Abstract:

Modern design, control, and optimization often require multiple expensive simulations of highly nonlinear stiff models. These costs can be amortized by training a cheap surrogate of the full model, which can then be used repeatedly. Here we present a general data-driven method, the continuous-time echo state network (CTESN), for generating surrogates of nonlinear ordinary differential equations with dynamics at widely separated timescales. We empirically demonstrate the ability to accelerate a physically motivated scalable model of a heating system by 98x while maintaining relative error of within 0.2 %.We showcase the ability for this surrogate to accurately handle highly stiff systems which have been shown to cause training failures with common surrogate methods such as Physics-Informed Neural Networks (PINNs), Long Short Term Memory (LSTM) networks, and discrete echo state networks (ESN). We show that our model captures fast transients as well as slow dynamics, while demonstrating that fixed time step machine learning techniques are unable to adequately capture the multi-rate behavior. Together this provides compelling evidence for the ability of CTESN surrogates to predict and accelerate highly stiff dynamical systems which are unable to be directly handled by previous scientific machine learning techniques.