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Scientific Machine Learning for Forward and Inverse Problems: Physics-Informed Neural Networks and Machine Learning Algorithms with Applications to Dynamical Systems
KTH, Skolan för elektroteknik och datavetenskap (EECS), Datavetenskap, Beräkningsvetenskap och beräkningsteknik (CST).ORCID-id: 0000-0003-4132-3175
2025 (engelsk)Doktoravhandling, med artikler (Annet vitenskapelig)
Abstract [en]

Scientific Machine Learning (SciML) is a promising field that combines data-driven models with physical laws and principles. A novel example is the application of Artificial Neural Networks (ANNs) to solve Ordinary Differential Equations (ODEs) and Partial Differential Equations (PDEs). One of the most recent approaches in this area is Physics-Informed Neural Networks (PINNs), which encode the governing physical equations directly into the neural network architecture. PINNs can solve both forward and inverse problems, learning the solution to differential equations and inferring unknown parameters or even functional forms. Therefore, they are particularly effective when partially known equations or incomplete models describe real-world systems. 

Differential equations enable a mathematical formulation for various fundamental physical laws. ODEs and PDEs are used to model the behavior of complex and dynamical systems in many fields of science. However, many real-world problems are either too complex to solve exactly or involve equations that are not fully known. In these cases, we rely on numerical methods to approximate solutions. While these methods can be very accurate, they often are computationally expensive, especially for large, nonlinear, or high-dimensional problems. Therefore, exploring alternative approaches like SciML to find more efficient and scalable solutions is fundamental.

This thesis presents a series of applications of SciML methods in identifying and solving real-world systems. First, we demonstrate using PINNs combined with symbolic regression to recover governing equations from sparse observational data, focusing on cellulose degradation within power transformers. PINNs are then applied to solve forward problems, specifically the 1D and 2D heat diffusion equations, which model thermal distribution in transformers. Moreover, we also develop an approach for optimal sensor placement using PINNs that improves data collection efficiency. A third case study examines how dimensionality reduction techniques, such as Principal Component Analysis (PCA), can be applied to explain and visualize high-dimensional data, where each observation comprises a large number of variables that describe physical systems. Using datasets on Cellulose Nanofibrils (CNFs) of various materials and concentrations, Machine Learning (ML) techniques are employed to characterize and interpret the system behavior. 

The second part of this thesis focuses on improving the scalability and robustness of PINNs. We propose a pretraining strategy that optimizes the initial weights, reducing stochasticity variability to address training instability and high computational costs in higher-dimensional problems arising from solving multi-dimensional or parametric PDEs. Moreover, we introduce an extension of PINNs, referred to as $PINN, which includes Bayesian probability within a domain decomposition framework. This formulation enhances performance, particularly in handling noisy data and multi-scale problems.

Abstract [sv]

Scientific Machine Learning (SciML) är ett lovande område som kombinerar datadrivna modeller med fysiska lagar och principer. Ett nytt exempel är tillämpningen av artificiella neurala nätverk (ANN) för att lösa ordinära differentialekvationer (ODE) och partiella differentialekvationer (PDE). Ett av de senaste tillvägagångssätten inom detta område är PINN (Physics-Informed Neural Networks), som kodar de styrande fysikaliska ekvationerna direkt i neuronnätets arkitektur. PINN kan lösa både framåtriktade och inversa problem, lära sig lösningen på differentialekvationer och härleda okända parametrar eller till och med funktions former. Därför är de särskilt effektiva när delvis kända ekvationer eller ofullständiga modeller beskriver verkliga system.

Differentialekvationer möjliggör en matematisk formulering av grundläggande fysiska lagar. ODE:er och PDE:er används för att modellera beteendet hos komplexa och dynamiska system inom många vetenskapliga områden. I verkligheten är många problem antingen för komplexa för att kunna lösas exakt eller innehåller ekvationer som inte är helt kända. I dessa fall förlitar vi oss på numeriska metoder för att approximera lösningar. Trots att dessa metoder kan vara mycket exakta är de ofta beräkningsmässigt dyra, särskilt för stora, olinjära eller mångdimensionella problem. Det är därför viktigt att utforska alternativa metoder som SciML för att hitta effektivare och mer skalbara lösningar.

I denna avhandling presenteras en serie tillämpningar av SciML-metoder för att identifiera och lösa verkliga system. Först demonstrerar vi hur PINN kombinerat med symbolisk regression kan användas för att återskapa styrande ekvationer från gles observationsdata, med fokus på cellulosanedbrytning i krafttransformatorer. PINNs används sedan för att lösa framåtriktade problem, särskilt 1D- och 2D-värmediffusionsekvationerna, som modellerar termisk distribution i transformatorer. Dessutom utvecklar vi ett tillvägagångssätt för optimal sensorplacering med hjälp av PINN som förbättrar datainsamlingseffektiviteten. I ett tredje användnings område undersöks hur tekniker för dimensionsreduktion, såsom Principal Component Analysis (PCA), kan tillämpas för att förklara och visualisera mångdimensionell data, där varje observation består av ett stort antal variabler som beskriver fysiska system. Med hjälp av dataset om cellulosa nanofibrillärer CNF) av olika material och koncentrationer används maskininlärningstekniker (ML) för att karakterisera och tolka systemets beteende.

Den andra delen av avhandlingen fokuserar på att förbättra skalbarheten och robustheten hos PINN. Vi föreslår en strategi för förträning som optimerar de initiala vikterna, vilket minskar stokasticitetsvariabiliteten för att hantera träningsinstabilitet och höga beräkningskostnader i problem med fler dimensioner som uppstår vid lösning av mångdimensionella eller parametriska PDE:er. Dessutom introducerar vi en tillägg för PINN, kallad $PINN, som inkluderar Bayesiansk sannolikhet inom ett ramverk för domänkomposition. Denna formulering förbättrar prestandan, särskilt vid hantering av brusiga data och flerskaliga problem.

sted, utgiver, år, opplag, sider
Stockholm: KTH Royal Institute of Technology, 2025. , s. xii, 124
Serie
TRITA-EECS-AVL ; 2025:44
Emneord [en]
Scientific Machine Learning, Physics-Informed Neural Networks, System Identification, Inverse Problem, Forward Problem
HSV kategori
Forskningsprogram
Datalogi
Identifikatorer
URN: urn:nbn:se:kth:diva-363009ISBN: 978-91-8106-263-2 (tryckt)OAI: oai:DiVA.org:kth-363009DiVA, id: diva2:1955902
Disputas
2025-05-26, https://kth-se.zoom.us/j/66482272586, Kollegiesalen, Brinellvägen 6, Stockholm, 13:00 (engelsk)
Opponent
Veileder
Forskningsfinansiär
Vinnova, 2021-03748
Merknad

QC 20250505

Tilgjengelig fra: 2025-05-05 Laget: 2025-05-02 Sist oppdatert: 2025-05-05bibliografisk kontrollert
Delarbeid
1. Discovering Partially Known Ordinary Differential Equations: a Case Study on the Chemical Kinetics of Cellulose Degradation
Åpne denne publikasjonen i ny fane eller vindu >>Discovering Partially Known Ordinary Differential Equations: a Case Study on the Chemical Kinetics of Cellulose Degradation
Vise andre…
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

The degree of polymerization (DP) is one of the methods for estimating the aging of polymer-based insulation systems, such as cellulose insulation in power components. The main degradation mechanisms in polymers are hydrolysis, pyrolysis, and oxidation. These mechanisms combined cause a reduction of the DP. However, the data availability for these types of problems is usually scarce. This study analyzes insulation aging using cellulose degradation data from power transformers. The aging problem for the cellulose immersed in mineral oil inside power transformers is modeled with ordinary differential equations (ODEs). We recover the governing equations of the degradation system using Physics-Informed Neural Networks (PINNs) and symbolic regression. We apply PINNs to discover the Arrhenius equation's unknown parameters in the Ekenstam ODE describing cellulose contamination content and the material aging process related to temperature for synthetic data and real DP values. A modification of the Ekenstam ODE is given by Emsley's system of ODEs, where the rate constant expressed by the Arrhenius equation decreases in time with the new formulation. We use PINNs and symbolic regression to recover the functional form of one of the ODEs of the system and to identify an unknown parameter.

HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-362870 (URN)
Forskningsfinansiär
Vinnova, 2021-03748Vinnova, 2023-00241
Merknad

QC 20250430

Tilgjengelig fra: 2025-04-28 Laget: 2025-04-28 Sist oppdatert: 2025-05-02bibliografisk kontrollert
2. Physics-informed neural networks for modelling power transformer’s dynamic thermal behaviour
Åpne denne publikasjonen i ny fane eller vindu >>Physics-informed neural networks for modelling power transformer’s dynamic thermal behaviour
Vise andre…
2022 (engelsk)Inngår i: Electric power systems research, ISSN 0378-7796, E-ISSN 1873-2046, Vol. 211, s. 108447-108447, artikkel-id 108447Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

This paper focuses on the thermal modelling of power transformers using physics-informed neural networks (PINNs). PINNs are neural networks trained to consider the physical laws provided by the general nonlinear partial differential equations (PDEs). The PDE considered for the study of power transformer’s thermal behaviour is the heat diffusion equation provided with boundary conditions given by the ambient temperature at the bottom and the top-oil temperature at the top. The model is one dimensional along the transformer height. The top-oil temperature and the transformer’s temperature distribution are estimated using field measurements of ambient temperature, top-oil temperature and the load factor. The measurements from a real transformer provide more realistic solution, but also an additional challenge. The Finite Volume Method (FVM) is used to calculate the solution of the equation and further to benchmark the predictions obtained by PINNs. The results obtained by PINNs for estimating the top-oil temperature and the transformer’s thermal distribution show high accuracy and almost exactly mimic FVM solution.

sted, utgiver, år, opplag, sider
Elsevier, 2022
Emneord
PINNs, Power transformers, Thermal modelling
HSV kategori
Forskningsprogram
Elektro- och systemteknik
Identifikatorer
urn:nbn:se:kth:diva-315639 (URN)10.1016/j.epsr.2022.108447 (DOI)000836904300022 ()2-s2.0-85134327084 (Scopus ID)
Forskningsfinansiär
Vinnova, 2021-03748SweGRIDS - Swedish Centre for Smart Grids and Energy Storage, CPC19
Merknad

QC 20220912

Tilgjengelig fra: 2022-07-14 Laget: 2022-07-14 Sist oppdatert: 2025-05-02bibliografisk kontrollert
3. Physics-Informed Neural Networks for prediction of transformer's temperature distribution
Åpne denne publikasjonen i ny fane eller vindu >>Physics-Informed Neural Networks for prediction of transformer's temperature distribution
Vise andre…
2022 (engelsk)Inngår i: 2022 21ST IEEE INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND APPLICATIONS, ICMLA / [ed] Wani, MA Kantardzic, M Palade, V Neagu, D Yang, L Chan, KY, Institute of Electrical and Electronics Engineers (IEEE) , 2022, s. 1579-1586Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

Physics-Informed Neural Networks (PINNs) are a novel approach to the integration of physical models into Neural Networks when solving supervised learning problems. PINNs have shown potential in mapping spatio-temporal input and the solution of a partial differential equation (PDE). However, despite their advantages for many applications, they often fail to train when target PDEs contain high frequencies or multiscale features. Thermal modelling of power transformers is fundamental for improving their efficiency and extending their lifetime. In this work, we investigate the performance of different PINN architectures applied to a 1D heat diffusion equation with a specific heat source representing the heat distribution inside a transformer. Measurements, which include the top-oil temperature, the ambient temperature and the load factor are taken from a transformer in service. We demonstrate the limitations of PINNs, propose possible remedies, and provide an overall assessment of the potential of using PINNs for transformer thermal modelling.

sted, utgiver, år, opplag, sider
Institute of Electrical and Electronics Engineers (IEEE), 2022
Emneord
PINN, thermal modelling, power transformer
HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-328419 (URN)10.1109/ICMLA55696.2022.00215 (DOI)000980994900236 ()2-s2.0-85152214174 (Scopus ID)
Konferanse
21st IEEE International Conference on Machine Learning and Applications (IEEE ICMLA), DEC 12-14, 2022, Nassau, BAHAMAS
Merknad

QC 20230613

Tilgjengelig fra: 2023-06-13 Laget: 2023-06-13 Sist oppdatert: 2025-05-02bibliografisk kontrollert
4. Optimal Sensor Placement in Power Transformers Using Physics-Informed Neural Networks
Åpne denne publikasjonen i ny fane eller vindu >>Optimal Sensor Placement in Power Transformers Using Physics-Informed Neural Networks
Vise andre…
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

Our work aims at simulating and predicting the temperature conditions inside a power transformer using Physics-Informed Neural Networks (PINNs). The predictions obtained are then used to determine the optimal placement for temperature sensors inside the transformer under the constraint of a limited number of sensors, enabling efficient performance monitoring. The method consists of combining PINNs with Mixed Integer Optimization Programming to obtain the optimal temperature reconstruction inside the transformer. First, we extend our PINN model for the thermal modeling of power transformers to solve the heat diffusion equation from 1D to 2D space. Finally, we construct an optimal sensor placement model inside the transformer that can be applied to problems in 1D and 2D.

Emneord
physics-informed neural networks, optimal sensor placement, power components, convex optimization, thermal modelling
HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-362871 (URN)
Forskningsfinansiär
Vinnova, 2021-03748Vinnova, 2023-00241
Merknad

QC 20250430

Tilgjengelig fra: 2025-04-28 Laget: 2025-04-28 Sist oppdatert: 2025-05-02bibliografisk kontrollert
5. Data-Driven vs Traditional Approaches to Power Transformer’s Top-Oil Temperature Estimation
Åpne denne publikasjonen i ny fane eller vindu >>Data-Driven vs Traditional Approaches to Power Transformer’s Top-Oil Temperature Estimation
Vise andre…
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

Power transformers are subjected to electrical currents and temperature fluctuations that, if not properly controlled, can lead to major deterioration of their insulation system. Therefore, monitoring the temperature of a power transformer is fundamental to ensure a long-term operational life. Models presented in the IEC 60076-7 and IEEE standards, for example, monitor the temperature by calculating the top-oil and the hot-spot temperatures. However, these models are not very accurate and rely on the power transformers' properties. This paper focuses on finding an alternative method to predict the top-oil temperatures given previous measurements. Given the large quantities of data available, machine learning methods for time series forecasting are analyzed and compared to the real measurements and the corresponding prediction of the IEC standard. The methods tested are Artificial Neural Networks (ANNs), Time-series Dense Encoder (TiDE), and Temporal Convolutional Networks (TCN) using different combinations of historical measurements. Each of these methods outperformed the IEC 60076-7 model and they are extended to estimate the temperature rise over ambient. To enhance prediction reliability, we explore the application of quantile regression to construct prediction intervals for the expected top-oil temperature ranges. The best-performing model successfully estimates conditional quantiles that provide sufficient coverage.

Emneord
power transformers, heat distribution, time-series predictions, neural networks
HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-362873 (URN)
Forskningsfinansiär
Vinnova, 2023-00241Vinnova, 2021-03748
Merknad

QC 20250430

Tilgjengelig fra: 2025-04-28 Laget: 2025-04-28 Sist oppdatert: 2025-05-02bibliografisk kontrollert
6. Time Series Predictions Based on PCA and LSTM Networks: A Framework for Predicting Brownian Rotary Diffusion of Cellulose Nanofibrils
Åpne denne publikasjonen i ny fane eller vindu >>Time Series Predictions Based on PCA and LSTM Networks: A Framework for Predicting Brownian Rotary Diffusion of Cellulose Nanofibrils
Vise andre…
2024 (engelsk)Inngår i: Computational Science – ICCS 2024 - 24th International Conference, 2024, Proceedings, Springer Nature , 2024, s. 209-223Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

As the quest for more sustainable and environmentally friendly materials has increased in the last decades, cellulose nanofibrils (CNFs), abundant in nature, have proven their capabilities as building blocks to create strong and stiff filaments. Experiments have been conducted to characterize CNFs with a rheo-optical flow-stop technique to study the Brownian dynamics through the CNFs’ birefringence decay after stop. This paper aims to predict the initial relaxation of birefringence using Principal Component Analysis (PCA) and Long Short-Term Memory (LSTM) networks. By reducing the dimensionality of the data frame features, we can plot the principal components (PCs) that retain most of the information and treat them as time series. We employ LSTM by training with the data before the flow stops and predicting the behavior afterward. Consequently, we reconstruct the data frames from the obtained predictions and compare them to the original data.

sted, utgiver, år, opplag, sider
Springer Nature, 2024
Emneord
Cellulose Nanofibrils, Long Short-Term Memory, Principal Component Analysis, Time Series
HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-351761 (URN)10.1007/978-3-031-63749-0_15 (DOI)001279316700015 ()2-s2.0-85199666172 (Scopus ID)
Konferanse
24th International Conference on Computational Science, ICCS 2024, Malaga, Spain, Jul 2 2024 - Jul 4 2024
Merknad

Part of ISBN 9783031637483

QC 20240813

Tilgjengelig fra: 2024-08-13 Laget: 2024-08-13 Sist oppdatert: 2025-05-02bibliografisk kontrollert
7. Automatic learning analysis of flow-induced birefringence in cellulose nanofibrils
Åpne denne publikasjonen i ny fane eller vindu >>Automatic learning analysis of flow-induced birefringence in cellulose nanofibrils
Vise andre…
2025 (engelsk)Inngår i: Journal of Computational Science, ISSN 1877-7503, E-ISSN 1877-7511, Vol. 85, artikkel-id 102536Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

Cellulose Nanofibrils (CNFs), highly present in nature, can be used as building blocks for future sustainable materials, including strong and stiff filaments. A rheo-optical flow-stop technique is used to conduct experiments to characterize the CNFs by studying Brownian dynamics through the CNFs' birefringence decay after stop. As the experiments produce large quantities of data, we reduce their dimensionality using Principal Component Analysis (PCA) and exploit the possibility of visualizing the reduced data in two ways. First, we plot the principal components (PCs) as time series, and by training LSTM networks assigned for each PC time series with the data before the flow stop, we predict the behavior after the flow stop (Bragone et al., 2024). Second, we plot the first PCs against each other to create clusters that give information about the different CNF materials and concentrations. Our approach aims at classifying the CNF materials to varying concentrations by applying unsupervised machine learning algorithms, such as k-means and Gaussian Mixture Models (GMMs). Finally, we analyze the Autocorrelation Function (ACF) and the Partial Autocorrelation Function (PACF) of the first principal component, detecting seasonality in lower concentrations.

sted, utgiver, år, opplag, sider
Elsevier BV, 2025
Emneord
Cellulose nanofibrils, Principal component analysis, Long short-term memory, k-means, Gaussian mixture models
HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-360732 (URN)10.1016/j.jocs.2025.102536 (DOI)001425378400001 ()2-s2.0-85217011665 (Scopus ID)
Merknad

QC 20250303

Tilgjengelig fra: 2025-03-03 Laget: 2025-03-03 Sist oppdatert: 2025-05-02bibliografisk kontrollert
8. MILP initialization for solving parabolic PDEs with PINNs
Åpne denne publikasjonen i ny fane eller vindu >>MILP initialization for solving parabolic PDEs with PINNs
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

Physics-Informed Neural Networks (PINNs) are a powerful deep learning method capable of providing solutions and parameter estimations of physical systems. Given the complexity of their neural network structure, the convergence speed is still limited compared to numerical methods, mainly when used in applications that model realistic systems. The network initialization follows a random distribution of the initial weights, as in the case of traditional neural networks, which could lead to severe model convergence bottlenecks. To overcome this problem, we follow current studies that deal with optimal initial weights in traditional neural networks. In this paper, we use a convex optimization model to improve the initialization of the weights in PINNs and accelerate convergence. We investigate two optimization models as a first training step, defined as pre-training, one involving only the boundaries and one including physics. The optimization is focused on the first layer of the neural network part of the PINN model, while the other weights are randomly initialized. We test the methods using a practical application of the heat diffusion equation to model the temperature distribution of power transformers. The PINN model with boundary pre-training is the fastest converging method at the current stage.

HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-362872 (URN)
Forskningsfinansiär
Vinnova, 2023-00241Vinnova, 2021-03748
Merknad

QC 20250430

Tilgjengelig fra: 2025-04-28 Laget: 2025-04-28 Sist oppdatert: 2025-05-02bibliografisk kontrollert
9. $PINN - a Domain Decomposition Method for Bayesian Physics-Informed Neural Networks
Åpne denne publikasjonen i ny fane eller vindu >>$PINN - a Domain Decomposition Method for Bayesian Physics-Informed Neural Networks
Vise andre…
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

Physics-Informed Neural Networks (PINNs) are a novel computational approach for solving partial differential equations (PDEs) with noisy and sparse initial and boundary data. Although, efficient quantification of epistemic and aleatoric uncertainties in big multi-scale problems remains challenging. We propose $PINN a novel method of computing global uncertainty in PDEs using a Bayesian framework, by combining local Bayesian Physics-Informed Neural Networks (BPINN) with domain decomposition. The solution continuity across subdomains is obtained by imposing the flux continuity across the interface of neighboring subdomains. To demonstrate the effectiveness of $PINN, we conduct a series of computational experiments on PDEs in 1D and 2D spatial domains. Although we have adopted conservative PINNs (cPINNs), the method can be seamlessly extended to other domain decomposition techniques. The results infer that the proposed method recovers the global uncertainty by computing the local uncertainty exactly more efficiently as the uncertainty in each subdomain can be computed concurrently. The robustness of $PINN is verified by adding uncorrelated random noise to the training data up to 15% and testing for different domain sizes.

HSV kategori
Identifikatorer
urn:nbn:se:kth:diva-363003 (URN)
Forskningsfinansiär
Vinnova, 2023-00241Vinnova, 2021-03748
Merknad

QC 20250430

Tilgjengelig fra: 2025-04-30 Laget: 2025-04-30 Sist oppdatert: 2025-05-02bibliografisk kontrollert

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