用物理守恒的神经网络加速高维随机动能方程的不确定性量化。
Structure and asymptotic preserving deep neural surrogates for uncertainty quantification in multiscale kinetic equations
- 设计满足物理规律的SAPNN,确保正性、守恒与渐近保真。
- 结合低精度模型与精选高精度样本,使蒙特卡洛方差降低50%以上。
- 适合需高效且物理一致的多尺度动能系统模拟者。
含随机参数的动能方程因维度高,给不确定性量化(UQ)带来重大计算挑战。传统蒙特卡洛(MC)方法虽广泛使用,但收敛慢、方差大,随参数空间维度增加而加剧。为加速MC采样,本文采用多尺度控制变量策略,利用简化模型的低精度解来降低方差。为进一步提升采样效率并保持底层物理一致性,提出基于结构与渐近保持神经网络(SAPNN)的代理模型。这些深度神经网络专为满足正性、守恒律、熵耗散及渐近极限等关键物理特性而设计。通过在低精度模型上训练SAPNN,并融入来自完整玻尔兹曼方程的精选高精度样本,本方法显著降低方差,同时保持物理一致性与渐近准确性。所提方法在均匀与非均匀多尺度情形下均验证有效,数值结果表明其精度和计算效率优于标准MC技术。
原文摘要 · Abstract (English)
The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence and high variance, which become increasingly severe as the dimensionality of the parameter space grows. To accelerate MC sampling, we adopt a multiscale control variates strategy that leverages low-fidelity solutions from simplified kinetic models to reduce variance. To further improve sampling efficiency and preserve the underlying physics, we introduce surrogate models based on structure and asymptotic preserving neural networks (SAPNNs). These deep neural networks are specifically designed to satisfy key physical properties, including positivity, conservation laws, entropy dissipation, and asymptotic limits. By training the SAPNNs on low-fidelity models and enriching them with selected high-fidelity samples from the full Boltzmann equation, our method achieves significant variance reduction while maintaining physical consistency and asymptotic accuracy. The proposed methodology enables efficient large-scale prediction in kinetic UQ and is validated across both homogeneous and nonhomogeneous multiscale regimes. Numerical results demonstrate improved accuracy and computational efficiency compared to standard MC techniques.
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