Data-driven discovery of governing differential equations for hydrologic systems utilizing stochastic optimization

2021 ◽  
Author(s):  
Jinwoo Im ◽  
Sami Masri ◽  
Felipe de Barros
Keyword(s):  
Differential Equations ◽  
Stochastic Optimization ◽  
Data Driven ◽  
Hydrologic Systems

scholarly journals Data Driven Solutions and Discoveries in Mechanics Using Physics Informed Neural Network

2020 ◽  
Author(s):  
Qi Zhang ◽  
Yilin Chen ◽  
Ziyi Yang
Keyword(s):  
Neural Network ◽  
Differential Equations ◽  
Automatic Differentiation ◽  
Numerical Solutions ◽  
Data Driven ◽  
Attractive Alternative ◽  
The Finite Element Method ◽  
The Neural Network ◽  
Engineering Problems ◽  
Free Parameters

Deep learning has achieved remarkable success in diverse computer science applications, however, its use in other traditional engineering fields has emerged only recently. In this project, we solved several mechanics problems governed by differential equations, using physics informed neural networks (PINN). The PINN embeds the differential equations into the loss of the neural network using automatic differentiation. We present our developments in the context of solving two main classes of problems: data-driven solutions and data-driven discoveries, and we compare the results with either analytical solutions or numerical solutions using the finite element method. The remarkable achievements of the PINN model shown in this report suggest the bright prospect of the physics-informed surrogate models that are fully differentiable with respect to all input coordinates and free parameters. More broadly, this study shows that PINN provides an attractive alternative to solve traditional engineering problems.

scholarly journals Applied Koopman Theory for Partial Differential Equations and Data-Driven Modeling of Spatio-Temporal Systems

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-16 ◽  
Author(s):  
J. Nathan Kutz ◽  
J. L. Proctor ◽  
S. L. Brunton
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Data Driven ◽  
Nonlinear Pdes ◽  
Dynamic Mode ◽  
Partial Differential ◽  
Koopman Operator ◽  
Dimensional Approximation ◽  
Spatio Temporal ◽  
The Impact

We consider the application of Koopman theory to nonlinear partial differential equations and data-driven spatio-temporal systems. We demonstrate that the observables chosen for constructing the Koopman operator are critical for enabling an accurate approximation to the nonlinear dynamics. If such observables can be found, then the dynamic mode decomposition (DMD) algorithm can be enacted to compute a finite-dimensional approximation of the Koopman operator, including its eigenfunctions, eigenvalues, and Koopman modes. We demonstrate simple rules of thumb for selecting a parsimonious set of observables that can greatly improve the approximation of the Koopman operator. Further, we show that the clear goal in selecting observables is to place the DMD eigenvalues on the imaginary axis, thus giving an objective function for observable selection. Judiciously chosen observables lead to physically interpretable spatio-temporal features of the complex system under consideration and provide a connection to manifold learning methods. Our method provides a valuable intermediate, yet interpretable, approximation to the Koopman operator that lies between the DMD method and the computationally intensive extended DMD (EDMD). We demonstrate the impact of observable selection, including kernel methods, and construction of the Koopman operator on several canonical nonlinear PDEs: Burgers’ equation, the nonlinear Schrödinger equation, the cubic-quintic Ginzburg-Landau equation, and a reaction-diffusion system. These examples serve to highlight the most pressing and critical challenge of Koopman theory: a principled way to select appropriate observables.

Sign in / Sign up

Export Citation Format

Share Document