A Constant Velocity Latent Dynamics Approach for Accelerating Simulation of Stiff Nonlinear Systems

Solving stiff ordinary differential equations (StODEs) requires sophisticated numerical solvers, which are often computationally expensive. In particular, StODE's often cannot be solved with traditional explicit time integration schemes and one must resort to costly implicit methods to compute solutions. On the other hand, state-of-the-art machine learning (ML) based methods such as Neural ODE (NODE) poorly handle the timescale separation of various elements of the solutions to StODEs and require expensive implicit solvers for integration at inference time. In this work, we embark on a different path which involves learning a latent dynamics for StODEs, in which one completely avoids numerical integration. To that end, we consider a constant velocity latent dynamical system whose solution is a sequence of straight lines. Given the initial condition and parameters of the ODE, the encoder networks learn the slope (i.e the constant velocity) and the initial condition for the latent dynamics. In other words, the solution of the original dynamics is encoded into a sequence of straight lines which can be decoded back to retrieve the actual solution as and when required. Another key idea in our approach is a nonlinear transformation of time, which allows for the "stretching/squeezing" of time in the latent space, thereby allowing for varying levels of attention to different temporal regions in the solution. Additionally, we provide a simple universal-approximation-type proof showing that our approach can approximate the solution of stiff nonlinear system on a compact set to any degree of accuracy, {\epsilon}. We show that the dimension of the latent dynamical system in our approach is independent of {\epsilon}. Numerical investigation on prototype StODEs suggest that our method outperforms state-of-the art machine learning approaches for handling StODEs.

A model-constrained Discontinuous Galerkin Network (DGNet) for Compressible Euler Equations with Out-of-Distribution Generalization

Real-time accurate solutions of large-scale complex dynamical systems are critically needed for control, optimization, uncertainty quantification, and decision-making in practical engineering and science applications, particularly in digital twin contexts. In this work, we develop a model-constrained discontinuous Galerkin Network (DGNet) approach, an extension to our previous work [Model-constrained Tagent Slope Learning Approach for Dynamical Systems], for compressible Euler equations with out-of-distribution generalization. The core of DGNet is the synergy of several key strategies: (i) leveraging time integration schemes to capture temporal correlation and taking advantage of neural network speed for computation time reduction; (ii) employing a model-constrained approach to ensure the learned tangent slope satisfies governing equations; (iii) utilizing a GNN-inspired architecture where edges represent Riemann solver surrogate models and nodes represent volume integration correction surrogate models, enabling capturing discontinuity capacity, aliasing error reduction, and mesh discretization generalizability; (iv) implementing the input normalization technique that allows surrogate models to generalize across different initial conditions, boundary conditions, and solution orders; and (v) incorporating a data randomization technique that not only implicitly promotes agreement between surrogate models and true numerical models up to second-order derivatives, ensuring long-term stability and prediction capacity, but also serves as a data generation engine during training, leading to enhanced generalization on unseen data. To validate the effectiveness, stability, and generalizability of our novel DGNet approach, we present comprehensive numerical results for 1D and 2D compressible Euler equation problems.