Ensemble Kalman filter for neural network based one-shot inversion

We study the use of novel techniques arising in machine learning for inverse problems. Our approach replaces the complex forward model by a neural network, which is trained simultaneously in a one-shot sense when estimating the unknown parameters from data, i.e. the neural network is trained only for the unknown parameter. By establishing a link to the Bayesian approach to inverse problems, an algorithmic framework is developed which ensures the feasibility of the parameter estimate w.r. to the forward model. We propose an efficient, derivative-free optimization method based on variants of the ensemble Kalman inversion. Numerical experiments show that the ensemble Kalman filter for neural network based one-shot inversion is a promising direction combining optimization and machine learning techniques for inverse problems

Fleet Prognosis with Physics-informed Recurrent Neural Networks

Services and warranties of large fleets of engineering assets is a very profitable business. The success of companies in that area is often related to predictive maintenance driven by advanced analytics. Therefore, accurate modeling, as a way to understand how the complex interactions between operating conditions and component capability define useful life, is key for services profitability. Unfortunately, building prognosis models for large fleets is a daunting task as factors such as duty cycle variation, harsh environments, inadequate maintenance, and problems with mass production can lead to large discrepancies between designed and observed useful lives. This paper introduces a novel physics-informed neural network approach to prognosis by extending recurrent neural networks to cumulative damage models. We propose a new recurrent neural network cell designed to merge physics-informed and data-driven layers. With that, engineers and scientists have the chance to use physics-informed layers to model parts that are well understood (e.g., fatigue crack growth) and use data-driven layers to model parts that are poorly characterized (e.g., internal loads). A simple numerical experiment is used to present the main features of the proposed physics-informed recurrent neural network for damage accumulation. The test problem consist of predicting fatigue crack length for a synthetic fleet of airplanes subject to different mission mixes. The model is trained using full observation inputs (far-field loads) and very limited observation of outputs (crack length at inspection for only a portion of the fleet). The results demonstrate that our proposed hybrid physics-informed recurrent neural network is able to accurately model fatigue crack growth even when the observed distribution of crack length does not match with the (unobservable) fleet distribution.Comment: Data and codes (including our implementation for both the multi-layer perceptron, the stress intensity and Paris law layers, the cumulative damage cell, as well as python driver scripts) used in this manuscript are publicly available on GitHub at https://github.com/PML-UCF/pinn. The data and code are released under the MIT Licens

Sub-grid modelling for two-dimensional turbulence using neural networks

In this investigation, a data-driven turbulence closure framework is introduced and deployed for the sub-grid modelling of Kraichnan turbulence. The novelty of the proposed method lies in the fact that snapshots from high-fidelity numerical data are used to inform artificial neural networks for predicting the turbulence source term through localized grid-resolved information. In particular, our proposed methodology successfully establishes a map between inputs given by stencils of the vorticity and the streamfunction along with information from two well-known eddy-viscosity kernels. Through this we predict the sub-grid vorticity forcing in a temporally and spatially dynamic fashion. Our study is both a-priori and a-posteriori in nature. In the former, we present an extensive hyper-parameter optimization analysis in addition to learning quantification through probability density function based validation of sub-grid predictions. In the latter, we analyse the performance of our framework for flow evolution in a classical decaying two-dimensional turbulence test case in the presence of errors related to temporal and spatial discretization. Statistical assessments in the form of angle-averaged kinetic energy spectra demonstrate the promise of the proposed methodology for sub-grid quantity inference. In addition, it is also observed that some measure of a-posteriori error must be considered during optimal model selection for greater accuracy. The results in this article thus represent a promising development in the formalization of a framework for generation of heuristic-free turbulence closures from data

Data-driven discovery of coordinates and governing equations

The discovery of governing equations from scientific data has the potential to transform data-rich fields that lack well-characterized quantitative descriptions. Advances in sparse regression are currently enabling the tractable identification of both the structure and parameters of a nonlinear dynamical system from data. The resulting models have the fewest terms necessary to describe the dynamics, balancing model complexity with descriptive ability, and thus promoting interpretability and generalizability. This provides an algorithmic approach to Occam's razor for model discovery. However, this approach fundamentally relies on an effective coordinate system in which the dynamics have a simple representation. In this work, we design a custom autoencoder to discover a coordinate transformation into a reduced space where the dynamics may be sparsely represented. Thus, we simultaneously learn the governing equations and the associated coordinate system. We demonstrate this approach on several example high-dimensional dynamical systems with low-dimensional behavior. The resulting modeling framework combines the strengths of deep neural networks for flexible representation and sparse identification of nonlinear dynamics (SINDy) for parsimonious models. It is the first method of its kind to place the discovery of coordinates and models on an equal footing.Comment: 25 pages, 6 figures; added acknowledgment

A neural network approach for the blind deconvolution of turbulent flows

We present a single-layer feedforward artificial neural network architecture trained through a supervised learning approach for the deconvolution of flow variables from their coarse grained computations such as those encountered in large eddy simulations. We stress that the deconvolution procedure proposed in this investigation is blind, i.e. the deconvolved field is computed without any pre-existing information about the filtering procedure or kernel. This may be conceptually contrasted to the celebrated approximate deconvolution approaches where a filter shape is predefined for an iterative deconvolution process. We demonstrate that the proposed blind deconvolution network performs exceptionally well in the a-priori testing of both two-dimensional Kraichnan and three-dimensional Kolmogorov turbulence and shows promise in forming the backbone of a physics-augmented data-driven closure for the Navier-Stokes equations