Physics-Informed Neural Networks with Unknown Partial Differential Equations: An Application in Multivariate Time
Seyedeh Azadeh Fallah Mortezanejad1, Ruochen Wang1, Ali Mohammad-Djafari2,3
1School of Automotive and Traffic Engineering, Jiangsu University, Zhenjiang 212013, China.
This study introduces methods to automatically discover governing equations from data, integrating them into Physics-Informed Neural Networks (PINNs) and Bayesian approaches. This enhances predictive accuracy for complex systems, even with incomplete information.
Area of Science:
- Artificial Intelligence
- Computational Science
- Applied Mathematics
Background:
- Neural Networks (NNs) can integrate domain knowledge via custom loss functions to improve predictions with limited data.
- Physics-Informed Neural Networks (PINNs) use Partial Differential Equations (PDEs) as constraints to guide NNs.
- Bayesian Neural Networks (BNNs) extend this for uncertainty quantification, but require known governing equations.
Purpose of the Study:
- To develop methods for automatically selecting PDEs from historical data when governing equations are unknown.
- To integrate these discovered PDEs into advanced modeling frameworks: PINNs, Bayesian-PINNs (B-PINNs), and Physical-Informed Bayesian Linear Regression (PI-BLR).
- To evaluate the effectiveness of these physics-guided machine learning approaches on a real-world energy management dataset.
Main Methods:
- Automated selection of parametric PDEs from historical Multivariate Time Series (MTS) data.
- Integration of discovered PDEs into PINN, B-PINN, and PI-BLR frameworks.
- Comparative evaluation of model performance in forecasting future states under varying data conditions and constraint scenarios.
Main Results:
- Demonstrated ability to automatically learn governing equations from data.
- Successful integration of learned PDEs into multiple physics-informed modeling approaches.
- Comparative analysis showing the impact of PDE constraints on forecasting accuracy in an energy management context.
Conclusions:
- Physics-guided machine learning frameworks can be enhanced by automatically discovered equations.
- These methods offer a pathway to improve predictions in systems with unknown or partially known dynamics.
- The research bridges data-driven discovery and physics-based modeling for practical applications.
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