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      Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations

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          Abstract

          A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical models of the physical world. In the current era of abundance of data and advanced machine learning capabilities, the natural question arises: How can we automatically uncover the underlying laws of physics from high-dimensional data generated from experiments? In this work, we put forth a deep learning approach for discovering nonlinear partial differential equations from scattered and potentially noisy observations in space and time. Specifically, we approximate the unknown solution as well as the nonlinear dynamics by two deep neural networks. The first network acts as a prior on the unknown solution and essentially enables us to avoid numerical differentiations which are inherently ill-conditioned and unstable. The second network represents the nonlinear dynamics and helps us distill the mechanisms that govern the evolution of a given spatiotemporal data-set. We test the effectiveness of our approach for several benchmark problems spanning a number of scientific domains and demonstrate how the proposed framework can help us accurately learn the underlying dynamics and forecast future states of the system. In particular, we study the Burgers', Korteweg-de Vries (KdV), Kuramoto-Sivashinsky, nonlinear Schr\"{o}dinger, and Navier-Stokes equations.

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          Spectral Properties of Dynamical Systems, Model Reduction and Decompositions

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            Analysis of Fluid Flows via Spectral Properties of the Koopman Operator

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              Automated reverse engineering of nonlinear dynamical systems.

              Complex nonlinear dynamics arise in many fields of science and engineering, but uncovering the underlying differential equations directly from observations poses a challenging task. The ability to symbolically model complex networked systems is key to understanding them, an open problem in many disciplines. Here we introduce for the first time a method that can automatically generate symbolic equations for a nonlinear coupled dynamical system directly from time series data. This method is applicable to any system that can be described using sets of ordinary nonlinear differential equations, and assumes that the (possibly noisy) time series of all variables are observable. Previous automated symbolic modeling approaches of coupled physical systems produced linear models or required a nonlinear model to be provided manually. The advance presented here is made possible by allowing the method to model each (possibly coupled) variable separately, intelligently perturbing and destabilizing the system to extract its less observable characteristics, and automatically simplifying the equations during modeling. We demonstrate this method on four simulated and two real systems spanning mechanics, ecology, and systems biology. Unlike numerical models, symbolic models have explanatory value, suggesting that automated "reverse engineering" approaches for model-free symbolic nonlinear system identification may play an increasing role in our ability to understand progressively more complex systems in the future.
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                Author and article information

                Journal
                20 January 2018
                Article
                1801.06637
                16611407-75cd-44b0-812a-fa0d6b33083c

                http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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                stat.ML cs.LG cs.NA math.AP

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