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An analysis of Universal Differential Equations for data-driven discovery of Ordinary Differential Equations

arXiv 2306.10335 ↗First posted 17 Jun 2023cs.LGcited by 0

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Abstract (arXiv)

In the last decade, the scientific community has devolved its attention to the deployment of data-driven approaches in scientific research to provide accurate and reliable analysis of a plethora of phenomena. Most notably, Physics-informed Neural Networks and, more recently, Universal Differential Equations (UDEs) proved to be effective both in system integration and identification. However, there is a lack of an in-depth analysis of the proposed techniques. In this work, we make a contribution by testing the UDE framework in the context of Ordinary Differential Equations (ODEs) discovery. In our analysis, performed on two case studies, we highlight some of the issues arising when combining data-driven approaches and numerical solvers, and we investigate the importance of the data collection process. We believe that our analysis represents a significant contribution in investigating the capabilities and limitations of Physics-informed Machine Learning frameworks.

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References · 10

  1. 2014Adam: A Method for Stochastic Optimizationcited by 37,240
  2. 2018Neural Ordinary Differential Equationscited by 3,779
  3. 2020Neural Controlled Differential Equations for Irregular Time Seriescited by 506
  4. 2020Universal Differential Equations for Scientific Machine Learningcited by 353
  5. 2018Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problemscited by 147
  6. 2017Physics-guided Neural Networks (PGNN): An Application in Lake Temperature Modelingcited by 131
  7. 2018Physics Guided RNNs for Modeling Dynamical Systems: A Case Study in Simulating Lake Temperature Profilescited by 55
  8. 2019A unified sparse optimization framework to learn parsimonious physics-informed models from datacited by 49
  9. 2019Extracting Interpretable Physical Parameters from Spatiotemporal Systems using Unsupervised Learningcited by 23
  10. 2021Stochastic Physics-Informed Neural Ordinary Differential Equationscited by 19

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