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  <front>
    <journal-meta />
    <article-meta>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Søren Taverniers</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Eric J. Hall</string-name>
          <email>ehall001@dundee.ac.uk</email>
          <xref ref-type="aff" rid="aff2">2</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Markos A. Katsoulakis</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Daniel M. Tartakovsky</string-name>
          <email>tartakovsky@stanford.edu</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Department of Energy Resources Engineering, Stanford University</institution>
          ,
          <addr-line>Stanford, CA 94305</addr-line>
          ,
          <country country="US">USA</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Department of Mathematics and Statistics, University of Massachusetts Amherst</institution>
          ,
          <addr-line>Amherst, MA 01003</addr-line>
          ,
          <country country="US">USA</country>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>Division of Mathematics, University of Dundee</institution>
          ,
          <addr-line>Dundee, DD1 4HN</addr-line>
          ,
          <country country="UK">UK</country>
        </aff>
      </contrib-group>
      <abstract>
        <p>Graph-Informed Neural Networks (GINNs) present a strategy for incorporating domain knowledge into scientific machine learning for complex physical systems. The construction utilizes probabilistic graphical models (PGMs) to incorporate expert knowledge, available data, constraints, etc. with physics-based models such as systems of ordinary and partial differential equations (ODEs and PDEs). Computationally intensive nodes in this hybrid model are replaced by the hidden nodes of a neural network (i.e., learned features). Once trained, the resulting GINN surrogate can cheaply generate physically-relevant predictions at scale thereby enabling robust sensitivity analysis and uncertainty quantification (UQ). As proof of concept, we build a GINN for a multiscale model of electrical double-layer capacitor dynamics embedded into a Bayesian network (BN) PDE hybrid model.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>
        In recent years, several approaches have been proposed
to inform deep neural networks (DNNs) of physical laws
and constraints to ensure they produce physically sound
predictions. Two main classes of DNNs for building
surrogate representations of physics-based models described
by PDEs have emerged: physics-informed NNs (PINNs)
        <xref ref-type="bibr" rid="ref3">(Raissi, Perdikaris, and Karniadakis 2019)</xref>
        and “data-free”
physics-constrained NNs
        <xref ref-type="bibr" rid="ref5">(Zhu et al. 2019)</xref>
        . Our approach
uses the well-known concept of PGMs to embed domain
knowledge, including correlations between control variables
(CVs), into standard DNNs by only modifying their input
layer structure and enabling the use of a standard penalty
in the loss function, e.g., `1 (lasso regression) or `2 (ridge
regression) regularization. This non-intrusive approach
permits the use of off-the-shelf software like TensorFlow or
PyTorch with minimal effort from the user, while
remaining compatible with PINNs and other customized NN
architectures which can be used to replace individual
computational bottlenecks in the physics-based representation.
      </p>
      <p>GINNs are particularly suited to enhance the
computational workflow for complex systems featuring intrinsic
computational bottlenecks and intricate physical relations
among input CVs. Hence, to showcase the potential of this
approach, we apply a GINN to simulation-based
decisionmaking in electrical double-layer (EDL) supercapacitors,
Copyright © 2021, for this paper by its authors. Use permitted
under Creative Commons License Attribution 4.0 International
(CCBY 4.0).
Domain- 
aware  
PGM
r
ω
T
cin
lpor
λD
ϕΓ</p>
    </sec>
    <sec id="sec-2">
      <title>Control Variables</title>
      <p>ϕEDL χ± QuEEanDnvLitriFotoniermmseanottiaoflnInterest</p>
      <p>Computational Bottleneck UOMppaseccrraoatliiDnniggf usion</p>
      <p>Hybrid ...model (hig...h fidelitLSatyrtuecn)tture
cin
ConstrucCtonitronlVariablesand traϕEiDLniχn±g a GQuIantities of Interest
g NN</p>
      <p>Computational Bot leneck
Simulation-based decision-making for design tasks
involving complex multiscale/multiphysics systems requires
predicting the impact of tunable CVs on the system’s QoIs.
Typically, this is modeled by recasting the problem in a
probabilistic framework where CVs and QoIs are represented
as random quantities that can be sampled from their
corresponding probability distributions. For most real-world
applications, these are continuous, non-Gaussian variables
that need to be characterized by their full PDF rather than
through a finite set of moments.</p>
      <p>Figure 1 visualizes the construction of a GINN surrogate
Def
−
where it is deployed to build highly accurate kernel
density estimators (KDEs) for the probability density functions
(PDFs) of relevant output quantities of interest (QoIs).</p>
      <p>GINN (surrogate model)
.
.
.</p>
      <p>.
.</p>
      <p>.</p>
    </sec>
    <sec id="sec-3">
      <title>Learned Features</title>
    </sec>
    <sec id="sec-4">
      <title>EDL Formation Environmental Operating Upscaling</title>
      <p>Macro Diffusion
Structure
Latent
κef
Def
−</p>
      <p>Def
+
t+
for a multiscale model of EDL supercapacitor dynamics.
A BN, a type of directed acyclic PGM, systematically
incorporates domain knowledge into the physics-based model
through structured priors on CVs, resulting in a hybrid BN
PDE model for macroscopic diffusion QoIs. The GINN
retains the structured priors as inputs but replaces the hybrid
model’s computationally intensive nodes, related to
upscaling via homogenization, with learned features to speed up
the generation of QoIs while maintaining physical relevance.</p>
      <p>The GINN workflow, summarized in Fig. 2, consists of:
1. Data generation: Generate Nsam input-output (io)
samples, divided into Ntrain training and Ntest test samples.
2. Training: Train the GINN with Ntrain training samples.
3. Testing: Test the trained GINN’s ability to handle unseen
data using the Ntest test samples.
4. Repeat steps 1 through 3 (modifying Ntrain) until both the
training and test error tolerance are satisfied.
5. Prediction: Draw Nsparmed inputs from the structured
priors on the CVs and predict corresponding QoIs with the
trained GINN surrogate.
domain PGM structured
knowledge priors (SP)</p>
      <p>Physics-based PB
(PB) or surrogate?</p>
      <p>SP inputs</p>
      <p>PB computations in,
e.g., COMSOL,
MATLAB, FENICS
intervals for an equivalent computational cost (since
learning the GINN’s parameters and predicting new data with the
GINN carries a negligible computational expense).
(GINNsurrogate)
2.5
2
1.5
1
0.5
0 0.1
0.12
0.1
0.08
0.06
0.04
0.02
00
(GINNsurrogate)
5
4
3
2
1
0.6 0 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65
(Hybridmodel) 108 (Hybridmodel)
(GINNsurrogate) 6 (GINNsurrogate)
4
2</p>
      <sec id="sec-4-1">
        <title>Conclusions</title>
        <p>
          Our full analysis, in
          <xref ref-type="bibr" rid="ref1 ref4">(Hall et al. 2021; Taverniers et al. 2020)</xref>
          ,
suggests that GINNs, which take structured PGMs as inputs,
produce physically relevant QoIs that can be used to
generate KDEs for robust and reliable sensitivity analysis and
further UQ. Trained on a small set of high-fidelity input-output
data from a domain-aware hybrid model, GINNs can quickly
generate large amounts of output predictions, yielding an
approach that is orders of magnitude faster than counterparts
that rely on physics-based models alone.
        </p>
      </sec>
      <sec id="sec-4-2">
        <title>Acknowledgments</title>
        <p>This work was performed while S. T. was employed by
Stanford University.
SURROGATE
 SP inputs</p>
        <p> outputs
PcoBmopuutpteudts? NO
YES fuosriwngaridniptiraolpgaugeastsioens  </p>
        <p>for weights/biases</p>
        <sec id="sec-4-2-1">
          <title>GINN outputs (initial)</title>
          <p>backpropagation
learned weights/biases
forward propagation</p>
        </sec>
        <sec id="sec-4-2-2">
          <title>GINN outputs (final) computed outputs</title>
        </sec>
        <sec id="sec-4-2-3">
          <title>SP inputs outputs estimate QoIs</title>
          <p>PcoBm opuutpteudts? NO
YES
forward
propagation
using learned
weights/biases</p>
        </sec>
        <sec id="sec-4-2-4">
          <title>GINN outputs</title>
          <p>NO
 GENERATING DATA</p>
        </sec>
        <sec id="sec-4-2-5">
          <title>Learning completed?</title>
          <p>YES
NO</p>
        </sec>
        <sec id="sec-4-2-6">
          <title>SP inputs hidden layers from trained GINN</title>
        </sec>
        <sec id="sec-4-2-7">
          <title>GINN outputs estimate QoIs cheaply</title>
          <p> PREDICTING
  DATA-DRIVEN UQ</p>
          <p>YES
modify
NN hyperparameters NO  TRAINING   TESTING
YES</p>
          <p>GINN-based decision-making
A GINN’s ability to cheaply generate io sample pairs can
be leveraged to construct KDEs for the marginal and joint
PDFs of QoIs with appropriate confidence intervals. Such
nonparametric estimators form the building blocks for UQ
tasks such as sensitivity analysis.</p>
          <p>In Fig. 3, we plot KDEs for QoIs based on 8 103
samples simulated using the BN PDE (the minimum amount
of io data needed to train the GINN) and on 107 samples
predicted with the GINN. We find that the GINN-predicted
KDEs do not include spurious features observed with the
smaller, expensive-to-compute data set generated with the
physics-based model, and achieve much tighter confidence</p>
        </sec>
      </sec>
    </sec>
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