Abstract

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and engineering disciplines. This work introduces a novel approach called physics-informed neural network with sparse regression to discover governing partial differential equations from scarce and noisy data for nonlinear spatiotemporal systems. In particular, this discovery approach seamlessly integrates the strengths of deep neural networks for rich representation learning, physics embedding, automatic differentiation and sparse regression to approximate the solution of system variables, compute essential derivatives, as well as identify the key derivative terms and parameters that form the structure and explicit expression of the equations. The efficacy and robustness of this method are demonstrated, both numerically and experimentally, on discovering a variety of partial differential equation systems with different levels of data scarcity and noise accounting for different initial/boundary conditions. The resulting computational framework shows the potential for closed-form model discovery in practical applications where large and accurate datasets are intractable to capture.

Highlights

  • Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and engineering disciplines

  • We assume that the physical law is governed by only a few important terms which can be selected from a large-space library of candidate functions, where sparse regression can be applied[5,6,7]

  • This approach combines the strengths of deep neural network (DNN) for rich representation learning of nonlinear functions, automatic differentiation for accurate derivative calculation as well as l0 sparse regression to tackle the fundamental limitation faced by existing sparsity-promoting methods that scale poorly with respect to data noise and scarcity

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Summary

Introduction

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and engineering disciplines. This work introduces a novel approach called physics-informed neural network with sparse regression to discover governing partial differential equations from scarce and noisy data for nonlinear spatiotemporal systems. Current practices on modeling of complex dynamical systems have been mostly rooted in the use of ordinary and/or partial differential equations (ODEs, PDEs) that govern the system behaviors. Harnessing data to uncover the governing laws or equations can significantly advance and transform our modeling, simulation, and understanding of complex physical systems in various science and engineering disciplines. Advances in machine learning theories, computational capacity, and data availability kindle significant enthusiasm and efforts towards data-driven discovery of physical laws and governing equations[1,2,3,4,5,6,7,8,9,10,11,12,13]

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