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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Generalized Physics-Informed Machine Learning for Numerically Solved Transient Physical Systems</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Rishith Ellath Meethal</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Leela Sai Prabhat Reddy Kondamadugula</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Mohamed Khalil</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Birgit Obst</string-name>
          <email>birgit.obstg@siemens.com</email>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Roland Wu¨ chner</string-name>
          <email>2wuechner@tum.de</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Chair of structural analysis, Technical University of Munich</institution>
          ,
          <addr-line>80333 Munich</addr-line>
          ,
          <country country="DE">Germany</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Siemens AG, T RDA SDT MSO-DE</institution>
          ,
          <addr-line>Otto-Hahn-Ring 6, 81739 Munich</addr-line>
          ,
          <country country="DE">Germany</country>
        </aff>
      </contrib-group>
      <abstract>
        <p>We introduce a generalized physics-informed machine learning workflow to accurately predict the behavior of a transient physical system with enhanced physics conformity. A physics-guided machine learning (PGML) model is developed to achieve this goal. Our model consists of two main parts for a given transient system: (1) a physics-based numerical model which solves the system using conventional numerical methods and returns the stiffness matrix and force vector at each time step; (2) a neural network (NN) based machine learning (ML) surrogate model which predicts the solution of the system using a custom physics-guided loss function constructed from system matrix and force vector. The proposed workflow results in a physics-aware Machine Learning (ML) model. Such a trained model can be used to avoid the prohibitively expensive step of running a transient system simulation at the desired resolutions in space and time. We demonstrate and test the model on single-degree-of-freedom (SDOF) and multiple-degree-of-freedom (MDOF) system's examples from structural dynamics. Our results show that the method predicts the simulation results accurately. The proposed workflow can be directly adapted to any other physics and numerical method as it is not tailored towards a specific physics or a numerical method.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>
        The partial differential equations (PDE) which govern
transient physical systems are solved using numerical methods
such as Finite Element Method (FEM)
        <xref ref-type="bibr" rid="ref14">(Zienkiewicz et al.
2000)</xref>
        and Finite Difference Method (FDM)
        <xref ref-type="bibr" rid="ref1">(Forsythe and
Wasow 1960)</xref>
        . However, it is computationally intensive to
run simulations for these models for long time durations at
desired resolutions in space and time. This cost scales
linearly when the required number of simulations is large. Over
the recent years, a common technique to reduce this cost
has been to use Machine Learning (ML) models as a
surrogate for the solution in engineering and natural science
disciplines
        <xref ref-type="bibr" rid="ref2 ref4 ref7">(Reich and Barai 1999; Kutz 2017; Tarca et al. 2007)</xref>
        .
Nonetheless, there are two major constraints faced by ML
models:
      </p>
      <p>
        These two shortcomings have made researchers explore the
possibilities of integrating knowledge of physical laws into
ML models.
        <xref ref-type="bibr" rid="ref9">(von Rueden et al. 2019)</xref>
        introduces the
umbrella term informed machine learning and surveys different
approaches on the explicit integration of prior knowledge
into machine learning pipelines. He explains that one of the
approaches to achieve informed machine learning is by
incorporating physical laws (in the form of PDEs) as custom
loss terms. More recently, (Willard et al. 2020) provides an
overview of approaches which integrate traditional
physicsbased modeling techniques with ML. The authors
categorize these approaches into five classes; (i) Physics-guided
loss function, (ii) Physics-guided initialization, (iii)
Physicsguided design of architecture, (iv) Residual modeling, (v)
Hybrid physics-ML models. Our proposed model falls
under (i) Physics-guided loss function. ML models based on
physics-guided loss function provide synergistic integration
of prior physics knowledge into ML pipelines resulting in
reduced ”black-box” nature and improved data-efficiency of
the models. We demonstrate our method with the help of
SDOF and a MDOF systems from the Structural dynamics
domain. The transient response of SDOF and MDOF
systems to external excitation is a classical topic in Structural
Dynamics due to its application in many engineering
systems.
      </p>
      <p>
        Related Work
        <xref ref-type="bibr" rid="ref12">(Wu and Jahanshahi 2019)</xref>
        predict the
transient response of SDOF and MDOF systems using
multilevel perceptron and convolutional neural networks (CNN).
Their ML model forecasts displacement in SDOF systems
while taking velocity, acceleration and excitation as inputs.
In another work,
        <xref ref-type="bibr" rid="ref5">(Stinis 2019)</xref>
        elucidate integration
techniques to enforce the constraints from physical system in
      </p>
    </sec>
    <sec id="sec-2">
      <title>Training of the network</title>
    </sec>
    <sec id="sec-3">
      <title>Deployment of the network</title>
      <p>constant parameters
of the numerical</p>
      <p>method
numerical model
matrices K and F</p>
      <p>Input data Z
(system + numerical
method parameters
for the timestep)
Custom loss using</p>
      <p>K, F and x
Network Loss
&lt; Tolerance
YES
Trained Model
variable parameters
at each timestep
neural network
prediction x
NO
Trained Model</p>
      <p>Transient
iterations of the
numerical method</p>
      <p>Input to the</p>
      <p>system
Predict System
Response x
YES</p>
      <p>Time &lt;
End time</p>
      <p>End
previous
predictions
NO
supervised, semi-supervised and reinforcement learning for
predicting flow-map of a dynamic system. Their model
predicted the flow-map of a system iteratively using the present
state. The error correcting terms and extra physics based
constraints resulted in striking improvement during
prediction of the Lorenz System.</p>
      <p>
        Recently,
        <xref ref-type="bibr" rid="ref10 ref13">(Zhang, Liu, and Sun 2020)</xref>
        apply a
multiLSTM neural network which maps the excitation force to
the response of the system. They couple custom model
architecture and loss functions to represent the underlying
physics resulting in a model which outperforms
conventional data driven LSTM models in terms of robustness and
accuracy. Latterly,
        <xref ref-type="bibr" rid="ref10">(Wang and Wu 2020)</xref>
        devise and present
a Knowledge-Enhanced Deep Learning (KEDL) algorithm
which trains a neural network (NN) to predict response of a
system for a specific excitation. The authors used both
inputoutput data and prior knowledge in the form of equations
into the NN’s training loss function.
      </p>
      <p>Our Contribution It is important to note that almost all
of the previous work explicitly define the governing PDE(s)
of the given physical system as the NN’s training loss
function or, constitute a ML model architecture specific to the
given physical system. A major drawback of such approach
is that it is not generalizable. When a new transient system is
provided, one needs to modify the ML model’s training loss
function or its architecture prior to the start of model
training. To overcome this problem, we introduce a generalized
physics-informed machine learning workflow for transient
problems. The proposed approach is highly generalizable,
makes use of physics-guided loss function which results in
physics-conforming and data-efficient ML model. The
proposed method can be used with any numerical method which
results in a matrix form of equation system as in 1 .</p>
      <p>Kxh = F
Where xh is the unknown of the problem and K, F are the
matrices results from the numerical method used,
discretization scheme used and boundary and initial conditions
applied.</p>
      <p>We analyze the predictive ability of our approach on
timeseries data of a linear SDOF and MDOF systems from
structural dynamics.</p>
      <p>2</p>
      <sec id="sec-3-1">
        <title>Methodology</title>
        <p>Consider a transient physical system characterized by a
partial differential equation (PDE) defined on a domain given
by:</p>
        <p>
          L(x) = 0
where xd and g are the Dirichlet and Neumann boundary
conditions given by equations 3 and 4 respectively. The
solution to equation 2 can be computed using various methods
such as FEM and FDM. In this contribution, we restrict the
discussion to Galerkin-based FEM
          <xref ref-type="bibr" rid="ref8">(Thome´e 1984)</xref>
          . A finite
element formulation of Equation 2 on a domain with n nodes
with given boundary conditions will result in the system of
Equations as in 5 for each time step. Here, we assume all the
necessary conditions on the test and trial spaces are fulfilled.
(1)
(2)
(3)
(4)
        </p>
        <p>kn;1
|
k1;2
k2;2
.
.</p>
        <p>.
kn;2</p>
        <p>K{(xzh)
. . .
kn;n</p>
        <p>xn
} | x{hz }</p>
        <p>Fn
| {z }</p>
        <p>F
(5)
where K(xh) is the non-linear stiffness matrix, xh is the
discrete system response, and F is the Force vector. The
elements of the stiffness matrix and force vector depends upon
the time integration, numerical method and space
discretization used.</p>
        <p>Application of FDM or FVM also results in such system
equations represented by matrices. The proposed method
can also be applied with other numerical methods too.
2.1</p>
        <sec id="sec-3-1-1">
          <title>Generalized physics-informed ML workflow</title>
          <p>We propose a generalized physics-informed ML workflow to
devise physics conforming ML models. Our workflow
consists of the following steps (see Figure 1): Input Z to the
system are the physical system parameters and numerical
method specific parameters of the problem. A subset of this
which varies for each timestep are the input to the neural
network.
1. A conventional physics-based FEM model applies some
numerical method to solve the PDE and outputs; response
of the system xh, stiffness matrix K(xh) and force vector
F at discrete intervals of time.
2. The matrices from the physics-based FEM model are used
in the custom loss function of the NN-based ML model.
The ML model is a surrogate for the solution to the
system described in equation 2. It takes last three timestep
response as input and predicts the response at the present
timestep. Last three timestep responses are taken as input
since most of common time-integration schemes uses last
two or three timesteps. The model is trained with the help
of a physics-guided loss-function.
3. Upon completion of training, deploy the trained model to
avoid the computationally expensive step of using
conventional time-integration schemes and forward linear
solvers to run simulations of transient physical systems. In
the following, we tested the accuracy of the trained model
on the untrained region instead of recursive prediction.
2.2</p>
        </sec>
        <sec id="sec-3-1-2">
          <title>Physics-guided loss function</title>
          <p>In conventional training setting, the actual response of the
system (x) is compared with the one predicted by ML
model. This comparison is done using an loss (error)
function and the model tries to minimize the output of the loss
function during training. Mean Squared Error (MSE) is one
of the most common choice. As mentioned in Section 1, this
approach has a major drawback – the resulting model is a
”blackbox”.</p>
          <p>Our approach addresses the latter by making use of a
custom physics-guided loss function in the training process
instead of a conventional MSE loss function. This custom loss
function operates on the stiffness K(xh) and force F
matrices produced by the physics-based FEM model. It is given
by:</p>
          <p>T 0 n 0 n
Loss = X X X
FiA
where T indicates the number of time steps used for
training the model, n represents the number of unknowns which
describe the discrete system response (xh). The loss term
represents the residual R of the equation in numerical
methods. The prediction error gets magnified by K and results in
”NaN” for some physical problems where K is high. This
is avoided by scaling the loss term with Fnorm,the L2 norm
of the force matrices used for the training. It also brings all
the rows of the Pin=1 Pjn=1 Ki;j xj Fi in same scale
and avoid the optimizer in concentrating on one row of the
prediction array. Thus, the final loss function is given by:</p>
          <p>T 0 n 0 n
Loss = X X X
Fnorm
1
A</p>
          <p>Fi
Fnorm
(6)
12
A
(7)
3</p>
        </sec>
      </sec>
      <sec id="sec-3-2">
        <title>Experiments and Results</title>
        <p>This section discusses the results of the proposed method
in predicting the transient simulation results for SDOF and
MDOF systems in structural dynamics. In both the
examples, the model takes last three time-step values as input to
predict the present time-step value. Currently the method is
tested on the untrained data, not for a recursive prediction.
Even though we focus on these two problems, the method
can be directly used with any transient simulation solved
using any numerical methods.
3.1</p>
        <sec id="sec-3-2-1">
          <title>Single-degree-of-freedom system</title>
          <p>A simple vibration system can be represented by a single
mass connected to a spring and a damper. Such systems are
called SDOF system and governed by the second order
differential equation of single variable given by:</p>
          <p>d2x dx
m dt2 + c dt
+ kx = f (t)
(8)
where m is the mass, c the damping constant, k the stiffness
and f (t) the excitation force. The response of the system can
be represented as [x; x_ ; x], where x is the displacement, x_ is
the velocity and x is the acceleration of the system.
m
c
k
f (t)</p>
          <p>10 kg
10 Ns/m
1580 N/m
1000sin(4 t)N</p>
          <p>
            We use a physics-based solver to solve the equation and
compute response of the system for a given excitation force
f (t) with the help of
            <xref ref-type="bibr" rid="ref3">(Newmark 1959)</xref>
            time integration
scheme. The time integration used a time-step of t = 0:01
and beta of = 0:3. A timestep of size 0:01 is used. Table
1 list down the system parameters used for carrying out the
experiments. There are three unknowns which characterize
the system described in Equation 8 – displacement x,
velocity x_ and acceleration x. The response of the system for the
first 10 seconds is given in Figure 2a and the response in a
shorter time window is shown in Figure 2b.
          </p>
          <p>10000
litroeen 75500000
a
c
c
,A 2500
y
iltcoe 0
V
tn 2500
,
e
em 5000
c
a
l
ispD 7500</p>
          <p>We devise a physics-guided ML model (PGML) based on
neural network and uses a custom physics-guided loss
function during training. The model’s architecture is composed
of a simple Long-short-term-memory (LSTM) network with
60 hidden units. We train this model on the system response
of first 500 time-steps and the model is tested on the next 500
time-steps. The proposed neural network model takes
system response from the previous three time-steps as input and
predicts the response at the subsequent time-step. Adamax
optimizer with a learning rate of 1e 4 is used for the
training. A dropout value of 0:2 , 1 = 0:9 and 2 = 0:99 are
used in the network.</p>
          <p>Figure 3 shows the displacement of the system predicted
using the trained network. It also shows the reference
solution calculated using the physics-based FEM model with the
help of Newmark time-integration scheme. A good accuracy
is maintained between the predicted (PGML) and numerical
6
Newmark
PGML
Absolute Error
9</p>
          <p>10
Newmark
PGML
Absolute Error
(b) Zoomed-in displacement
648000000 PANGbeswMomLluaterkError
1)s 200
(tym 0
i
c
loeV 200
400
600
800 5.0 5.2 5.8</p>
          <p>6.0
5.4 Time (s) 5.6
method computed (Newmark) solutions. The plot of
absolute values of errors between Newmark and PGML are also
shown in Figure 3. The prediction of velocity and
acceleration also follows the same behavior as that of displacement.
It is to be noted that the proposed method is able to
predict all three variables accurately even when their magnitude
were in different scales.</p>
          <p>The error distribution in predicting displacement,
velocity and acceleration are given in Figure 4. The relative error
is plotted against the number of occurrence. It can be seen
that error in all three variables are concentrated near zero.
The relative error have a mean of 0:0401, 0:0299, 0:0033
for displacement, velocity and acceleration respectively. It
is found that relative prediction error in acceleration have a
high standard deviation of 0:1534. Whereas, standard
deviation for relative error is 0:0463 and 0:0200 for displacement
and velocity respectively.
3.2</p>
        </sec>
        <sec id="sec-3-2-2">
          <title>Multiple degree of freedom system</title>
          <p>The equation of motion of a multi degree of freedom system
(MDOF) in structural dynamics is given by</p>
          <p>d2X dX
M + C + KX = F(t) (9)</p>
          <p>dt2 dt
where, M, C and K are the global mass, damping and
stiffness matrices and F is the external force on the system.
Here X represents the collection all degrees of freedoms of
the system. We use a 20 DOF system to demonstrate the
)
m
(t 0.10
n
e
m
e
lca 0.05
p
s
i
d
,y9 0.00
x
9
,
,y7 0.05
y
5
,
x
,4 0.10
x
1
25
20
ity15
senD10
5
1x
5y
4x
7y
9x
9y
0</p>
          <p>2
0 0.1 0.0 0.1 0.2 0.3</p>
          <p>Relative Error in Displacement 0.4 0.5
model. Each DOF in this system is either the x direction
or the y direction displacement of one of the 10 masses in
the system. The external force applied is F(t) = sin(1:25
2 t)N on all masses. The displacement of the masses of the
system for the first 10 seconds is given in Figure 5. It is
calculated using FEM with generalized alpha time integration
scheme. We used a timestep of t = 0:001. Only selected
DOFs are plotted in the figure.</p>
          <p>Gen-alpha
PGML
Absolute Error
Gen-alpha
PGML
Absolute Error
Gen-alpha
PGML
Absolute Error
Gen-alpha
PGML
Absolute Error
time-steps for training the network. The trained model is
used to predict the solutions of the remaining part of the
simulation. We used Adamax optimizer with a learning rate
of 1e 4, dropout value of 0:3 , 1 = 0:9 and 2 = 0:99.
5
6
9
10
5
6
9
10
4</p>
          <p>6</p>
          <p>Each curve in the Figure 5 represents one degree of
freedom, such as the first mass displacement in the x direction
1x and the first mass displacement in the y direction 1y.
Each DOF behave differently according the properties of the
system and applied force. It makes the MDOF system more
complex in comparison to the SDOF system.</p>
          <p>The PGML model used consisted of a three layer LSTM
network with 200 hidden units. The training used first 5000
5
6
9</p>
          <p>10
7 Time (s) 8</p>
          <p>Figure 6 shows the prediction using the trained network
for the next 5000 time steps (5-10 seconds). It is compared
against the actual solution calculated using FEM with
Generalized Alpha time integration scheme. Only selected DOFs
from the 20 DOFs are plotted. The results show a good
agreement between the model prediction and the FEM
solution. The model maintained the prediction accuracy for all
the twenty DOFs. Even though the displacements of various
DOFs differ in scale and pattern across time, the model is
able to capture these variations and make accurate
prediction.</p>
          <p>The error between the prediction and the FEM solution
are also plotted in Figure 6. The prediction error is close to
zero for all the DOFs. But, it is observed that the prediction
error is high close to the crest and trough of the response
for some of the DOFs. We think that the high gradient of
0.10
Gen-alpha
PGML
displacement at crests and troughs is causing this behavior.
This can be solved by taking excitation force also as an input
parameter as this is what triggering the change in
displacement.
MDOF prediction for longer duration The trained
network is used to predict the solution of the simulation for
longer duration (5-30 seconds). Figure 7 shows the
prediction of displacement for 9x. The model maintains the
accuracy even for varying amplitude and slope of the
displacement curve. The same is observed with other DOFs too.
4</p>
        </sec>
      </sec>
      <sec id="sec-3-3">
        <title>Conclusion</title>
        <p>We introduced a generalized physics-guided machine
learning workflow to train a neural network for transient
simulations. The PGML model developed to achieve this goal
takes system matrix and force vector constructed from the
numerical method for the training. Since the loss function
used directly reflects the residual from the numerical
methods, the trained model is physics conforming in
comparison to a conventional ”black box” neural network. The
proposed model can be easily adapted to different physics and
numerical methods. The prediction capacity of the proposed
model is demonstrated with the help of two examples from
structural dynamics, SDOF and MDOF systems. The results
point towards a promising algorithm for training neural
networks for transient simulations. Such a trained model can be
deployed in a real system and the signals from real system
can be compared with prediction for anomalies.</p>
        <p>5</p>
      </sec>
      <sec id="sec-3-4">
        <title>Future Work</title>
        <p>Transient simulations for real applications typically consist
of large DOF systems. Such systems also involve complex
input forces, which vary in time. The proposed algorithm
needs to be tested with such complex scenarios for its
robustness. In such a case, more parameters such as force
and system parameters might be needed at the input side
of the neural network. Another drawback of the current
implementation is that there is no mechanism to correct the
error that accumulates over a long series of recursive
predictions. Presently, recursive prediction using the same model
diverges due to the accumulation of the error. Algorithms
and architectures tailored for recursive prediction also to be
tested with our model in the future work.</p>
        <p>The proposed algorithm can only be used for predicting
the simulation for later timesteps once trained with the
simulation done so far. The next step includes training a model
that can produce a generalized model, performing a
complete simulation given the initial conditions and system
parameters.</p>
      </sec>
    </sec>
  </body>
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