it is able to simultaneously invert for parameters in empirical relationships such as the rock physics models; and (3) the inverted model can be used for reservoir performance prediction and reservoir management/optimization purposes.

physics.geo-ph↗

arXiv2020

Learning Constitutive Relations using Symmetric Positive Definite Neural Networks

We present the Cholesky-factored symmetric positive definite neural network (SPD-NN) for modeling constitutive relations in dynamical equations. Instead of directly predicting the stress, the SPD-NN trains a neural network to predict the Cholesky factor of a tangent stiffness matrix, based on which the stress is calculated in the incremental form. As a result of the special structure, SPD-NN weakly imposes convexity on the strain energy function, satisfies time consistency for path-dependent materials, and therefore improves numerical stability, especially when the SPD-NN is used in finite element simulations. Depending on the types of available data, we propose two training methods, namely direct training for strain and stress pairs and indirect training for loads and displacement pairs. We demonstrate the effectiveness of SPD-NN on hyperelastic, elasto-plastic, and multiscale fiber-reinforced plate problems from solid mechanics. The generality and robustness of the SPD-NN make it a promising tool for a wide range of constitutive modeling applications.

math.NA↗

arXiv2020

A General Approach to Seismic Inversion with Automatic Differentiation

Imaging Earth structure or seismic sources from seismic data involves minimizing a target misfit function, and is commonly solved through gradient-based optimization. The adjoint-state method has been developed to compute the gradient efficiently; however, its implementation can be time-consuming and difficult. We develop a general seismic inversion framework to calculate gradients using reverse-mode automatic differentiation. The central idea is that adjoint-state methods and reverse-mode automatic differentiation are mathematically equivalent. The mapping between numerical PDE simulation and deep learning allows us to build a seismic inverse modeling library, ADSeismic, based on deep learning frameworks, which supports high performance reverse-mode automatic differentiation on CPUs and GPUs. We demonstrate the performance of ADSeismic on inverse problems related to velocity model estimation, rupture imaging, earthquake location, and source time function retrieval. ADSeismic has the potential to solve a wide variety of inverse modeling applications within a unified framework.

physics.comp-ph↗

arXiv2020

Learning Constitutive Relations from Indirect Observations Using Deep Neural Networks

We present a new approach for predictive modeling and its uncertainty quantification for mechanical systems, where coarse-grained models such as constitutive relations are derived directly from observation data. We explore the use of a neural network to represent the unknown constitutive relations, compare the neural networks with piecewise linear functions, radial basis functions, and radial basis function networks, and show that the neural network outperforms the others in certain cases. We analyze the approximation error of the neural networks using a scaling argument. The training and predicting processes in our framework combine the finite element method, automatic differentiation, and neural networks (or other function approximators). Our framework also allows uncertainty quantification in the form of confidence intervals. Numerical examples on a multiscale fiber-reinforced plate problem and a nonlinear rubbery membrane problem from solid mechanics demonstrate the effectiveness of our framework.

math.NA↗

arXiv2020

Physics Constrained Learning for Data-driven Inverse Modeling from Sparse Observations

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff problems. We present a new approach that trains the embedded DNNs while numerically satisfying the PDE constraints. We develop an algorithm that enables differentiating both explicit and implicit numerical solvers in reverse-mode automatic differentiation. This allows the gradients of the DNNs and the PDE solvers to be computed in a unified framework. We demonstrate that our approach enjoys faster convergence and better stability in relatively stiff problems compared to the penalty method. Our approach allows for the potential to solve and accelerate a wide range of data-driven inverse modeling, where the physical constraints are described by PDEs and need to be satisfied accurately.

math.NA↗

arXiv2019

Learning Hidden Dynamics using Intelligent Automatic Differentiation

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered scalable and efficient to learn hidden dynamics. However, one of the most time-consuming and error-prone tasks is to derive and implement the gradients, especially in systems of PDEs where gradients from different systems must be correctly integrated together. To that purpose, we present a novel technique, called intelligent automatic differentiation (IAD), to leverage the modern machine learning tool $\texttt{TensorFlow}$ for computing gradients automatically and conducting optimization efficiently. Moreover, IAD allows us to integrate specially designed state adjoint method codes to achieve better performance. Numerical tests demonstrate the feasibility of IAD for learning hidden dynamics in complicated systems of PDEs; additionally, by incorporating custom built state adjoint method codes in IAD, we significantly accelerate the forward and inverse simulation.

math.NA↗

arXiv2019

Adversarial Numerical Analysis for Inverse Problems

Many scientific and engineering applications are formulated as inverse problems associated with stochastic models. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumptions; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We introduce adversarial numerical analysis, which estimates the unknown distributions by minimizing the discrepancy of statistical properties between observed random process and simulated random process. The discrepancy metric is computed with a discriminative neural network. We demonstrated numerically that the proposed methods can estimate the underlying parameters and learn complicated unknown distributions.

math.NA↗

arXiv2019

Calibrating Multivariate Lévy Processes with Neural Networks

Calibrating a Lévy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and results to date are mostly in 1D. For multivariate Lévy processes and less smooth Lévy densities, the problem becomes challenging as ECFs decay slowly and have large uncertainty because of limited observations. We solve this problem by approximating the Lévy density with a parametrized functional form; the characteristic function is then estimated using numerical integration. In our benchmarks, we used deep neural networks and found that they are robust and can capture sharp transitions in the Lévy density. They perform favorably compared to piecewise linear functions and radial basis functions. The methods and techniques developed here apply to many other problems that involve nonparametric estimation of functions embedded in a system model.

stat.ML↗

arXiv2019

The Neural Network Approach to Inverse Problems in Differential Equations

We proposed a framework for solving inverse problems in differential equations based on neural networks and automatic differentiation. Neural networks are used to approximate hidden fields. We analyze the source of errors in the framework and derive an error estimate for a model diffusion equation problem. Besides, we propose a way for sensitivity analysis, utilizing the automatic differentiation mechanism embedded in the framework. It frees people from the tedious and error-prone process of deriving the gradients. Numerical examples exhibit consistency with the convergence analysis and error saturation is noteworthily predicted. We also demonstrate the unique benefits neural networks offer at the same time: universal approximation ability, regularizing the solution, bypassing the curse of dimensionality and leveraging efficient computing frameworks.

math.NA↗

arXiv2018

Efficient Numerical Method for Models Driven by L\'evy Process via Hierarchical Matrices

Modeling via fractional partial differential equations or a L\'evy process has been an active area of research and has many applications. However, the lack of efficient numerical computation methods for general nonlocal operators impedes people from adopting such modeling tools. We proposed an efficient solver for the convection-diffusion equation whose operator is the infinitesimal generator of a L\'evy process based on $\mathcal{H}$-matrix technique. The proposed Crank Nicolson scheme is unconditionally stable and has a theoretical $\mathcal{O}(h^2+\Delta t^2)$ convergence rate. The $\mathcal{H}$-matrix technique has theoretical $\mathcal{O}(N)$ space and computational complexity compared to $\mathcal{O}(N^2)$ and $\mathcal{O}(N^3)$ respectively for the direct method. Numerical experiments demonstrate the efficiency of the new algorithm.

math.NA↗