arXiv subjects

Lucia Russo

Publications and source records attributed to Lucia Russo.

At least 19 recordsLinked to original sources

arXiv2026

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↗

arXiv2025

PDE-Free Mass-Constrained Learning of Complex Systems with Hidden States

We propose a three-tier machine learning framework based on the next-generation Equation-Free algorithm for learning the spatio-temporal dynamics of mass-constrained complex systems with hidden states, whose dynamics can in principle be described by PDEs, but lack explicit models. In the first step, we employ Diffusion Maps (DMs), a nonlinear manifold learning algorithm, to extract low-dimensional latent representations of the complex spatio-temporal evolution. In the second step, we learn manifold-informed reduced-order models (ROMs) with Sparse Identification of Nonlinear Dynamics (SINDy) and standard linear Multivariate Autoregressive models (MVARs) to approximate the solution operator on the latent space. In the final step, the latent dynamics are lifted back to the original high-dimensional space by solving an (ill-posed) pre-image problem via a convex interpolation based on the k-NN algorithm. In doing so, the proposed framework reconstructs the solution operator of the unknown mass-constrained PDE, without explicitly identifying the PDE itself. For comparison purposes, we also evaluated the performance of the scheme for constructing ROMs based on Proper Orthogonal Decomposition (POD) and prove that both POD and the k-NN lifting operators preserve the mass. We illustrate the approach using two benchmark problems: (a) the Hughes model of crowd dynamics, which minimizes walking time while avoiding obstacles and high-density regions, and (b) a CFD problem involving the spatio-temporal evolution of a passive tracer advected by a periodic Navier--Stokes velocity field. We show that ROMs informed by DMs yield parsimonious models that consistently outperform the best POD-informed ROMs, yielding stable and accurate approximations of the solution operator in the latent space and, via reconstruction, in the original high-dimensional space over long time horizons.

math.NA↗

arXiv2025

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↗

arXiv2025

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↗

arXiv2025

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↗

arXiv2024

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↗

arXiv2024

Learning the Latent dynamics of Fluid flows from High-Fidelity Numerical Simulations using Parsimonious Diffusion Maps

We use parsimonious diffusion maps (PDMs) to discover the latent dynamics of high-fidelity Navier-Stokes simulations with a focus on the 2D fluidic pinball problem. By varying the Reynolds number, different flow regimes emerge, ranging from steady symmetric flows to quasi-periodic asymmetric and turbulence. We show, that the proposed non-linear manifold learning scheme, identifies in a crisp manner the expected intrinsic dimension of the underlying emerging dynamics over the parameter space. In particular, PDMs, estimate that the emergent dynamics in the oscillatory regime can be captured by just two variables, while in the chaotic regime, the dominant modes are three as anticipated by the normal form theory. On the other hand, proper orthogonal decomposition (POD)/PCA, most commonly used for dimensionality reduction in fluid mechanics, does not provide such a crisp separation between the dominant modes. To validate the performance of PDMs, we also computed the reconstruction error, by constructing a decoder using Geometric Harmonics. We show that the proposed scheme outperforms the POD/PCA over the whole Reynolds number range. Thus, we believe that the proposed scheme will allow for the development of more accurate reduced order models for high-fidelity fluid dynamics simulators, thus relaxing the curse of dimensionality in numerical analysis tasks such as bifurcation analysis, optimization and control.

physics.flu-dyn↗

arXiv2024

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↗

arXiv2023

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↗

arXiv2023

Numerical Bifurcation Analysis of Turing and Symmetry Broken Patterns of a Vegetation PDE Model

We study the mechanisms of pattern formation for vegetation dynamics in water-limited regions. Our analysis is based on a set of two partial differential equations (PDEs) of reaction-diffusion type for the biomass and water and one ordinary differential equation (ODE) describing the dependence of the toxicity on the biomass. We perform a linear stability analysis in the one-dimensional finite space, we derive analytically the conditions for the appearance of Turing instability that gives rise to spatio-temporal patterns emanating from the homogeneous solution, and provide its dependence with respect to the size of the domain. Furthermore, we perform a numerical bifurcation analysis in order to study the pattern formation of the inhomogeneous solution, with respect to the precipitation rate, thus analyzing the stability and symmetry properties of the emanating patterns. Based on the numerical bifurcation analysis, we have found new patterns, which form due to the onset of secondary bifurcations from the primary Turing instability, thus giving rise to a multistability of asymmetric solutions.

math.DS↗

arXiv2022

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↗

arXiv2022

Parsimonious Physics-Informed Random Projection Neural Networks for Initial-Value Problems of ODEs and index-1 DAEs

We address a physics-informed neural network based on the concept of random projections for the numerical solution of IVPs of nonlinear ODEs in linear-implicit form and index-1 DAEs, which may also arise from the spatial discretization of PDEs. The scheme has a single hidden layer with appropriately randomly parametrized Gaussian kernels and a linear output layer, while the internal weights are fixed to ones. The unknown weights between the hidden and output layer are computed by Newton's iterations, using the Moore-Penrose pseudoinverse for low to medium, and sparse QR decomposition with regularization for medium to large scale systems. To deal with stiffness and sharp gradients, we propose a variable step size scheme for adjusting the interval of integration and address a continuation method for providing good initial guesses for the Newton iterations. Based on previous works on random projections, we prove the approximation capability of the scheme for ODEs in the canonical form and index-1 DAEs in the semiexplicit form. The optimal bounds of the uniform distribution are parsimoniously chosen based on the bias-variance trade-off. The performance of the scheme is assessed through seven benchmark problems: four index-1 DAEs, the Robertson model, a model of five DAEs describing the motion of a bead, a model of six DAEs describing a power discharge control problem, the chemical Akzo Nobel problem and three stiff problems, the Belousov-Zhabotinsky, the Allen-Cahn PDE and the Kuramoto-Sivashinsky PDE. The efficiency of the scheme is compared with three solvers ode23t, ode23s, ode15s of the MATLAB ODE suite. Our results show that the proposed scheme outperforms the stiff solvers in several cases, especially in regimes where high stiffness or sharp gradients arise in terms of numerical accuracy, while the computational costs are for any practical purposes comparable.

math.NA↗

arXiv2022

Designing Social Distancing Policies for the COVID-19 Pandemic: A probabilistic model predictive control approach

The effective control of the COVID-19 pandemic is one the most challenging issues of nowadays. The design of optimal control policies is perplexed from a variety of social, political, economical and epidemiological factors. Here, based on epidemiological data reported in recent studies for the Italian region of Lombardy, which experienced one of the largest and most devastating outbreaks in Europe during the first wave of the pandemic, we address a probabilistic model predictive control (PMPC) approach for the modelling and the systematic study of what if scenarios of the social distancing in a retrospective analysis for the first wave of the pandemic in Lombardy. The performance of the proposed PMPC scheme was assessed based on simulations of a compartmental model that was developed to quantify the uncertainty in the level of the asymptomatic cases in the population, and the synergistic effect of social distancing in various activities, and public awareness campaign prompting people to adopt cautious behaviors to reduce the risk of disease transmission. The PMPC scheme takes into account the social mixing effect, i.e. the effect of the various activities in the potential transmission of the disease. The proposed approach demonstrates the utility of a PMPC approach in addressing COVID-19 transmission and implementing public relaxation policies.

math.DS↗

arXiv2021

Numerical Solution and Bifurcation Analysis of Nonlinear Partial Differential Equations with Extreme Learning Machines

We address a new numerical scheme based on a class of machine learning methods, the so-called Extreme Learning Machines with both sigmoidal and radial-basis functions, for the computation of steady-state solutions and the construction of (one dimensional) bifurcation diagrams of nonlinear partial differential equations (PDEs). For our illustrations, we considered two benchmark problems, namely (a) the one-dimensional viscous Burgers with both homogeneous (Dirichlet) and non-homogeneous mixed boundary conditions, and, (b) the one and two-dimensional Liouville-Bratu-Gelfand PDEs with homogeneous Dirichlet boundary conditions. For the one-dimensional Burgers and Bratu PDEs, exact analytical solutions are available and used for comparison purposes against the numerical derived solutions. Furthermore, the numerical efficiency (in terms of accuracy and size of the grid) of the proposed numerical machine learning scheme is compared against central finite differences (FD) and Galerkin weighted-residuals finite-element methods (FEM). We show that the proposed ELM numerical method outperforms both FD and FEM methods for medium to large sized grids, while provides equivalent results with the FEM for low to medium sized grids.

math.NA↗

arXiv2020

Estimation of the effective reproduction number for SARS-CoV-2 infection during the first epidemic wave in the metropolitan area of Athens, Greece

Herein, we provide estimations for the effective reproduction number $R_e$ for the greater metropolitan area of Athens, Greece during the first wave of the pandemic (February 26-May 15, 2020). For our calculations, we implemented, in a comparative approach, the two most widely used methods for the estimation of $R_e$, that by Wallinga and Teunis and by Cori et al. Data were retrieved from the national database of SARS-CoV-2 infections in Greece. Our analysis revealed that the expected value of Re dropped below 1 around March 15, shortly after the suspension of the operation of educational institutions of all levels nationwide on March 10, and the closing of all retail activities (cafes, bars, museums, shopping centres, sports facilities and restaurants) on March 13. On May 4, the date on which the gradual relaxation of the strict lockdown commenced, the expected value of $R_e$ was slightly below 1, however with relatively high levels of uncertainty due to the limited number of notified cases during this period. Finally, we discuss the limitations and pitfalls of the methods utilized for the estimation of the $R_e$, highlighting that the results of such analyses should be considered only as indicative by policy makers.

q-bio.PE↗

arXiv2019

Analytical and Numerical Bifurcation Analysis of a Forest-Grassland Ecosystem Model with Human Interaction

We perform both analytical and numerical bifurcation analysis of a forest-grassland ecosystem model coupled with human interaction. The model consists of two nonlinear ordinary differential equations incorporating the human perception of forest/grassland value. The system displays multiple steady states corresponding to different forest densities as well as regimes characterized by both stable and unstable limit cycles. We derive analytically the conditions with respect to the model parameters that give rise to various types of codimension-one criticalities such as transcritical, saddle-node, and Andronov-Hopf bifurcations and codimension-two criticalities such as cusp and Bogdanov-Takens bifurcations. We also perform a numerical continuation of the branches of limit cycles. By doing so, we reveal turning points of limit cycles marking the appearance/disappearance of sustained oscillations. These far-from-equilibrium criticalities that cannot be detected analytically give rise to the abrupt loss of the sustained oscillations, thus leading to another mechanism of catastrophic shifts

math.NA↗

arXiv2019

A Numerical Method for the Parametrization of Stable and Unstable Manifolds of Microscopic Simulators

We address a numerical methodology for the computation of coarse-grained stable and unstable manifolds of saddle equilibria/stationary states of multiscale/stochastic systems for which a "good" macroscopic description in the form of Ordinary (ODEs) and/or Partial differential equations (PDEs) does not explicitly/ analytically exists in a closed form. Thus, the assumption is that we have a detailed microscopic simulator of a complex system in the form of Monte-Carlo, Brownian dynamics, Agent-based models e.t.c. (or a black-box large-scale discrete time simulator) but due to the inherent complexity of the problem, we don't have explicitly an accurate model in the form of ODEs or PDEs. Our numerical scheme is a three-tier one including: (a) the "on demand" detection of the coarse-grained saddle equilibrium, (b) its coarse-grained stability analysis, and (c) the parametrization of the semi-local invariant stable and unstable manifolds by the numerical solution of the homological/functional equations for the coefficients of the truncated series approximation of the manifolds.

math.DS↗

arXiv2018

Modelling Lobbying Behaviour and Interdisciplinarity Dynamics in Academia

Disciplinary diversity is being recognized today as the key to establish a vibrant academic environment with bigger potential for breakthroughs in research and technology. However, the interaction of several factors including policies, and behavioral attitudes put significant barriers on advancing interdisciplinarity. A "cognitive rigidity" may rise due to reactive academic lobbying favouring inbreeding. Here, we address, analyse and discuss a mathematical model of lobbying and interdisciplinarity dynamics in Academia. The model consists of four coupled non-linear Ordinary Differential Equations simulating the interaction between three types of academic individuals and a state reflecting the rate of knowledge advancement which is related to the level of disciplinary diversity. Our model predicts a rich nonlinear behaviour including multiplicity of states and sustained periodic oscillations resembling the everlasting struggle between the "new" and the "old". The effect of a control policy that inhibits lobbying is also studied. By appropriate adjustment of the model parameters we approximated the jump/phase transitions in breakthroughs in mathematical and molecular biological sciences resulted by the increased flow of Russian scientists in the USA after the dissolution of the Soviet Union starting in 1989, the launch of the Human Genome Project in 1992 and the Internet diffusion starting in 2000.

physics.soc-ph↗