skip to main content


Title: Robust data-driven discovery of governing physical laws with error bars
Discovering governing physical laws from noisy data is a grand challenge in many science and engineering research areas. We present a new approach to data-driven discovery of ordinary differential equations (ODEs) and partial differential equations (PDEs), in explicit or implicit form. We demonstrate our approach on a wide range of problems, including shallow water equations and Navier–Stokes equations. The key idea is to select candidate terms for the underlying equations using dimensional analysis, and to approximate the weights of the terms with error bars using our threshold sparse Bayesian regression. This new algorithm employs Bayesian inference to tune the hyperparameters automatically. Our approach is effective, robust and able to quantify uncertainties by providing an error bar for each discovered candidate equation. The effectiveness of our algorithm is demonstrated through a collection of classical ODEs and PDEs. Numerical experiments demonstrate the robustness of our algorithm with respect to noisy data and its ability to discover various candidate equations with error bars that represent the quantified uncertainties. Detailed comparisons with the sequential threshold least-squares algorithm and the lasso algorithm are studied from noisy time-series measurements and indicate that the proposed method provides more robust and accurate results. In addition, the data-driven prediction of dynamics with error bars using discovered governing physical laws is more accurate and robust than classical polynomial regressions.  more » « less
Award ID(s):
1736364 1821233 1555072
NSF-PAR ID:
10188453
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume:
474
Issue:
2217
ISSN:
1364-5021
Page Range / eLocation ID:
20180305
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract

    Dimensionless numbers and scaling laws provide elegant insights into the characteristic properties of physical systems. Classical dimensional analysis and similitude theory fail to identify a set of unique dimensionless numbers for a highly multi-variable system with incomplete governing equations. This paper introduces a mechanistic data-driven approach that embeds the principle of dimensional invariance into a two-level machine learning scheme to automatically discover dominant dimensionless numbers and governing laws (including scaling laws and differential equations) from scarce measurement data. The proposed methodology, called dimensionless learning, is a physics-based dimension reduction technique. It can reduce high-dimensional parameter spaces to descriptions involving only a few physically interpretable dimensionless parameters, greatly simplifying complex process design and system optimization. We demonstrate the algorithm by solving several challenging engineering problems with noisy experimental measurements (not synthetic data) collected from the literature. Examples include turbulent Rayleigh-Bénard convection, vapor depression dynamics in laser melting of metals, and porosity formation in 3D printing. Lastly, we show that the proposed approach can identify dimensionally homogeneous differential equations with dimensionless number(s) by leveraging sparsity-promoting techniques.

     
    more » « less
  2. 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. 
    more » « less
  3. null (Ed.)
    A plethora of complex dynamical systems from disordered media to biological systems exhibit mathematical characteristics (e.g., long-range dependence, self-similar and power law magnitude increments) that are well-fitted by fractional partial differential equations (PDEs). For instance, some biological systems displaying an anomalous diffusion behavior, which is characterized by a non-linear mean-square displacement relation, can be mathematically described by fractional PDEs. In general, the PDEs represent various physical laws or rules governing complex dynamical systems. Since prior knowledge about the mathematical equations describing complex dynamical systems in biology, healthcare, disaster mitigation, transportation, or environmental sciences may not be available, we aim to provide algorithmic strategies to discover the integer or fractional PDEs and their parameters from system's evolution data. Toward deciphering non-trivial mechanisms driving a complex system, we propose a data-driven approach that estimates the parameters of a fractional PDE model. We study the space-time fractional diffusion model that describes a complex stochastic process, where the magnitude and the time increments are stable processes. Starting from limited time-series data recorded while the system is evolving, we develop a fractional-order moments-based approach to determine the parameters of a generalized fractional PDE. We formulate two optimization problems to allow us to estimate the arguments of the fractional PDE. Employing extensive simulation studies, we show that the proposed approach is effective at retrieving the relevant parameters of the space-time fractional PDE. The presented mathematical approach can be further enhanced and generalized to include additional operators that may help to identify the dominant rule governing the measurements or to determine the degree to which multiple physical laws contribute to the observed dynamics. 
    more » « less
  4. We investigate methods for learning partial differential equation (PDE) models from spatio-temporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select candidate terms from a denoised set of data, including approximated partial derivatives. We analyse the performance in using previous methods to denoise data for the task of discovering the governing system of PDEs. We also develop a novel methodology that uses artificial neural networks (ANNs) to denoise data and approximate partial derivatives. We test the methodology on three PDE models for biological transport, i.e. the advection–diffusion, classical Fisher–Kolmogorov–Petrovsky–Piskunov (Fisher–KPP) and nonlinear Fisher–KPP equations. We show that the ANN methodology outperforms previous denoising methods, including finite differences and both local and global polynomial regression splines, in the ability to accurately approximate partial derivatives and learn the correct PDE model. 
    more » « less
  5. null (Ed.)
    Parameter estimation for nonlinear dynamic system models, represented by ordinary differential equations (ODEs), using noisy and sparse data, is a vital task in many fields. We propose a fast and accurate method, manifold-constrained Gaussian process inference (MAGI), for this task. MAGI uses a Gaussian process model over time series data, explicitly conditioned on the manifold constraint that derivatives of the Gaussian process must satisfy the ODE system. By doing so, we completely bypass the need for numerical integration and achieve substantial savings in computational time. MAGI is also suitable for inference with unobserved system components, which often occur in real experiments. MAGI is distinct from existing approaches as we provide a principled statistical construction under a Bayesian framework, which incorporates the ODE system through the manifold constraint. We demonstrate the accuracy and speed of MAGI using realistic examples based on physical experiments. 
    more » « less