Deep-OSG: Deep learning of operators in semigroup

Abstract

This paper proposes a novel deep learning approach for learning operators in semigroup, with applications to modeling unknown autonomous dynamical systems using time series data collected at varied time lags. It is a sequel to the previous flow map learning (FML) works [Qin et al. (2019) [29]], [Wu and Xiu (2020) [30]], and [Chen et al. (2022) [31]], which focused on learning single evolution operator with a fixed time step. This paper aims to learn a family of evolution operators with variable time steps, which constitute a semigroup for an autonomous system. The semigroup property is very crucial and links the system's evolutionary behaviors across varying time scales, but it was not considered in the previous works. We propose for the first time a framework of embedding the semigroup property into the data-driven learning process, through a novel neural network architecture and new loss functions. The framework is very feasible, can be combined with any suitable neural networks, and is applicable to learning general autonomous ODEs and PDEs. We present the rigorous error estimates and variance analysis to understand the prediction accuracy and robustness of our approach, showing the remarkable advantages of semigroup awareness in our model. Moreover, our approach allows one to arbitrarily choose the time steps for prediction and ensures that the predicted results are well self-matched and consistent. Extensive numerical experiments demonstrate that embedding the semigroup property notably reduces the data dependency of deep learning models and greatly improves the accuracy, robustness, and stability for long-time prediction.