Neural State-Dependent Delay Differential Equations

Autor: Monsel, Thibault, Semeraro, Onofrio, Mathelin, Lionel, Charpiat, Guillaume
Přispěvatelé: DAtascience, trAnsition, Fluid instability, contrOl, Turbulence (DATAFLOT), Laboratoire Interdisciplinaire des Sciences du Numérique (LISN), Institut National de Recherche en Informatique et en Automatique (Inria)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche en Informatique et en Automatique (Inria)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Mécanique-Energétique (M.-E.), Institut National de Recherche en Informatique et en Automatique (Inria)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche en Informatique et en Automatique (Inria)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS), TAckling the Underspecified (TAU), Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire Interdisciplinaire des Sciences du Numérique (LISN), Institut National de Recherche en Informatique et en Automatique (Inria)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS), ANR-20-CE23-0025,SPEED,Simulation de systèmes d'EDP de la Physique par apprentissage profond(2020)
Jazyk: angličtina
Rok vydání: 2023
Předmět:
FOS: Computer and information sciences
Delay
Neural Networks
Continuous-depth models
Computer Science - Artificial Intelligence
Neural Ordinary Differential Equations
[MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS]
Physical Modelling
Dynamical Systems (math.DS)
Delay Differential Equations
Dynamical Systems
[INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI]
Artificial Intelligence (cs.AI)
[INFO.INFO-LG]Computer Science [cs]/Machine Learning [cs.LG]
Discontinuities
Delay Differential Equations Delay Differential Equations Neural Networks Discontinuities Neural Ordinary Differential Equations NODE Physical Modelling Dynamical Systems Numerical Integration Continuous-depth models Software DDE solver
Differential Equations
[NLIN.NLIN-CD]Nonlinear Sciences [physics]/Chaotic Dynamics [nlin.CD]
FOS: Mathematics
DDE solver
Mathematics - Dynamical Systems
Numerical Integration
NODE
Software
Popis: Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics, engineering, medicine to economics. These systems are impossible to be properly modelled and simulated with standard Ordinary Differential Equations (ODE), or any data-driven approximation including Neural Ordinary Differential Equations (NODE). To circumvent this issue, latent variables are typically introduced to solve the dynamics of the system in a higher dimensional space and obtain the solution as a projection to the original space. However, this solution lacks physical interpretability. In contrast, Delay Differential Equations (DDEs) and their data-driven, approximated counterparts naturally appear as good candidates to characterize such complicated systems. In this work we revisit the recently proposed Neural DDE by introducing Neural State-Dependent DDE (SDDDE), a general and flexible framework featuring multiple and state-dependent delays. The developed framework is auto-differentiable and runs efficiently on multiple backends. We show that our method is competitive and outperforms other continuous-class models on a wide variety of delayed dynamical systems.
Databáze: OpenAIRE