Machine learning of linear differential equations using Gaussian processes

DOI10.1016/J.JCP.2017.07.050zbMath1380.68339arXiv1701.02440OpenAlexW2573864470MaRDI QIDQ1694641

Maziar Raissi, Paris Perdikaris, George Em. Karniadakis

Publication date: 6 February 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.02440

zbMATH Keywords

inverse problemsfractional differential equationsuncertainty quantificationfunctional genomicsprobabilistic machine learning

Mathematics Subject Classification ID

Gaussian processes (60G15) Learning and adaptive systems in artificial intelligence (68T05) Integro-ordinary differential equations (45J05) Reaction-diffusion equations (35K57) Genetics and epigenetics (92D10) Functional-differential equations with fractional derivatives (34K37)

Related Items (only showing first 100 items - show all)

Solving forward and inverse problems of the logarithmic nonlinear Schrödinger equation with \(\mathcal{PT}\)-symmetric harmonic potential via deep learning ⋮ Using deep learning to extend the range of air pollution monitoring and forecasting ⋮ Data-driven deep learning of partial differential equations in modal space ⋮ Non-intrusive reduced-order modeling using uncertainty-aware deep neural networks and proper orthogonal decomposition: application to flood modeling ⋮ Bayesian optimization with output-weighted optimal sampling ⋮ B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data ⋮ A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables ⋮ Data-driven discovery of coarse-grained equations ⋮ On generalized residual network for deep learning of unknown dynamical systems ⋮ Active training of physics-informed neural networks to aggregate and interpolate parametric solutions to the Navier-Stokes equations ⋮ Mesoscale informed parameter estimation through machine learning: a case-study in fracture modeling ⋮ On a multilevel Levenberg–Marquardt method for the training of artificial neural networks and its application to the solution of partial differential equations ⋮ Active- and transfer-learning applied to microscale-macroscale coupling to simulate viscoelastic flows ⋮ SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations ⋮ Deep coregionalization for the emulation of simulation-based spatial-temporal fields ⋮ Augmented Gaussian random field: theory and computation ⋮ Solving inverse-PDE problems with physics-aware neural networks ⋮ Weak SINDy for partial differential equations ⋮ System identification through Lipschitz regularized deep neural networks ⋮ Deep-learning based discovery of partial differential equations in integral form from sparse and noisy data ⋮ Learning functional priors and posteriors from data and physics ⋮ Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints ⋮ Data-driven discovery of governing equations for transient heat transfer analysis ⋮ Numerical bifurcation analysis of PDEs from lattice Boltzmann model simulations: a parsimonious machine learning approach ⋮ Model order reduction method based on (r)POD-ANNs for parameterized time-dependent partial differential equations ⋮ VPNets: volume-preserving neural networks for learning source-free dynamics ⋮ Retracted: Model order reduction method based on machine learning for parameterized time-dependent partial differential equations ⋮ APIK: Active Physics-Informed Kriging Model with Partial Differential Equations ⋮ Scientific machine learning through physics-informed neural networks: where we are and what's next ⋮ Modelling spatiotemporal dynamics from Earth observation data with neural differential equations ⋮ Parameters estimation in Ebola virus transmission dynamics model based on machine learning ⋮ A modified time-fractional diffusion equation and its finite difference method: regularity and error analysis ⋮ The Discovery of Dynamics via Linear Multistep Methods and Deep Learning: Error Estimation ⋮ Stress-based topology optimization under uncertainty via simulation-based Gaussian process ⋮ Conservative physics-informed neural networks on discrete domains for conservation laws: applications to forward and inverse problems ⋮ Improved deep neural networks with domain decomposition in solving partial differential equations ⋮ The deep learning Galerkin method for the general Stokes equations ⋮ Enforcing boundary conditions on physical fields in Bayesian inversion ⋮ A-WPINN algorithm for the data-driven vector-soliton solutions and parameter discovery of general coupled nonlinear equations ⋮ Accelerating algebraic multigrid methods via artificial neural networks ⋮ Active learning based sampling for high-dimensional nonlinear partial differential equations ⋮ Physics-informed neural network methods based on Miura transformations and discovery of new localized wave solutions ⋮ Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization ⋮ Data-driven learning of differential equations: combining data and model uncertainty ⋮ Hidden physics models: machine learning of nonlinear partial differential equations ⋮ Topology optimization based on deep representation learning (DRL) for compliance and stress-constrained design ⋮ Methods to recover unknown processes in partial differential equations using data ⋮ Sharp interface approaches and deep learning techniques for multiphase flows ⋮ Data-driven discovery of PDEs in complex datasets ⋮ Neural-net-induced Gaussian process regression for function approximation and PDE solution ⋮ From structured data to evolution linear partial differential equations ⋮ Identification of physical processes via combined data-driven and data-assimilation methods ⋮ Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients ⋮ Physics-informed cokriging: a Gaussian-process-regression-based multifidelity method for data-model convergence ⋮ Data driven governing equations approximation using deep neural networks ⋮ Deep learning of dynamics and signal-noise decomposition with time-stepping constraints ⋮ Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems ⋮ Sparse identification of truncation errors ⋮ Machine learning for fast and reliable solution of time-dependent differential equations ⋮ Adaptive activation functions accelerate convergence in deep and physics-informed neural networks ⋮ Deep multiscale model learning ⋮ Coercing machine learning to output physically accurate results ⋮ Structure-Preserving Method for Reconstructing Unknown Hamiltonian Systems From Trajectory Data ⋮ Data-driven rogue waves and parameter discovery in the defocusing nonlinear Schrödinger equation with a potential using the PINN deep learning ⋮ Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets ⋮ Data-driven identification of 2D partial differential equations using extracted physical features ⋮ A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems ⋮ Weak SINDy: Galerkin-Based Data-Driven Model Selection ⋮ Machine learning in cardiovascular flows modeling: predicting arterial blood pressure from non-invasive 4D flow MRI data using physics-informed neural networks ⋮ Deep learning of vortex-induced vibrations ⋮ Optimization algorithms for parameter identification in parabolic partial differential equations ⋮ Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes ⋮ Latent map Gaussian processes for mixed variable metamodeling ⋮ Learning on dynamic statistical manifolds ⋮ SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics ⋮ DL-PDE: Deep-Learning Based Data-Driven Discovery of Partial Differential Equations from Discrete and Noisy Data ⋮ Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations ⋮ Neural network closures for nonlinear model order reduction ⋮ \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition ⋮ Machine learning for metal additive manufacturing: predicting temperature and melt pool fluid dynamics using physics-informed neural networks ⋮ When Bifidelity Meets CoKriging: An Efficient Physics-Informed MultiFidelity Method ⋮ Numerical solution of the parametric diffusion equation by deep neural networks ⋮ Active learning Bayesian support vector regression model for global approximation ⋮ Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations ⋮ Gaussian process regression constrained by boundary value problems ⋮ Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations ⋮ Optimally weighted loss functions for solving PDEs with neural networks ⋮ A novel sequential method to train physics informed neural networks for Allen Cahn and Cahn Hilliard equations ⋮ The role of Hilbert-Schmidt SVD basis in Hermite-Birkhoff interpolation in fractional sense ⋮ Deep learning of conjugate mappings ⋮ Data-Driven Learning of Nonautonomous Systems ⋮ Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures ⋮ Data-driven solutions and parameter discovery of the Sasa-Satsuma equation via the physics-informed neural networks method ⋮ Physics-constrained deep learning forecasting: an application with capacitance resistive model ⋮ The SPDE approach to Matérn fields: graph representations ⋮ Numerical Gaussian Processes for Time-Dependent and Nonlinear Partial Differential Equations ⋮ Physics Information Aided Kriging using Stochastic Simulation Models ⋮ A physics-informed learning approach to Bernoulli-type free boundary problems ⋮ Spatiotemporally dynamic implicit large eddy simulation using machine learning classifiers ⋮ Bridging the gap: machine learning to resolve improperly modeled dynamics

Uses Software

• L-BFGS
• PMTK
• deGradInfer

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discovering governing equations from data by sparse identification of nonlinear dynamical systems
• On the limited memory BFGS method for large scale optimization
• Solving partial differential equations by collocation using radial basis functions
• Inferring solutions of differential equations using noisy multi-fidelity data
• Inverse problems: A Bayesian perspective
• A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients
• Regularization Algorithms for Learning That Are Equivalent to Multilayer Networks
• 10.1162/15324430152748236
• Optimal prediction and the Mori–Zwanzig representation of irreversible processes
• Predicting the output from a complex computer code when fast approximations are available
• Bayesian Numerical Homogenization
• Theory of Reproducing Kernels

This page was built for publication: Machine learning of linear differential equations using Gaussian processes