From 3e96e3db065e0d618996efc1c4e6318febdf78da Mon Sep 17 00:00:00 2001 From: Astitva Aggarwal Date: Fri, 29 Mar 2024 22:25:27 +0530 Subject: [PATCH] update BPINN_PDEinvsol_tests.jl --- test/BPINN_PDEinvsol_tests.jl | 1113 +-------------------------------- 1 file changed, 1 insertion(+), 1112 deletions(-) diff --git a/test/BPINN_PDEinvsol_tests.jl b/test/BPINN_PDEinvsol_tests.jl index 1fadc8a0a..748ff2168 100644 --- a/test/BPINN_PDEinvsol_tests.jl +++ b/test/BPINN_PDEinvsol_tests.jl @@ -242,1115 +242,4 @@ u_predict = pmean(sol2.ensemblesol[1]) @test u_predict≈u_real atol=1.5 @test mean(u_predict .- u_real) < 0.1 -@test sol1.estimated_de_params[1]≈param atol=param * 0.3 - - - -println("Example 3: Lotka Volterra with New parameter estimation") -@parameters t α β γ δ -@variables x(..) y(..) - -Dt = Differential(t) -eqs = [Dt(x(t))*α ~ x(t) - β * x(t) * y(t), Dt(y(t))*γ ~ δ * x(t) * y(t) - y(t)] -bcs = [x(0) ~ 1.0, y(0) ~ 1.0] -domains = [t ∈ Interval(0.0, 7.0)] - -# Define the parameters' values -# params = [α => 1.0, β => 0.5, γ => 0.5, δ => 1.0] -# p = [1.5, 1.0, 3.0, 1.0] - -chainl = [ - Lux.Chain(Lux.Dense(1, 6, tanh), Lux.Dense(6, 6, tanh),Lux.Dense(6, 1)), - Lux.Chain(Lux.Dense(1, 6, tanh), Lux.Dense(6, 6, tanh),Lux.Dense(6, 1)) -] - -initl, st = Lux.setup(Random.default_rng(), chainl[1]) -initl1, st1 = Lux.setup(Random.default_rng(), chainl[2]) - -using NeuralPDE, Lux, OrdinaryDiffEq, Distributions, Random - -function lotka_volterra(u, p, t) - # Model parameters. - α, β, γ, δ = p - # Current state. - x, y = u - - # Evaluate differential equations. - dx = (α - β * y) * x # prey - dy = (δ * x - γ) * y # predator - - return [dx, dy] -end -# initial-value problem. -u0 = [1.0, 1.0] -# p = [2/3, 2/3, 1/3.0, 1/3.0] -p = [1.5, 1.0, 3.0, 1.0] -tspan = (0.0, 7.0) -prob = ODEProblem(lotka_volterra, u0, tspan, p) -dt = 0.01 -solution = solve(prob, Tsit5(); saveat = dt) - - -# function moving_average_smoothing(data::Vector{T}, window_size::Int) where {T} -# smoothed_data = similar(data, T, length(data)) - -# for i in 1:length(data) -# start_idx = max(1, i - window_size) -# end_idx = min(length(data), i + window_size) -# smoothed_data[i] = mean(data[start_idx:end_idx]) -# end - -# return smoothed_data' -# end - -# Extract solution -time = solution.t -u = hcat(solution.u...) -time1=solution.t -u_noisy = u .+ u .* (0.3 .* randn(size(u))) - -plot(time,u[1,:]) -plot!(time,u[2,:]) -scatter!(time1,u_noisy[1,:]) -scatter!(time1,u_noisy[2,:]) - -# window_size = 5 -# smoothed_datasets = [moving_average_smoothing(u1[i, :], window_size) -# for i in 1:length(solution.u[1])] -# u2 = vcat(smoothed_datasets[1], smoothed_datasets[2]) -# Randomly select some points from the solution -num_points = 150 # Number of points to select -selected_indices = rand(1:size(u_noisy, 2), num_points) -upoints = [u_noisy[:, i] for i in selected_indices] -timepoints = [time[i] for i in selected_indices] -temp=hcat(upoints...) -dataset = [hcat(temp[i, :], timepoints) for i in 1:2] - -# plot(time,u[1,:]) -# plot!(time,u[2,:]) - -discretization = BayesianPINN(chainl, GridTraining([0.01]), param_estim = true, - dataset = [dataset, nothing]) - -@named pde_system = PDESystem(eqs, - bcs, - domains, - [t], - [x(t), y(t)], - [α, β, γ, δ], - defaults = Dict([α =>2, β => 3, γ =>3, δ =>2])) - -# creating dictionary for masking equations -eqs = pde_system.eqs -Dict_differentials = Dict() -exps = toexpr.(eqs) -nullobj = [recur_expression(exp, Dict_differentials) for exp in exps] - -sol3 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - # Kernel = AdvancedHMC.NUTS(0.8), - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], progress = true) - -# time -# dataset -# chainl[1](time', sol3.estimated_nn_params[1], st)[1][1,:] -# plot!(time1, chainl[1](time1', sol3.estimated_nn_params[1], st)[1][1,:]) -# plot!(time1, chainl[2](time1', sol3.estimated_nn_params[2], st)[1][1,:]) -# plot!(time1, chainl[1](time1', sol5.estimated_nn_params[1], st)[1][1,:]) -# plot!(time1, chainl[2](time1', sol5.estimated_nn_params[2], st)[1][1,:]) -# time1 = collect(0.0:(1 / 100.0):8.0) - -sol4 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], progress = true -) - - -sol5_00 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.15, 0.15], - phystd = [0.15, 0.15], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.3, 0.3], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -sol5_0 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.05, 0.05], - phystd = [0.05, 0.05], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.1, 0.1], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -sol5 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - phystdnew = [0.2, 0.2], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -# 100 points(sol5_2 vs sol3) -sol5_2 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - phystdnew = [0.1, 0.1], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -# 100 points(sol5_2 vs sol3) -sol5_2_1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - phystdnew = [0.08, 0.08], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -# 100 points(sol5_2 vs sol3) -sol5_2_2 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.2, 0.2], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -# 50 datapoint 0-5 sol5 vs sol4 -# julia> sol4.estimated_de_params -# 4-element Vector{Particles{Float64, 234}}: -# 0.549 ± 0.0058 -# 0.71 ± 0.0042 -# 0.408 ± 0.0063 -# 0.355 ± 0.0015 - -# julia> sol5.estimated_de_params -# 4-element Vector{Particles{Float64, 234}}: -# 0.604 ± 0.0052 -# 0.702 ± 0.0034 -# 0.346 ± 0.0037 -# 0.335 ± 0.0013 - -# 100 datapoint 0-5 sol5_2 vs sol3 -# julia> sol3.estimated_de_params -# 4-element Vector{Particles{Float64, 234}}: -# 0.598 ± 0.0037 -# 0.711 ± 0.0027 -# 0.399 ± 0.0032 -# 0.333 ± 0.0011 - -# julia> sol5_2.estimated_de_params -# 4-element Vector{Particles{Float64, 234}}: -# 0.604 ± 0.0035 -# 0.686 ± 0.0026 -# 0.395 ± 0.0029 -# 0.328 ± 0.00095 - -# timespan for full dataset (0-8) -sol6 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - param = [ - Normal(1, 2), - Normal(1, 1), - Normal(1, 2), - Normal(1, 1) - ], progress = true) - -sol5_3 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.3, 0.3], - saveats = [1 / 50.0], - param = [ - Normal(1, 2), - Normal(1, 1), - Normal(1, 2), - Normal(1, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -sol5_4 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.2, 0.2], - saveats = [1 / 50.0], - param = [ - Normal(1, 2), - Normal(1, 1), - Normal(1, 2), - Normal(1, 1) - ], Dict_differentials = Dict_differentials, progress = true -) - -sol5_5 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - param = [ - Normal(1, 2), - Normal(1, 1), - Normal(1, 2), - Normal(1, 1) - ], progress = true -) - -sol7 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - phystdnew = [0.3, 0.3], - saveats = [1 / 50.0], - param = [ - Normal(1, 2), - Normal(1, 1), - Normal(1, 2), - Normal(1, 1) - ], Dict_differentials = Dict_differentials, progress = true) - -sol5_5_1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], progress = true -) - -sol7_1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - phystdnew = [0.3, 0.3], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true) - -sol7_2 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.1, 0.1], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true) - -sol7_3 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.2, 0.2], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true) - -sol7_4 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), - phystdnew = [0.3, 0.3], - saveats = [1 / 50.0], - param = [ - Normal(2, 2), - Normal(2, 1), - Normal(2, 2), - Normal(2, 1) - ], Dict_differentials = Dict_differentials, progress = true) - -lpfun = function f(chain::Chains) # function to compute the logpdf values - niter, nparams, nchains = size(chain) - lp = zeros(niter + nchains) # resulting logpdf values - for i = 1:nparams - lp += logpdf(MvNormal(Array(chain[:,i,:])) , dataset[1][:,1]') - lp += logpdf(MvNormal(Array(chain[:,i,:])) , dataset[1][:,2]') - end - return lp -end - -DIC, pD = dic(sol3.original.mcmc_chain, lpfun) -DIC1, pD1 = dic(sol4.original.mcmc_chain, lpfun) - -size(sol3.original.mcmc_chain) -Array(sol3.original.mcmc_chain[1,:,:]) -length(sol3.estimated_nn_params[1]) -chainl[1](time', sol3.estimated_nn_params[1], st)[1] - -data = [hcat(calculate_derivatives2(dataset[i][:, 2], dataset[1][:, 1]),dataset[i][:, 2]) for i in eachindex(dataset)] -dataset[1][:,1] -dataset[2] -plot!(dataset[1][:,2],dataset[1][:,1]) -eqs -sol5 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 200, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.02, 0.02], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - # Kernel = AdvancedHMC.NUTS(0.8), - param = [ - Normal(3, 2), - Normal(3, 2) - # LogNormal(1, 2), - # LogNormal(1, 2), - # LogNormal(1, 2), - # LogNormal(1, 2) - ], progress = true) - -# plot(time, chainl[1](time', sol2.estimated_nn_params[1], st)[1]) -# plot!(time, chainl[2](time', sol2.estimated_nn_params[2], st)[1]) - -sol6 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 200, - bcstd = [0.5, 0.5], - phystd = [0.5, 0.5], l2std = [0.02, 0.02], - priorsNNw = (0.0, 5.0), phystdnew = [0.5, 0.5], - saveats = [1 / 50.0], - # Kernel = AdvancedHMC.NUTS(0.8),aa - param = [ - # LogNormal(2, 3),LogNormal(2, 3),LogNormal(2, 3),LogNormal(2, 3) - # Normal(3, 2), - # Normal(4, 2), - Normal(3, 2), - Normal(3, 2) - ], Dict_differentials = Dict_differentials, progress = true -) - -function calculate_derivatives2(indvar,depvar) - x̂, time = indvar,depvar - num_points = length(x̂) - # Initialize an array to store the derivative values. - derivatives = similar(x̂) - - for i in 2:(num_points - 1) - # Calculate the first-order derivative using central differences. - Δt_forward = time[i + 1] - time[i] - Δt_backward = time[i] - time[i - 1] - - derivative = (x̂[i + 1] - x̂[i - 1]) / (Δt_forward + Δt_backward) - - derivatives[i] = derivative - end - - # Derivatives at the endpoints can be calculated using forward or backward differences. - derivatives[1] = (x̂[2] - x̂[1]) / (time[2] - time[1]) - derivatives[end] = (x̂[end] - x̂[end - 1]) / (time[end] - time[end - 1]) - return derivatives -end -dataset[1] -dataset[2] -dataset[1][:,1]=calculate_derivatives2(dataset[1][:,2], dataset[1][:,1]) -dataset[2][:,1]=calculate_derivatives2(dataset[2][:,2], dataset[2][:,1]) -dataset[1] -dataset[2] -sol7 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 200, - bcstd = [0.5, 0.5], - phystd = [0.5, 0.5], l2std = [0.05, 0.05], - priorsNNw = (0.0, 5.0), - saveats = [1 / 50.0], - # Kernel = AdvancedHMC.NUTS(0.8), - param = [ - Normal(0, 2), - Normal(0, 2) - # LogNormal(1, 2), - # LogNormal(1, 2), - # LogNormal(1, 2), - # LogNormal(1, 2) - ], progress = true) - -# plot(time, chainl[1](time', sol2.estimated_nn_params[1], st)[1]) -# plot!(time, chainl[2](time', sol2.estimated_nn_params[2], st)[1]) - -sol8 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 700, - bcstd = [0.1, 0.1], - phystd = [0.1, 0.1], l2std = [0.1, 0.1], - priorsNNw = (0.0, 5.0), phystdnew = [0.1, 0.1], - saveats = [1 / 50.0], - # Kernel = AdvancedHMC.NUTS(0.8),aa - param = [ - # LogNormal(2, 3),LogNormal(2, 3),LogNormal(2, 3),LogNormal(2, 3) - # Normal(3, 2), - # Normal(4, 2), - Normal(0, 2), - Normal(0, 2) - ], Dict_differentials = Dict_differentials, progress = true -) - -timepoints = collect(0.0:(1 / 100.0):9.0) -plot!(timepoints', chainl[1](timepoints', sol5_4.estimated_nn_params[1], st)[1]) -plot!(timepoints, chainl[2](timepoints', sol5_4.estimated_nn_params[2], st)[1]) - -using Plots, StatsPlots -plotly() - -plot(time, u[1, :]) -plot!(time, u[2, :]) -scatter!(time, u_noisy[1, :]) -scatter!(time, u_noisy[2, :]) -scatter!(discretization.dataset[1][1][:,2], discretization.dataset[1][1][:,1]) -scatter!(discretization.dataset[1][2][:,2], discretization.dataset[1][2][:,1]) - -# plot28(sol4 seems better vs sol3 plots, params seems similar) -plot!(sol3.timepoints[1]', sol3.ensemblesol[1],legend=nothing) -plot!(sol3.timepoints[2]', sol3.ensemblesol[2]) -plot!(sol4.timepoints[1]', sol4.ensemblesol[1]) -plot!(sol4.timepoints[2]', sol4.ensemblesol[2]) - -plot!(sol4_2.timepoints[1]', sol4_2.ensemblesol[1],legend=nothing) -plot!(sol4_2.timepoints[2]', sol4_2.ensemblesol[2]) -plot!(sol5_2.timepoints[1]', sol5_2.ensemblesol[1],legend=nothing) -plot!(sol5_2.timepoints[2]', sol5_2.ensemblesol[2]) - -plot!(sol4_3.timepoints[1]', sol4_3.ensemblesol[1],legend=nothing) -plot!(sol4_3.timepoints[2]', sol4_3.ensemblesol[2]) -plot!(sol5_3.timepoints[1]', sol5_3.ensemblesol[1]) -plot!(sol5_3.timepoints[2]', sol5_3.ensemblesol[2]) -plot!(sol5_4.timepoints[1]', sol5_4.ensemblesol[1],legend=nothing) -plot!(sol5_4.timepoints[2]', sol5_4.ensemblesol[2]) - - -# plot 36 sol4 vs sol5(params sol4 better, but plots sol5 "looks" better),plot 44(sol5 better than sol6 overall) -plot!(sol5.timepoints[1]', sol5.ensemblesol[1],legend=nothing) -plot!(sol5.timepoints[2]', sol5.ensemblesol[2]) -plot!(sol6.timepoints[1]', sol6.ensemblesol[1]) -plot!(sol6.timepoints[2]', sol6.ensemblesol[2]) - -# plot52 sol7 vs sol5(sol5 overall better plots, params?) -plot!(sol7.timepoints[1]', sol7.ensemblesol[1]) -plot!(sol7.timepoints[2]', sol7.ensemblesol[2]) - -# sol8,sol8_2,sol9,sol9_2 bad -plot!(sol8.timepoints[1]', sol8.ensemblesol[1]) -plot!(sol8.timepoints[2]', sol8.ensemblesol[2]) -plot!(sol8_2.timepoints[1]', sol8_2.ensemblesol[1]) -plot!(sol8_2.timepoints[2]', sol8_2.ensemblesol[2]) - -plot!(sol9.timepoints[1]', sol9.ensemblesol[1]) -plot!(sol9.timepoints[2]', sol9.ensemblesol[2]) -plot!(sol9_2.timepoints[1]', sol9_2.ensemblesol[1]) -plot!(sol9_2.timepoints[2]', sol9_2.ensemblesol[2]) - - -plot!(sol5_5.timepoints[1]', sol5_5.ensemblesol[1]) -plot!(sol5_5.timepoints[2]', sol5_5.ensemblesol[2],legend=nothing) - -plot!(sol5_5_1.timepoints[1]', sol5_5_1.ensemblesol[1]) -plot!(sol5_5_1.timepoints[2]', sol5_5_1.ensemblesol[2],legend=nothing) -plot!(sol7_1.timepoints[1]', sol7_1.ensemblesol[1]) -plot!(sol7_1.timepoints[2]', sol7_1.ensemblesol[2]) - -plot!(sol7_4.timepoints[1]', sol7_4.ensemblesol[1]) -plot!(sol7_4.timepoints[2]', sol7_4.ensemblesol[2]) - -plot!(sol5_2_1.timepoints[1]', sol5_2_1.ensemblesol[1],legend=nothing) -plot!(sol5_2_1.timepoints[2]', sol5_2_1.ensemblesol[2]) -plot!(sol5_2_2.timepoints[1]', sol5_2_2.ensemblesol[1],legend=nothing) -plot!(sol5_2_2.timepoints[2]', sol5_2_2.ensemblesol[2]) - -plot!(sol5_0.timepoints[1]', sol5_0.ensemblesol[1]) -plot!(sol5_0.timepoints[2]', sol5_0.ensemblesol[2],legend=nothing) - -plot!(sol5_00.timepoints[1]', sol5_00.ensemblesol[1]) -plot!(sol5_00.timepoints[2]', sol5_00.ensemblesol[2],legend=nothing) - -# test with lower number of points -# test same calls 2 times or more -# consider full range dataset case -# combination of all above - -# run 1 100 iters -sol5.estimated_de_params -sol6.estimated_de_params - -# run 2 200 iters -sol5.estimated_de_params -sol6.estimated_de_params - -# run 2 200 iters -sol3.estimated_de_params -sol4.estimated_de_params - -# p = [2/3, 2/3, 1/3, 1/3] -sol3.estimated_de_params -sol4.estimated_de_params -dataset[1] -eqs -α, β, γ, δ = p -p -# 1.0 -# 0.6666666666666666 -# 1.0 -# 0.33333333333333333 - -1/a -1/c -eqs -using StatsPlots -plotly() -plot(sol3.original.mcmc_chain) -plot(sol4.original.mcmc_chain) - -# 4-element Vector{Particles{Float64, 34}}: -# 1.23 ± 0.022 -# 0.858 ± 0.011 -# 3.04 ± 0.079 -# 1.03 ± 0.024 -# 4-element Vector{Particles{Float64, 34}}: -# 1.2 ± 0.0069 -# 0.835 ± 0.006 -# 3.22 ± 0.01 -# 1.08 ± 0.0053 -# # plot(time', chainl[1](time', sol1.estimated_nn_params[1], st)[1]) -# # plot!(time, chainl[2](time', sol1.estimated_nn_params[2], st)[1]) - -# sol3 = ahmc_bayesian_pinn_pde(pde_system, -# discretization; -# draw_samples = 500, -# bcstd = [0.05, 0.05], -# phystd = [0.005, 0.005], l2std = [0.1, 0.1], -# phystdnew = [0.5, 0.5], -# # Kernel = AdvancedHMC.NUTS(0.8), -# priorsNNw = (0.0, 10.0), -# saveats = [1 / 50.0], -# param = [ -# Normal(0.0, 2), -# Normal(0.0, 2), -# Normal(0.0, 2), -# Normal(0.0, 2) -# ], -# Dict_differentials = Dict_differentials, progress = true) - -# sol = ahmc_bayesian_pinn_pde(pde_system, -# discretization; -# draw_samples = 500, -# bcstd = [0.05, 0.05], -# phystd = [0.005, 0.005], l2std = [0.1, 0.1], -# priorsNNw = (0.0, 10.0), -# saveats = [1 / 50.0], -# # Kernel = AdvancedHMC.NUTS(0.8), -# param = [ -# Normal(1.0, 2), -# Normal(1.0, 2), -# Normal(1.0, 2), -# Normal(1.0, 2) -# ], progress = true) - -# plot!(sol.timepoints[1]', sol.ensemblesol[1]) -# plot!(sol.timepoints[2]', sol.ensemblesol[2]) - -# sol1 = ahmc_bayesian_pinn_pde(pde_system, -# discretization; -# draw_samples = 500, -# bcstd = [0.05, 0.05], -# phystd = [0.005, 0.005], l2std = [0.1, 0.1], -# phystdnew = [0.5, 0.5], -# # Kernel = AdvancedHMC.NUTS(0.8), -# priorsNNw = (0.0, 10.0), -# saveats = [1 / 50.0], -# param = [ -# Normal(1.0, 2), -# Normal(1.0, 2), -# Normal(1.0, 2), -# Normal(1.0, 2) -# ], -# Dict_differentials = Dict_differentials, progress = true) - -# plot!(sol1.timepoints[1]', sol1.ensemblesol[1]) -# plot!(sol1.timepoints[2]', sol1.ensemblesol[2]) - -sol = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 500, - bcstd = [0.05, 0.05], - phystd = [0.005, 0.005], l2std = [0.1, 0.1], - priorsNNw = (0.0, 10.0), - saveats = [1 / 50.0], - # Kernel = AdvancedHMC.NUTS(0.8), - param = [ - Normal(1.0, 2), - Normal(1.0, 2), - Normal(1.0, 2), - Normal(1.0, 2) - ]) - -# plot!(sol.timepoints[1]', sol.ensemblesol[1]) -# plot!(sol.timepoints[2]', sol.ensemblesol[2]) - -sol1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 500, - bcstd = [0.05, 0.05], - phystd = [0.005, 0.005], l2std = [0.1, 0.1], - phystdnew = [0.5, 0.5], - # Kernel = AdvancedHMC.NUTS(0.8), - priorsNNw = (0.0, 10.0), - saveats = [1 / 50.0], - param = [ - Normal(1.0, 2), - Normal(1.0, 2), - Normal(1.0, 2), - Normal(1.0, 2) - ], - Dict_differentials = Dict_differentials) - -param = 2 * π -ts = vec(sol1.timepoints[1]) -u_real = [analytic_sol_func1(0.0, t) for t in ts] -u_predict = pmean(sol1.ensemblesol[1]) - -@test u_predict≈u_real atol=1.5 -@test mean(u_predict .- u_real) < 0.1 -@test sol1.estimated_de_params[1]≈param atol=param * 0.3 - -# points1 = [] -# for eq_arg in eq_args -# a = [] -# # for each (depvar,[indvar1..]) if indvari==indvar (eq_arg) -# for i in eachindex(symbols_input) -# if symbols_input[i][2] == eq_arg -# # include domain points of that depvar -# # each loss equation take domain matrix [points..;points..] -# push!(a, train_sets[i][:, 2:end]') -# end -# end -# # vcat as new row for next equation -# push!(points1, vcat(a...)) -# end -# println(points1 == points) - -# using NeuralPDE, Flux, Lux, ModelingToolkit, LinearAlgebra, AdvancedHMC -# import ModelingToolkit: Interval, infimum, supremum, Distributions -# using Plots, MonteCarloMeasurements - -# @parameters x, t, α -# @variables u(..) -# Dt = Differential(t) -# Dx = Differential(x) -# Dx2 = Differential(x)^2 -# Dx3 = Differential(x)^3 -# Dx4 = Differential(x)^4 - -# # α = 1 -# β = 4 -# γ = 1 -# eq = Dt(u(x, t)) + u(x, t) * Dx(u(x, t)) + α * Dx2(u(x, t)) + β * Dx3(u(x, t)) + γ * Dx4(u(x, t)) ~ 0 - -# u_analytic(x, t; z = -x / 2 + t) = 11 + 15 * tanh(z) - 15 * tanh(z)^2 - 15 * tanh(z)^3 -# du(x, t; z = -x / 2 + t) = 15 / 2 * (tanh(z) + 1) * (3 * tanh(z) - 1) * sech(z)^2 - -# bcs = [u(x, 0) ~ u_analytic(x, 0), -# u(-10, t) ~ u_analytic(-10, t), -# u(10, t) ~ u_analytic(10, t), -# Dx(u(-10, t)) ~ du(-10, t), -# Dx(u(10, t)) ~ du(10, t)] - -# # Space and time domains -# domains = [x ∈ Interval(-10.0, 10.0), -# t ∈ Interval(0.0, 1.0)] - -# # Discretization -# dx = 0.4; -# dt = 0.2; - -# # Function to compute analytical solution at a specific point (x, t) -# function u_analytic_point(x, t) -# z = -x / 2 + t -# return 11 + 15 * tanh(z) - 15 * tanh(z)^2 - 15 * tanh(z)^3 -# end - -# # Function to generate the dataset matrix -# function generate_dataset_matrix(domains, dx, dt) -# x_values = -10:dx:10 -# t_values = 0.0:dt:1.0 - -# dataset = [] - -# for t in t_values -# for x in x_values -# u_value = u_analytic_point(x, t) -# push!(dataset, [u_value, x, t]) -# end -# end - -# return vcat([data' for data in dataset]...) -# end - -# datasetpde = [generate_dataset_matrix(domains, dx, dt)] - -# # noise to dataset -# noisydataset = deepcopy(datasetpde) -# noisydataset[1][:, 1] = noisydataset[1][:, 1] .+ -# randn(size(noisydataset[1][:, 1])) .* 5 / 100 .* -# noisydataset[1][:, 1] - -# # plot(datasetpde[1][:, 2], datasetpde[1][:, 1], title = "Dataset from Analytical Solution") -# # plot!(noisydataset[1][:, 2], noisydataset[1][:, 1]) - -# # Neural network -# chain = Lux.Chain(Lux.Dense(2, 8, Lux.tanh), -# Lux.Dense(8, 8, Lux.tanh), -# Lux.Dense(8, 1)) - -# discretization = NeuralPDE.BayesianPINN([chain], -# GridTraining([dx, dt]), param_estim = true, dataset = [noisydataset, nothing]) - -# @named pde_system = PDESystem(eq, -# bcs, -# domains, -# [x, t], -# [u(x, t)], -# [α], -# defaults = Dict([α => 0.5])) - -# sol1 = ahmc_bayesian_pinn_pde(pde_system, -# discretization; -# draw_samples = 100, -# bcstd = [0.2, 0.2, 0.2, 0.2, 0.2], -# phystd = [1.0], l2std = [0.05], param = [Distributions.LogNormal(0.5, 2)], -# priorsNNw = (0.0, 10.0), -# saveats = [1 / 100.0, 1 / 100.0], progress = true) - -# eqs = pde_system.eqs -# Dict_differentials = Dict() -# exps = toexpr.(eqs) -# nullobj = [recur_expression(exp, Dict_differentials) for exp in exps] - -# sol2 = ahmc_bayesian_pinn_pde(pde_system, -# discretization; -# draw_samples = 100, -# bcstd = [0.2, 0.2, 0.2, 0.2, 0.2], -# phystd = [1.0], phystdnew = [0.05], l2std = [0.05], -# param = [Distributions.LogNormal(0.5, 2)], -# priorsNNw = (0.0, 10.0), -# saveats = [1 / 100.0, 1 / 100.0], Dict_differentials = Dict_differentials, -# progress = true) - -# phi = discretization.phi[1] -# xs, ts = [infimum(d.domain):dx:supremum(d.domain) -# for (d, dx) in zip(domains, [dx / 10, dt])] -# u_predict = [[first(pmean(phi([x, t], sol1.estimated_nn_params[1]))) for x in xs] -# for t in ts] -# u_real = [[u_analytic(x, t) for x in xs] for t in ts] -# diff_u = [[abs(u_analytic(x, t) - first(pmean(phi([x, t], sol1.estimated_nn_params[1])))) -# for x in xs] -# for t in ts] - -# # p1 = plot(xs, u_predict, title = "predict") -# # p2 = plot(xs, u_real, title = "analytic") -# # p3 = plot(xs, diff_u, title = "error") -# # plot(p1, p2, p3) - -# phi = discretization.phi[1] -# xs, ts = [infimum(d.domain):dx:supremum(d.domain) -# for (d, dx) in zip(domains, [dx / 10, dt])] -# u_predict = [[first(pmean(phi([x, t], sol2.estimated_nn_params[1]))) for x in xs] -# for t in ts] -# u_real = [[u_analytic(x, t) for x in xs] for t in ts] -# diff_u = [[abs(u_analytic(x, t) - first(pmean(phi([x, t], sol2.estimated_nn_params[1])))) -# for x in xs] -# for t in ts] - -# # p1 = plot(xs, u_predict, title = "predict") -# # p2 = plot(xs, u_real, title = "analytic") -# # p3 = plot(xs, diff_u, title = "error") -# # plot(p1, p2, p3) - -@parameters t, p -@variables u(..) - -Dt = Differential(t) -eqs = Dt(u(t)) - cos(p * t) ~ 0 -bcs = [u(0) ~ 0.0] -domains = [t ∈ Interval(0.0, 2.0)] - -chainl = Lux.Chain(Lux.Dense(1, 6, tanh), Lux.Dense(6, 1)) -initl, st = Lux.setup(Random.default_rng(), chainl) - -@named pde_system = PDESystem(eqs, - bcs, - domains, - [t], - [u(t)], - [p], - defaults = Dict([p => 4.0])) - -analytic_sol_func1(u0, t) = u0 + sin(2 * π * t) / (2 * π) -timepoints = collect(0.0:(1 / 100.0):2.0) -u1 = [analytic_sol_func1(0.0, timepoint) for timepoint in timepoints] -u1 = u1 .+ (u1 .* 0.2) .* randn(size(u1)) -dataset = [hcat(u1, timepoints)] - -discretization = BayesianPINN([chainl], GridTraining([0.02]), param_estim = true, - dataset = [dataset, nothing]) - -sol1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 1500, - bcstd = [0.05], - phystd = [0.01], l2std = [0.01], - priorsNNw = (0.0, 1.0), - saveats = [1 / 50.0], - param = [LogNormal(4.0, 2)], progress = true) - -param = 2 * π -ts = vec(sol1.timepoints[1]) -u_real = [analytic_sol_func1(0.0, t) for t in ts] -u_predict = pmean(sol1.ensemblesol[1]) - -@test u_predict≈u_real atol=0.1 -@test mean(u_predict .- u_real) < 0.01 -@test sol1.estimated_de_params[1]≈param atol=0.1 -sol1.estimated_de_params[1] - -eqs = pde_system.eqs -Dict_differentials = Dict() -exps = toexpr.(eqs) -nullobj = [recur_expression(exp, Dict_differentials) for exp in exps] - -sol2 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 1500, - bcstd = [0.05], - phystd = [0.01], l2std = [0.02], phystdnew = [0.02], - priorsNNw = (0.0, 1.0), - saveats = [1 / 50.0], - param = [LogNormal(4.0, 2)], - Dict_differentials = Dict_differentials, - progress = true) - -param = 2 * π -ts_2 = vec(sol2.timepoints[1]) -u_real_2 = [analytic_sol_func1(0.0, t) for t in ts] -u_predict_2 = pmean(sol2.ensemblesol[1]) - -@test u_predict_2≈u_real_2 atol=0.1 -@test mean(u_predict_2 .- u_real_2) < 0.01 -@test sol2.estimated_de_params[1]≈param atol=0.1 -sol2.estimated_de_params[1] - -plot(ts_2, u_predict_2) -plot!(ts_2, u_real_2) - -@parameters t, σ_ -@variables x(..), y(..), z(..) -Dt = Differential(t) -eqs = [Dt(x(t)) ~ σ_ * (y(t) - x(t)), - Dt(y(t)) ~ x(t) * (28.0 - z(t)) - y(t), - Dt(z(t)) ~ x(t) * y(t) - 8 / 3 * z(t)] - -bcs = [x(0) ~ 1.0, y(0) ~ 0.0, z(0) ~ 0.0] -domains = [t ∈ Interval(0.0, 1.0)] - -input_ = length(domains) -n = 7 -chain = [ - Lux.Chain(Lux.Dense(input_, n, Lux.tanh), Lux.Dense(n, n, Lux.tanh), - Lux.Dense(n, 1)), - Lux.Chain(Lux.Dense(input_, n, Lux.tanh), Lux.Dense(n, n, Lux.tanh), - Lux.Dense(n, 1)), - Lux.Chain(Lux.Dense(input_, n, Lux.tanh), Lux.Dense(n, n, Lux.tanh), - Lux.Dense(n, 1)) -] - -#Generate Data -function lorenz!(du, u, p, t) - du[1] = 10.0 * (u[2] - u[1]) - du[2] = u[1] * (28.0 - u[3]) - u[2] - du[3] = u[1] * u[2] - (8 / 3) * u[3] -end - -u0 = [1.0; 0.0; 0.0] -tspan = (0.0, 1.0) -prob = ODEProblem(lorenz!, u0, tspan) -sol = solve(prob, Tsit5(), dt = 0.01, saveat = 0.05) -ts = sol.t -us = hcat(sol.u...) -us = us .+ ((0.05 .* randn(size(us))) .* us) -ts_ = hcat(sol(ts).t...)[1, :] -dataset = [hcat(us[i, :], ts_) for i in 1:3] - -discretization = BayesianPINN(chain, GridTraining([0.01]); param_estim = true, - dataset = [dataset, nothing]) - -@named pde_system = PDESystem(eqs, bcs, domains, - [t], [x(t), y(t), z(t)], [σ_], defaults = Dict([p => 1.0 for p in [σ_]])) - -sol1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 100, - bcstd = [0.3, 0.3, 0.3], - phystd = [0.1, 0.1, 0.1], - l2std = [1, 1, 1], - priorsNNw = (0.0, 1.0), - saveats = [0.01], - param = [Normal(14.0, 2)], progress = true) - -idealp = 10.0 -p_ = sol1.estimated_de_params[1] -@test sum(abs, pmean(p_) - 10.00) < 0.3 * idealp[1] -# @test sum(abs, pmean(p_[2]) - (8 / 3)) < 0.3 * idealp[2] - -@parameters x y -@variables u(..) -Dxx = Differential(x)^2 -Dyy = Differential(y)^2 - -# 2D PDE -eq = Dxx(u(x, y)) + Dyy(u(x, y)) ~ -sin(pi * x) * sin(pi * y) - -# Boundary conditions -bcs = [u(0, y) ~ 0.0, u(1, y) ~ 0.0, - u(x, 0) ~ 0.0, u(x, 1) ~ 0.0] - -# Space and time domains -domains = [x ∈ Interval(0.0, 1.0), - y ∈ Interval(0.0, 1.0)] - -# Neural network -dim = 2 # number of dimensions -chain = Lux.Chain(Lux.Dense(dim, 9, Lux.σ), Lux.Dense(9, 9, Lux.σ), Lux.Dense(9, 1)) - -# Discretization -dx = 0.04 -discretization = BayesianPINN([chain], GridTraining(dx), dataset = [[dataset], nothing]) - -@named pde_system = PDESystem(eq, bcs, domains, [x, y], [u(x, y)]) - -eqs = pde_system.eqs -Dict_differentials = Dict() -exps = toexpr.(eqs) -nullobj = [recur_expression(exp, Dict_differentials) for exp in exps] - -sol1 = ahmc_bayesian_pinn_pde(pde_system, - discretization; - draw_samples = 5, - bcstd = [0.01, 0.01, 0.01, 0.01], - phystd = [0.005], - priorsNNw = (0.0, 2.0), - saveats = [1 / 100.0, 1 / 100.0], - Dict_differentials = Dict_differentials, - progress = true) - -xs = sol1.timepoints[1] -sol1.ensemblesol[1] -analytic_sol_func(x, y) = (sin(pi * x) * sin(pi * y)) / (2pi^2) - -dataset = hcat(u_real, xs') -u_predict = pmean(sol1.ensemblesol[1]) -u_real = [analytic_sol_func(xs[:, i][1], xs[:, i][2]) for i in 1:length(xs[1, :])] -@test u_predict≈u_real atol=0.8 \ No newline at end of file +@test sol1.estimated_de_params[1]≈param atol=param * 0.3 \ No newline at end of file