Deep Physics Corrector: A physics enhanced deep learning architecture for solving stochastic differential equations

We propose a novel gray-box modeling algorithm for physical systems governed by stochastic differential equations (SDE). The proposed approach, referred to as the Deep Physics Corrector (DPC), blends approximate physics represented in terms of SDE with deep neural network (DNN). The primary idea here is to exploit DNN to model the missing physics. We hypothesize that combining incomplete physics with data will make the model interpretable and allow better generalization. The primary bottleneck associated with training surrogate models for stochastic simulators is often associated with selecting the suitable loss function. Among the different loss functions available in the literature, we use the conditional maximum mean discrepancy (CMMD) loss function in DPC because of its proven performance. Overall, physics-data fusion and CMMD allow DPC to learn from sparse data. We illustrate the performance of the proposed DPC on four benchmark examples from the literature. The results obtained are highly accurate, indicating its possible application as a surrogate model for stochastic simulators

A foundational neural operator that continuously learns without forgetting

Machine learning has witnessed substantial growth, leading to the development of advanced artificial intelligence models crafted to address a wide range of real-world challenges spanning various domains, such as computer vision, natural language processing, and scientific computing. Nevertheless, the creation of custom models for each new task remains a resource-intensive undertaking, demanding considerable computational time and memory resources. In this study, we introduce the concept of the Neural Combinatorial Wavelet Neural Operator (NCWNO) as a foundational model for scientific computing. This model is specifically designed to excel in learning from a diverse spectrum of physics and continuously adapt to the solution operators associated with parametric partial differential equations (PDEs). The NCWNO leverages a gated structure that employs local wavelet experts to acquire shared features across multiple physical systems, complemented by a memory-based ensembling approach among these local wavelet experts. This combination enables rapid adaptation to new challenges. The proposed foundational model offers two key advantages: (i) it can simultaneously learn solution operators for multiple parametric PDEs, and (ii) it can swiftly generalize to new parametric PDEs with minimal fine-tuning. The proposed NCWNO is the first foundational operator learning algorithm distinguished by its (i) robustness against catastrophic forgetting, (ii) the maintenance of positive transfer for new parametric PDEs, and (iii) the facilitation of knowledge transfer across dissimilar tasks. Through an extensive set of benchmark examples, we demonstrate that the NCWNO can outperform task-specific baseline operator learning frameworks with minimal hyperparameter tuning at the prediction stage. We also show that with minimal fine-tuning, the NCWNO performs accurate combinatorial learning of new parametric PDEs

A Bayesian framework for discovering interpretable Lagrangian of dynamical systems from data

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of Hamiltonian and Lagrangian of physical systems. While the existing methods parameterize the Lagrangian using neural networks, we propose an alternate framework for learning interpretable Lagrangian descriptions of physical systems from limited data using the sparse Bayesian approach. Unlike existing neural network-based approaches, the proposed approach (a) yields an interpretable description of Lagrangian, (b) exploits Bayesian learning to quantify the epistemic uncertainty due to limited data, (c) automates the distillation of Hamiltonian from the learned Lagrangian using Legendre transformation, and (d) provides ordinary (ODE) and partial differential equation (PDE) based descriptions of the observed systems. Six different examples involving both discrete and continuous system illustrates the efficacy of the proposed approach

Multi-fidelity wavelet neural operator with application to uncertainty quantification

Operator learning frameworks, because of their ability to learn nonlinear maps between two infinite dimensional functional spaces and utilization of neural networks in doing so, have recently emerged as one of the more pertinent areas in the field of applied machine learning. Although these frameworks are extremely capable when it comes to modeling complex phenomena, they require an extensive amount of data for successful training which is often not available or is too expensive. However, this issue can be alleviated with the use of multi-fidelity learning, where a model is trained by making use of a large amount of inexpensive low-fidelity data along with a small amount of expensive high-fidelity data. To this end, we develop a new framework based on the wavelet neural operator which is capable of learning from a multi-fidelity dataset. The developed model's excellent learning capabilities are demonstrated by solving different problems which require effective correlation learning between the two fidelities for surrogate construction. Furthermore, we also assess the application of the developed framework for uncertainty quantification. The results obtained from this work illustrate the excellent performance of the proposed framework