arXiv subjects

Tom Bertalan

Publications and source records attributed to Tom Bertalan.

15 recordsLinked to original sources

arXiv2025

Data-Driven, ML-assisted Approaches to Problem Well-Posedness

Classically, to solve differential equation problems, it is necessary to specify sufficient initial and/or boundary conditions so as to allow the existence of a unique solution. Well-posedness of differential equation problems thus involves studying the existence and uniqueness of solutions, and their dependence to such pre-specified conditions. However, in part due to mathematical necessity, these conditions are usually specified "to arbitrary precision" only on (appropriate portions of) the boundary of the space-time domain. This does not mirror how data acquisition is performed in realistic situations, where one may observe entire "patches" of solution data at arbitrary space-time locations; alternatively one might have access to more than one solutions stemming from the same differential operator. In our short work, we demonstrate how standard tools from machine and manifold learning can be used to infer, in a data driven manner, certain well-posedness features of differential equation problems, for initial/boundary condition combinations under which rigorous existence/uniqueness theorems are not known. Our study naturally combines a data assimilation perspective with an operator-learning one.

cs.LG↗

arXiv2023

Implementation and (Inverse Modified) Error Analysis for implicitly-templated ODE-nets

We focus on learning unknown dynamics from data using ODE-nets templated on implicit numerical initial value problem solvers. First, we perform Inverse Modified error analysis of the ODE-nets using unrolled implicit schemes for ease of interpretation. It is shown that training an ODE-net using an unrolled implicit scheme returns a close approximation of an Inverse Modified Differential Equation (IMDE). In addition, we establish a theoretical basis for hyper-parameter selection when training such ODE-nets, whereas current strategies usually treat numerical integration of ODE-nets as a black box. We thus formulate an adaptive algorithm which monitors the level of error and adapts the number of (unrolled) implicit solution iterations during the training process, so that the error of the unrolled approximation is less than the current learning loss. This helps accelerate training, while maintaining accuracy. Several numerical experiments are performed to demonstrate the advantages of the proposed algorithm compared to nonadaptive unrollings, and validate the theoretical analysis. We also note that this approach naturally allows for incorporating partially known physical terms in the equations, giving rise to what is termed ``gray box" identification.

math.NA↗

arXiv2021

Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDE through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler-Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to "physics-informed" gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations (SPDE) can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

physics.comp-ph↗

arXiv2021

Global and Local Reduced Models for Interacting, Heterogeneous Agents

Large collections of coupled, heterogeneous agents can manifest complex dynamical behavior presenting difficulties for simulation and analysis. However, if the collective dynamics lie on a low-dimensional manifold then the original agent-based model may be approximated with a simplified surrogate model on and near the low-dimensional space where the dynamics live. This is typically accomplished by deriving coarse variables that summarize the collective dynamics, these may take the form of either a collection of scalars or continuous fields (e.g. densities), which are then used as part of a reduced model. Analytically identifying such simplified models is challenging and has traditionally been accomplished through the use of mean-field reductions or an Ott-Antonsen ansatz, but is often impossible. Here we present a data-driven coarse-graining methodology for discovering such reduced models. We consider two types of reduced models: globally-based models which use global information and predict dynamics using information from the whole ensemble, and locally-based models that use local information, that is, information from just a subset of agents close (close in heterogeneity space, not physical space) to an agent, to predict the dynamics of an agent. For both approaches we are able to learn laws governing the behavior of the reduced system on the low-dimensional manifold directly from time series of states from the agent-based system. A nontrivial conclusion is that the dynamics can be equally well reproduced by an all-to-all coupled as well as by a locally coupled model of the same agents.

nlin.AO↗

arXiv2021

Personalized Algorithm Generation: A Case Study in Learning ODE Integrators

We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a departure from the classical approaches in numerical analysis, which typically do not feature such learning-based adaptations. As a case study, we develop a machine learning approach that automatically learns effective solvers for initial value problems in the form of ordinary differential equations (ODEs), based on the Runge-Kutta (RK) integrator architecture. We show that we can learn high-order integrators for targeted families of differential equations without the need for computing integrator coefficients by hand. Moreover, we demonstrate that in certain cases we can obtain superior performance to classical RK methods. This can be attributed to certain properties of the ODE families being identified and exploited by the approach. Overall, this work demonstrates an effective learning-based approach to the design of algorithms for the numerical solution of differential equations. This can be readily extended to other numerical tasks.

math.NA↗

arXiv2021

Initializing LSTM internal states via manifold learning

We present an approach, based on learning an intrinsic data manifold, for the initialization of the internal state values of LSTM recurrent neural networks, ensuring consistency with the initial observed input data. Exploiting the generalized synchronization concept, we argue that the converged, "mature" internal states constitute a function on this learned manifold. The dimension of this manifold then dictates the length of observed input time series data required for consistent initialization. We illustrate our approach through a partially observed chemical model system, where initializing the internal LSTM states in this fashion yields visibly improved performance. Finally, we show that learning this data manifold enables the transformation of partially observed dynamics into fully observed ones, facilitating alternative identification paths for nonlinear dynamical systems.

stat.ML↗

arXiv2020

Learning emergent PDEs in a learned emergent space

We extract data-driven, intrinsic spatial coordinates from observations of the dynamics of large systems of coupled heterogeneous agents. These coordinates then serve as an emergent space in which to learn predictive models in the form of partial differential equations (PDEs) for the collective description of the coupled-agent system. They play the role of the independent spatial variables in this PDE (as opposed to the dependent, possibly also data-driven, state variables). This leads to an alternative description of the dynamics, local in these emergent coordinates, thus facilitating an alternative modeling path for complex coupled-agent systems. We illustrate this approach on a system where each agent is a limit cycle oscillator (a so-called Stuart-Landau oscillator); the agents are heterogeneous (they each have a different intrinsic frequency $\omega$) and are coupled through the ensemble average of their respective variables. After fast initial transients, we show that the collective dynamics on a slow manifold can be approximated through a learned model based on local "spatial" partial derivatives in the emergent coordinates. The model is then used for prediction in time, as well as to capture collective bifurcations when system parameters vary. The proposed approach thus integrates the automatic, data-driven extraction of emergent space coordinates parametrizing the agent dynamics, with machine-learning assisted identification of an "emergent PDE" description of the dynamics in this parametrization.

nlin.AO↗

arXiv2020

Coarse-grained and emergent distributed parameter systems from data

We explore the derivation of distributed parameter system evolution laws (and in particular, partial differential operators and associated partial differential equations, PDEs) from spatiotemporal data. This is, of course, a classical identification problem; our focus here is on the use of manifold learning techniques (and, in particular, variations of Diffusion Maps) in conjunction with neural network learning algorithms that allow us to attempt this task when the dependent variables, and even the independent variables of the PDE are not known a priori and must be themselves derived from the data. The similarity measure used in Diffusion Maps for dependent coarse variable detection involves distances between local particle distribution observations; for independent variable detection we use distances between local short-time dynamics. We demonstrate each approach through an illustrative established PDE example. Such variable-free, emergent space identification algorithms connect naturally with equation-free multiscale computation tools.

stat.ML↗

arXiv2020

Transformations between deep neural networks

We propose to test, and when possible establish, an equivalence between two different artificial neural networks by attempting to construct a data-driven transformation between them, using manifold-learning techniques. In particular, we employ diffusion maps with a Mahalanobis-like metric. If the construction succeeds, the two networks can be thought of as belonging to the same equivalence class. We first discuss transformation functions between only the outputs of the two networks; we then also consider transformations that take into account outputs (activations) of a number of internal neurons from each network. In general, Whitney's theorem dictates the number of measurements from one of the networks required to reconstruct each and every feature of the second network. The construction of the transformation function relies on a consistent, intrinsic representation of the network input space. We illustrate our algorithm by matching neural network pairs trained to learn (a) observations of scalar functions; (b) observations of two-dimensional vector fields; and (c) representations of images of a moving three-dimensional object (a rotating horse). The construction of such equivalence classes across different network instantiations clearly relates to transfer learning. We also expect that it will be valuable in establishing equivalence between different Machine Learning-based models of the same phenomenon observed through different instruments and by different research groups.

cs.LG↗

arXiv2020

LOCA: LOcal Conformal Autoencoder for standardized data coordinates

We propose a deep-learning based method for obtaining standardized data coordinates from scientific measurements.Data observations are modeled as samples from an unknown, non-linear deformation of an underlying Riemannian manifold, which is parametrized by a few normalized latent variables. By leveraging a repeated measurement sampling strategy, we present a method for learning an embedding in $\mathbb{R}^d$ that is isometric to the latent variables of the manifold. These data coordinates, being invariant under smooth changes of variables, enable matching between different instrumental observations of the same phenomenon. Our embedding is obtained using a LOcal Conformal Autoencoder (LOCA), an algorithm that constructs an embedding to rectify deformations by using a local z-scoring procedure while preserving relevant geometric information. We demonstrate the isometric embedding properties of LOCA on various model settings and observe that it exhibits promising interpolation and extrapolation capabilities. Finally, we apply LOCA to single-site Wi-Fi localization data, and to $3$-dimensional curved surface estimation based on a $2$-dimensional projection.

cs.LG↗

arXiv2020

Emergent spaces for coupled oscillators

In this paper we present a systematic, data-driven approach to discovering "bespoke" coarse variables based on manifold learning algorithms. We illustrate this methodology with the classic Kuramoto phase oscillator model, and demonstrate how our manifold learning technique can successfully identify a coarse variable that is one-to-one with the established Kuramoto order parameter. We then introduce an extension of our coarse-graining methodology which enables us to learn evolution equations for the discovered coarse variables via an artificial neural network architecture templated on numerical time integrators (initial value solvers). This approach allows us to learn accurate approximations of time derivatives of state variables from sparse flow data, and hence discover useful approximate differential equation descriptions of their dynamic behavior. We demonstrate this capability by learning ODEs that agree with the known analytical expression for the Kuramoto order parameter dynamics at the continuum limit. We then show how this approach can also be used to learn the dynamics of coarse variables discovered through our manifold learning methodology. In both of these examples, we compare the results of our neural network based method to typical finite differences complemented with geometric harmonics. Finally, we present a series of computational examples illustrating how a variation of our manifold learning methodology can be used to discover sets of "effective" parameters, reduced parameter combinations, for multi-parameter models with complex coupling. We conclude with a discussion of possible extensions of this approach, including the possibility of obtaining data-driven effective partial differential equations for coarse-grained neuronal network behavior.

nlin.AO↗

arXiv2019

On Learning Hamiltonian Systems from Data

Concise, accurate descriptions of physical systems through their conserved quantities abound in the natural sciences. In data science, however, current research often focuses on regression problems, without routinely incorporating additional assumptions about the system that generated the data. Here, we propose to explore a particular type of underlying structure in the data: Hamiltonian systems, where an "energy" is conserved. Given a collection of observations of such a Hamiltonian system over time, we extract phase space coordinates and a Hamiltonian function of them that acts as the generator of the system dynamics. The approach employs an autoencoder neural network component to estimate the transformation from observations to the phase space of a Hamiltonian system. An additional neural network component is used to approximate the Hamiltonian function on this constructed space, and the two components are trained jointly. As an alternative approach, we also demonstrate the use of Gaussian processes for the estimation of such a Hamiltonian. After two illustrative examples, we extract an underlying phase space as well as the generating Hamiltonian from a collection of movies of a pendulum. The approach is fully data-driven, and does not assume a particular form of the Hamiltonian function.

physics.comp-ph↗

arXiv2017

An Emergent Space for Distributed Data with Hidden Internal Order through Manifold Learning

Manifold-learning techniques are routinely used in mining complex spatiotemporal data to extract useful, parsimonious data representations/parametrizations; these are, in turn, useful in nonlinear model identification tasks. We focus here on the case of time series data that can ultimately be modelled as a spatially distributed system (e.g. a partial differential equation, PDE), but where we do not know the space in which this PDE should be formulated. Hence, even the spatial coordinates for the distributed system themselves need to be identified - to emerge from - the data mining process. We will first validate this emergent space reconstruction for time series sampled without space labels in known PDEs; this brings up the issue of observability of physical space from temporal observation data, and the transition from spatially resolved to lumped (order-parameter-based) representations by tuning the scale of the data mining kernels. We will then present actual emergent space discovery illustrations. Our illustrative examples include chimera states (states of coexisting coherent and incoherent dynamics), and chaotic as well as quasiperiodic spatiotemporal dynamics, arising in partial differential equations and/or in heterogeneous networks. We also discuss how data-driven spatial coordinates can be extracted in ways invariant to the nature of the measuring instrument. Such gauge-invariant data mining can go beyond the fusion of heterogeneous observations of the same system, to the possible matching of apparently different systems.

physics.data-an↗

arXiv2017

Coarse-Grained Descriptions of Dynamics for Networks with both Intrinsic and Structural Heterogeneities

Finding accurate reduced descriptions for large, complex, dynamically evolving networks is a crucial enabler to their simulation, analysis, and, ultimately, design. Here we propose and illustrate a systematic and powerful approach to obtaining good collective coarse-grained observables-- variables successfully summarizing the detailed state of such networks. Finding such variables can naturally lead to successful reduced dynamic models for the networks. The main premise enabling our approach is the assumption that the behavior of a node in the network depends (after a short initial transient) on the node identity: a set of descriptors that quantify the node properties, whether intrinsic (e.g. parameters in the node evolution equations) or structural (imparted to the node by its connectivity in the particular network structure). The approach creates a natural link with modeling and "computational enabling technology" developed in the context of Uncertainty Quantification. In our case, however, we will not focus on ensembles of different realizations of a problem, each with parameters randomly selected from a distribution. We will instead study many coupled heterogeneous units, each characterized by randomly assigned (heterogeneous) parameter value(s). One could then coin the term Heterogeneity Quantification for this approach, which we illustrate through a model dynamic network consisting of coupled oscillators with one intrinsic heterogeneity (oscillator individual frequency) and one structural heterogeneity (oscillator degree in the undirected network). The computational implementation of the approach, its shortcomings and possible extensions are also discussed.

nlin.CD↗

arXiv2016

Dimension reduction in heterogeneous neural networks: generalized Polynomial Chaos (gPC) and ANalysis-Of-VAriance (ANOVA)

We propose, and illustrate via a neural network example, two different approaches to coarse-graining large heterogeneous networks. Both approaches are inspired from, and use tools developed in, methods for uncertainty quantification in systems with multiple uncertain parameters - in our case, the parameters are heterogeneously distributed on the network nodes. The approach shows promise in accelerating large scale network simulations as well as coarse-grained fixed point, periodic solution and stability analysis. We also demonstrate that the approach can successfully deal with structural as well as intrinsic heterogeneities.

nlin.AO↗