Integrating Physics-Informed Deep Learning and Numerical Methods for Robust Dynamics Discovery and Parameter Estimation

Abstract: Incorporating a priori physics knowledge into machine learning leads to more robust and interpretable algorithms. In this work, we combine deep learning techniques and classic numerical methods for differential equations to solve two challenging problems in dynamical systems theory: dynamics discovery and parameter estimation. Results demonstrate the effectiveness of the proposed approaches on a suite of test problems exhibiting oscillatory and chaotic dynamics. When comparing the performance of various numerical schemes, such as the Runge-Kutta and linear multistep families of methods, we observe promising results in predicting the system dynamics and estimating physical parameters, given appropriate choices of spatial and temporal discretization schemes and numerical method orders.