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Three-dimensional (3D) density-varying turbulent flows are widely encountered in high-speed aerodynamics, combustion, and heterogeneous mixing processes. Multi-camera-based tomographic background-oriented Schlieren (TBOS) has emerged as a powerful technique for revealing 3D flow density structures. However, dozens of cameras are typically required to obtain high-quality reconstructed density fields. Limited by the number of available optical windows and confined space in the harsh experimental environments, TBOS with only sparse views and limited viewing angles often becomes the necessary choice practically, rendering the inverse problem for TBOS reconstruction severely ill-posed and resulting in degraded tomography quality. In this study, we propose a novel TBOS reconstruction method, neural deflection field (NeDF), utilizing deep neural networks (DNNs) to represent the density gradient fields without using any pretrained neural network models. Particularly, state-of-the-art positional encoding techniques and hierarchical sampling strategies are incorporated to capture the density structures of high spatial frequencies. Required background images for TBOS reconstructions are synthesized based on a high-fidelity nonlinear ray-tracing method with the ground truth flows from conducting LES simulations on premixed turbulent flames. Owing to these synthesized BOS images, the superiority of the proposed method is quantitatively verified compared to the classical TBOS reconstruction methods, and the specific contributions from the position encoding and the hierarchical sampling strategy are also elucidated., Comment: 17 pages, 4 figures, 1 table (paper); 3 pages, 2 figures, 3 tables (supplementary material)

The phonon Boltzmann transport equation (BTE) is widely used for describing multiscale heat conduction (from nm to $\mu$m or mm) in solid materials. Developing numerical approaches to solve this equation is challenging since it is a 7-dimensional integral-differential equation. In this work, we propose Monte Carlo physics-informed neural networks (MC-PINNs), which do not suffer from the "curse of dimensionality", to solve the phonon BTE to model the multiscale heat conduction in solid materials. MC-PINNs use a deep neural network to approximate the solution to the BTE, and encode the BTE as well as the corresponding boundary/initial conditions using the automatic differentiation. In addition, we propose a novel two-step sampling approach to address inefficiency and inaccuracy issues in the widely used sampling methods in PINNs. In particular, we first randomly sample a certain number of points in the temporal-spatial space (Step I), and then draw another number of points randomly in the solid angular space (Step II). The training points at each step are constructed based on the data drawn from the above two steps using the tensor product. The two-step sampling strategy enables MC-PINNs (1) to model the heat conduction from ballistic to diffusive regimes, and (2) is more memory-efficient compared to conventional numerical solvers or existing PINNs for BTE. A series of numerical examples including quasi-one-dimensional (quasi-1D) steady/unsteady heat conduction in a film, and the heat conduction in a quasi-two- and three-dimensional square domains, are conducted to justify the effectiveness of the MC-PINNs for heat conduction spanning diffusive and ballistic regimes. Finally, we compare the computational time and memory usage of the MC-PINNs and one of the state-of-the-art numerical methods to demonstrate the potential of the MC-PINNs for large scale problems in real-world applications.

Uncertainty quantification (UQ) in scientific machine learning (SciML) becomes increasingly critical as neural networks (NNs) are being widely adopted in addressing complex problems across various scientific disciplines. Representative SciML models are physics-informed neural networks (PINNs) and neural operators (NOs). While UQ in SciML has been increasingly investigated in recent years, very few works have focused on addressing the uncertainty caused by the noisy inputs, such as spatial-temporal coordinates in PINNs and input functions in NOs. The presence of noise in the inputs of the models can pose significantly more challenges compared to noise in the outputs of the models, primarily due to the inherent nonlinearity of most SciML algorithms. As a result, UQ for noisy inputs becomes a crucial factor for reliable and trustworthy deployment of these models in applications involving physical knowledge. To this end, we introduce a Bayesian approach to quantify uncertainty arising from noisy inputs-outputs in PINNs and NOs. We show that this approach can be seamlessly integrated into PINNs and NOs, when they are employed to encode the physical information. PINNs incorporate physics by including physics-informed terms via automatic differentiation, either in the loss function or the likelihood, and often take as input the spatial-temporal coordinate. Therefore, the present method equips PINNs with the capability to address problems where the observed coordinate is subject to noise. On the other hand, pretrained NOs are also commonly employed as equation-free surrogates in solving differential equations and Bayesian inverse problems, in which they take functions as inputs. The proposed approach enables them to handle noisy measurements for both input and output functions with UQ.

Data-driven discovery of governing equations in computational science has emerged as a new paradigm for obtaining accurate physical models and as a possible alternative to theoretical derivations. The recently developed physics-informed neural networks (PINNs) have also been employed to learn governing equations given data across diverse scientific disciplines. Despite the effectiveness of PINNs for discovering governing equations, the physical models encoded in PINNs may be misspecified in complex systems as some of the physical processes may not be fully understood, leading to the poor accuracy of PINN predictions. In this work, we present a general approach to correct the misspecified physical models in PINNs for discovering governing equations, given some sparse and/or noisy data. Specifically, we first encode the assumed physical models, which may be misspecified, then employ other deep neural networks (DNNs) to model the discrepancy between the imperfect models and the observational data. Due to the expressivity of DNNs, the proposed method is capable of reducing the computational errors caused by the model misspecification and thus enables the applications of PINNs in complex systems where the physical processes are not exactly known. Furthermore, we utilize the Bayesian PINNs (B-PINNs) and/or ensemble PINNs to quantify uncertainties arising from noisy and/or gappy data in the discovered governing equations. A series of numerical examples including non-Newtonian channel and cavity flows demonstrate that the added DNNs are capable of correcting the model misspecification in PINNs and thus reduce the discrepancy between the physical models and the observational data. We envision that the proposed approach will extend the applications of PINNs for discovering governing equations in problems where the physico-chemical or biological processes are not well understood.

Physics-informed neural networks (PINNs) have emerged as a new simulation paradigm for fluid flows and are especially effective for inverse and hybrid problems. However, vanilla PINNs often fail in forward problems, especially at high Reynolds (Re) number flows. Herein, we study systematically the classical lid-driven cavity flow at $Re=2,000$, $3,000$ and $5,000$. We observe that vanilla PINNs obtain two classes of solutions, one class that agrees with direct numerical simulations (DNS), and another that is an unstable solution to the Navier-Stokes equations and not physically realizable. We attribute this solution multiplicity to singularities and unbounded vorticity, and we propose regularization methods that restore a unique solution within 1\% difference from the DNS solution. In particular, we introduce a parameterized entropy-viscosity method as artificial eddy viscosity and identify suitable parameters that drive the PINNs solution towards the DNS solution. Furthermore, we solve the inverse problem by subsampling the DNS solution, and identify a new eddy viscosity distribution that leads to velocity and pressure fields almost identical to their DNS counterparts. Surprisingly, a single measurement at a random point suffices to obtain a unique PINNs DNS-like solution even without artificial viscosity, which suggests possible pathways in simulating high Reynolds number turbulent flows using vanilla PINNs.

This paper presents a physics-informed neural network (PINN) approach for monitoring the health of diesel engines. The aim is to evaluate the engine dynamics, identify unknown parameters in a "mean value" model, and anticipate maintenance requirements. The PINN model is applied to diesel engines with a variable-geometry turbocharger and exhaust gas recirculation, using measurement data of selected state variables. The results demonstrate the ability of the PINN model to predict simultaneously both unknown parameters and dynamics accurately with both clean and noisy data, and the importance of the self-adaptive weight in the loss function for faster convergence. The input data for these simulations are derived from actual engine running conditions, while the outputs are simulated data, making this a practical case study of PINN's ability to predict real-world dynamical systems. The mean value model of the diesel engine incorporates empirical formulae to represent certain states, but these formulae may not be generalizable to other engines. To address this, the study considers the use of deep neural networks (DNNs) in addition to the PINN model. The DNNs are trained using laboratory test data and are used to model the engine-specific empirical formulae in the mean value model, allowing for a more flexible and adaptive representation of the engine's states. In other words, the mean value model uses both the PINN model and the DNNs to represent the engine's states, with the PINN providing a physics-based understanding of the engine's overall dynamics and the DNNs offering a more engine-specific and adaptive representation of the empirical formulae. By combining these two approaches, the study aims to offer a comprehensive and versatile approach to monitoring the health and performance of diesel engines.

Additive manufacturing has been recognized as an industrial technological revolution for manufacturing, which allows fabrication of materials with complex three-dimensional (3D) structures directly from computer-aided design models. The mechanical properties of interpenetrating phase composites (IPCs), especially response to dynamic loading, highly depend on their 3D structures. In general, for each specified structural design, it could take hours or days to perform either finite element analysis (FEA) or experiments to test the mechanical response of IPCs to a given dynamic load. To accelerate the physics-based prediction of mechanical properties of IPCs for various structural designs, we employ a deep neural operator (DNO) to learn the transient response of IPCs under dynamic loading as surrogate of physics-based FEA models. We consider a 3D IPC beam formed by two metals with a ratio of Young's modulus of 2.7, wherein random blocks of constituent materials are used to demonstrate the generality and robustness of the DNO model. To obtain FEA results of IPC properties, 5,000 random time-dependent strain loads generated by a Gaussian process kennel are applied to the 3D IPC beam, and the reaction forces and stress fields inside the IPC beam under various loading are collected. Subsequently, the DNO model is trained using an incremental learning method with sequence-to-sequence training implemented in JAX, leading to a 100X speedup compared to widely used vanilla deep operator network models. After an offline training, the DNO model can act as surrogate of physics-based FEA to predict the transient mechanical response in terms of reaction force and stress distribution of the IPCs to various strain loads in one second at an accuracy of 98%. Also, the learned operator is able to provide extended prediction of the IPC beam subject to longer random strain loads at a reasonably well accuracy., Comment: 23 pages, 14 figures

Physics-informed deep learning have recently emerged as an effective tool for leveraging both observational data and available physical laws. Physics-informed neural networks (PINNs) and deep operator networks (DeepONets) are two such models. The former encodes the physical laws via the automatic differentiation, while the latter learns the hidden physics from data. Generally, the noisy and limited observational data as well as the overparameterization in neural networks (NNs) result in uncertainty in predictions from deep learning models. In [1], a Bayesian framework based on the {{Generative Adversarial Networks}} (GAN) has been proposed as a unified model to quantify uncertainties in predictions of PINNs as well as DeepONets. Specifically, the proposed approach in [1] has two stages: (1) prior learning, and (2) posterior estimation. At the first stage, the GANs are employed to learn a functional prior either from a prescribed function distribution, e.g., Gaussian process, or from historical data and available physics. At the second stage, the Hamiltonian Monte Carlo (HMC) method is utilized to estimate the posterior in the latent space of GANs. However, the vanilla HMC does not support the mini-batch training, which limits its applications in problems with big data. In the present work, we propose to use the normalizing flow (NF) models in the context of variational inference, which naturally enables the minibatch training, as the alternative to HMC for posterior estimation in the latent space of GANs. A series of numerical experiments, including a nonlinear differential equation problem and a 100-dimensional Darcy problem, are conducted to demonstrate that NF with full-/mini-batch training are able to achieve similar accuracy as the ``gold rule'' HMC., Comment: 21 pages, 8 figures

We consider solving the forward and inverse PDEs which have sharp solutions using physics-informed neural networks (PINNs) in this work. In particular, to better capture the sharpness of the solution, we propose adaptive sampling methods (ASMs) based on the residual and the gradient of the solution. We first present a residual only based ASM algorithm denoted by ASM I. In this approach, we first train the neural network by using a small number of residual points and divide the computational domain into a certain number of sub-domains, we then add new residual points in the sub-domain which has the largest mean absolute value of the residual, and those points which have largest absolute values of the residual in this sub-domain will be added as new residual points. We further develop a second type of ASM algorithm (denoted by ASM II) based on both the residual and the gradient of the solution due to the fact that only the residual may be not able to efficiently capture the sharpness of the solution. The procedure of ASM II is almost the same as that of ASM I except that in ASM II, we add new residual points which not only have large residual but also large gradient. To demonstrate the effectiveness of the present methods, we employ both ASM I and ASM II to solve a number of PDEs, including Burger equation, compressible Euler equation, Poisson equation over an L-shape domain as well as high-dimensional Poisson equation. It has been shown from the numerical results that the sharp solutions can be well approximated by using either ASM I or ASM II algorithm, and both methods deliver much more accurate solution than original PINNs with the same number of residual points. Moreover, the ASM II algorithm has better performance in terms of accuracy, efficiency and stability compared with the ASM I algorithm., Comment: 22 pages, 9 figures

Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and the need for reliable tools in risk-sensitive applications. Recently, various machine learning models have also been developed to tackle problems in the field of scientific computing with applications to computational science and engineering (CSE). Physics-informed neural networks and deep operator networks are two such models for solving partial differential equations and learning operator mappings, respectively. In this regard, a comprehensive study of UQ methods tailored specifically for scientific machine learning (SciML) models has been provided in [45]. Nevertheless, and despite their theoretical merit, implementations of these methods are not straightforward, especially in large-scale CSE applications, hindering their broad adoption in both research and industry settings. In this paper, we present an open-source Python library (https://github.com/Crunch-UQ4MI), termed NeuralUQ and accompanied by an educational tutorial, for employing UQ methods for SciML in a convenient and structured manner. The library, designed for both educational and research purposes, supports multiple modern UQ methods and SciML models. It is based on a succinct workflow and facilitates flexible employment and easy extensions by the users. We first present a tutorial of NeuralUQ and subsequently demonstrate its applicability and efficiency in four diverse examples, involving dynamical systems and high-dimensional parametric and time-dependent PDEs., Comment: 27 pages, 12 figures

Understanding real-world dynamical phenomena remains a challenging task. Across various scientific disciplines, machine learning has advanced as the go-to technology to analyze nonlinear dynamical systems, identify patterns in big data, and make decision around them. Neural networks are now consistently used as universal function approximators for data with underlying mechanisms that are incompletely understood or exceedingly complex. However, neural networks alone ignore the fundamental laws of physics and often fail to make plausible predictions. Here we integrate data, physics, and uncertainties by combining neural networks, physics-informed modeling, and Bayesian inference to improve the predictive potential of traditional neural network models. We embed the physical model of a damped harmonic oscillator into a fully-connected feed-forward neural network to explore a simple and illustrative model system, the outbreak dynamics of COVID-19. Our Physics-Informed Neural Networks can seamlessly integrate data and physics, robustly solve forward and inverse problems, and perform well for both interpolation and extrapolation, even for a small amount of noisy and incomplete data. At only minor additional cost, they can self-adaptively learn the weighting between data and physics. Combined with Bayesian Neural Networks, they can serve as priors in a Bayesian Inference, and provide credible intervals for uncertainty quantification. Our study reveals the inherent advantages and disadvantages of Neural Networks, Bayesian Inference, and a combination of both and provides valuable guidelines for model selection. While we have only demonstrated these approaches for the simple model problem of a seasonal endemic infectious disease, we anticipate that the underlying concepts and trends generalize to more complex disease conditions and, more broadly, to a wide variety of nonlinear dynamical systems.

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. To demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed, which we will make available as open-source library of all codes included in this framework.

Neural operators can learn nonlinear mappings between function spaces and offer a new simulation paradigm for real-time prediction of complex dynamics for realistic diverse applications as well as for system identification in science and engineering. Herein, we investigate the performance of two neural operators, and we develop new practical extensions that will make them more accurate and robust and importantly more suitable for industrial-complexity applications. The first neural operator, DeepONet, was published in 2019, and the second one, named Fourier Neural Operator or FNO, was published in 2020. In order to compare FNO with DeepONet for realistic setups, we develop several extensions of FNO that can deal with complex geometric domains as well as mappings where the input and output function spaces are of different dimensions. We also endow DeepONet with special features that provide inductive bias and accelerate training, and we present a faster implementation of DeepONet with cost comparable to the computational cost of FNO. We consider 16 different benchmarks to demonstrate the relative performance of the two neural operators, including instability wave analysis in hypersonic boundary layers, prediction of the vorticity field of a flapping airfoil, porous media simulations in complex-geometry domains, etc. The performance of DeepONet and FNO is comparable for relatively simple settings, but for complex geometries and especially noisy data, the performance of FNO deteriorates greatly. For example, for the instability wave analysis with only 0.1% noise added to the input data, the error of FNO increases 10000 times making it inappropriate for such important applications, while there is hardly any effect of such noise on the DeepONet. We also compare theoretically the two neural operators and obtain similar error estimates for DeepONet and FNO under the same regularity assumptions.

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been successfully employed to solve diverse forward and inverse PDE problems. However, one disadvantage of the first generation of PINNs is that they usually have limited accuracy even with many training points. Here, we propose a new method, gradient-enhanced physics-informed neural networks (gPINNs), for improving the accuracy and training efficiency of PINNs. gPINNs leverage gradient information of the PDE residual and embed the gradient into the loss function. We tested gPINNs extensively and demonstrated the effectiveness of gPINNs in both forward and inverse PDE problems. Our numerical results show that gPINN performs better than PINN with fewer training points. Furthermore, we combined gPINN with the method of residual-based adaptive refinement (RAR), a method for improving the distribution of training points adaptively during training, to further improve the performance of gPINN, especially in PDEs with solutions that have steep gradients.

We develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the proposed approach has two stages: (1) prior learning and (2) posterior estimation. At the first stage, we employ the physics-informed Generative Adversarial Networks (PI-GAN) to learn a functional prior either from a prescribed function distribution, e.g., Gaussian process, or from historical data and physics. At the second stage, we employ the Hamiltonian Monte Carlo (HMC) method to estimate the posterior in the latent space of PI-GANs. In addition, we use two different approaches to encode the physics: (1) automatic differentiation, used in the physics-informed neural networks (PINNs) for scenarios with explicitly known partial differential equations (PDEs), and (2) operator regression using the deep operator network (DeepONet) for PDE-agnostic scenarios. We then test the proposed method for (1) meta-learning for one-dimensional regression, and forward/inverse PDE problems (combined with PINNs); (2) PDE-agnostic physical problems (combined with DeepONet), e.g., fractional diffusion as well as saturated stochastic (100-dimensional) flows in heterogeneous porous media; and (3) spatial-temporal regression problems, i.e., inference of a marine riser displacement field. The results demonstrate that the proposed approach can provide accurate predictions as well as uncertainty quantification given very limited scattered and noisy data, since historical data could be available to provide informative priors. In summary, the proposed method is capable of learning flexible functional priors, and can be extended to big data problems using stochastic HMC or normalizing flows since the latent space is generally characterized as low dimensional.

We develop a fast multi-fidelity modeling method for very complex correlations between high- and low-fidelity data by working in modal space to extract the proper correlation function. We apply this method to infer the amplitude of motion of a flexible marine riser in cross-flow, subject to vortex-induced vibrations (VIV). VIV are driven by an absolute instability in the flow, which imposes a frequency (Strouhal) law that requires a matching with the impedance of the structure; this matching is easily achieved because of the rapid parametric variation of the added mass force. As a result, the wavenumber of the riser spatial response is within narrow bands of uncertainty. Hence, an error in wavenumber prediction can cause significant phase-related errors in the shape of the amplitude of response along the riser, rendering correlation between low- and high-fidelity data very complex. Working in modal space as outlined herein, dense data from low-fidelity data, provided by the semi-empirical computer code VIVA, can correlate in modal space with few high-fidelity data, obtained from experiments or fully-resolved CFD simulations, to correct both phase and amplitude and provide predictions that agree very well overall with the correct shape of the amplitude response. We also quantify the uncertainty in the prediction using Bayesian modeling and exploit this uncertainty to formulate an active learning strategy for the best possible location of the sensors providing the high fidelity measurements., Comment: 26 pages, 13 figures

We propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential equations (PDEs). These multi-fidelity BNNs consist of three neural networks: The first is a fully connected neural network, which is trained following the maximum a posteriori probability (MAP) method to fit the low-fidelity data; the second is a Bayesian neural network employed to capture the cross-correlation with uncertainty quantification between the low- and high-fidelity data; and the last one is the physics-informed neural network, which encodes the physical laws described by PDEs. For the training of the last two neural networks, we use the Hamiltonian Monte Carlo method to estimate accurately the posterior distributions for the corresponding hyperparameters. We demonstrate the accuracy of the present method using synthetic data as well as real measurements. Specifically, we first approximate a one- and four-dimensional function, and then infer the reaction rates in one- and two-dimensional diffusion-reaction systems. Moreover, we infer the sea surface temperature (SST) in the Massachusetts and Cape Cod Bays using satellite images and in-situ measurements. Taken together, our results demonstrate that the present method can capture both linear and nonlinear correlation between the low- and high-fideilty data adaptively, identify unknown parameters in PDEs, and quantify uncertainties in predictions, given a few scattered noisy high-fidelity data. Finally, we demonstrate that we can effectively and efficiently reduce the uncertainties and hence enhance the prediction accuracy with an active learning approach, using as examples a specific one-dimensional function approximation and an inverse PDE problem., Comment: 31 pages, 11 figures

In this study, we employ physics-informed neural networks (PINNs) to solve forward and inverse problems via the Boltzmann-BGK formulation (PINN-BGK), enabling PINNs to model flows in both the continuum and rarefied regimes. In particular, the PINN-BGK is composed of three sub-networks, i.e., the first for approximating the equilibrium distribution function, the second for approximating the non-equilibrium distribution function, and the third one for encoding the Boltzmann-BGK equation as well as the corresponding boundary/initial conditions. By minimizing the residuals of the governing equations and the mismatch between the predicted and provided boundary/initial conditions, we can approximate the Boltzmann-BGK equation for both continuous and rarefied flows. For forward problems, the PINN-BGK is utilized to solve various benchmark flows given boundary/initial conditions, e.g., Kovasznay flow, Taylor-Green flow, cavity flow, and micro Couette flow for Knudsen number up to 5. For inverse problems, we focus on rarefied flows in which accurate boundary conditions are difficult to obtain. We employ the PINN-BGK to infer the flow field in the entire computational domain given a limited number of interior scattered measurements on the velocity with unknown boundary conditions. Results for the two-dimensional micro Couette and micro cavity flows with Knudsen numbers ranging from 0.1 to 10 indicate that the PINN-BGK can infer the velocity field in the entire domain with good accuracy. Finally, we also present some results on using transfer learning to accelerate the training process. Specifically, we can obtain a three-fold speedup compared to the standard training process (e.g., Adam plus L-BFGS-B) for the two-dimensional flow problems considered in our work., Comment: 30 pages, 11 figures

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network (BNN) combined with a PINN for PDEs serves as the prior while the Hamiltonian Monte Carlo (HMC) or the variational inference (VI) could serve as an estimator of the posterior. B-PINNs make use of both physical laws and scattered noisy measurements to provide predictions and quantify the aleatoric uncertainty arising from the noisy data in the Bayesian framework. Compared with PINNs, in addition to uncertainty quantification, B-PINNs obtain more accurate predictions in scenarios with large noise due to their capability of avoiding overfitting. We conduct a systematic comparison between the two different approaches for the B-PINN posterior estimation (i.e., HMC or VI), along with dropout used for quantifying uncertainty in deep neural networks. Our experiments show that HMC is more suitable than VI for the B-PINNs posterior estimation, while dropout employed in PINNs can hardly provide accurate predictions with reasonable uncertainty. Finally, we replace the BNN in the prior with a truncated Karhunen-Lo\`eve (KL) expansion combined with HMC or a deep normalizing flow (DNF) model as posterior estimators. The KL is as accurate as BNN and much faster but this framework cannot be easily extended to high-dimensional problems unlike the BNN based framework., Comment: The first two authors contributed equally to this work

Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time-space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speedup for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonable predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion-reaction equation. Our results demonstrate that PPINNs converge in a couple of iterations with significant speed-ups proportional to the number of time-subdomains employed., Comment: 17 pages, 7 figures, 5 tables

Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs), which embed a PDE into the loss of the neural network using automatic differentiation. The PINN algorithm is simple, and it can be applied to different types of PDEs, including integro-differential equations, fractional PDEs, and stochastic PDEs. Moreover, from the implementation point of view, PINNs solve inverse problems as easily as forward problems. We propose a new residual-based adaptive refinement (RAR) method to improve the training efficiency of PINNs. For pedagogical reasons, we compare the PINN algorithm to a standard finite element method. We also present a Python library for PINNs, DeepXDE, which is designed to serve both as an education tool to be used in the classroom as well as a research tool for solving problems in computational science and engineering. Specifically, DeepXDE can solve forward problems given initial and boundary conditions, as well as inverse problems given some extra measurements. DeepXDE supports complex-geometry domains based on the technique of constructive solid geometry, and enables the user code to be compact, resembling closely the mathematical formulation. We introduce the usage of DeepXDE and its customizability, and we also demonstrate the capability of PINNs and the user-friendliness of DeepXDE for five different examples. More broadly, DeepXDE contributes to the more rapid development of the emerging Scientific Machine Learning field.

The discrete effect on the boundary condition has been a fundamental topic for the lattice Boltzmann method in simulating heat and mass transfer problems. In previous works based on the halfway anti-bounce-back (ABB) boundary condition for convection-diffusion equations (CDEs), it is reported that the discrete effect cannot be commonly removed in the Bhatnagar-Gross-Krook (BGK) model except for a special value of relaxation time. Targeting this point in the present paper, we still proceed within the framework of BGK model for two-dimensional CDEs, and analyze the discrete effect on a non-halfway ABB boundary condition which incorporates the effect of the distance ratio. By analyzing an unidirectional diffusion problem with a parabolic distribution, the theoretical derivations with three different discrete velocity models show that the numerical slip is a combined function of the relaxation time and the distance ratio. Different from previous works, we definitely find that the relaxation time can be freely adjusted by the distance ratio in a proper range to eliminate the numerical slip. Some numerical simulations are carried out to validate the theoretical derivations, and the numerical results for the cases of straight and curved boundaries confirm our theoretical analysis. Finally, it should be noted that the present analysis can be extended from the BGK model to other lattice Boltzmann (LB) collision models for CDEs, which can broaden the parameter range of the relaxation time to approach 0.5., Comment: 23 pages, 12 figures

We propose a new composite neural network (NN) that can be trained based on multi-fidelity data. It is comprised of three NNs, with the first NN trained using the low-fidelity data and coupled to two high-fidelity NNs, one with activation functions and another one without, in order to discover and exploit nonlinear and linear correlations, respectively, between the low-fidelity and the high-fidelity data. We first demonstrate the accuracy of the new multi-fidelity NN for approximating some standard benchmark functions but also a 20-dimensional function. Subsequently, we extend the recently developed physics-informed neural networks (PINNs) to be trained with multi-fidelity data sets (MPINNs). MPINNs contain four fully-connected neural networks, where the first one approximates the low-fidelity data, while the second and third construct the correlation between the low- and high-fidelity data and produce the multi-fidelity approximation, which is then used in the last NN that encodes the partial differential equations (PDEs). Specifically, in the two high-fidelity NNs a relaxation parameter is introduced, which can be optimized to combine the linear and nonlinear sub-networks. By optimizing this parameter, the present model is capable of learning both the linear and complex nonlinear correlations between the low- and high-fidelity data adaptively. By training the MPINNs, we can:(1) obtain the correlation between the low- and high-fidelity data, (2) infer the quantities of interest based on a few scattered data, and (3) identify the unknown parameters in the PDEs. In particular, we employ the MPINNs to learn the hydraulic conductivity field for unsaturated flows as well as the reactive models for reactive transport. The results demonstrate that MPINNs can achieve relatively high accuracy based on a very small set of high-fidelity data.