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Overview

  • Inspiration - Anatomy of a PDE
  • Data Discretization
  • I - State Space Models
  • II - Spatial Operators
  • III - Reduced Order Models
  • IV - TimeSteppers

Anatomy of a PDE

  • State
  • Discretization
  • Equation of Motion - Spatial Operators
  • Initial Conditions
  • Boundary Conditions
  • TimeSteppers

Data Discretization

  • Unstructured, e.g., Weather Stations
  • Irregular, e.g., Continents, Countries...
  • Curvilinear, e.g., 2D Lat-Lon Coordinates, SWATHs
  • Rectilinear, e.g., Geographic Coordinates
  • Regular, e.g., Images, GeoStationary Satellites

Parameterization


I - State Space Models

  • Emission Distribution, ytp(ytzt,θ)y_t \sim p(y_t|z_t,\theta)
  • Transition Distribution, ztp(ztzt1,xt,θ)z_t \sim p(z_t|z_{t-1},x_t,\theta)
  • Initial Distribution, z0p(z0θ)z_0 \sim p(z_0|\theta)
  • Parameter Distribution, θp(θ)\theta \sim p(\theta)

II - Spatial Operators

  • Differentiation
    • Exact - Symbolic, AutoDiff
    • Approximate - Finite Difference/Volume
  • Neural Operators
    • Fully Connected
    • AutoDifferential + Symbolic
    • Convolutions + Finite Difference
    • Spectral Convolutions + PseudoSpectral
    • Graphical NNs + Finite Element
    • Free-Form
  • Free-Form Complexity
    • Linear
    • Basis Function
    • Non-Linear

III - Reduced Order Models

  • Encoder + Decoder, z=f(u),u=g(z)z = f(u), u = g(z)
  • Bijections, Surjections, Stochastic
  • Separable (POD), u(s,t)=ϕ(s)ψ(t)u(s,t) = \sum \phi(s)\psi(t)
  • Structured

IV - TimeSteppers

  • Integration
  • AutoRegressive
  • Taylor - Euler
  • Sigma Points - Unscented
  • Quadrature - Runge-Kutta
  • Monte Carlo
  • Hybrid - Leap-Frog, Adam-Bashforth