论文标题

rode-net:从数据中学习具有随机性的普通微分方程

RODE-Net: Learning Ordinary Differential Equations with Randomness from Data

论文作者

Liu, Junyu, Long, Zichao, Wang, Ranran, Sun, Jie, Dong, Bin

论文摘要

随机的普通微分方程(Rodes),即带有随机参数的ODE,通常用于对复杂的动力学进行建模。从观察到的数据中识别出未知的管理棒的大多数现有方法通常取决于强大的先验知识。从较少先验知识的数据中提取管理方程仍然是一个巨大的挑战。在本文中,我们提出了一个称为rode-net的深神经网络,以同时拟合微分方程的象征表达和参数的分布来应对这种挑战。要训​​练rode-net,我们首先使用符号网络\ cite \ cite {long2019pde}估算未知rode的参数,该参数基于测量的数据求解一组确定性逆问题,并使用生成性对抗网络(GAN)估算Rode参数的真实分布。然后,我们使用训练有素的GAN作为正规化,以进一步改善ODE参数的估计。这两个步骤可以运行。数值结果表明,所提出的RODE-NET可以通过模拟数据很好地估计模型参数的分布,并可以做出可靠的预测。值得注意的是,GAN用作RODE-NET的数据驱动正则化,并且比经常用于系统识别的基于$ \ ell_1 $的正则化更有效。

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge. Extracting the governing equations from data with less prior knowledge remains a great challenge. In this paper, we propose a deep neural network, called RODE-Net, to tackle such challenge by fitting a symbolic expression of the differential equation and the distribution of parameters simultaneously. To train the RODE-Net, we first estimate the parameters of the unknown RODE using the symbolic networks \cite{long2019pde} by solving a set of deterministic inverse problems based on the measured data, and use a generative adversarial network (GAN) to estimate the true distribution of the RODE's parameters. Then, we use the trained GAN as a regularization to further improve the estimation of the ODE's parameters. The two steps are operated alternatively. Numerical results show that the proposed RODE-Net can well estimate the distribution of model parameters using simulated data and can make reliable predictions. It is worth noting that, GAN serves as a data driven regularization in RODE-Net and is more effective than the $\ell_1$ based regularization that is often used in system identifications.

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