用数据联合学习多个物理系统的参数和未知动力学,提升建模精度与效率。
Hierarchical Inference and Closure Learning via Adaptive Surrogates for ODEs and PDEs
- 基于分层贝叶斯框架,联合推断多系统参数及群体统计特征
- 通过神经网络闭包模型学习未知动力学,实现对复杂非线性行为的拟合
- 引入自适应代理模型加速计算,适用于多系统逆问题求解场景
逆问题旨在将模型校准以匹配数据,在众多工程应用中至关重要。许多实际场景中,研究者缺乏系统细节(如材料属性、几何形状、初始条件)或完整动力学规律(如摩擦定律、复杂阻尼、非线性相互作用)。本文提出一种系统性方法,利用一组相关但不同的物理系统数据,联合估计各系统的模型参数,并学习共享的未知动力学,以机器学习方式构建闭包模型。为稳健推断各系统参数,采用分层贝叶斯框架,支持多系统联合推理及群体统计量估计。通过在常微分方程/偏微分方程中嵌入神经网络,以最大边际似然法学习闭包项。为实现该框架,采用集合马尔可夫链-调整莱维特算法(ensemble MALA)进行稳定高效采样。针对重复前向计算带来的计算瓶颈,提出双层优化策略,同步训练代理前向模型。在框架内评估并比较不同代理架构,包括傅里叶神经算子(FNO)与参数化物理信息神经网络(PINNs)。
原文摘要 · Abstract (English)
Inverse problems are the task of calibrating models to match data. They play a pivotal role in diverse engineering applications by allowing practitioners to align models with reality. In many applications, engineers and scientists do not have a complete picture of i) the detailed properties of a system (such as material properties, geometry, initial conditions, etc.); ii) the complete laws describing all dynamics at play (such as friction laws, complicated damping phenomena, and general nonlinear interactions). In this paper, we develop a principled methodology for leveraging data from collections of distinct yet related physical systems to jointly estimate the individual model parameters of each system, and learn the shared unknown dynamics in the form of an ML-based closure model. To robustly infer the unknown parameters for each system, we employ a hierarchical Bayesian framework, which allows for the joint inference of multiple systems and their population-level statistics. To learn the closures, we use a maximum marginal likelihood estimate of a neural network embeded within the ODE/PDE formulation of the problem. To realize this framework we utilize the ensemble Metropolis-Adjusted Langevin Algorithm (MALA) for stable and efficient sampling. To mitigate the computational bottleneck of repetitive forward evaluations in solving inverse problems, we introduce a bilevel optimization strategy to simultaneously train a surrogate forward model alongside the inference. Within this framework, we evaluate and compare distinct surrogate architectures, specifically Fourier Neural Operators (FNO) and parametric Physics-Informed Neural Network (PINNs).
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