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Neural Dynamical Operator with Gradient-Based and Derivative-Free Optimization Methods

C. Chen, J.-L. Wu

arXiv preprint arXiv:2311.11798

Data-driven modeling techniques have been explored in the spatial-temporal modeling of complex dynamical systems for many engineering applications. However, a systematic approach is still lacking to leverage the information from different types of data, e.g., with different spatial and temporal resolutions, and the combined use of short-term trajectories and long-term statistics.

In this work, we build on the recent progress of neural operator and present a data-driven modeling framework called neural dynamical operator that is continuous in both space and time.

A key feature of the neural dynamical operator is the resolution-invariance with respect to both spatial and temporal discretizations, without demanding abundant training data in different temporal resolutions.

To improve the long-term performance of the calibrated model, we further propose a hybrid optimization scheme that leverages both gradient-based and derivative-free optimization methods and efficiently trains on both short-term time series and long-term statistics.

We investigate the performance of the neural dynamical operator with three numerical examples, including the viscous Burgers' equation, the Navier--Stokes equations, and the Kuramoto--Sivashinsky equation. The results confirm the resolution-invariance of the proposed modeling framework and also demonstrate stable long-term simulations with only short-term time series data. In addition, we show that the proposed model can better predict long-term statistics via the hybrid optimization scheme with a combined use of short-term and long-term data.

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