pbdl-book/physicalloss.md

Physical Loss Terms
=======================

The supervised setting of the previous sections can quickly 
yield approximate solutions with a fairly simple training process. However, what's
quite sad to see here is that we only use physical models and numerical methods 
as an "external" tool to produce a big pile of data 😢.

We as humans have a lot of knowledge about how to describe physical processes
mathematically. As the following chapters will show, we can improve the
training process by guiding it with our human knowledge of physics.

```{figure} resources/physloss-overview.jpg
---
height: 220px
name: physloss-overview
---
Physical losses typically combine a supervised loss with a combination of derivatives from the neural network.
```

## Using physical models

Given a PDE for $\mathbf{u}(\mathbf{x},t)$ with a time evolution, 
we can typically express it in terms of a function $\mathcal F$ of the derivatives 
of $\mathbf{u}$ via  

$$
  \mathbf{u}_t = \mathcal F ( \mathbf{u}_{x}, \mathbf{u}_{xx}, ... \mathbf{u}_{xx...x} ) ,
$$

where the $_{\mathbf{x}}$ subscripts denote spatial derivatives with respect to one of the spatial dimensions
of higher and higher order (this can of course also include mixed derivatives with respect to different axes). $\mathbf{u}_t$ denotes the changes over time.

In this context, we can approximate the unknown $\mathbf{u}$ itself with a neural network. If the approximation, which we call $\tilde{\mathbf{u}}$, is accurate, the PDE should be satisfied naturally. In other words, the residual R should be equal to zero:

$$
  R = \mathbf{u}_t - \mathcal F ( \mathbf{u}_{x}, \mathbf{u}_{xx}, ... \mathbf{u}_{xx...x} ) = 0 .
$$

This nicely integrates with the objective for training a neural network: we can train for 
minimizing this residual in combination with direct loss terms.
Similar to before, we can use pre-computed solutions 
$[x_0,y_0], ...[x_n,y_n]$ for $\mathbf{u}$ with $\mathbf{u}(\mathbf{x})=y$ as constraints
in addition to the residual terms. 
This is typically important, as most practical PDEs do not have unique solutions
unless initial and boundary conditions are specified. Hence, if we only consider $R$ we might
get solutions with random offset or other undesirable components. The supervised sample points
therefore help to _pin down_ the solution in certain places.
Now our training objective becomes

$$
\text{arg min}_{\theta} \ \alpha_0 \sum_i \big( f(x_i ; \theta)-y_i \big)^2 + \alpha_1 R(x_i) ,
$$ (physloss-training)

where $\alpha_{0,1}$ denote hyperparameters that scale the contribution of the supervised term and 
the residual term, respectively. We could of course add additional residual terms with suitable scaling factors here.

It is instructive to note what the two different terms in equation {eq}`physloss-training` mean: The first term is a conventional, supervised L2-loss. If we were to optimize only this loss, our network would learn to approximate the training samples well, but might average multiple modes in the solutions, and do poorly in regions in between the sample points. 
If we, instead, were to optimize only the second term (the physical residual), our neural network might be able to locally satisfy the PDE, but still could produce solutions that are still far away from our training data. This can happen due to "null spaces" in the solutions, i.e., different solutions that all satisfy the residuals.
Therefore, we optimize both objectives simultaneously such that, in the best case, the network learns to approximate the specific solutions of the training data while still capturing knowledge about the underlying PDE.

Note that, similar to the data samples used for supervised training, we have no guarantees that the
residual terms $R$ will actually reach zero during training. The non-linear optimization of the training process
will minimize the supervised and residual terms as much as possible, but there is no guarantee. Large, non-zero residual 
contributions can remain. We'll look at this in more detail in the upcoming code example, for now it's important 
to remember that physical constraints in this way only represent _soft-constraints_, without guarantees
of minimizing these constraints.

## Neural network derivatives

In order to compute the residuals at training time, it would be possible to store 
the unknowns of $\mathbf{u}$ on a computational mesh, e.g., a grid, and discretize the equations of
$R$ there. This has a fairly long "tradition" in DL, and was proposed by Tompson et al. {cite}`tompson2017` early on.

A popular variant of employing physical soft-constraints {cite}`raissi2019pinn`
instead uses fully connected NNs to represent $\mathbf{u}$. This has some interesting pros and cons that we'll outline in the following, and we will also focus on it in the following code examples and comparisons.

The central idea here is that the aforementioned general function $f$ that we're after in our learning problems
can also be used to obtain a representation of a physical field, e.g., a field $\mathbf{u}$ that satisfies $R=0$. This means $\mathbf{u}(\mathbf{x})$ will 
be turned into $\mathbf{u}(\mathbf{x}, \theta)$ where we choose the NN parameters $\theta$ such that a desired $\mathbf{u}$ is 
represented as precisely as possible.

One nice side effect of this viewpoint is that NN representations inherently support the calculation of derivatives. 
The derivative $\partial f / \partial \theta$ was a key building block for learning via gradient descent, as explained 
in {doc}`overview`. Now, we can use the same tools to compute spatial derivatives such as $\partial \mathbf{u} / \partial x$,
Note that above for $R$ we've written this derivative in the shortened notation as $\mathbf{u}_{x}$.
For functions over time this of course also works for $\partial \mathbf{u} / \partial t$, i.e. $\mathbf{u}_{t}$ in the notation above.

Thus, for some generic $R$, made up of $\mathbf{u}_t$ and $\mathbf{u}_{x}$ terms, we can rely on the backpropagation algorithm
of DL frameworks to compute these derivatives once we have a NN that represents $\mathbf{u}$. Essentially, this gives us a 
function (the NN) that receives space and time coordinates to produce a solution for $\mathbf{u}$. Hence, the input is typically
quite low-dimensional, e.g., 3+1 values for a 3D case over time, and often produces a scalar value or a spatial vector.
Due to the lack of explicit spatial sampling points, an MLP, i.e., fully-connected NN is the architecture of choice here.

To pick a simple example, Burgers equation in 1D,
$\frac{\partial u}{\partial{t}} + u \nabla u = \nu \nabla \cdot \nabla u $ , we can directly
formulate a loss term $R = \frac{\partial u}{\partial t} + u \frac{\partial u}{\partial x} - \nu \frac{\partial^2 u}{\partial x^2} u$ that should be minimized as much as possible at training time. For each of the terms, e.g. $\frac{\partial u}{\partial x}$,
we can simply query the DL framework that realizes $u$ to obtain the corresponding derivative. 
For higher order derivatives, such as $\frac{\partial^2 u}{\partial x^2}$, we can simply query the derivative function of the framework multiple times. In the following section, we'll give a specific example of how that works in tensorflow.


## Summary so far

The approach above gives us a method to include physical equations into DL learning as a soft-constraint: the residual loss.
Typically, this setup is suitable for _inverse problems_, where we have certain measurements or observations
for which we want to find a PDE solution. Because of the high cost of the reconstruction (to be 
demonstrated in the following), the solution manifold shouldn't be overly complex. E.g., it is not possible 
to capture a wide range of solutions, such as with the previous supervised airfoil example, with such a physical residual loss.