Kirill Zubov | Searcharxiv

arXiv2021

Universal Differential Equations for Scientific Machine Learning

In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." In this manuscript we introduce the SciML software ecosystem as a tool for mixing the information of physical laws and scientific models with data-driven machine learning approaches. We describe a mathematical object, which we denote universal differential equations (UDEs), as the unifying framework connecting the ecosystem. We show how a wide variety of applications, from automatically discovering biological mechanisms to solving high-dimensional Hamilton-Jacobi-Bellman equations, can be phrased and efficiently handled through the UDE formalism and its tooling. We demonstrate the generality of the software tooling to handle stochasticity, delays, and implicit constraints. This funnels the wide variety of SciML applications into a core set of training mechanisms which are highly optimized, stabilized for stiff equations, and compatible with distributed parallelism and GPU accelerators.

cs.LG↗

arXiv2021

NeuralPDE: Automating Physics-Informed Neural Networks (PINNs) with Error Approximations

Physics-informed neural networks (PINNs) are an increasingly powerful way to solve partial differential equations, generate digital twins, and create neural surrogates of physical models. In this manuscript we detail the inner workings of NeuralPDE.jl and show how a formulation structured around numerical quadrature gives rise to new loss functions which allow for adaptivity towards bounded error tolerances. We describe the various ways one can use the tool, detailing mathematical techniques like using extended loss functions for parameter estimation and operator discovery, to help potential users adopt these PINN-based techniques into their workflow. We showcase how NeuralPDE uses a purely symbolic formulation so that all of the underlying training code is generated from an abstract formulation, and show how to make use of GPUs and solve systems of PDEs. Afterwards we give a detailed performance analysis which showcases the trade-off between training techniques on a large set of PDEs. We end by focusing on a complex multiphysics example, the Doyle-Fuller-Newman (DFN) Model, and showcase how this PDE can be formulated and solved with NeuralPDE. Together this manuscript is meant to be a detailed and approachable technical report to help potential users of the technique quickly get a sense of the real-world performance trade-offs and use cases of the PINN techniques.

cs.MS↗