用物理引导的深度核学习,高效估算高维微分方程参数
Physics-based deep kernel learning for parameter estimation in high dimensional PDEs
- 先用物理约束的深度核学习训练代理模型,提取特征并给出参数初值
- 再用哈密顿蒙特卡洛采样,精确估计参数后验分布与不确定性
- 适合处理稀疏数据下的高维反问题,科研与工程皆可用
高维偏微分方程(PDE)参数反演面临计算复杂和传统数值方法局限的挑战。本文提出一种两阶段贝叶斯框架,融合物理引导的深度核学习(DKL)与哈密顿蒙特卡洛(HMC),从稀疏精确观测中稳健推断未知PDE参数并量化不确定性。第一阶段利用物理引导的DKL训练代理模型,联合优化神经网络特征提取器并获得参数初始估计;第二阶段固定神经网络权重,在全贝叶斯框架下使用HMC高效采样核超参数与PDE参数的联合后验分布。在经典与高维逆PDE问题上的数值实验表明,该框架能准确估计参数、提供可靠不确定性评估,并有效应对数据稀疏与模型复杂性问题,为多种科学与工程应用提供鲁棒且可扩展的工具。
原文摘要 · Abstract (English)
Inferring parameters of high-dimensional partial differential equations (PDEs) poses significant computational and inferential challenges, primarily due to the curse of dimensionality and the inherent limitations of traditional numerical methods. This paper introduces a novel two-stage Bayesian framework that synergistically integrates training, physics-based deep kernel learning (DKL) with Hamiltonian Monte Carlo (HMC) to robustly infer unknown PDE parameters and quantify their uncertainties from sparse, exact observations. The first stage leverages physics-based DKL to train a surrogate model, which jointly yields an optimized neural network feature extractor and robust initial estimates for the PDE parameters. In the second stage, with the neural network weights fixed, HMC is employed within a full Bayesian framework to efficiently sample the joint posterior distribution of the kernel hyperparameters and the PDE parameters. Numerical experiments on canonical and high-dimensional inverse PDE problems demonstrate that our framework accurately estimates parameters, provides reliable uncertainty estimates, and effectively addresses challenges of data sparsity and model complexity, offering a robust and scalable tool for diverse scientific and engineering applications.
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