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Digital twins require computationally-efficient reduced-order models (ROMs) that can accurately describe complex dynamics of physical assets. However, constructing ROMs from noisy high-dimensional data is challenging. In this work, we propose a data-driven, non-intrusive method that utilizes stochastic variational deep kernel learning (SVDKL) to discover low-dimensional latent spaces from data and a recurrent version of SVDKL for representing and predicting the evolution of latent dynamics. The proposed method is demonstrated with two challenging examples -- a double pendulum and a reaction-diffusion system. Results show that our framework is capable of (i) denoising and reconstructing measurements, (ii) learning compact representations of system states, (iii) predicting system evolution in low-dimensional latent spaces, and (iv) quantifying modeling uncertainties.

We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction of a deep neural network model that approximates the solution manifold through a continuously adaptive local basis. In contrast to global methods, such as Principal Orthogonal Decomposition (POD), the adaptivity allows the DOD to overcome the Kolmogorov barrier, making the approach applicable to a wide spectrum of parametric problems. Furthermore, due to its hybrid linear-nonlinear nature, the DOD can accommodate both intrusive and nonintrusive techniques, providing highly interpretable latent representations and tighter control on error propagation. For this reason, the proposed approach stands out as a valuable alternative to other nonlinear techniques, such as deep autoencoders. The methodology is discussed both theoretically and practically, evaluating its performances on problems featuring nonlinear PDEs, singularities, and parametrized geometries.

Forward uncertainty quantification (UQ) for partial differential equations is a many-query task that requires a significant number of model evaluations. The objective of this work is to mitigate the computational cost of UQ for a 3D-1D multiscale computational model of microcirculation. To this purpose, we present a deep learning enhanced multi-fidelity Monte Carlo (DL-MFMC) method that integrates the information of a multiscale full-order model (FOM) with that coming from a deep learning enhanced non-intrusive projection-based reduced order model (ROM). The latter is constructed by leveraging on proper orthogonal decomposition (POD) and mesh-informed neural networks (previously developed by the authors and co-workers), integrating diverse architectures that approximate POD coefficients while introducing fine-scale corrections for the microstructures. The DL-MFMC approach provides a robust estimator of specific quantities of interest and their associated uncertainties, with optimal management of computational resources. In particular, the computational budget is efficiently divided between training and sampling, ensuring a reliable estimation process suitably exploiting the ROM speed-up. Here, we apply the DL-MFMC technique to accelerate the estimation of biophysical quantities regarding oxygen transfer and radiotherapy outcomes. Compared to classical Monte Carlo methods, the proposed approach shows remarkable speed-ups and a substantial reduction of the overall computational cost.

We propose a new reduced order modeling strategy for tackling parametrized Partial Differential Equations (PDEs) with linear constraints, in particular Darcy flow systems in which the constraint is given by mass conservation. Our approach employs classical neural network architectures and supervised learning, but it is constructed in such a way that the resulting Reduced Order Model (ROM) is guaranteed to satisfy the linear constraints exactly. The procedure is based on a splitting of the PDE solution into a particular solution satisfying the constraint and a homogenous solution. The homogeneous solution is approximated by mapping a suitable potential function, generated by a neural network model, onto the kernel of the constraint operator; for the particular solution, instead, we propose an efficient spanning tree algorithm. Starting from this paradigm, we present three approaches that follow this methodology, obtained by exploring different choices of the potential spaces: from empirical ones, derived via Proper Orthogonal Decomposition (POD), to more abstract ones based on differential complexes. All proposed approaches combine computational efficiency with rigorous mathematical interpretation, thus guaranteeing the explainability of the model outputs. To demonstrate the efficacy of the proposed strategies and to emphasize their advantages over vanilla black-box approaches, we present a series of numerical experiments on fluid flows in porous media, ranging from mixed-dimensional problems to nonlinear systems. This research lays the foundation for further exploration and development in the realm of model order reduction, potentially unlocking new capabilities and solutions in computational geosciences and beyond.

Deep Learning is having a remarkable impact on the design of Reduced Order Models (ROMs) for Partial Differential Equations (PDEs), where it is exploited as a powerful tool for tackling complex problems for which classical methods might fail. In this respect, deep autoencoders play a fundamental role, as they provide an extremely flexible tool for reducing the dimensionality of a given problem by leveraging on the nonlinear capabilities of neural networks. Indeed, starting from this paradigm, several successful approaches have already been developed, which are here referred to as Deep Learning-based ROMs (DL-ROMs). Nevertheless, when it comes to stochastic problems parameterized by random fields, the current understanding of DL-ROMs is mostly based on empirical evidence: in fact, their theoretical analysis is currently limited to the case of PDEs depending on a finite number of (deterministic) parameters. The purpose of this work is to extend the existing literature by providing some theoretical insights about the use of DL-ROMs in the presence of stochasticity generated by random fields. In particular, we derive explicit error bounds that can guide domain practitioners when choosing the latent dimension of deep autoencoders. We evaluate the practical usefulness of our theory by means of numerical experiments, showing how our analysis can significantly impact the performance of DL-ROMs.

Many applications in computational physics involve approximating problems with microstructure, characterized by multiple spatial scales in their data. However, these numerical solutions are often computationally expensive due to the need to capture fine details at small scales. As a result, simulating such phenomena becomes unaffordable for many-query applications, such as parametrized systems with multiple scale-dependent features. Traditional projection-based reduced order models (ROMs) fail to resolve these issues, even for second-order elliptic PDEs commonly found in engineering applications. To address this, we propose an alternative nonintrusive strategy to build a ROM, that combines classical proper orthogonal decomposition (POD) with a suitable neural network (NN) model to account for the small scales. Specifically, we employ sparse mesh-informed neural networks (MINNs), which handle both spatial dependencies in the solutions and model parameters simultaneously. We evaluate the performance of this strategy on benchmark problems and then apply it to approximate a real-life problem involving the impact of microcirculation in transport phenomena through the tissue microenvironment.

In the context of micro-circulation, the coexistence of two distinct length scales - the vascular radius and the tissue/organ scale - with a substantial difference in magnitude, poses significant challenges. To handle slender inclusions and simplify the geometry involved, a technique called topological dimensionality reduction is employed, which suppresses manifold dimensions associated with the smaller characteristic length. However, the resulting discretized system's algebraic structure presents a challenge in constructing efficient solution algorithms. This chapter addresses this challenge by developing a robust preconditioner for the 3d-1d problem using the operator preconditioning technique. Robustness of the preconditioner is demonstrated with respect to problem parameters, except for the vascular radius. The vascular radius, as demonstrated, plays a fundamental role in mathematical well-posedness of the problem and the preconditioner's effectiveness.

Many physical problems involving heterogeneous spatial scales, such as the flow through fractured porous media, the study of fiber-reinforced materials, or the modeling of the small circulation in living tissues -- just to mention a few examples -- can be described as coupled partial differential equations defined in domains of heterogeneous dimensions that are embedded into each other. This formulation is a consequence of geometric model reduction techniques that transform the original problems defined in complex three-dimensional domains into more tractable ones. The definition and the approximation of coupling operators suitable for this class of problems is still a challenge. We develop a general mathematical framework for the analysis and the approximation of partial differential equations coupled by non-matching constraints across different dimensions, focusing on their enforcement using Lagrange multipliers. In this context, we address in abstract and general terms the well-posedness, stability, and robustness of the problem with respect to the smallest characteristic length of the embedded domain. We also address the numerical approximation of the problem and we discuss the inf-sup stability of the proposed numerical scheme for some representative configuration of the embedded domain. The main message of this work is twofold: from the standpoint of the theory of mixed-dimensional problems, we provide general and abstract mathematical tools to formulate coupled problems across dimensions. From the practical standpoint of the numerical approximation, we show the interplay between the mesh characteristic size, the dimension of the Lagrange multiplier space, and the size of the inclusion in representative configurations interesting for applications. The latter analysis is complemented with illustrative numerical examples., Comment: 41 pages, 11 Figures

Uncertainty quantification (UQ) tasks, such as sensitivity analysis and parameter estimation, entail a huge computational complexity when dealing with input-output maps involving the solution of nonlinear differential problems, because of the need to query expensive numerical solvers repeatedly. Projection-based reduced order models (ROMs), such as the Galerkin-reduced basis (RB) method, have been extensively developed in the last decades to overcome the computational complexity of high fidelity full order models (FOMs), providing remarkable speedups when addressing UQ tasks related with parameterized differential problems. Nonetheless, constructing a projection-based ROM that can be efficiently queried usually requires extensive modifications to the original code, a task which is non-trivial for nonlinear problems, or even not possible at all when proprietary software is used. Non-intrusive ROMs - which rely on the FOM as a black box - have been recently developed to overcome this issue. In this work, we consider ROMs exploiting proper orthogonal decomposition to construct a reduced basis from a set of FOM snapshots, and Gaussian process regression (GPR) to approximate the RB projection coefficients. Two different approaches, namely a global GPR and a tensor-decomposition-based GPR, are explored on a set of 3D time-dependent solid mechanics examples. Finally, the non-intrusive ROM is exploited to perform global sensitivity analysis (relying on both screening and variance-based methods) and parameter estimation (through Markov chain Monte Carlo methods), showing remarkable computational speedups and very good accuracy compared to high-fidelity FOMs.

Recently, deep Convolutional Neural Networks (CNNs) have proven to be successful when employed in areas such as reduced order modeling of parametrized PDEs. Despite their accuracy and efficiency, the approaches available in the literature still lack a rigorous justification on their mathematical foundations. Motivated by this fact, in this paper we derive rigorous error bounds for the approximation of nonlinear operators by means of CNN models. More precisely, we address the case in which an operator maps a finite dimensional input $\boldsymbol{\mu}\in\mathbb{R}^{p}$ onto a functional output $u_{\boldsymbol{\mu}}:[0,1]^{d}\to\mathbb{R}$, and a neural network model is used to approximate a discretized version of the input-to-output map. The resulting error estimates provide a clear interpretation of the hyperparameters defining the neural network architecture. All the proofs are constructive, and they ultimately reveal a deep connection between CNNs and the Fourier transform. Finally, we complement the derived error bounds by numerical experiments that illustrate their application.

Thanks to their universal approximation properties and new efficient training strategies, Deep Neural Networks are becoming a valuable tool for the approximation of mathematical operators. In the present work, we introduce Mesh-Informed Neural Networks (MINNs), a class of architectures specifically tailored to handle mesh based functional data, and thus of particular interest for reduced order modeling of parametrized Partial Differential Equations (PDEs). The driving idea behind MINNs is to embed hidden layers into discrete functional spaces of increasing complexity, obtained through a sequence of meshes defined over the underlying spatial domain. The approach leads to a natural pruning strategy which enables the design of sparse architectures that are able to learn general nonlinear operators. We assess this strategy through an extensive set of numerical experiments, ranging from nonlocal operators to nonlinear diffusion PDEs, where MINNs are compared against more traditional architectures, such as classical fully connected Deep Neural Networks, but also more recent ones, such as DeepONets and Fourier Neural Operators. Our results show that MINNs can handle functional data defined on general domains of any shape, while ensuring reduced training times, lower computational costs, and better generalization capabilities, thus making MINNs very well-suited for demanding applications such as Reduced Order Modeling and Uncertainty Quantification for PDEs., Comment: Relevant updates in v2: generalization to nonconvex domains, comparison with state-of-the-art. Former title: Learning Operators with Mesh-Informed Neural Networks

Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks of state-of-the-art algorithms, such as the Reduced Basis method, when addressing problems that show a slow decay in the Kolmogorov n-width. Our work is based on the use of deep autoencoders, which we employ for encoding and decoding a high fidelity approximation of the solution manifold. To provide guidelines for the design of deep autoencoders, we consider a nonlinear version of the Kolmogorov n-width over which we base the concept of a minimal latent dimension. We show that the latter is intimately related to the topological properties of the solution manifold, and we provide theoretical results with particular emphasis on second order elliptic PDEs, characterizing the minimal dimension and the approximation errors of the proposed approach. The theory presented is further supported by numerical experiments, where we compare the proposed approach with classical POD-Galerkin reduced order models. In particular, we consider parametrized advection-diffusion PDEs, and we test the methodology in the presence of strong transport fields, singular terms and stochastic coefficients., Comment: We have included an additional theoretical result where we provide error estimates for the proposed approach (see Theorem 5)

Logistic Regression (LR) is a widely used statistical method in empirical binary classification studies. However, real-life scenarios oftentimes share complexities that prevent from the use of the as-is LR model, and instead highlight the need to include high-order interactions to capture data variability. This becomes even more challenging because of: (i) datasets growing wider, with more and more variables; (ii) studies being typically conducted in strongly imbalanced settings; (iii) samples going from very large to extremely small; (iv) the need of providing both predictive models and interpretable results. In this paper we present a novel algorithm, Learning high-order Interactions via targeted Pattern Search (LIPS), to select interaction terms of varying order to include in a LR model for an imbalanced binary classification task when input data are categorical. LIPS's rationale stems from the duality between item sets and categorical interactions. The algorithm relies on an interaction learning step based on a well-known frequent item set mining algorithm, and a novel dissimilarity-based interaction selection step that allows the user to specify the number of interactions to be included in the LR model. In addition, we particularize two variants (Scores LIPS and Clusters LIPS), that can address even more specific needs. Through a set of experiments we validate our algorithm and prove its wide applicability to real-life research scenarios, showing that it outperforms a benchmark state-of-the-art algorithm.

We address numerical solvers for a poromechanics model particularly adapted for soft materials, as it generally respects thermodynamics principles and energy balance. Considering the multi-physics nature of the problem, which involves solid and fluid species, interacting on the basis of mass balance and momentum conservation, we decide to adopt a solution strategy of the discrete problem based on iterative splitting schemes. As the model is similar (but not equivalent to) the Biot poromechanics problem, we follow the abundant literature for solvers of the latter equations, developing two approaches that resemble the well known undrained and fixed-stress splits for the Biot model. A thorough convergence analysis of the proposed schemes is performed. In particular, the undrained-like split is developed and analyzed in the framework of generalized gradient flows, whereas the fixed-stress-like split is understood as block-diagonal $L^2$-type stabilization and analyzed by means of a relative stability analysis. In addition, the application of Anderson acceleration is suggested, improving the robustness of the split schemes. Finally, we test these methods on different benchmark tests, and we also compare their performance with respect to a monolithic approach. Together with the theoretical analysis, the numerical examples provide guidelines to appropriately choose what split scheme shall be used to address realistic applications of the soft material poromechanics model.

Coupled partial differential equations defined on domains with different dimensionality are usually called mixed dimensional PDEs. We address mixed dimensional PDEs on three-dimensional (3D) and one-dimensional domains, giving rise to a 3D-1D coupled problem. Such problem poses several challenges from the standpoint of existence of solutions and numerical approximation. For the coupling conditions across dimensions, we consider the combination of essential and natural conditions, basically the combination of Dirichlet and Neumann conditions. To ensure a meaningful formulation of such conditions, we use the Lagrange multiplier method, suitably adapted to the mixed dimensional case. The well posedness of the resulting saddle point problem is analyzed. Then, we address the numerical approximation of the problem in the framework of the finite element method. The discretization of the Lagrange multiplier space is the main challenge. Several options are proposed, analyzed and compared, with the purpose to determine a good balance between the mathematical properties of the discrete problem and flexibility of implementation of the numerical scheme. The results are supported by evidence based on numerical experiments.

We study a finite element computational model for solving the coupled problem arising in the interaction between a free fluid and a fluid in a poroelastic medium. The free fluid is governed by the Stokes equations, while the flow in the poroelastic medium is modeled using the Biot poroelasticity system. Equilibrium and kinematic conditions are imposed on the interface. A mixed Darcy formulation is employed, resulting in continuity of flux condition of essential type. A Lagrange multiplier method is employed to impose weakly this condition. A stability and error analysis is performed for the semi-discrete continuous-in-time and the fully discrete formulations. A series of numerical experiments is presented to confirm the theoretical convergence rates and to study the applicability of the method to modeling physical phenomena and the sensitivity of the model with respect to its parameters.