Error estimation for physics-informed neural networks with implicit Runge-Kutta methods

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Autori principali: Stiasny, Jochen, Chatzivasileiadis, Spyros
Natura: Preprint
Pubblicazione: 2024
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author Stiasny, Jochen
Chatzivasileiadis, Spyros
author_facet Stiasny, Jochen
Chatzivasileiadis, Spyros
contents The ability to accurately approximate trajectories of dynamical systems enables their analysis, prediction, and control. Neural network (NN)-based approximations have attracted significant interest due to fast evaluation with good accuracy over long integration time steps. In contrast to established numerical approximation schemes such as Runge-Kutta methods, the estimation of the error of the NN-based approximations proves to be difficult. In this work, we propose to use the NN's predictions in a high-order implicit Runge-Kutta (IRK) method. The residuals in the implicit system of equations can be related to the NN's prediction error, hence, we can provide an error estimate at several points along a trajectory. We find that this error estimate highly correlates with the NN's prediction error and that increasing the order of the IRK method improves this estimate. We demonstrate this estimation methodology for Physics-Informed Neural Network (PINNs) on the logistic equation as an illustrative example and then apply it to a four-state electric generator model that is regularly used in power system modelling.
format Preprint
id arxiv_https___arxiv_org_abs_2401_05211
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Error estimation for physics-informed neural networks with implicit Runge-Kutta methods
Stiasny, Jochen
Chatzivasileiadis, Spyros
Computational Physics
Machine Learning
Systems and Control
Dynamical Systems
The ability to accurately approximate trajectories of dynamical systems enables their analysis, prediction, and control. Neural network (NN)-based approximations have attracted significant interest due to fast evaluation with good accuracy over long integration time steps. In contrast to established numerical approximation schemes such as Runge-Kutta methods, the estimation of the error of the NN-based approximations proves to be difficult. In this work, we propose to use the NN's predictions in a high-order implicit Runge-Kutta (IRK) method. The residuals in the implicit system of equations can be related to the NN's prediction error, hence, we can provide an error estimate at several points along a trajectory. We find that this error estimate highly correlates with the NN's prediction error and that increasing the order of the IRK method improves this estimate. We demonstrate this estimation methodology for Physics-Informed Neural Network (PINNs) on the logistic equation as an illustrative example and then apply it to a four-state electric generator model that is regularly used in power system modelling.
title Error estimation for physics-informed neural networks with implicit Runge-Kutta methods
topic Computational Physics
Machine Learning
Systems and Control
Dynamical Systems
url https://arxiv.org/abs/2401.05211