Huang 2020 Deep Neural Networks For Waves Assisted by The Wiener Hopf Method

Deep neural networks for
royalsocietypublishing.org/journal/rspa waves assisted by the

Wiener–Hopf method
Xun Huang
Research
State Key Laboratory of Turbulence and Complex Systems,
Cite this article: Huang X. 2020 Deep neural
Aeronautics and Astronautics, College of Engineering, Peking
networks for waves assisted by the
University, Beijing 100871, People’s Republic of China
Wiener–Hopf method. Proc. R. Soc. A 476:
XH, 0000-0001-9441-1473
Downloaded from https://royalsocietypublishing.org/ on 13 March 2024
20190846.
http://dx.doi.org/10.1098/rspa.2019.0846
In this work, the classical Wiener–Hopf method
is incorporated into the emerging deep neural
Received: 4 December 2019 networks for the study of certain wave problems.
Accepted: 25 February 2020 The essential idea is to use the first-principle-
based analytical method to efficiently produce a
large volume of datasets that would supervise the
Subject Areas: learning of data-hungry deep neural networks, and
computational physics, artificial intelligence, to further explain the working mechanisms on
mathematical physics underneath. To demonstrate such a combinational
research strategy, a deep feed-forward network is
Keywords: first used to approximate the forward propagation
Wiener–Hopf method, data-driven, model of a duct acoustic problem, which can find
important aerospace applications in aeroengine noise
duct acoustics, convolutional networks
tests. Next, a convolutional type U-net is developed
to learn spatial derivatives in wave equations, which
Author for correspondence: could help to promote computational paradigm in
Xun Huang mathematical physics and engineering applications.
e-mail: huangxun@pku.edu.cn A couple of extensions of the U-net architecture
are proposed to further impose possible physical
constraints. Finally, after giving the implementation
details, the performance of the neural networks are
studied by comparing with analytical solutions from
the Wiener–Hopf method. Overall, the Wiener–Hopf
method is used here from a totally new perspective
and such a combinational research strategy shall
represent the key achievement of this work.
1. Introduction
The aim of this paper is to show one of the
One contribution to a Special Feature ‘Advances diverse and promising applications of the Wiener–
in Wiener–Hopf type techniques: theory and Hopf technique, which falls in the theme of the
Wiener–Hopf workshop organized by the Isaac Newton
applications’ organized by Gennady Mishuris
Institute at Cambridge in 2019. In particular, a couple
and Anastasia Kisil. of data-driven neural network models assisted by
2020 The Author(s) Published by the Royal Society. All rights reserved.
the Wiener–Hopf technique are proposed in this paper for duct acoustics and spatial derivatives,
2
respectively. The first network model can find practical applications in (radial) wave mode
detections, which is a popular topic in the aerospace research community for low-noise aircraft
royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

...........................................................
engine design [1–4], because of the connection between duct acoustics and aeroengine fan noise
problems [5–7]. The second network can find applications in solving various partial differential
equations that has attracted increasing research attentions recently [8–10]. The related machine
learning details through high-quality training data from the Wiener–Hopf technique are described
in this paper. Until now, such an endeavour of the integration of the Wiener–Hopf method (one
of the most classical first-principle methods) and machine learning methods is quite innovative
and shall constitute the main contributions of this work.
To demonstrate the essential concept, two problems relating to wave physics are considered
in this work. The first is about the development of an effective and efficient forward model
for duct acoustics, which is essential to enable the inversion of fan noise sources that would
provide further physical understanding and assist in engineering evaluations of low-noise
designs. A number of forward models have been developed using either applied mathematical
methods such as the Wiener–Hopf technique [11–14] or other numerical tools [15–17]. The former
theoretical models clearly illustrate acoustic scatterings from a cylindrical unflanged duct in the
presence of extensively simplified background flows (either uniform or with idealized vortex
sheets). Numerical tools, on the other hand, can describe acoustic physics in more realistic and
complicated set-ups but usually with much more expensive computational cost, which would be
prohibitive for an inversion task that usually requires tens of thousands of running of a forward
model. The recent advancements of machine learning methods [18], especially those in fluid
mechanics [19], motivate us to develop data-driven models for wave systems by incorporating
the Wiener–Hopf technique into supervised-learning-based deep neural networks, which would
further enable us to study the second problem about the spatial differentials.
The Wiener–Hopf technique is a beautiful and analytical applied mathematical tool that can
be used for the study of wave scattering problems in fluid and wave systems [20]. By using the
Wiener–Hopf technique, Munt has developed a theoretical model for sound radiations from a
semi-infinite hollow cylindrical duct with a shear layer [11]. As an example, figure 1 shows a
duct acoustic inversion set-up with fan noise predictions from the Munt’s model. Next, Gabard &
Astley [6] and Veitch & Peake [21] have studied progressively more complicated configurations
of a flow duct with centre bodies, respectively. A relevant theoretical work by Chapman [22] was
about the flow-induced noise generated at the leading edge of a high-speed subsonic aerofoil
when it is interacted with the convected flow gusts. The associated applications can be found in
high-speed fan noise studies. In addition, Rienstra [23] has studied the fan noise control problem
with semi-infinite lined duct walls by using the Wiener–Hopf technique. Liu et al. [13] and Jiang
et al. [14] have further studied semi-infinite, azimuthally non-uniform liners by incorporating
Fourier expansions into the Wiener–Hopf technique, respectively.
Almost all the former modelling works have been essentially focused on the theoretical
developments by extending the Wiener–Hopf method for various and progressively complicated
set-ups, and proposed the associated factorization methods, sometimes with approximations, for
the corresponding Wiener–Hopf kernels [24]. In this work, other than further developing first-
principle methods (for various set-ups), the attention is focused on the new machine-learning-
based modelling approaches by using the Wiener–Hopf method. It is believed by the author that
this new study direction is actually reminiscent of the early success of the Wiener–Hopf method
in information technology, especially in robust and optimal control theories [25].
More specifically, the Wiener–Hopf method will be tried in this work to guide (supervise)
neural networks to learn transfer functions between inputs (wave sources) and outputs (scattered
wave fields). Chapman has studied the transfer function between incoming gusts and flow-
induced noise sources [26,27] by using the Wiener–Hopf technique. In essentially the same way,
the Wiener–Hopf technique can be used to produce the transfer function between fan noise
sources and sensor measurements of the scattered sound waves. As to be shown below, the direct
calculation of such a transfer function is in wavenumber space and thus computational expensive,
0.30
3
0.25

...........................................................
0.20
r 0.15
0.10
0.05
0
–0.10 –0.05 0 0.05 0.10 0.15 0.20 0.25 0.30
x
Figure 1. Sketch of the meridian cross-section with sound pressure fields and sensors (◦) for a classical cylindrical duct acoustic
set-up [11,16]. The solid line represents the hard-wall of an idealized unflanged duct. (Online version in colour.)
especially for inversion tasks that usually require tens of thousands of computations. To address
this issue, one possible solution is to use hardware speed-up of the Wiener–Hopf technique by
using graphical processing units (GPU) [28], but with very limited capability of generalization to
various set-ups. This work would try an alternative solution by using machine learning with a
deep neural network.
Neural networks, also known as artificial neural networks, have become popular once again
recently mainly because the new advancements in deep learning [18], convolution networks
and hardware accelerations. Most recent machine learning methods are data-hungry and the
successful applications can be found especially in image processing, which is largely driven by
the recently openly available huge volume of image datasets that could consist of millions of
items [29]. In acoustic studies, most recent works have been primarily focused on acoustic signal
processing [30–33] partly due to the presumed analogy with the imaging processing applications.
To study new problems, the corresponding datasets should be prepared in advance to enable
machine learning.
Other than training data, the main problem currently with neural networks shall be the
understanding of what is the exact working mechanisms on underneath and how to apply to
particular applications of interest. In this work, assisted by the Wiener–Hopf method, the new
questions to be answered are as follows: (1) are neural networks working for the two problems
considered in this work, and why; and (2) if the answer to the above question is positive, how to
design and implement neural networks for the particular problems of interest.
More specifically, a couple of duct acoustics-related problems are considered in this work
by using neural networks along with the Wiener–Hopf method. First, deep neural network
techniques will be considered to train a forward model for duct acoustic predictions, which can
be further used in mode inversion tests. Compared to the Wiener–Hopf based model, the current
paper will show that a deep, fully-connected feed-forward neural network can approximate
the forward (propagation) model of duct acoustics in a very effective and efficient way. Such a
finding shall not be surprising since Cybenko [34] has proven that any continuous multivariate
function can be approximated arbitrarily well by using a classical network with just one hidden
layer (i.e. a concatenation of nonlinear functions) activated with a sigmoidal function σ (x) =
1/(1 + e−x ). Nevertheless, the current work suggests that the Wiener–Hopf method would further
help understand the working mechanisms behind the neural network: a forward model for
practical turbofan noise problems would contain a number of multivariate functions; and the
approximation of which would be benefited by the newly emerging deep neural networks.
The second problem considered in this work is the data-driven spatial differentials [8,10,35],
4
especially for duct acoustic applications, which are mostly governed by convected wave equation.
Other different partial differential equations, such as Burgers’ equation, have been considered

...........................................................
by directly approximating the stencils (i.e. the coefficients of the spatial derivative schemes)
with a convolutional neural network [35], which, however, took no account of solid boundary
conditions. A totally different method is developed here for the data-driven spatial differentials
by using the so-called U-Net, which is a special type of the fully convolutional networks that has
been recently proposed mainly for image segmentation [36]. In this data-driven work, the goal
is to learn the mapping between acoustic potential fields and acoustic velocity fields such that it
accurately represents the spatial derivatives of the wave system in the whole domain.
In the both problem studies, the power of the Wiener–Hopf method is used to rapidly prepare
the large volume of high-quality data that would progressively improve the performance of the
neural networks. As mentioned in [19], such a combination of machine learning methods and
first-principle-based analytical models shall be a promising research direction in fluid mechanics
and, along with the further demonstrations of duct acoustic problems, shall constitute the main
contribution of this work.
The remaining part of this paper is organized as follows. Section 2 shows the problem set-
up and explains the first-principle model by using the Wiener–Hopf technique. Examples of the
training dataset from the analytical model are shown as well. Readers who are already familiar
to the Wiener–Hopf technique can directly jump to the next section. Section 3 gives the details
of the neural networks used in this work for wave systems. The particular attention is focused
on the network architecture designs, such as U-net and its physical constraint extensions, by
having wave physics in mind. Then, §4 presents implementation details, the network training
and prediction results and the corresponding discussion. Finally, §5 concludes the whole work.
2. Preliminary knowledge
(a) Statement of the problems
In this work, data-driven models have been proposed for two problems. The first can be used
to solve inverse problems of duct acoustics. Figure 2a shows the problem set-up, where incident
waves of various spinning modes (m, n) propagate inside an idealized duct and radiate to a sensor
array. As shown in figure 2b, the incident wave source s can be inferred from the measurements
y of the sensor array, if the forward propagation model from s to y is already known. Readers of
interest can refer to [37] for more complete background knowledge of rotating wave fields.
The inversion method itself, compared to the construction of forward models, is actually
straightforward. To explain this point, the compressive sensing method is used here as an
example, because it has found ever-increasing applications in aerospace engineering in general
[38,39] and aeroengine acoustic experiments in particular [1–3]. Through compressive sensing, an
inversion can be achieved by solving the following linear programming [40]:
min ||ŝ||1 , subject to y = CGŝ, (2.1)
where ŝ is the inversion estimation of s, || · ||1 represents L1 norm, y denotes samples from
sensor arrays, C is compressive sensing matrix, and G is the transfer function between source
and measurements. Given C, G and y, the inversion can be easily conducted by using a convex
optimization tool and a demonstration code example can be found in [38]. Hence, the current
paper is focused on the forward modelling topic.
It is also worthwhile to mention that most fan noise testing techniques [1,2] currently used
in aeroengine applications belong to mode detections, for which the transfer function G would
simply be Fourier expansions (that map ŝ to azimuthal modes) or Bessel functions (that map ŝ to
radial modes). In contrast, the mode inversion task calls for a transfer function G that maps fan
noise source to far-field measurements, which would be much more difficult to achieve (figure 3)
and is therefore one of the focal points in this work.
scattered field
(a) 5

...........................................................
incident wave
(m, n) reflection
sensor array
(b)
source s measurements y
transfer function G
Figure 2. Sketch of the array system, mode detection results and inverse scattering of incident wave. (a) For example, given
an incident wave of single spinning mode (m, n), an outside array should capture scattered field of various different spinning
modes. (b) From here, we should develop an inverse scattering method to reconstruct the incident wave of (m, n). (Online version
in colour.)
mode mode
inversion x
detection
–2.0–1.5
–1.0
–0.5 0
0.5 1.0
r 1.5 2.0
o
Figure 3. Mode inversion versus mode detection. The former infers the amplitudes of noise sources, while the latter only
decomposes the amplitudes of sound fields at the testing cross-section. Here the cross-sectional sound pressure fields clearly
show the concepts of azimuthal mode (with number m) and radial mode (with number n). (Online version in colour.)
Chapman has proposed a transfer function between incoming gusts (i.e. the source) and flow-
induced noise [26,27] (which can be measured) by using the Wiener–Hopf technique. Munt [11]
and Gabarb & Astley [6] have proposed the forward model for duct acoustic problems by using
the Wiener–Hopf technique, which is adopted in this work to (1) theoretically clarify the inherent
principle of the forward model and to (2) rapidly provide a big volume of high-fidelity data for
machine learning.
The second problem studied in this work is the development of a neural network, for which
the input is acoustic potential φ, whereby the network output would be acoustic particle velocity
u. Mathematically, the machine learning of u for a given φ amounts to representing the spatial
derivatives along with various solid-wall, incident and acoustically non-reflecting boundary
conditions. The proposed supervised learning approach would try to learn the spatial derivatives
r
6
V0

...........................................................
outer wall R0 vortex sheet
incident wave
V1 (m, n)
q
axis x
Figure 4. The set-up with idealized geometries that would enable theoretical developments. All variables would be non-
dimensionalized and R0 = 1.
from a large set of training datasets (φ, u) provided by the Wiener–Hopf model. Compared to the
first problem, this spatial derivative problem is much easier to explain but, as to be shown below,
more difficult and computationally expensive to resolve by using machine learning approaches.
(b) The Wiener–Hopf model

Section 2a has suggested that an inverse problem of interest is mathematically and numerically
less complicated than the corresponding forward modelling problem. The latter is theoretically
developed here by essentially following the Wiener–Hopf technique used in the references
[6,11]. The most derivations given below are for the completeness of the current paper, while
the particularly different points from those in the literature would be emphasized when it is
necessary.
Figure 4 shows the problem set-up, where the incident acoustic wave from the fan assembly
propagates inside the duct before being scattered at the cylindrical duct open end and radiate
to the far-field. The corresponding governing equations are the non-dimensional Helmholtz
equation,

∂ 2φ 1 ∂ ∂φ 1 ∂ 2φ ∂ ∂ 2
+ + − + M0 φ = 0, r > 1 (2.2)
∂x2 r ∂r ∂r r2 ∂θ 2 ∂t ∂x
and
2
∂ 2φ 1 ∂ ∂φ 1 ∂ 2φ ∂ ∂
+ + − + M1 φ = 0, r < 1, (2.3)
∂x2 r ∂r ∂r r2 ∂θ 2 ∂t ∂x
where φ is acoustic potential, M0 = V0 /c0 and M1 = V1 /c0 are the Mach numbers of the ambient
flow and the jet flow, respectively, and c0 is the speed of sound. Given φ, the corresponding
acoustic pressure p and velocity v are calculated by

∂φ ∂φ
p=− + M0 , v = ∇φ, r > 1 (2.4)
∂t ∂x
and

∂φ ∂φ
p=− + M1 , v = ∇φ, 0 < r < 1. (2.5)
∂t ∂x
Using the harmonic frequency assumption, the total acoustic potential can be decomposed into
the incident and the scattered fields,
φ(r, θ , x, t) = (ψi (r, x) + ψs (r, x)) exp(imθ − iωt), (2.6)
where m is the azimuthal mode number and n is the radial mode number, (x, r, θ) are the
cylindrical coordinates, and the incident field (originates from the fan assembly) is assumed to
be a priori and takes the following form:
7

φi (x, r, θ , t) = Amn Jm (αmn r)exp(imθ + ikx x − iωt), r < 1. (2.7)

...........................................................
m n
This relation is the classical solution of a cylindrical duct acoustic equation and can be obtained
by separation of variables [13]. The radial wavenumber αmn satisfies the solid wall boundary
condition, dJm (αmn r)/dr = 0 when r = 1. The corresponding upstream- and downstream-directed
axial wavenumber satisfies the following relation [11]:
⎛ ⎞
1 αmn
2 (1 − M2 )
±
μmn = ⎝−M1 ± 1 − 1 ⎠, (2.8)
1 − M21 ω2
which has been normalized with respect to ω. In this work, only the cases with downstream-
directed incident waves are considered and, hence, μmn = μ+
mn . For convenience, the harmonic
term exp(−iωt) is omitted in the subsequent derivations. Moreover, the problem of interest
contains several boundary conditions, which are summarized as follows.
(i) Rigid wall

∂ψi (x, r) ∂ψs
= 0, ∀x; (x, r) = 0, ∀x < 0. (2.9)
∂r r=1 ∂r r=1
(ii) Pressure continuity

∂ + ∂
−iω + M0 ψs (x, 1 ) = −iω + M1 (ψs (x, 1− ) + ψi (x, 1− )), ∀x > 0, (2.10)
∂x ∂x
which ensures pressure continuation across the upper side (1+ ) and lower side (1− ) of the
vortex sheets at r = 1.
(iii) Kinetic displacement

∂ ∂ ∂ψs (x, r)
+ M0 ξ (x) = , ∀x > 0 (2.11)
∂t ∂x ∂r r=1+
and
∂ ∂ ∂ψs (x, r)
+ M1 ξ (x) = , ∀x > 0, (2.12)
∂t ∂x ∂r r=1−
that is to say, the displacement speed of the vortex sheets should be equal to the particle
velocity of waves. It is also worthwhile to note that the incident modal wave always
satisfies ∂ψi /∂r ≡ 0.
To obtain the solutions for the scattered field, the Fourier transform is defined as
+∞
β(μ, r) ψs (x, r)e−iωμx dx,
−∞
which transform the governing equations

∂ 2φ 1 ∂ ∂φ 1 ∂ 2φ ∂ ∂ 2
+ + − + M0,1 φ=0
∂x2 r ∂r ∂r r2 ∂θ 2 ∂t ∂x
to the following two sets of Bessel equations

1 ∂ ∂β m2
r + ω2 λ20,1 − 2 β = 0, (2.13)
r ∂r ∂r r
where λ20,1 = (1 − μM0,1 )2 − μ2 . It is easy to see that (2.13) is Bessel equation and its generic
solutions have the following form,
βs (μ, r) = A(μ)Hm (λ0 ωr), r>1 (2.14)

and
8
βs (μ, r) = B(μ)Jm (λ1 ωr), r<1 (2.15)

where Hm is the mth-order Hankel function, and A and B are associated amplitudes.
...........................................................
Next, apply the Fourier transform into the kinetic displacement (2.11) and (2.12) to produce
∂βs (u, r)
− iω(1 − μM0,1 )F + (μ) = , (2.16)
∂r r=1±
+∞
where F + (μ) 0 ξ (x)e−iωμx dx. Next, apply the generic solution, e.g. βs (μ, r) = A(μ)Hm (λ0 ωr),
into (2.16), which leads to
i(1 − μM0 ) i(1 − μM1 )
A(μ) = − F + (μ), B(μ) = − F + (μ). (2.17)
λ0 Hm (λ0 ω) λ1 Jm (λ1 ω)
Then, the generic solutions of the forms of (2.14) and (2.15) become
i(1 − μM0 )Hm (λ0 ωr) i(1 − μM1 )Jm (λ1 ωr)
βs (μ, r) = − F + (μ), βs (μ, r) = − F + (μ). (2.18)
To this end, it can be seen that the only unknown is F + (μ). To get F + (μ), we define G(μ) as
+∞
∂ + ∂
G(μ) = −iω + M0 ψs (x, 1 ) − −iω + M1 ψs (x, 1 ) e−iωμx dx
−
−∞ ∂x ∂x

= iω (1 − M1 μ)βs (μ, 1− ) − (1 − M0 μ)βs (μ, 1+ ) , (2.19)
which physically represents the pressure difference between r = 1± , i.e. by following the
boundary condition (2.10).
The above general solutions in (2.18) already give
i(1 − μM0 )Hm (λ0 ω) i(1 − μM1 )Jm (λ1 ω)
βs (μ, 1+ ) = − F + (μ), βs (μ, 1− ) = − F + (μ),
both of which can be substituted into (2.19) to eventually produce the Wiener–Hopf equation
G+ (μ) + G− (μ) = ωK(μ)F + (μ), (2.20)

where the Wiener–Hopf kernel is
(1 − μM1 )2 Jm (λ1 ω) (1 − μM0 )2 Hm (λ0 ω)
K(μ) = − . (2.21)
λ1 Jm (λ1 ω) λ0 Hm (λ0 ω)
It can be seen that (2.20) is a classical Wiener–Hopf equation, i.e. having one equation but with
two unknowns (G− (μ) and F + (μ)), which can be solved by using the Wiener–Hopf technique.
The current work is primarily focused on the using of the Wiener–Hopf method, from which,
the former works [6,11] already give the analytical solution for the idealized duct set-up as
follows:
−i(1 − μM0 )(1 − M1 μmn )Hm (λ0 ωr)K − (μmn )Jm (αmn )
βmn (μ, r) = Amn , (2.22)
λ0 (μ)Hm (λ0 ω)ωK + (μ)(μmn − μ)

Gmn (μ,r)
where Kpm are obtained through the Wiener–Hopf factorization, satisfying K+ K− = K [20] and are
analytic on the upper and lower μ planes; Amn is the amplitude of the mode (m, n). Finally, the
inverse Fourier transform of (2.22) would produce the scattered sound fields in the (x, r) domain.
The inverse Fourier transform of (2.22) would finally yield the scattered field as

ω2 +∞ ω2 +∞
ψs (x, r) = β(μ, r)eiωμx dμ = Amn Gmn (μ, r)eiωμx dμ . (2.23)
2π −∞ 2π −∞

Gmn
From (2.22) and (2.23), it can be seen that scattered fields can be predicted, given
the configuration values of mode number (m, n), angular frequency ω and the associated
amplitude Amn .
More details, such as analyticity half-planes and algebraic properties at infinity, can be found
9
in the references [6,11]. Some more advanced topics, such as matrix kernel and approximated
kernel factorization, can be found in the references [13,21,24,41]. Readers of interest can refer to

...........................................................
the literature and details are omitted here for brevity.
3. Neural networks assisted by Wiener–Hopf

(a) For problem I
To showcase machine learning approaches, the above Wiener–Hopf method would be used to
assist the solving of two particular problems: the first is about the forward model and the second
is about spatial differentials. In particular, as shown in figure 1, the first problem is to predict
results at sensors given the amplitudes of incident spinning modes, while the second problem is
equivalent to produce acoustic particle velocity fields from the given acoustic potential fields. The
associated machine learning approaches are introduced below.
First, some of the background information is given for those readers who are unfamiliar to
duct acoustics. In practical engine tests, sensor array measurements shall satisfy

m∞
n∞
ψs (x, r) = Amn Gmn + n, (3.1)
m=−m∞ n=1
where m∞ can be up to 100 and n∞ is around 5 for ordinary turbofan aeroengine, and n represents
facility background noise and other potential interferences. In practice, the turbofan noise is so
dominant that would overwhelm testing facility (e.g. wind tunnel) background noise [2] and,
hence, n is simply set to 0 in this work.
An inversion requires all the associated Gmn , which would be quite computational intensive
by using (2.22) and (2.23). Instead, a fully-connected feed-forward neural network that consists
of a nesting of linear and nonlinear functions arranged in a directed acyclic graph can be used to
approximate such a combination of all possible Gmn .
According to Cybenko [34], even a simple feed-forward neural network with just one hidden
layer that consists of affine linear transformations and pointwise activation functions would
be able to approximate any continuous multivariate function arbitrarily well. Nevertheless, the
combinations of Gmn would contain hundreds of continuous functions at various modes (m, n)
with different angular frequency ω, for which the simple feed-forward neural network would
generalize very poorly from the training data to testing data (i.e. overfitting). Hence, a deep
feed-forward neural network that is composed of several hidden layers is used in this work.
It is worthwhile to mention that the background noise n in (3.1) is simply set to 0 in this work.
A non-zero noise and interference issue shall be easily included in later studies. The optimization
cost function for the first problem is the L2 error, that is, ||ψs − ψ̂s ||2 at sensors (figure 1). Here
ψs is acoustic potential of the scattered field from the Wiener–Hopf model, while ψ̂s is the
corresponding outputs from the neural network. Figure 5 illustrates such a relation: the Wiener–
Hopf method can provide high-fidelity data to enable machine learning; both the learned neural
network and the Wiener–Hopf-based model can be used in inversion tasks; but for various and
more practical configurations, the Wiener–Hopf model needs to update its own modelling process
(if it is possible), while a neural network can take advantage of its generalization capability, that
is, adaptively updates a part of a network (originally trained by the Wiener–Hopf model) to adapt
to new inputs (from modified testing environments, set-ups, etc.).
(b) For problem II

The second problem considered in this work is the conduction of spatial derivatives by neural
networks. Similar problems have been recently studied for various different partial differential
equations [8,10,35]. Nevertheless, the approach developed in this work is quite different.
10

...........................................................
source
inversion
inversion
Wiener–Hopf neural network learning

data-driven
Figure 5. The Wiener–Hopf technique can provide a forward propagation model for those problems with idealized set-ups,
as well as to provide volume of datasets to train a neural network, which could be further generalized in practice by training a
part of its inner layers, given additional testing data from practical tests. Both the first-principle-based Wiener–Hopf model
and the machine-learned neural networks can serve as forward models to inversely obtain the source of wave systems.
Nevertheless, neural networks would be more flexible, while the Wiener–Hopf models would enable efficient trainings and
provide understandings of the working mechanisms of neural networks on underneath. (Online version in colour.)
To show this, figure 6a shows the prediction of acoustic potential φ from the Wiener–Hopf model,
and figure 6b shows the corresponding acoustic velocity in the x axis by calculating ∂φ/∂x.
Given the prediction data from the Wiener–Hopf model, the question to be answered is how
to develop a neural network that would simultaneously operate the spatial differential operator
∂/∂x across the whole domain. Moreover, it should be noted that the current problem set-up
contains solid-wall boundary condition at x < 0, r = 1, which is still rarely considered and studied
in the literature. Hence, the second problem appears to be more complicated and challenging
than the first problem and could better demonstrate the potential of the proposed strategy by
incorporating Wiener–Hopf into machine learning.
To set a new computational paradigm, a totally different approach is proposed here by using
U-net [36], which is a special type of convolutional networks and has proven to be an especially
powerful tool in image segmentation. Figure 7 shows a simplified U-net architecture that is
composed of a contracting path (with classical convolutional and downsampling layers) and
an expansive path (with upsampling and convolutional layers), which would act as encoder
and decoder, respectively. In the encoder path, the basic idea is to extract distinctive wave field
features and solid walls from fine to coarse levels of acoustic potential fields by using fully-
connected convolutional layers and pooling operations. In the decoder path, for each encoded
feature from low-resolution to high-resolution levels, the upsampling and the convolution layers
shall be trained to act equivalently as computational stencils of the spatial derivatives, because in
principle a convolutional layer can be regarded as a local differential operator. The skip connected
arrows in figure 7 represent feature concatenation, whereby the encoder features are shared in the
decoding path, which is one of the most distinctive features in the U-Net architecture. Except
for the skip connections, the expansive decoder path is essentially symmetric to the contracting
encoder path, which grossly forms a U-shaped architecture.
As shown in figure 7, each of the layers of the encoder (in the contracting half side) consist
of 2 consecutive convolutions followed by a leaky rectified linear unit (ReLU) with a very small
leakage factor of 0.015 and a max-pooling operation with stride of 2 to halve the resolution of the
resulting feature maps. On the other way around, each of the layers in the decoder path consist
of 1 upsampling and 2 consecutive convolutions. Different from the classical U-net architecture,
here the final regression layer is a 1 × 1 convolution with linear activation function that maps all
those features to the desired outputs. In summary, the essential idea adopted here is to extract
features and learn the corresponding spatial derivatives by using U-net.
(a) acoustic potential
1.000 11
0.778

...........................................................
2.5
0.556
2.0 0.333
0.111
r 1.5
–0.111
1.0 –0.333
–0.556
0.5
–0.778
0 –1.000
–1.0 –0.5 0 0.5 1.0 1.5
x
u-velocity
(b) 1.000
0.778
2.5
0.556
2.0 0.333
0.111
r 1.5
–0.111
1.0 –0.333
–0.556
0.5
–0.778
0 –1.000
–1.0 –0.5 0 0.5 1.0 1.5
x
Figure 6. (a) The Wiener–Hopf predictions of (a) acoustic potential φ and (b) the corresponding particle velocity u in x
axis, where four modes with (m, n) = (6, 0), (6, 1), (7, 0) & (7, 1) at normalized angular frequency ω = 15 are combined
together. The corresponding (randomly selected) amplitudes are 0.623 − 0.573i, −0.692 + 0.251i, −0.128 + 0.278i and
0.65 + 0.586i. All the results are normalized to unit value. The duct wall is at r = 1, x < 0. This figure shows one possible
item of the training datasets, where (a) is used as the network inputs, and (b) would be used to train the network by comparing
against its outputs. (Online version in colour.)
Except for the very recent work [9], U-net is mainly used for image segmentation, while
the machine learning of spatial derivatives is equal to regression tasks (as shown in figure 6).
Compared to classical U-net architectures [36], a couple of extensions are performed in this work
to achieve effective spatial derivatives, which are summarized as follows:
(i) Instead of a soft-max layer, a linear activation function is used over the final feature map
to achieve the regression target, and the activation functions of a couple of internal layers
are modified to hyperbolic tangent (i.e. tanh function) instead of rectified linear unit
(i.e. ReLU); and
(ii) the size of the feature channels in the encoder and decoder stages is modified (mostly
reduced) to reduce the overall training parameters of the network and the final training
cost; the same manipulation can be found in the recent work [9].
It is worthwhile to mention that figure 7 shall explain key aspects of machine learning: (1) the
machine learns by feeding it with inputs and by comparing the associated outputs with references
12

...........................................................
concatenation
128 128
bottleneck conv
64 64 64 64 64 64
32 32 32 323232
64 64 64 64 64 64
32 32 32 323232
tanh max pooling up-conv tanh linear
regression
Figure 7. U-net architecture for the wave system regression, where the network input shall be acoustic potential fields (as
shown in figure 6a) and the network output would be acoustic particle velocity fields (as shown in figure 6b) (the sketch is
prepared by modifying LaTeX code from PlotNeuralNet). The number of feature channels is denoted on the bottom of each of
the layers. Both the input and output layers are two-dimensional. It must be noted that the sketch is only representative and
the final implementation actually uses many more hidden layers (interested readers can refer to the source code available at
https://github.com/xunger99/U-net-with-Wiener-Hopf). (Online version in colour.)
(in this work, both inputs and references are efficiently produced by the Wiener–Hopf method);
(2) the learned knowledge is stored in the network as the weights of (convolutional) layers; and
(3) the network with the trained weights can be retrieved when the time comes for they are to be
used for new problems (with new data).
(c) Physical constrained U-net

From the basic U-net architecture in figure 7, several extended neural network architectures are
further shown in figure 8. First, figure 8a shows the top-level representation of the U-net, for which
the input is acoustic potential φ and output is the prediction of acoustic particle velocity u from
the neural network, which is trained with a big volume of analytical solutions from the Wiener–
Hopf model. Next, figure 8b shows the extended architecture that would learn sound pressure
p and acoustic particle velocity u simultaneously. For sound fields of tonal frequency ω, the time
derivative (∂/∂t) in figure 8b can be calculated by iω; otherwise, the time derivative will be learned
in the neural network in figure 8b. The implementations of the networks in figure 8a and figure 8b
are essentially easy and more realization details can be found in the next section. In contrast, the
implementation of the neural network in figure 8c would require some more software techniques,
because it imposes physical constraint, that is
∂u ∂u 1 ∂p
+ M0 + = 0,
∂t ∂x ρ0 ∂x
which is the momentum equation for particle velocity u when the background flow is uniform
(with Mach number M0 and density ρ0 ). It can be seen an additional U-net (U-net II in figure 8c),
which is a duplicate of the U-net in figure 8b, is incorporated to enforce such a physical constraint.
Similar concepts can be found in the recent literature. For example, Ling et al. [42] have proposed
a deep neural network architecture to model the physical constraint [43] (anisotropic Reynolds
stress tensor with embedded Galilean invariance). Moreover, Raissia et al. [10,44] and Zhu
et al. [45] have recently incorporated constraints implied by the physical governing equations
into the corresponding neural networks. As a result, the data-driven model shown in figure 8c
shall be able to produce satisfactory predictions as well as to obey physical constraints.
(a) ∂
φ
φ û = ∂x 13
U-net

...........................................................
(b) p̂ = − ∂ + M0 ∂ φ
φ ∂ + ∂t ∂x
− ∂t
+
M0
∂
û = φ
∂x
U-net
(c) pˆ
φ
net in (b) û
∂ û
M0 û + p̂/ρ0 − ∂t
U-net II
physical constraint
Figure 8. The block diagram illustrates the top-level network implementations, where (a) is the basic U-net used in this work,
(b) the extended network that can also map temporal differential operator and (c) the most extended network architecture that
imposes physical constraint. Here the block denoted by U-net would fulfil the spatial derivative operator ∂/∂x. The extension
to ∂/∂r is similar. All blocks that would be optimized in machine learning are coloured here. (Online version in colour.)
For brevity, we only show the results from the basic U-net architecture. It is also worthwhile
to note that all the above neural network models are developed for two-dimensional x − r
domain because the sound wave problems of interest are axisymmetric. The proposed network
models shall be applicable to three-dimensional wave problems after some straightforward
extensions, such as using three-dimensional training datasets. Some of the source code and data
used in this paper are released on the GitHub of the author: https://github.com/xunger99/
U-net-with-Wiener-Hopf.
4. Results and discussion

(a) Software implementation
Figure 9 shows the flowchart of the machine learning process, which is driven by the large volume
of high-quality data from the Wiener–Hopf model. In particular, for each frequency of interest,
(2.23) is calculated for various (m, n) with random amplitudes Amn , and the predictions from
the Wiener–Hopf forward model are superimposed by following (3.1) to construct the training
dataset. In this work, the dataset from the Wiener–Hopf model is composed of 10 000 items,
each of which is a superposition of many modes with the azimuthal mode number m from 0
to 9 and the radial mode number n from 1 to 5. One simple example can be found in figure 6,
where the x − r domain contains 192 × 192 gridpoints. The parallel pool of Matlab is used in this
work to efficiently run (2.23) for all these 500 000 (10 000 items × 50 modes) cases, which would
be computational prohibitive by using other computational acoustic tools and, therefore, shall
start 14

...........................................................
prepare training data by Wiener–Hopf
(i) configure hyperparameters
(ii) train the model

(iii) test the model
no
good results?
yes
end
Figure 9. The flowchart of the machine learning steps driven by the Wiener–Hopf model.
demonstrate one of the powerful capabilities of the Wiener–Hopf method in machine learning.
More numerical and implementation details for the Wiener–Hopf method can be found in the
reference [28] and are omitted here fore brevity.
In this work, all the neural networks are implemented and trained by Keras, which provides
a simplified high-level abstraction of the powerful but complicated TensorFlow. As mentioned
in [33], rather than using other popular tools such as PyTorch and Matlab machine learning
toolbox, Keras is chosen for its cross-platform capability through PlaidML (a framework that
would enable deep leaning on almost all GPU from Intel, AMD and Nvidia). As a result, the future
deployments of trained neural networks could be extensively simplified on various industry and
edge computing systems, such as those onboard computers of aircraft engines.
For both problems, an extended stochastic gradient descent optimizer with adaptive learning
rates, Adam, is adopted in the training, and the learning rates would be further controlled by
external callbacks (through ReduceLROnPlateau function) during the training. The classical mean
squared error function is adopted to define the loss function, and the dropout regularization
technique is used to avoid any possible overfitting. Moreover, the datasets from the Wiener–Hopf
method are automatically separated into training datasets (70–80% of the whole datasets) and
validation datasets (20–30%). The trainings are conducted on an iMac Pro desktop computer with
3.2 GHz Intel Xeon, 64 GB DDR4 memory and AMD Radeon Pro Vega 64 GPU.
Table 1 summarizes the configuration and other hyperparameter information, most of which
are chosen through trial and error. Figure 10 shows the training and validation loss of the first
problem with one representative set-up. The results show that the machine learning approach
can rapidly reduce the errors and the trained model should be able to approximate the mapping
relation between inputs and outputs of duct acoustic system.
(b) Problem I
In the first problem, from the large volume of training datasets we randomly select 1000 training
items that cover m ∈ (0, 9) and n ∈ (1, 5) with random amplitudes to train the feed-forward neural
training loss 15
2.5 validation loss

...........................................................
2.0
mean squared error 1.5
1.0
0.5
0
0 20 40 60 80 100
epochs
Figure 10. Training loss for problem I. The sketch is generated by the fit function (with validation_split method) from Keras.
Table 1. Information of the two neural networks. It is worthwhile to note that the U-net (in problem II) is one type of
convolutional networks and the trainable parameters for the chosen hyperparameters are much greater than that of the feed-
forward type network (in problem I). However, the prediction time of the two networks is comparable because they are deployed
on the GPU hardware to use its parallel computational capability.
configurations problem I problem II note

architecture forward network U-net in figure 8a —
..........................................................................................................................................................................................................
number of hidden layers 5 28 —

..........................................................................................................................................................................................................
dropout ratio 0.1 0.015 for every hidden layer

..........................................................................................................................................................................................................
activation functions linear ReLU & linear & tanh empirically chosen
..........................................................................................................................................................................................................
convolution kernel size — 7 empirically chosen

..........................................................................................................................................................................................................
convoluted filter number — 8 empirically chosen

..........................................................................................................................................................................................................
trainable parameters 846 912 2 009 970 —

..........................................................................................................................................................................................................
training time/step/item 60 µs 100 ms —

..........................................................................................................................................................................................................
training items 1000 10 000 provided by Wiener–Hopf

..........................................................................................................................................................................................................
epochs 100 >1000 —

..........................................................................................................................................................................................................
overall training time seconds around 1 week on iMac Pro

..........................................................................................................................................................................................................
network prediction time <0.0028 s <0.003 s estimated by time.clock()

..........................................................................................................................................................................................................
network. After the training, the performance of the neural network is further examined by
comparing the network predictions with analytical solutions from the Wiener–Hopf model. In this
evaluation stage, the mode number (m, n) is still in the range of (0, 1) · · · (9, 5) but the amplitudes
would be different. Figure 11 shows the comparisons between the analytical solutions from the
Winer–Hopf model and the predictions from the neural network. The very good comparison in
figure 11 suggests that machine learning can produce a neural network that approximates the
linear combinations of analytical solutions in (2.22) perfectly. The network prediction time is less
than 0.003 s, which shall be much more efficient than the calculations of analytical solutions, e.g.
(2.22), from the Wiener–Hopf model with multiple modes. Hence, the neural network can act as an
(a)
machine learning 16
Wiener–Hopf
1.0

...........................................................
0.5
p 0
–0.5
–1.0
–1.0 –0.5 0 0.5 1.0 1.5 2.0 2.5 3.0

x
5 different modes
(b)
machine learning
4 Wiener–Hopf
p 0
–2
–4
–1.0 –0.5 0 0.5 1.0 1.5 2.0 2.5 3.0

x
Figure 11. Comparisons between the Wiener–Hopf solutions and the predictions from the fully-connected forward neural
network. The predictions represent measurements from the sensors at x ∈ [−1, 3], r = 1.1, where the source consists of
(a) one single mode with (m, n) = (6, 0) and (b) five various modes with (m, n) = (2, 2), (3, 1), (5, 2), (6, 1) and (6, 1). Other
set-ups are ω = 15, M0 = 0 and M1 = 0.1. (Online version in colour.)
efficient forward model in inversion studies. Moreover, if the number of hidden layers is reduced
to 1, the approximation for the single mode case in figure 11a is still quite good. However, the
training is prone to be overfitting when the training datasets consisting of multiple modes at
different frequencies, that means practical aeroengine tests with hundreds of modes do require a
deep neural network, which shall be able to rapidly predict a number of linear combinations of
(2.22) with various mode numbers and frequencies.
(c) Problem II
Before using U-net, a couple of other neural network architectures, such as a classical
convolutional network with linear activation function for regression, have been tried in this
work but the associated trainings were all failed. Next, various combinations of hyperparameters
(a) Wiener–Hopf (b) machine prediction
3.000 3.000 17
2.571 2.571
2.5 2.143 2.5 2.143

...........................................................
1.714 1.714
1.286 1.286
2.0 0.857 2.0 0.857
0.429 0.429
1.5 0 1.5 0
r r
–0.429 –0.429
1.0 –0.857 1.0 –0.857
–1.286 –1.286
–1.714 –1.714
0.5 –2.143 0.5 –2.143
–2.571 –2.571
0 –3.000 0 –3.000
–1.0 –0.5 0 0.5 1.0 1.5 –1.0 –0.5 0 0.5 1.0 1.5
x x
(c) difference
0.1000
0.0857
2.5 0.0714
0.0571
0.0429
2.0 0.0286
0.0143
1.5 0
r
–0.0143
1.0 –0.0286
–0.0429
–0.0571
0.5 –0.0714
–0.0857
0 –1.1000
–1.0 –0.5 0 0.5 1.0 1.5
x
Figure 12. Comparisons of the particle velocity u in x axis from (a) the Wiener–Hopf model and (b) the U-net. The difference
between (a) and (b) is shown in (c). The configurations of this test case set-ups are: ω = 15, (m, n) = (6, 1), and M0 = Mj =
0.1. The input to the U-net is acoustic potential field, which is not shown here, and the U-net prediction is u. Hence, the U-net
would approximate the spatial derivative ∂/∂x. (Online version in colour.)
(the number of hidden layers, dropout ratio, kernel size, the number of convolutional filters, along
with different types of activation functions) have been tried, resulting in a U-net with up to
10 millions trainable parameters. Mathematically, a filter inside a convolutional layer is very
similar to a computational stencil of spatial derivatives, and different filters can act as different
stencils for various boundary conditions (incident source, non-reflecting boundary, solid-wall)
at different locations. Hence, more filters with greater kernel size are usually more desirable,
which however lead to heavy training load (around 30 min per one single training epoch with
10 000 items). The parameters shown in table 1 are chosen by considering the tradeoff between
the network performance and the training cost.
In the training of the U-net, we deliberately choose a dataset of 10 000 items that only covers 4
modes, that is, (m, n) = (6, 1), (6, 2), (7, 1) and (7, 2), with uniform background flows of M0 = M1 =
0.1. The corresponding training loss is similar to figure 10. Once the training is completed, a couple
of tests are designed and performed to show the performance of the U-net.
First, figure 12 shows the comparison between the analytical solutions from the Wiener–
Hopf model and the U-net prediction, for which the set-up configurations fall in the original
training datasets (only with m = 6 and 7). It can be seen that the agreement is quite good, and the
difference between two solutions is quite small: the difference is most recognizable around the
duct wall, but is still less than 5% of the amplitude of the incident sound waves. More training
through a larger volume of training datasets could further minimize this error, but the current
5% differences in particle velocity amplitudes shall already correspond to negligible difference in
decibels. Overall, the results in figure 12 demonstrate the capability of the U-net in approximating
spatial derivatives when test set-ups fall in those of the training datasets.
1.000 1.000 18
0.857 0.857
2.5 0.714 2.5 0.714

0.571 0.571
...........................................................
0.429 0.429
2.0 0.286 2.0 0.286
0.143 0.143
r 1.5 0 r 1.5 0
–0.143 –0.143
1.0 –0.286 1.0 –0.286
–0.429 –0.429
–0.571 –0.571
0.5 –0.714 0.5 –0.714
–0.857 –0.857
0 –1.000 0 –1.000
–1.0 –0.5 0 0.5 1.0 1.5 –1.0 –0.5 0 0.5 1.0 1.5
x x
(c) difference
0.1000
0.0857
2.5 0.0714
0.0571
0.0429
2.0 0.0286
0.0143
r 1.5 0
–0.0143
1.0 –0.0286
–0.0429
–0.0571
0.5 –0.0714
–0.0857
0 –0.1000
–1.0 –0.5 0 0.5 1.0 1.5
x
Figure 13. (a–c) Comparisons with (m, n) = (8, 1). Other set-ups (except for a smaller amplitude is chosen here) are the same
as those in figure 12. (Online version in colour.)
Next, figure 13 shows the comparison for a problem set-up with (m, n) = (8, 1), which is not
included in the training dataset. Other set-ups, such as incident frequency and Mach numbers,
are still the same. It can be seen that the agreement between the Wiener–Hopf model result and
the U-net prediction is still pretty good, which suggest the generalizable capability of the adopted
U-net architecture. Mathematically, the former Wiener–Hopf model shall be able to explain the
mechanism underneath, by simply recalling that ∂/∂x is proportional to the wavenumber in x
axis for sound waves of tonal frequency, while the wavenumber is essentially around kx in (2.8),
whose value is weakly dependent on mode numbers but more sensitive to frequencies. Overall,
the results in figure 13 show the generalization capability of the U-net and further suggest that
the Wiener–Hopf method can provide deepened understandings of why machine learning would
effectively work for certain problem set-ups.
Finally, figure 14 shows a very interesting prediction result. As mentioned above, the U-net
was first trained by 10 000 items of tonal frequency at ω = 15. Next, the U-net is tested with an
input (acoustic potential field) at ω = 10. The corresponding network prediction (acoustic particle
velocity) is shown in figure 14b; and the difference between the analytical solution from the
Wiener–Hopf model (figure 14a) and the U-net prediction is shown in figure 14c. It should be
noted that here the frequency of the test case differs from the frequency of the training datasets. In
other words, the network is truly predicting spatial derivatives rather than simply fitting solutions,
because the predicted case set-up is totally different from the testing set-ups (with different mode
numbers (m, n), different frequencies, and different background flow Mach numbers). Compared
to former test results in figures 12 and 13, the U-net prediction error is increased for the current
case, especially in the areas far from the solid-wall, but is still less than 10% of the amplitude
of incident waves, which shall demonstrate the generalization potential of the proposed U-net
2.000 2.000 19
1.714 1.714
2.5 1.429 2.5 1.429

1.143
...........................................................
1.143
0.857 0.857
2.0 2.0 0.571
0.571
0.286 0.286
r 1.5 0 r 1.5 0
–0.286 –0.286
–0.571 1.0 –0.571
1.0
–0.857 –0.857
–1.143 –1.143
0.5 –1.429 0.5 –1.429
–1.714 –1.714
0 –2.000 0 –2.000
–1.0 –0.5 0 0.5 1.0 1.5 –1.0 –0.5 0 0.5 1.0 1.5
x x
(c) difference
0.2000
0.1714
2.5 0.1429
0.1143
0.0857
2.0 0.0571
0.0286
r 1.5 0
–0.0286
1.0 –0.0571
–0.0857
–0.1143
0.5 –0.1429
–0.1714
0 –0.2000
–1.0 –0.5 0 0.5 1.0 1.5
x
Figure 14. (a–c) Comparisons with ω = 10, (m, n) = (5, 1), M0 = 0, and M1 = 0.3. Others are the same as those in figure 12. It
is worthwhile to note that the neural network has been trained by inputs with incident waves of different ω = 15 and different
(m, n). (Online version in colour.)
architecture. To further improve the U-net prediction accuracy, one shall consider to include
training datasets of broadband frequencies, which can be achieved by running the Wiener–Hopf
analytical model at various range of frequencies.
5. Conclusion
In this work, the Wiener–Hopf method has been used, from a totally new perspective,
for the study of wave problems by incorporating the emerging deep neural networks. The
combinational study strategy of a first-principle model and machine learning shall represent
the key achievement of this work. The essential concept is to use the Wiener–Hopf method to
efficiently produce a large volume of datasets that would supervise the learning of data-hungry
deep neural networks and, one more step further, to explain the working mechanisms behind
the neural networks. The current work is solely focused on the duct acoustics problems with
an idealized cylindrical duct. The corresponding Wiener–Hopf model is classical and already
well-known in the community and the question answered in this work is how to integrate the
first-principle model into new machine learning studies. It shall be easy to incorporate other
Wiener–Hopf models for various problem set-ups into this new and rapid developing area.
In the demonstrations, two particular problems, both of which are of practical impact
and scientific importance, are solved by training the deep neural networks. Some important
observations and conclusions gained from the studies are summarized below.
(i) A deep and fully-connected forward model is able to learn the combinations of the
Wiener–Hopf model (i.e. (2.22)) with various mode numbers at different frequencies.
The network implementation is simple, and the associated training cost is negligible,
20
while the preparation of the training datasets is much more important and expensive. The
Wiener–Hopf model is able to provide (initial) training datasets efficiently and effectively.

...........................................................
During the final tests, one can consider to include experimental data from particular
testing rigs into the training dataset to further improve the accuracy of the forward model.
(ii) A convolutional U-net is able to approximate the spatial derivations. Rather than learning
the coefficients of any computational stencil, the proposed U-net learns the spatial
differential operator by directly mapping acoustic potential fields to particle velocity
fields. Moreover, computational stencils for the spatial derivatives with various boundary
conditions, such as solid-wall, incident wave boundary and acoustically non-reflecting
boundary, are learned simultaneously in the current U-net implementation.
(iii) A couple of tests have been performed to show that the proposed networks did learn
prediction rather than simply fitting. For example, the U-net was trained by a large volume
of analytical solutions at ω = 15 from the Wiener–Hopf model. During one of the tests, the
acoustic potential field input into the U-net is at ω = 10 and the network prediction differs
from the analytical solution by less than 10%.
(iv) The largest datasets used here contains 10 000 items from the Wiener–Hopf models.
We believe that any increase of the dataset size would further improve the network
performance, at the cost of increased training time. In contrast, once a neural network
is trained, the following network prediction time is negligible compared to the Wiener–
Hopf model (which is already much smaller than any other computational approaches),
which would be the advantage to deploy neural networks in future practical applications.
Last but not least, the network details given in this paper could help promote new paradigm
and research strategies in modeling and computation that would eventually benefit both machine
learning and mathematical physics.
Data accessibility. The source code of the U-net and some of the training data are released on the GitHub of the
author: https://github.com/xunger99/U-net-with-Wiener-Hopf.
Competing interests. I declare I have no competing interest.
Funding. This work was supported by the National Science Foundation of China (with grant nos. 91852201 and
11772005) and Beijing Municipal Science and Technology Commission (with grant no. Z181100001018030) and
the High-performance Computing Platform of Peking University.
Acknowledgements. The author would like to thank the Isaac Newton Institute for Mathematical Sciences for
support and hospitality during the programme ‘Bringing pure and applied analysis together via the Wiener-
Hopf technique, its generalizations and applications’ where some work on this paper was undertaken. This
programme was supported by EPSRC grant no. EP/R014604/1. Moreover, the Royal Society has awarded the
Newton Advanced Fellowship to the author (with grant no. NA140181) to support his visit. The author also
wishes to thank the two anonymous referees for their constructive suggestions and comments.
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Huang 2020 Deep Neural Networks For Waves Assisted by The Wiener Hopf Method

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Huang 2020 Deep Neural Networks For Waves Assisted by The Wiener Hopf Method

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Deep neural networks for

royalsocietypublishing.org/journal/rspa waves assisted by the

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

min ||ŝ||1 , subject to y = CGŝ, (2.1)

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

(b) The Wiener–Hopf model

φ(r, θ , x, t) = (ψi (r, x) + ψs (r, x)) exp(imθ − iωt), (2.6)

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

(i) Rigid wall

(ii) Pressure continuity

which transform the governing equations

βs (μ, r) = A(μ)Hm (λ0 ωr), r>1 (2.14)

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

G+ (μ) + G− (μ) = ωK(μ)F + (μ), (2.20)

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

3. Neural networks assisted by Wiener–Hopf

(b) For problem II

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

Wiener–Hopf neural network learning

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

(c) Physical constrained U-net

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

4. Results and discussion

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

(i) configure hyperparameters

(ii) train the model

(iii) test the model

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

mean squared error 1.5

configurations problem I problem II note

number of hidden layers 5 28 —

dropout ratio 0.1 0.015 for every hidden layer

convolution kernel size — 7 empirically chosen

convoluted filter number — 8 empirically chosen

trainable parameters 846 912 2 009 970 —

training time/step/item 60 µs 100 ms —

training items 1000 10 000 provided by Wiener–Hopf

epochs 100 >1000 —

overall training time seconds around 1 week on iMac Pro

network prediction time <0.0028 s <0.003 s estimated by time.clock()

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

–1.0 –0.5 0 0.5 1.0 1.5 2.0 2.5 3.0

–1.0 –0.5 0 0.5 1.0 1.5 2.0 2.5 3.0

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

royalsocietypublishing.org/journal/rspa Proc. R. Soc. A 476: 20190846

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