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Learning and discovering multiple solutions using physics-informed neural networks with random initialization and deep ensemble
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We explore the capability of physics-informed neural networks (PINNs) to discover multiple solutions. Many real-world phenomena governed by nonlinear differential equations (DEs), such as fluid flow, exhibit multiple solutions under the same conditions, yet capturing this solution multiplicity remains a significant challenge. A key difficulty is giving appropriate initial conditions or initial guesses, to which the widely used time-marching schemes and Newton's iteration method are very sensitive in finding solutions for complex computational problems. While machine learning models, particularly PINNs, have shown promise in solving DEs, their ability to capture multiple solutions remains underexplored. In this work, we propose a simple and practical approach using PINNs to learn and discover multiple solutions. We first reveal that PINNs, when combined with random initialization and deep ensemble method -- originally developed for uncertainty quantification -- can effectively uncover multiple solutions to nonlinear ordinary and partial differential equations (ODEs/PDEs). Our approach highlights the critical role of initialization in shaping solution diversity, addressing an often-overlooked aspect of machine learning for scientific computing. Furthermore, we propose utilizing PINN-generated solutions as initial conditions or initial guesses for conventional numerical solvers to enhance accuracy and efficiency in capturing multiple solutions. Extensive numerical experiments, including the Allen-Cahn equation and cavity flow, where our approach successfully identifies both stable and unstable solutions, validate the effectiveness of our method. These findings establish a general and efficient framework for addressing solution multiplicity in nonlinear differential equations.
Forward citations
Cited by 3 Pith papers
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Repulsive Ensembles for Bayesian Inference in Physics-informed Neural Networks
Repulsive ensembles of physics-informed neural networks with repulsion in the joint space of function values and equation parameters give uncertainty estimates closer to the Bayesian posterior than standard ensembles.
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Disentangling Aleatoric and Epistemic Uncertainty in Physics-Informed Neural Networks. Application to Insulation Material Degradation Prognostics
A heteroscedastic Bayesian PINN estimates transformer oil temperature and insulation ageing with separate epistemic and aleatoric uncertainty, and is benchmarked against dropout and homoscedastic B-PINN variants.
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Enhanced accuracy through ensembling of randomly initialized auto-regressive models for time-dependent PDEs
Deep ensembles of randomly initialized autoregressive models reduce long-horizon prediction error compared to any single model across three PDE-driven dynamical systems.
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