Approximation of the Basset force in the Maxey-Riley-Gatignol equations via universal differential equations
Authors: Finn Sommer, Vamika Rathi, Sebastian Goetschel, Daniel Ruprecht
Abstract
The Maxey-Riley-Gatignol equations (MaRGE) model the motion of spherical inertial particles in a fluid. They contain the Basset force, an integral term which models history effects due to the formation of wakes and boundary layer effects. This causes the force that acts on a particle to depend on its past trajectory and complicates the numerical solution of MaRGE. Therefore, the Basset force is often neglected, despite substantial evidence that it has both quantitative and qualitative impact on the movement patterns of modelled particles. Using the concept of universal differential equations, we propose an approximation of the history term via neural networks which approximates MaRGE by a system of ordinary differential equations that can be solved with standard numerical solvers like Runge-Kutta methods.
Ordinary differential equations (ODEs) are widely used to model dynamical systems in physics, biology, neuroscience, and physiology, but in many applications some equations of the dynamics are unknown and only a subset of the state variables are measured. We propose a hybrid neural--physics framework in which the known components of the ODE are kept explicit and the missing components are represented by a neural network. The proposed method consists of two stages where we alternate between state and parameter estimation and iterate until a predetermined criterion is met. Specifically, in the first step, we treat the model parameters as being known and we infer the latent states from the available measurements using a Rauch--Tung--Striebel (RTS) smoother. In the second stage, we treat the smoothed trajectories as being known and use them to estimate the neural networks' parameters through backpropagation. We evaluate the method on benchmark systems spanning linear, nonlinear, and stiff dynamics under partial state observation. Across these settings, the proposed method learns missing ODE components from incomplete measurements while exploiting and retaining interpretable mechanistic structure and improving latent-state reconstruction and long-horizon prediction.
Ahmet Demirkaya, Georgios Stratis, Tales Imbiriba +2
Recovering continuous-time dynamics from discrete observations is difficult because local supervision (e.g., pointwise regression targets, derivative approximations, or equation residuals) loses fidelity as the observation interval grows. We replace local supervision with a global structural constraint: any flow representing autonomous dynamics must satisfy the semi-group property under time translation. We train a time-conditioned secant velocity field whose deviation from this property, which we call Symmetry Rupture, serves two purposes. As a training regularizer, it confines the hypothesis space to flows that compose consistently across temporal scales. As an inference oracle, it lets the solver select the largest step size that preserves internal consistency, replacing the local truncation error that conventional adaptive solvers depend on. On the diffusion-reaction benchmark under time-informed inference, our method reduces rollout RMSE by 87% while using 5x fewer function evaluations than a Neural ODE baseline. In the more demanding direct auto-regressive setting, where the model must predict distant future frames without intermediate temporal cues, our adaptive solver allocates compute based on local geometric complexity -- maintaining the lowest rollout RMSE on two of three PDE benchmarks while baselines either diverge or require up to an order of magnitude more function evaluations to remain stable.
We develop a branched signature kernel solver for linear and nonlinear ordinary differential equations driven by a \emph{single observed trajectory} of a possibly rough forcing signal--a setting common within earthquake engineering, finance, biology, and structural health monitoring, where only one forcing realization is available, and the solver must respect the underlying physical law without an ensemble of realizations. We first introduce a count-sampling construction method to turn the single observation into a hierarchical family of N+1 nested training paths on which the branched signature kernel can be evaluated; this allows the signature kernel machinery, originally designed for multi-realization regression problems, to operate on a single-trajectory observation. Then we build a kernel-collocation framework, which places the ansatz either on the highest-order derivative of the solution or on the solution itself. We prove a universal approximation theorem for the branched signature kernel, leveraging the Hairer--Kelly morphism to express branched signature evaluations through geometric signatures of time-extended paths. The offline solver is extended to a streaming Test/Train/Retrain protocol with optional closed-form online updates in both linear and nonlinear cases. Numerical experiments on six benchmarks show accurate, stable predictions across all regimes.