Forecasting of time-series data requires imposition of inductive biases to obtain predictive extrapolation, and recent works have imposed Hamiltonian/Lagrangian form to preserve structure for systems with reversible dynamics. In this work we present a novel parameterization of dissipative brackets from metriplectic dynamical systems appropriate for learning irreversible dynamics with unknown a priori model form. The process learns generalized Casimirs for energy and entropy guaranteed to be conserved and nondecreasing, respectively. Furthermore, for the case of added thermal noise, we guarantee exact preservation of a fluctuation-dissipation theorem, ensuring thermodynamic consistency. We provide benchmarks for dissipative systems demonstrating learned dynamics are more robust and generalize better than either "black-box" or penalty-based approaches.
Background and previous workModeling time-series data as a solution to a dynamical system with learnable dynamics has been shown to be effective in both data-driven modeling for physical systems and traditional machine learning (ML) tasks. Broadly, it has been observed that imposition of physics-based structure leads to more robust architectures which generalize well [1]. On one end of the spectrum of inductive biases, universal differential equations (UDE) [2] assume an a priori known model form, thus imposing the strongest bias. On the other, neural ordinary differential equations (NODEs) [3] assume a completely black-box model form with minimal bias.Many recent approaches have turned to structure preserving models of reversible dynamics to obtain an inductive bias that lies in between [4,5,6,7,8]. One may use black-box deep neural networks (DNNs) to learn an energy of a system with unknown model form, while the algebraic structure of Hamiltonian/Lagrangian dynamics provides a flow map which conserves energy. Typically, the learned flow map has symplectic structure so that phase space trajectories are conserved. In classification problems, this mitigates the vanishing/exploding gradient problem and improves accuracy [9]; in physics, this guarantees that extrapolated states are physically realizable [10].Such approaches are only appropriate for reversible systems lacking friction or dissipation. In the physics literature, the theory of metriplectic dynamical systems provides a generalization of the Poisson brackets of Hamiltonian/Lagrangian mechanics which model not just a conserved energy, but generalized Casimirs such as entropy [11,12]. Physical systems which can be cast in this framework Preprint. Under review.