arXiv:2507.22493stat.MLcs.AI2025-07被引 2

用隐变量与高斯过程结合,实现带不确定性的微分方程求解。

LVM-GP: Uncertainty-Aware PDE Solver via coupling latent variable model and Gaussian process

  • 通过可学习的置信度函数动态融合确定性特征与高斯过程先验。
  • 在噪声数据下对正向和反向微分方程求解,预测精度与不确定性量化均更优。
  • 适合需要可信预测的科学计算场景,如物理建模与逆问题求解。

我们提出一种新的概率框架LVM-GP,用于在含噪声数据条件下求解前向和反向偏微分方程(PDE)时进行不确定性量化。核心思想是构建从输入到高维隐表示的随机映射,实现解的不确定性感知预测。架构包含一个置信度感知编码器和一个概率解码器。编码器基于高斯过程构建高维隐变量模型,隐表示通过可学习的确定性特征与高斯过程先验的插值生成,插值强度由从数据中学习的置信度函数自适应控制。解码器定义解场上的条件高斯分布,其均值由作用于隐表示的神经算子预测,从而学习灵活的函数到函数映射。同时,物理规律作为软约束融入损失函数,确保与底层PDE结构一致。相比贝叶斯物理信息神经网络(B-PINNs)和深度集成等方法,该框架能高效捕捉函数依赖关系,融合隐高斯过程与神经算子,取得竞争性预测精度与鲁棒不确定性量化。数值实验验证了方法的有效性与可靠性。

原文摘要 · Abstract (English)

We propose a novel probabilistic framework, termed LVM-GP, for uncertainty quantification in solving forward and inverse partial differential equations (PDEs) with noisy data. The core idea is to construct a stochastic mapping from the input to a high-dimensional latent representation, enabling uncertainty-aware prediction of the solution. Specifically, the architecture consists of a confidence-aware encoder and a probabilistic decoder. The encoder implements a high-dimensional latent variable model based on a Gaussian process (LVM-GP), where the latent representation is constructed by interpolating between a learnable deterministic feature and a Gaussian process prior, with the interpolation strength adaptively controlled by a confidence function learned from data. The decoder defines a conditional Gaussian distribution over the solution field, where the mean is predicted by a neural operator applied to the latent representation, allowing the model to learn flexible function-to-function mapping. Moreover, physical laws are enforced as soft constraints in the loss function to ensure consistency with the underlying PDE structure. Compared to existing approaches such as Bayesian physics-informed neural networks (B-PINNs) and deep ensembles, the proposed framework can efficiently capture functional dependencies via merging a latent Gaussian process and neural operator, resulting in competitive predictive accuracy and robust uncertainty quantification. Numerical experiments demonstrate the effectiveness and reliability of the method.

PDE求解不确定性量化高斯过程神经算子

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