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ADVANCED APPLICATIONS OF PHYSICS-INFORMED NEURAL NETWORKS (PINNS) IN R FOR SOLVING DIFFERENTIAL EQUATIONS

Year 2024, Volume: 25 Issue: 4, 530 - 541, 27.12.2024
https://doi.org/10.18038/estubtda.1470050

Abstract

Deep learning, a powerful machine learning technique leveraging artificial neural networks, excels in identifying complex patterns and relationships within data. Among its innovations is the emergence of Physics-Informed Neural Networks (PINNs), which have revolutionized the field of applied mathematics by enabling the solution and discovery of differential equations through neural networks. PINNs address two key challenges: data-driven solutions, where the model approximates the hidden solutions of differential equations with fixed parameters, and data-driven discovery, where the network learns parameters that best describe observed data. This study explores the implementation of PINNs within the R programming environment to solve two differential equations: one with boundary conditions y^'-y=0 with y(0)=0 and y(e)=1 boundaries and the Burgers’ Equation. The research utilizes R libraries, including reticulate for Python integration and torch for neural network operations, to demonstrate the versatility and efficacy of PINNs in addressing both data-centric solutions and parameter discovery. The results showcase the ability of PINNs to handle complex, high-dimensional problems, offering a promising alternative to traditional numerical methods for solving differential equations.

Thanks

I would like to thanks to Brown University, Department of Applied Math and Prof.Dr. George Karniadakis.

References

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  • [2] Cheng T, Lewis FL, Abu-Khalaf M. A neural network solution for fixed-final time optimal control of nonlinear systems. Automatica, 2007; 43(3): 482–490. doi: https://doi.org/10.1016/j.automatica.2006.09.021. URL https://www.sciencedirect.com/science/article/pii/S0005109806004250.
  • [3] Raissi M, Perdikaris P, Karniadaksi GM. Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations. Journal of Computational Physics, 2019; pages 686–707.
  • [4] Raissi M, Perdikaris P, Karniadaksi GM. Physics informed deep learning (part i): Data-driven solutions of nonlinear partial differential equations. arXiv preprint. arXiv:1711.10561. 2017a.
  • [5] Raissi M, Perdikaris P, Karniadaksi GM. Physics informed deep learning (part ii): Data-driven discovery of nonlinear partial differential equations. arXiv preprint. preprint arXiv:1711.10566. 2017b.
  • [6] Soetaert K, Petzoldt T, Setzer RW. Solving differential equations in R: Package deSolve. Journal of Statistical Software, 2010; 33(9): 1–25. doi: 10.18637/jss.v033.i09.
  • [7] Soetaert K, Meysman F. R-package reactran : Reactive transport modelling in r. 2010.
  • [8] Soetaert K. rootSolve: Nonlinear root finding, equilibrium and steady-state analysis of ordinary differential equations. R package 1.6. 2009.
  • [9] Paszke A, Gross S, Massa F, Lerer A, Bradbury J, Chanan G, et al. Pytorch: An imperative style, high-performance deep learning library. In: Wallach H, Larochelle H, Beygelzimer A, d'Alché-Buc F, Fox E, Garnett R, editors. Advances in Neural Information Processing Systems 32. Curran Associates, Inc.; 2019. pages 8024–8035.
  • [10] Abadi M, Agarwal A, Barham P, Brevdo E, Chen Z, Citro C, et al. TensorFlow: Large-scale machine learning on heterogeneous systems, 2015. URL https://www.tensorflow.org/. Software available from tensorflow.org.
  • [11] Markidis S. The old and the new: Can physics-informed deep-learning replace traditional linear solvers? Frontiers in big Data, 2021; 4: 669097.
  • [12] Cai S, Wang Z, Wang S, Perdikaris P, Karniadakis G. Physics-informed neural networks (pinns) for heat transfer problems. Journal of Heat Transfer, 2021; 143. doi: 10.1115/1.4050542.
  • [13] Baydin A, Pearlmutter B, Radul A, Siskind J. Automatic differentiation in machine learning: A survey. Journal of Machine Learning Research, 2018; 18: 1–43.
  • [14] Kingma D, Ba J. Adam: A method for stochastic optimization. International Conference on Learning Representations, 2014.
  • [15] Zhang D, Lu L, Guo L, Karniadakis G. Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems. Journal of Computational Physics, 2019; 397. doi: 10.1016/j.jcp.2019.07.048.
  • [16] Pang G, Lu L, Karniadakis G. fpinns: Fractional physics-informed neural networks. SIAM Journal on Scientific Computing, 2019; 41: A2603–A2626. doi: 10.1137/18M1229845.
  • [17] Jagtap A, Kharazmi E, Karniadakis G. Conservative physics-informed neural networks on discrete domains for conservation laws: Applications to forward and inverse problems. Computer Methods in Applied Mechanics and Engineering, 2020; 365: 113028. doi: 10.1016/j.cma.2020.113028.
  • [18] Meng X, Li Z, Zhang D, Karniadakis G. Ppinn: Parareal physics-informed neural network for time-dependent pdes. Computer Methods in Applied Mechanics and Engineering, 2020; 370: 113250. doi: 10.1016/j.cma.2020.113250.
  • [19] Jagtap A, Karniadakis G. Extended physics-informed neural networks (xpinns): A generalized space-time domain decomposition based deep learning framework for nonlinear partial differential equations. Communications in Computational Physics, 2020; 28: 2002–2041. doi: 10.4208/cicp.OA2020-0164.
  • [20] Pang G, D’Elia M, Parks M, Karniadakis G. npinns: Nonlocal physics-informed neural networks for a parametrized nonlocal universal laplacian operator. algorithms and applications. Journal of Computational Physics, 2020; 422: 109760. doi: 10.1016/j.jcp.2020.109760.
  • [21] Kharazmi E, Zhang Z, Karniadakis GE. hp-vpinns: Variational physics-informed neural networks with domain decomposition. Computer Methods in Applied Mechanics and Engineering, 2021; 374.
  • [22] Shukla K, Jagtap AD, Karniadakis GE. Parallel physics-informed neural networks via domain decomposition. Journal of Computational Physics, 2021; 447: 110683.
  • [23] Yang L, Meng X, Karniadakis GE. B-pinns: Bayesian physics-informed neural networks for forward and inverse pde problems with noisy data. Journal of Computational Physics, 2021; 425: 109913.
  • [24] Lu L, Jin P, Pang G, Zang H, Karniadakis G. Learning nonlinear operators via deeponet based on the universal approximation theorem of operators. Nature Machine Intelligence, 2021; 3: 218–229. doi: 10.1038/s42256-021-00302-5.
  • [25] Raissi M, Karniadakis GE. Hidden physics models: Machine learning of nonlinear partial differential equations. Journal of Computational Physics, 2018; 357: 125–141.
  • [26] Basdevant C, Deville M, Haldenwang P, Lacroix J, Ouazzani J, Peyret R, et al. Spectral and finite difference solutions of the burgers equation. Computational Fluid Dynamics. 1986; pages 23–41.
  • [27] Ushey K, Allaire J, Tang Y. reticulate: Interface to ’Python’, 2022. URL https://rstudio.github.io/reticulate/, https://github.com/rstudio/reticulate.
  • [28] Wickham H, Chang W. Ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics, 2016. URL URLhttps://CRAN.R-project.org/package=ggplot2.
  • [29] Falbel D, Luraschi J. torch: Tensors and Neural Networks with ’GPU’ Acceleration, 2022. URL https://torch.mlverse.org/docs,https://github.com/mlverse/torch.
  • [30] Liu DC, Nocedal J. On the limited memory bfgs method for large scale optimization. Mathematical Programming, 1989; 45: 503–528.
  • [31] Ruder S. An overview of gradient descent optimization algorithms. arXiv preprint arXiv:1609.04747. 2016.
  • [32] Agraz, M. Evaluating single multiplicative neuron models in physics-informed neural networks for differential equations. Scientific Reports, 2024, 14(1), 19073.
Year 2024, Volume: 25 Issue: 4, 530 - 541, 27.12.2024
https://doi.org/10.18038/estubtda.1470050

Abstract

References

  • [1] Lagaris I, Likas A, Fotiadis D. Artificial neural networks for solving ordinary and partial differential equations. IEEE Transactions on Neural Networks, 1998; 9(5): 987–1000. doi: 10.1109/72.712178.
  • [2] Cheng T, Lewis FL, Abu-Khalaf M. A neural network solution for fixed-final time optimal control of nonlinear systems. Automatica, 2007; 43(3): 482–490. doi: https://doi.org/10.1016/j.automatica.2006.09.021. URL https://www.sciencedirect.com/science/article/pii/S0005109806004250.
  • [3] Raissi M, Perdikaris P, Karniadaksi GM. Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations. Journal of Computational Physics, 2019; pages 686–707.
  • [4] Raissi M, Perdikaris P, Karniadaksi GM. Physics informed deep learning (part i): Data-driven solutions of nonlinear partial differential equations. arXiv preprint. arXiv:1711.10561. 2017a.
  • [5] Raissi M, Perdikaris P, Karniadaksi GM. Physics informed deep learning (part ii): Data-driven discovery of nonlinear partial differential equations. arXiv preprint. preprint arXiv:1711.10566. 2017b.
  • [6] Soetaert K, Petzoldt T, Setzer RW. Solving differential equations in R: Package deSolve. Journal of Statistical Software, 2010; 33(9): 1–25. doi: 10.18637/jss.v033.i09.
  • [7] Soetaert K, Meysman F. R-package reactran : Reactive transport modelling in r. 2010.
  • [8] Soetaert K. rootSolve: Nonlinear root finding, equilibrium and steady-state analysis of ordinary differential equations. R package 1.6. 2009.
  • [9] Paszke A, Gross S, Massa F, Lerer A, Bradbury J, Chanan G, et al. Pytorch: An imperative style, high-performance deep learning library. In: Wallach H, Larochelle H, Beygelzimer A, d'Alché-Buc F, Fox E, Garnett R, editors. Advances in Neural Information Processing Systems 32. Curran Associates, Inc.; 2019. pages 8024–8035.
  • [10] Abadi M, Agarwal A, Barham P, Brevdo E, Chen Z, Citro C, et al. TensorFlow: Large-scale machine learning on heterogeneous systems, 2015. URL https://www.tensorflow.org/. Software available from tensorflow.org.
  • [11] Markidis S. The old and the new: Can physics-informed deep-learning replace traditional linear solvers? Frontiers in big Data, 2021; 4: 669097.
  • [12] Cai S, Wang Z, Wang S, Perdikaris P, Karniadakis G. Physics-informed neural networks (pinns) for heat transfer problems. Journal of Heat Transfer, 2021; 143. doi: 10.1115/1.4050542.
  • [13] Baydin A, Pearlmutter B, Radul A, Siskind J. Automatic differentiation in machine learning: A survey. Journal of Machine Learning Research, 2018; 18: 1–43.
  • [14] Kingma D, Ba J. Adam: A method for stochastic optimization. International Conference on Learning Representations, 2014.
  • [15] Zhang D, Lu L, Guo L, Karniadakis G. Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems. Journal of Computational Physics, 2019; 397. doi: 10.1016/j.jcp.2019.07.048.
  • [16] Pang G, Lu L, Karniadakis G. fpinns: Fractional physics-informed neural networks. SIAM Journal on Scientific Computing, 2019; 41: A2603–A2626. doi: 10.1137/18M1229845.
  • [17] Jagtap A, Kharazmi E, Karniadakis G. Conservative physics-informed neural networks on discrete domains for conservation laws: Applications to forward and inverse problems. Computer Methods in Applied Mechanics and Engineering, 2020; 365: 113028. doi: 10.1016/j.cma.2020.113028.
  • [18] Meng X, Li Z, Zhang D, Karniadakis G. Ppinn: Parareal physics-informed neural network for time-dependent pdes. Computer Methods in Applied Mechanics and Engineering, 2020; 370: 113250. doi: 10.1016/j.cma.2020.113250.
  • [19] Jagtap A, Karniadakis G. Extended physics-informed neural networks (xpinns): A generalized space-time domain decomposition based deep learning framework for nonlinear partial differential equations. Communications in Computational Physics, 2020; 28: 2002–2041. doi: 10.4208/cicp.OA2020-0164.
  • [20] Pang G, D’Elia M, Parks M, Karniadakis G. npinns: Nonlocal physics-informed neural networks for a parametrized nonlocal universal laplacian operator. algorithms and applications. Journal of Computational Physics, 2020; 422: 109760. doi: 10.1016/j.jcp.2020.109760.
  • [21] Kharazmi E, Zhang Z, Karniadakis GE. hp-vpinns: Variational physics-informed neural networks with domain decomposition. Computer Methods in Applied Mechanics and Engineering, 2021; 374.
  • [22] Shukla K, Jagtap AD, Karniadakis GE. Parallel physics-informed neural networks via domain decomposition. Journal of Computational Physics, 2021; 447: 110683.
  • [23] Yang L, Meng X, Karniadakis GE. B-pinns: Bayesian physics-informed neural networks for forward and inverse pde problems with noisy data. Journal of Computational Physics, 2021; 425: 109913.
  • [24] Lu L, Jin P, Pang G, Zang H, Karniadakis G. Learning nonlinear operators via deeponet based on the universal approximation theorem of operators. Nature Machine Intelligence, 2021; 3: 218–229. doi: 10.1038/s42256-021-00302-5.
  • [25] Raissi M, Karniadakis GE. Hidden physics models: Machine learning of nonlinear partial differential equations. Journal of Computational Physics, 2018; 357: 125–141.
  • [26] Basdevant C, Deville M, Haldenwang P, Lacroix J, Ouazzani J, Peyret R, et al. Spectral and finite difference solutions of the burgers equation. Computational Fluid Dynamics. 1986; pages 23–41.
  • [27] Ushey K, Allaire J, Tang Y. reticulate: Interface to ’Python’, 2022. URL https://rstudio.github.io/reticulate/, https://github.com/rstudio/reticulate.
  • [28] Wickham H, Chang W. Ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics, 2016. URL URLhttps://CRAN.R-project.org/package=ggplot2.
  • [29] Falbel D, Luraschi J. torch: Tensors and Neural Networks with ’GPU’ Acceleration, 2022. URL https://torch.mlverse.org/docs,https://github.com/mlverse/torch.
  • [30] Liu DC, Nocedal J. On the limited memory bfgs method for large scale optimization. Mathematical Programming, 1989; 45: 503–528.
  • [31] Ruder S. An overview of gradient descent optimization algorithms. arXiv preprint arXiv:1609.04747. 2016.
  • [32] Agraz, M. Evaluating single multiplicative neuron models in physics-informed neural networks for differential equations. Scientific Reports, 2024, 14(1), 19073.
There are 32 citations in total.

Details

Primary Language English
Subjects Applied Mathematics (Other)
Journal Section Articles
Authors

Melih Agraz 0000-0002-6597-7627

Publication Date December 27, 2024
Submission Date April 17, 2024
Acceptance Date November 25, 2024
Published in Issue Year 2024 Volume: 25 Issue: 4

Cite

AMA Agraz M. ADVANCED APPLICATIONS OF PHYSICS-INFORMED NEURAL NETWORKS (PINNS) IN R FOR SOLVING DIFFERENTIAL EQUATIONS. Estuscience - Se. December 2024;25(4):530-541. doi:10.18038/estubtda.1470050