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Dec 11

Deconstructing Recurrence, Attention, and Gating: Investigating the transferability of Transformers and Gated Recurrent Neural Networks in forecasting of dynamical systems

Machine learning architectures, including transformers and recurrent neural networks (RNNs) have revolutionized forecasting in applications ranging from text processing to extreme weather. Notably, advanced network architectures, tuned for applications such as natural language processing, are transferable to other tasks such as spatiotemporal forecasting tasks. However, there is a scarcity of ablation studies to illustrate the key components that enable this forecasting accuracy. The absence of such studies, although explainable due to the associated computational cost, intensifies the belief that these models ought to be considered as black boxes. In this work, we decompose the key architectural components of the most powerful neural architectures, namely gating and recurrence in RNNs, and attention mechanisms in transformers. Then, we synthesize and build novel hybrid architectures from the standard blocks, performing ablation studies to identify which mechanisms are effective for each task. The importance of considering these components as hyper-parameters that can augment the standard architectures is exhibited on various forecasting datasets, from the spatiotemporal chaotic dynamics of the multiscale Lorenz 96 system, the Kuramoto-Sivashinsky equation, as well as standard real world time-series benchmarks. A key finding is that neural gating and attention improves the performance of all standard RNNs in most tasks, while the addition of a notion of recurrence in transformers is detrimental. Furthermore, our study reveals that a novel, sparsely used, architecture which integrates Recurrent Highway Networks with neural gating and attention mechanisms, emerges as the best performing architecture in high-dimensional spatiotemporal forecasting of dynamical systems.

  • 3 authors
·
Oct 3, 2024

Respecting causality is all you need for training physics-informed neural networks

While the popularity of physics-informed neural networks (PINNs) is steadily rising, to this date PINNs have not been successful in simulating dynamical systems whose solution exhibits multi-scale, chaotic or turbulent behavior. In this work we attribute this shortcoming to the inability of existing PINNs formulations to respect the spatio-temporal causal structure that is inherent to the evolution of physical systems. We argue that this is a fundamental limitation and a key source of error that can ultimately steer PINN models to converge towards erroneous solutions. We address this pathology by proposing a simple re-formulation of PINNs loss functions that can explicitly account for physical causality during model training. We demonstrate that this simple modification alone is enough to introduce significant accuracy improvements, as well as a practical quantitative mechanism for assessing the convergence of a PINNs model. We provide state-of-the-art numerical results across a series of benchmarks for which existing PINNs formulations fail, including the chaotic Lorenz system, the Kuramoto-Sivashinsky equation in the chaotic regime, and the Navier-Stokes equations in the turbulent regime. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such systems, introducing new opportunities for their applicability to problems of industrial complexity.

  • 3 authors
·
Mar 14, 2022

Discovery of interpretable structural model errors by combining Bayesian sparse regression and data assimilation: A chaotic Kuramoto-Sivashinsky test case

Models of many engineering and natural systems are imperfect. The discrepancy between the mathematical representations of a true physical system and its imperfect model is called the model error. These model errors can lead to substantial differences between the numerical solutions of the model and the state of the system, particularly in those involving nonlinear, multi-scale phenomena. Thus, there is increasing interest in reducing model errors, particularly by leveraging the rapidly growing observational data to understand their physics and sources. Here, we introduce a framework named MEDIDA: Model Error Discovery with Interpretability and Data Assimilation. MEDIDA only requires a working numerical solver of the model and a small number of noise-free or noisy sporadic observations of the system. In MEDIDA, first the model error is estimated from differences between the observed states and model-predicted states (the latter are obtained from a number of one-time-step numerical integrations from the previous observed states). If observations are noisy, a data assimilation (DA) technique such as ensemble Kalman filter (EnKF) is employed to provide the analysis state of the system, which is then used to estimate the model error. Finally, an equation-discovery technique, here the relevance vector machine (RVM), a sparsity-promoting Bayesian method, is used to identify an interpretable, parsimonious, and closed-form representation of the model error. Using the chaotic Kuramoto-Sivashinsky (KS) system as the test case, we demonstrate the excellent performance of MEDIDA in discovering different types of structural/parametric model errors, representing different types of missing physics, using noise-free and noisy observations.

  • 3 authors
·
Oct 1, 2021

Learning Semilinear Neural Operators : A Unified Recursive Framework For Prediction And Data Assimilation

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based solutions face important challenges when dealing with spatio-temporal PDEs over long time scales. Specifically, the current theory of NOs does not present a systematic framework to perform data assimilation and efficiently correct the evolution of PDE solutions over time based on sparsely sampled noisy measurements. In this paper, we propose a learning-based state-space approach to compute the solution operators to infinite-dimensional semilinear PDEs. Exploiting the structure of semilinear PDEs and the theory of nonlinear observers in function spaces, we develop a flexible recursive method that allows for both prediction and data assimilation by combining prediction and correction operations. The proposed framework is capable of producing fast and accurate predictions over long time horizons, dealing with irregularly sampled noisy measurements to correct the solution, and benefits from the decoupling between the spatial and temporal dynamics of this class of PDEs. We show through experiments on the Kuramoto-Sivashinsky, Navier-Stokes and Korteweg-de Vries equations that the proposed model is robust to noise and can leverage arbitrary amounts of measurements to correct its prediction over a long time horizon with little computational overhead.

  • 4 authors
·
Feb 23, 2024

GyroSwin: 5D Surrogates for Gyrokinetic Plasma Turbulence Simulations

Nuclear fusion plays a pivotal role in the quest for reliable and sustainable energy production. A major roadblock to viable fusion power is understanding plasma turbulence, which significantly impairs plasma confinement, and is vital for next-generation reactor design. Plasma turbulence is governed by the nonlinear gyrokinetic equation, which evolves a 5D distribution function over time. Due to its high computational cost, reduced-order models are often employed in practice to approximate turbulent transport of energy. However, they omit nonlinear effects unique to the full 5D dynamics. To tackle this, we introduce GyroSwin, the first scalable 5D neural surrogate that can model 5D nonlinear gyrokinetic simulations, thereby capturing the physical phenomena neglected by reduced models, while providing accurate estimates of turbulent heat transport.GyroSwin (i) extends hierarchical Vision Transformers to 5D, (ii) introduces cross-attention and integration modules for latent 3Dleftrightarrow5D interactions between electrostatic potential fields and the distribution function, and (iii) performs channelwise mode separation inspired by nonlinear physics. We demonstrate that GyroSwin outperforms widely used reduced numerics on heat flux prediction, captures the turbulent energy cascade, and reduces the cost of fully resolved nonlinear gyrokinetics by three orders of magnitude while remaining physically verifiable. GyroSwin shows promising scaling laws, tested up to one billion parameters, paving the way for scalable neural surrogates for gyrokinetic simulations of plasma turbulence.

Deep Learning solutions to singular ordinary differential equations: from special functions to spherical accretion

Singular regular points often arise in differential equations describing physical phenomena such as fluid dynamics, electromagnetism, and gravitation. Traditional numerical techniques often fail or become unstable near these points, requiring the use of semi-analytical tools, such as series expansions and perturbative methods, in combination with numerical algorithms; or to invoke more sophisticated methods. In this work, we take an alternative route and leverage the power of machine learning to exploit Physics Informed Neural Networks (PINNs) as a modern approach to solving ordinary differential equations with singular points. PINNs utilize deep learning architectures to approximate solutions by embedding the differential equations into the loss function of the neural network. We discuss the advantages of PINNs in handling singularities, particularly their ability to bypass traditional grid-based methods and provide smooth approximations across irregular regions. Techniques for enhancing the accuracy of PINNs near singular points, such as adaptive loss weighting, are used in order to achieve high efficiency in the training of the network. We exemplify our results by studying four differential equations of interest in mathematics and gravitation -- the Legendre equation, the hypergeometric equation, the solution for black hole space-times in theories of Lorentz violating gravity, and the spherical accretion of a perfect fluid in a Schwarzschild geometry.

  • 3 authors
·
Sep 30, 2024

The Rayleigh-Boltzmann equation with shear deformations in the hyperbolic-dominated regime

In this paper we consider a particular class of solutions of the Rayleigh-Boltzmann equation, known in the nonlinear setting as homoenergetic solutions, which have the form gleft( x,v,t right) =fleft( v-Lleft( tright)x,tright) where the matrix L(t) describes a shear flow deformation. We began this analysis in [22] where we rigorously proved the existence of a stationary non-equilibrium solution and established the different behaviour of the solutions for small and large values of the shear parameter, for cut-off collision kernels with homogeneity parameter 0leq gamma <1, including Maxwell molecules and hard potentials. In this paper, we concentrate in the case where the deformation term dominates the collision term for large times (hyperbolic-dominated regime). This occurs for collision kernels with gamma < 0 and in particular we focus on gamma in (-1,0). In such a hyperbolic-dominated regime, it appears challenging to provide a clear description of the long-term asymptotics of the solutions. Here we present a formal analysis of the long-time asymptotics for the distribution of velocities and provide the explicit form for the asymptotic profile. Additionally, we discuss the different asymptotic behaviour expected in the case of homogeneity gamma < -1. Furthermore, we provide a probabilistic interpretation describing a stochastic process consisting in a combination of collisions and shear flows. The tagged particle velocity {v(t)}_{tgeq 0} is a Markov process that arises from the combination of free flights in a shear flow along with random jumps caused by collisions.

  • 3 authors
·
Jun 18

Stochastic acceleration in arbitrary astrophysical environments

Turbulent magnetic fields are to some extent a universal feature in astrophysical phenomena. Charged particles that encounter these turbulence get on average accelerated according to the so-called second-order Fermi process. However, in most astrophysical environments there are additional competing processes, such as different kinds of first-order energy changes and particle escape, that effect the resulting momentum distribution of the particles. In this work we provide to our knowledge the first semi-analytical solution of the isotropic steady-state momentum diffusion equation including continuous and catastrophic momentum changes that can be applied to any arbitrary astrophysical system of interest. Here, we adopt that the assigned magnetic turbulence is constrained on a finite range and the particle flux vanishes beyond these boundaries. Consequently, we show that the so-called pile-up bump -- that has for some special cases long been established -- is a universal feature of stochastic acceleration that emerges around the momentum chi_{rm eq} where acceleration and continuous loss are in equilibrium if the particle's residence time in the system is sufficient at chi_{rm eq}. In general, the impact of continuous and catastrophic momentum changes plays a crucial role in the shape of the steady-state momentum distribution of the accelerated particles, where simplified unbroken power-law approximations are often not adequate.

  • 2 authors
·
Nov 22, 2024

On the Dynamics of Acceleration in First order Gradient Methods

Ever since the original algorithm by Nesterov (1983), the true nature of the acceleration phenomenon has remained elusive, with various interpretations of why the method is actually faster. The diagnosis of the algorithm through the lens of Ordinary Differential Equations (ODEs) and the corresponding dynamical system formulation to explain the underlying dynamics has a rich history. In the literature, the ODEs that explain algorithms are typically derived by considering the limiting case of the algorithm maps themselves, that is, an ODE formulation follows the development of an algorithm. This obfuscates the underlying higher order principles and thus provides little evidence of the working of the algorithm. Such has been the case with Nesterov algorithm and the various analogies used to describe the acceleration phenomena, viz, momentum associated with the rolling of a Heavy-Ball down a slope, Hessian damping etc. The main focus of our work is to ideate the genesis of the Nesterov algorithm from the viewpoint of dynamical systems leading to demystifying the mathematical rigour behind the algorithm. Instead of reverse engineering ODEs from discrete algorithms, this work explores tools from the recently developed control paradigm titled Passivity and Immersion approach and the Geometric Singular Perturbation theory which are applied to arrive at the formulation of a dynamical system that explains and models the acceleration phenomena. This perspective helps to gain insights into the various terms present and the sequence of steps used in Nesterovs accelerated algorithm for the smooth strongly convex and the convex case. The framework can also be extended to derive the acceleration achieved using the triple momentum method and provides justifications for the non-convergence to the optimal solution in the Heavy-Ball method.

  • 5 authors
·
Sep 22

simple-idealized-1d-nlse: Pseudo-Spectral Solver for the 1D Nonlinear Schrödinger Equation

We present an open-source Python implementation of an idealized high-order pseudo-spectral solver for the one-dimensional nonlinear Schr\"odinger equation (NLSE). The solver combines Fourier spectral spatial discretization with an adaptive eighth-order Dormand-Prince time integration scheme to achieve machine-precision conservation of mass and near-perfect preservation of momentum and energy for smooth solutions. The implementation accurately reproduces fundamental NLSE phenomena including soliton collisions with analytically predicted phase shifts, Akhmediev breather dynamics, and the development of modulation instability from noisy initial conditions. Four canonical test cases validate the numerical scheme: single soliton propagation, two-soliton elastic collision, breather evolution, and noise-seeded modulation instability. The solver employs a 2/3 dealiasing rule with exponential filtering to prevent aliasing errors from the cubic nonlinearity. Statistical analysis using Shannon, R\'enyi, and Tsallis entropies quantifies the spatio-temporal complexity of solutions, while phase space representations reveal the underlying coherence structure. The implementation prioritizes code transparency and educational accessibility over computational performance, providing a valuable pedagogical tool for exploring nonlinear wave dynamics. Complete source code, documentation, and example configurations are freely available, enabling reproducible computational experiments across diverse physical contexts where the NLSE governs wave evolution, including nonlinear optics, Bose-Einstein condensates, and ocean surface waves.

  • 5 authors
·
Sep 6

Solving High Frequency and Multi-Scale PDEs with Gaussian Processes

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student t mixture or Gaussian mixture. We apply the inverse Fourier transform to obtain the covariance function (by Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. Next, we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to promote computational efficiency and scalability, without low-rank approximations. We show the advantage of our method in systematic experiments. The code is released at https://github.com/xuangu-fang/Gaussian-Process-Slover-for-High-Freq-PDE.

  • 6 authors
·
Nov 8, 2023

An efficient Asymptotic-Preserving scheme for the Boltzmann mixture with disparate mass

In this paper, we develop and implement an efficient asymptotic-preserving (AP) scheme to solve the gas mixture of Boltzmann equations under the disparate mass scaling relevant to the so-called "epochal relaxation" phenomenon. The disparity in molecular masses, ranging across several orders of magnitude, leads to significant challenges in both the evaluation of collision operators and the designing of time-stepping schemes to capture the multi-scale nature of the dynamics. A direct implementation of the spectral method faces prohibitive computational costs as the mass ratio increases due to the need to resolve vastly different thermal velocities. Unlike [I. M. Gamba, S. Jin, and L. Liu, Commun. Math. Sci., 17 (2019), pp. 1257-1289], we propose an alternative approach based on proper truncation of asymptotic expansions of the collision operators, which significantly reduces the computational complexity and works well for small varepsilon. By incorporating the separation of three time scales in the model's relaxation process [P. Degond and B. Lucquin-Desreux, Math. Models Methods Appl. Sci., 6 (1996), pp. 405-436], we design an AP scheme that captures the specific dynamics of the disparate mass model while maintaining computational efficiency. Numerical experiments demonstrate the effectiveness of the proposed scheme in handling large mass ratios of heavy and light species, as well as capturing the epochal relaxation phenomenon.

  • 3 authors
·
Nov 20, 2024