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System identification of the partial dierential equations governing pattern-forming in biophysics Zhenlin Wang Xun Huan Krishna Garikipati Departments of Mechanical Engineering and Mathematics, University of Michigan, Ann Arbor, MI, USA. http://www.umich.edu/ compphys/ Introduction Pattern formation is central to the developmental biological processes of any multicellular organism. Identification of the PDEs governing pattern formation delivers insights to the biophysics of developmental dynamics. Approaches to data-driven discovery of PDEs I Inference of the parameters in a known governing equation I Learning the parameters that define an approximate model I Learning the governing partial dierential equations by identifying their operators I Symbolic regression by genetic algorithms M. Schmidt, H. Lipson, Science, 3, 81-85, 2009 I ”Physics-informed” deep neural networks (incorporating the strong form in the loss function to learn parameters of known operators) M. Raissi, et al., J. Comput. Phys., 378, 686-707, 2019 I Sparse regression S. L. Brunton, et al. Proc. Natl. Acad. Sci., 113, 3932-3937, 2016; S. H. Rudy, et al., Sci. Adv., 3, e1602614, 2017 Parabolic PDEs that model pattern formation in biophysics I Diusion-reaction equations following Schnakenberg kinetics C 1 t = D 1 2 C 1 + R 10 + R 11 C 1 + R 13 C 2 1 C 2 C 2 t = D 2 2 C 2 + R 20 + R 21 C 2 1 C 2 I Cahn-Hilliard equation for segregation of cell types in tissues C 1 t = ∇· M 1 g C 1 - k 1 2 C 1 C 2 t = ∇· M 2 g C 2 - k 2 2 C 2 I Allen-Cahn equation for tissue patterning by nucleation and growth C 1 t = ∇· M 1 f C 1 - k 1 2 C 1 C 2 t =-M 2 f C 2 - ∇· k 2 C 2 Identification of governing parabolic PDEs in weak form I General strong form for first-order dynamics: C t - χ · ω = 0 χ =[1, C, C 2 , ..., 2 C, ...] I The Galerkin weak form (using NURBS basis functions) leads to the residual form R i = 0, i = 1,..., N: Z Ω w C t - χ · ω dv = 0 R i = F i C h t , C h , C h , ..., N, N... ! Aim to find ω for many operators in weak form! I Examples of basis in the weak form Ξ ˙ C i | n = Z Ω N i n b X a=1 c a n - c a n-1 Δt N a dv time derivatives Ξ 2 C i | n =- Z Ω N i · n b X a=1 c a n N a dv Laplace operator Ξ 2 C BC i | n = Z Γ N i n b X a=1 1ds Neumann boundary: constant flux ... Matrix-vector form of residual equations I Target vector: Matrix containing operators in weak form: y = . . . Ξ ˙ C | n-1 Ξ ˙ C | n Ξ ˙ C | n+1 . . . Ξ = . . . . . . . . . . . . . . . . . . . . . . . . Ξ cons | n-1 Ξ C | n Ξ C 2 | n-1 ... Ξ 2 C | n-1 Ξ 4 C | n-1 Ξ 2 C BC | n-1 ... Ξ cons | n Ξ C | n Ξ C 2 | n ... Ξ 2 C | n Ξ 4 C | n Ξ 2 C BC | n ... Ξ cons | n+1 Ξ C | n+1 Ξ C 2 | n+1 ... Ξ 2 C | n+1 Ξ 4 C | n+1 Ξ 2 C BC | n+1 ... . . . . . . . . . . . . . . . . . . . . . I Residual equation: R = y - Ξω Regression problem I Find ω to minimize the loss function, l = ||R|| 2 : ω = arg min ω l(ω) Standard regression will result in a non-parsimonious solution for ω with nonzero contributions in each component of this vector I Penalization to drive pre-factors toward zero ω =arg min ω l(ω)+ λ 2 X j ω 2 j Ridge Regression ω =arg min ω l(ω)+ λ 1 X j |ω j | LASSO-sparsity inducing Selecting few relevant terms from large candidate set is challenging Identification of operators via stepwise regression Stop 1 2 3 4 5 iterations 0 200 400 loss function Low fidelity and noisy data I Data generated by simulation on high fidelity mesh, but may be subsampled by collection over a subset of nodes (lower fidelity mesh) High fidelity Low fidelity I Observed data b C may be noisy b C = C + I Noise is amplified through spatial gradient and time derivative. I Lower fidelity data is favorable to smooth out the amplified noise. I Higher fidelity data is favorable to capture sharp variations. Results I Candidate operators Strong form operators Weak form operators y R Ω w C 1 t dv R Ω w C 2 t dv (*∇C 1 ) R Ω wC 1 dv R Ω wC 1 C 1 dv R Ω wC 2 dv R Ω wC 2 1 C 1 dv R Ω wC 1 C 2 C 1 dv R Ω wC 2 2 C 1 dv R Ω wC 3 1 C 1 dv R Ω wC 2 1 C 2 C 1 dv R Ω wC 1 C 2 2 C 1 dv R Ω wC 3 2 C 1 dv (*∇C 2 ) R Ω wC 2 dv R Ω wC 1 C 2 dv R Ω wC 2 dv R Ω wC 2 1 C 2 dv R Ω wC 1 C 2 C 2 dv R Ω wC 2 2 C 2 dv R Ω wC 3 1 C 2 dv R Ω wC 2 1 C 2 C 2 dv R Ω wC 1 C 2 2 C 2 dv R Ω wC 3 2 C 2 dv 2 (*∇ 2 C) R Ω 2 w2 C 1 dv R Ω 2 wC 1 2 C 1 dv R Ω 2 w2 C 2 dv R Ω 2 wC 2 2 C 2 dv non-gradient - R Ω w1dv - R Ω wC 1 dv - R Ω wC 2 dv - R Ω wC 2 1 dv - R Ω wC 1 C 2 dv - R Ω wC 2 2 dv - R Ω wC 3 1 dv - R Ω wC 2 1 C 2 dv - R Ω wC 1 C 2 2 dv - R Ω wC 3 2 dv boundary condition - R Γ 1 w1ds - R Γ 4 w1ds - R Γ 3 w1ds - R Γ 4 w1ds I Stem-and-leaf plots show active operators selected by stepwise regression out of a set of 38 possible choices Diusion-reaction operators for two fields C 1 and C 2 using noise-free and noisy data. Cahn-Hilliard operators for two fields C 1 and C 2 using noise-free and noisy data. Key takeaways I The weak form regularizes higher-order derivatives. I The variational approach naturally delineates and identifies boundary conditions. We are working on identifying governing equations using real experimental data that is: I Sparse, being available at very coarse time steps. I Incomplete, being only available over subdomains of the full field that are uncorrelated with respect to time. Reference: Z.Wang, X. Huan, K. Garikipati, Variational system identification of the partial dierential equations governing pattern-forming physics: Inference under varying fidelity and noise, Computer Methods in Applied Mechanics and Engineering, 356, 44-74, 2019. doi.org/10.1016/j.cma.2019.07.007

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  • System identification of the partial differential equationsgoverning pattern-forming in biophysics

    Zhenlin Wang Xun Huan Krishna GarikipatiDepartments of Mechanical Engineering and Mathematics, University of Michigan, Ann Arbor, MI, USA. http://www.umich.edu/ compphys/

    IntroductionPattern formation is central to the developmental biological processes of anymulticellular organism. Identification of the PDEs governing patternformation delivers insights to the biophysics of developmental dynamics.Approaches to data-driven discovery of PDEsI Inference of the parameters in a known governing equationI Learning the parameters that define an approximate modelI Learning the governing partial differential equations by identifying their

    operatorsI Symbolic regression by genetic algorithms M. Schmidt, H. Lipson, Science, 3, 81-85, 2009I ”Physics-informed” deep neural networks

    (incorporating the strong form in the loss function to learn parameters of knownoperators) M. Raissi, et al., J. Comput. Phys., 378, 686-707, 2019

    I Sparse regression S. L. Brunton, et al. Proc. Natl. Acad. Sci., 113, 3932-3937, 2016; S. H. Rudy, et al., Sci. Adv., 3, e1602614, 2017

    Parabolic PDEs that model pattern formation in biophysicsI Diffusion-reaction equations following Schnakenberg kinetics

    ∂C1∂t

    = D1∇2C1 + R10 + R11C1 + R13C21C2∂C2∂t

    = D2∇2C2 + R20 + R21C21C2

    I Cahn-Hilliard equation for segregation of cell types in tissues

    ∂C1∂t

    = ∇ ·(

    M1∇(∂g∂C1

    − k1∇2C1))

    ∂C2∂t

    = ∇ ·(

    M2∇(∂g∂C2

    − k2∇2C2))

    I Allen-Cahn equation for tissue patterning by nucleation and growth

    ∂C1∂t

    = ∇ ·(

    M1∇(∂f∂C1

    − k1∇2C1))

    ∂C2∂t

    = −M2

    (∂f∂C2

    −∇ · k2∇C2)

    Identification of governing parabolic PDEs inweak form

    I General strong form for first-order dynamics:∂C∂t

    − χ ·ω = 0 χ = [1, C, C2, ...,∇2C, ...]

    I The Galerkin weak form (using NURBS basis functions) leads to theresidual form Ri = 0, i = 1, . . . , N:∫

    w(∂C∂t

    − χ ·ω)

    dv = 0⇒ Ri = Fi

    (∂Ch

    ∂t, Ch,∇Ch, ..., N,∇N...

    )Aim to findω for many operators in weak form!

    I Examples of basis in the weak form

    ΞĊi |n =

    ∫Ω

    Ninb∑

    a=1

    can − can−1∆t

    Nadv time derivatives

    Ξ∇2C

    i |n = −

    ∫Ω

    ∇Ni ·nb∑

    a=1

    can∇Nadv Laplace operator

    Ξ∇2CBC

    i |n =

    ∫Γ

    Ninb∑

    a=1

    1ds Neumann boundary: constant flux

    ...

    Matrix-vector form of residual equations

    I Target vector: Matrix containing operators in weak form:

    y =

    ...

    ΞĊ|n−1

    ΞĊ|n

    ΞĊ|n+1...

    Ξ =

    ... ... ... ... ... ... ... ...Ξcons|n−1 Ξ

    C|n ΞC2|n−1 ... Ξ∇

    2C|n−1 Ξ∇4C|n−1 Ξ

    ∇2CBC|n−1 ...Ξcons|n Ξ

    C|n ΞC2|n ... Ξ∇

    2C|n Ξ∇4C|n Ξ

    ∇2CBC|n ...Ξcons|n+1 Ξ

    C|n+1 ΞC2|n+1 ... Ξ∇

    2C|n+1 Ξ∇4C|n+1 Ξ

    ∇2CBC|n+1 ...... ... ... ... ... ... ...

    I Residual equation:

    R = y − Ξω

    Regression problemI Findω to minimize the loss function, l = ||R||2:

    ω = arg minω

    l(ω)

    Standard regression will result in a non-parsimonious solution forωwithnonzero contributions in each component of this vector

    I Penalization to drive pre-factors toward zero

    ω =arg minω

    l(ω) + λ2 ∑j

    ω2j

    Ridge Regressionω =arg min

    ω

    l(ω) + λ1 ∑j

    |ωj|

    LASSO-sparsity inducingSelecting few relevant terms from large candidate set is challenging

    Identification of operators via stepwiseregression

    Stop

    1 2 3 4 5iterations

    0

    200

    400

    loss

    func

    tion

    Low fidelity and noisy dataI Data generated by simulation on high fidelity mesh, but may be

    subsampled by collection over a subset of nodes (lower fidelity mesh)

    High delity Low delity

    I Observed data Ĉ may be noisy

    Ĉ = C + �I Noise is amplified through spatial gradient and time derivative.I Lower fidelity data is favorable to smooth out the amplified noise.I Higher fidelity data is favorable to capture sharp variations.

    ResultsI Candidate operators

    Strong form operators Weak form operatorsy

    ∫Ω w

    ∂C1∂t dv

    ∫Ω w

    ∂C2∂t dv

    ∇(∗∇C1)

    ∫Ω∇w∇C1dv

    ∫Ω∇wC1∇C1dv

    ∫Ω∇w∇C2dv∫

    Ω∇wC21∇C1dv

    ∫Ω∇wC1C2∇C1dv

    ∫Ω∇wC

    22∇C1dv∫

    Ω∇wC31∇C1dv

    ∫Ω∇wC

    21C2∇C1dv

    ∫Ω∇wC1C

    22∇C1dv

    ∫Ω∇wC

    32∇C1dv

    ∇(∗∇C2)

    ∫Ω∇w∇C2dv

    ∫Ω∇wC1∇C2dv

    ∫Ω∇w∇C2dv∫

    Ω∇wC21∇C2dv

    ∫Ω∇wC1C2∇C2dv

    ∫Ω∇wC

    22∇C2dv∫

    Ω∇wC31∇C2dv

    ∫Ω∇wC

    21C2∇C2dv

    ∫Ω∇wC1C

    22∇C2dv

    ∫Ω∇wC

    32∇C2dv

    ∇2(∗∇2C)∫Ω∇

    2w∇2C1dv∫Ω∇

    2wC1∇2C1dv∫Ω∇

    2w∇2C2dv∫Ω∇

    2wC2∇2C2dv

    non-gradient−∫Ω w1dv −

    ∫Ω wC1dv −

    ∫Ω wC2dv

    −∫Ω wC

    21dv −

    ∫Ω wC1C2dv −

    ∫Ω wC

    22dv

    −∫Ω wC

    31dv −

    ∫Ω wC

    21C2dv −

    ∫Ω wC1C

    22dv −

    ∫Ω wC

    32dv

    boundary condition −∫Γ1

    w1ds −∫Γ4

    w1ds −∫Γ3

    w1ds −∫Γ4

    w1ds

    I Stem-and-leaf plots show active operators selected by stepwise regressionout of a set of 38 possible choices

    Diffusion-reaction operators for two fields C1 and C2 using noise-free and noisy data.

    Cahn-Hilliard operators for two fields C1 and C2 using noise-free and noisy data.

    Key takeawaysI The weak form regularizes higher-order derivatives.I The variational approach naturally delineates and identifies boundary

    conditions.We are working on identifying governing equations using real experimentaldata that is:I Sparse, being available at very coarse time steps.I Incomplete, being only available over subdomains of the full field that are

    uncorrelated with respect to time.Reference:Z.Wang, X. Huan, K. Garikipati, Variational system identification of the partial differentialequations governing pattern-forming physics: Inference under varying fidelity and noise,Computer Methods in Applied Mechanics and Engineering, 356, 44-74, 2019.doi.org/10.1016/j.cma.2019.07.007