Baking physics into deep learning for modeling scientific problems

Abstract

In recent years, successful applications of deep learning (DL) have inspired scientists to explore the possibilities of applying DL approaches to modeling scientific problems. Existing studies have revealed that to bake the physics into the DL makes a good supplement to the traditional numerical methods (e.g., finite element, finite volume method) which primarily rely on partial differential equations (PDEs). While DL models are ordinarily trained in a purely data-driven manner, integrating physics into them for simulating scientific problems has several benefits such as (i) physics constraints could regularize the over-parameterized model and hence mitigate the overfitting issue commonly seen in DL; (ii) physics information could also effectively reduce the amount of data needed for training the model; (iii) the resultant physics-informed DL models feature better interpretability and generalizability compared with the conventional black-box model. Furthermore, the powerful expressiveness of the deep network, guaranteed by the universal approximation theorem, makes it a suitable approximator for the solution to a physical system. In this dissertation, we develop two different DL architectures (or approaches), one being continuous scheme-based while the other discrete scheme-based, that leverage physics knowledge for modeling scientific problems. Through comprehensive numerical experiments, we demonstrate the proposed models can be used in solving general PDEs, establishing predictive data-driven models for dynamical systems, identifying the parameters in governing PDEs or even discovering the entire governing PDEs of dynamical systems from scarce and noisy measurements. The continuous model roots on the physics-informed neural network (PINN) which uses a fully connected neural network (FCNN) to approximate the physical fields of a system globally. This model is mesh-free as the residual of the physics (e.g., PDEs, initial/boundary values) is evaluated on a set of collocation points within the physical domain. Several applications including the forward simulations, data-driven simulations and solving inverse problems are presented to exemplify the advantages of PINN over traditional numerical methods. However, the original PINN suffers from inaccurate initial/boundary values due to the weak enforcement of the initial/boundary conditions (I/BCs). To overcome this issue, we propose an improved PINN model by utilizing multiple deep neural networks (DNNs) to construct the solution. Through a DNN pre-trained to represent the initial/boundary values, the approximated solution would obey the given I/BCs forcibly. With several numerical examples, we show that the improved PINN is characterized with much better accuracy on the I/BCs. Though the PINN shows great promise in data-driven modeling and solving inverse problems, some inherent limitations of PINN still exist, such as (i) the solution might lacks fine-scale details due to the global approximation of FCNN; (ii) high computational expense caused by the FCNN it roots on; (iii) incapability to incorporate existing PDE terms (e.g., $\Delta u$) into the network architecture. To overcome these drawbacks, this dissertation also proposes a discrete model - Physics-encoded Recurrent Convolutional Neural Network (PeRCNN) which recurrently updates the solution (or state variable) for time marching. Specifically, it utilizes convolutional neural network (CNN) to capture the spatial patterns of the solution while the recurrent network mimics the forward Euler scheme (or Runge-Kutta scheme) in numerical methods. PeRCNN is a mesh-based and discrete model due to the discretization in time and spatial dimension. The local connectivity of CNN makes PeRCNN more computationally efficient. In addition, the coercive encoding mechanism of physics in PeRCNN, fundamentally different from the PINN relying on soft penalty, ensures the network to rigorously obey given physics. The proposed PeRCNN is successfully applied to solving general PDEs, the data-driven modeling of dynamical systems and the data-driven discovery of governing PDEs from scarce and noisy measurements. Comparisons with the state-of-the-art DL models demonstrate that the proposed PeRCNN possesses excellent computational efficiency, accuracy and generalizability. --Author's abstract