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Efficient Training of Physics-enhanced Neural ODEs via Direct Collocation and Nonlinear Programming (2505.03552v1)

Published 6 May 2025 in cs.LG, math.DS, and math.OC

Abstract: We propose a novel approach for training Physics-enhanced Neural ODEs (PeNODEs) by expressing the training process as a dynamic optimization problem. The full model, including neural components, is discretized using a high-order implicit Runge-Kutta method with flipped Legendre-Gauss-Radau points, resulting in a large-scale nonlinear program (NLP) efficiently solved by state-of-the-art NLP solvers such as Ipopt. This formulation enables simultaneous optimization of network parameters and state trajectories, addressing key limitations of ODE solver-based training in terms of stability, runtime, and accuracy. Extending on a recent direct collocation-based method for Neural ODEs, we generalize to PeNODEs, incorporate physical constraints, and present a custom, parallelized, open-source implementation. Benchmarks on a Quarter Vehicle Model and a Van-der-Pol oscillator demonstrate superior accuracy, speed, and generalization with smaller networks compared to other training techniques. We also outline a planned integration into OpenModelica to enable accessible training of Neural DAEs.

Summary

Analysis of the Training Methodology for Physics-enhanced Neural ODEs

The paper in question delineates an advanced computational framework for training Physics-enhanced Neural Ordinary Differential Equations (PeNODEs). The methodology leverages a dynamic optimization approach, specifically utilizing direct collocation and nonlinear programming to enhance the efficiency and accuracy of training processes for these intricate models. By representing the training as a dynamic optimization problem, the neural components, alongside the state trajectories, are subject to concurrent optimization, thereby alleviating several inherent constraints typically associated with ODE solver-based training, specifically concerning stability, computational time, and accuracy.

The authors propose utilizing a high-order implicit Runge-Kutta method, modified with flipped Legendre-Gauss-Radau points, which transforms the underlying problem into a large-scale nonlinear program (NLP). This reformulation permits the use of sophisticated NLP solvers, like Ipopt, to solve the problem efficiently. Notably, this model can simulate and optimize both states and parameters simultaneously, in contrast to sequential procedures required by traditional methods.

Benchmark tests highlight the methodology's superior performance compared to conventional techniques, using notably smaller neural networks to achieve robust accuracy, speed, and generalization. Two use cases provide evidence for the method's effectiveness: one focuses on enhancing a Quarter Vehicle Model with neural components to better represent nonlinear effects, resulting in accelerated training times and improved model fidelity. The second use case emphasizes learning the full dynamics of a Van-der-Pol oscillator purely from data. Both examples exhibit the method's capacity to maintain precision under varying degrees of data noise, underscoring the robustness of the approach.

From a computational perspective, the paper examines the practicality of this methodology. It acknowledges challenges associated with grid selection, initial guess formulation, and optimization problem size. Particularly, the benefits of the method are purported to lie in its flexibility with respect to enforcing known physical constraints, which are seamlessly integrated into the optimization landscape. This contrasts sharply with the penalty terms often necessitated by unconstrained neural network training methodologies.

Implementation-wise, the paper discusses the potential integration of these methods into OpenModelica, aspiring to provide a toolchain that seamlessly incorporates the modeling and training of PeNODEs, specifically targeting dynamic systems that bridge between classic model-based and modern data-driven approaches. The proposed plans to embed this into the OpenModelica framework could greatly expand the toolkit’s applicability, especially for differential-algebraic equations (DAEs), which are prevalent in the modeling of complex systems.

In conclusion, the paper presents a methodologically sound and computationally efficient approach to training PeNODEs. The integration of this methodology into widely used modeling environments like OpenModelica could significantly streamline the development process for hybrid models in numerous scientific and engineering applications. Future work points towards refining adaptive strategies for state initialization and grid selection, as well as optimizing the approach for larger neural networks and datasets, offering promising directions for enhancing the accessibility and capability of neural ODE methodologies.

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