A machine learning framework for data driven acceleration of computations of differential equations

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of trainable parameters. These parameters are determined in an offline training process by (approximately) minimizing suitable (possibly non-convex) loss functions by (stochastic) gradient descent methods. The proposed algorithm is designed to be always consistent with the underlying differential equation. Numerical experiments involving both linear and non-linear ODE and PDE model problems demonstrate a significant gain in computational efficiency over standard numerical methods

Second order adjoints for solving PDE-constrained optimization problems

Inverse problems are of utmost importance in many fields of science and engineering. In the variational approach inverse problems are formulated as PDE-constrained optimization problems, where the optimal estimate of the uncertain parameters is the minimizer of a certain cost functional subject to the constraints posed by the model equations. The numerical solution of such optimization problems requires the computation of derivatives of the model output with respect to model parameters. The first order derivatives of a cost functional (defined on the model output) with respect to a large number of model parameters can be calculated efficiently through first order adjoint sensitivity analysis. Second order adjoint models give second derivative information in the form of matrix-vector products between the Hessian of the cost functional and user defined vectors. Traditionally, the construction of second order derivatives for large scale models has been considered too costly. Consequently, data assimilation applications employ optimization algorithms that use only first order derivative information, like nonlinear conjugate gradients and quasi-Newton methods. In this paper we discuss the mathematical foundations of second order adjoint sensitivity analysis and show that it provides an efficient approach to obtain Hessian-vector products. We study the benefits of using of second order information in the numerical optimization process for data assimilation applications. The numerical studies are performed in a twin experiment setting with a two-dimensional shallow water model. Different scenarios are considered with different discretization approaches, observation sets, and noise levels. Optimization algorithms that employ second order derivatives are tested against widely used methods that require only first order derivatives. Conclusions are drawn regarding the potential benefits and the limitations of using high-order information in large scale data assimilation problems

Applications of recurrent neural networks in batch reactors. Part II: Nonlinear inverse and predictive control of the heat transfer fluid temperature

Although nonlinear inverse and predictive control techniques based on artificial neural networks have been extensively applied to nonlinear systems, their use in real time applications is generally limited. In this paper neural inverse and predictive control systems have been applied to the real-time control of the heat transfer fluid temperature in a pilot chemical reactor. The training of the inverse control system is carried out using both generalised and specialised learning. This allows the preparation of weights of the controller acting in real-time and appropriate performances of inverse neural controller can be achieved. The predictive control system makes use of a neural network to calculate the control action. Thus, the problems related to the high computational effort involved in nonlinear model-predictive control systems are reduced. The performance of the neural controllers is compared against the self-tuning PID controller currently installed in the plant. The results show that neural-based controllers improve the performance of the real plant.Publicad