arXiv:2511.00886math.NAcs.LG2025-11被引 1

用物理启发的神经网络高效求解高维抛物型方程,兼具可解释性与高精度。

HEATNETs: Explainable Random Feature Neural Networks for High-Dimensional Parabolic PDEs

  • 基于热核构造单层神经网络,利用解析解结构实现无偏逼近。
  • 2000维问题误差仅10⁻⁴~10⁻³,500维时达10⁻⁷级精度。
  • 适合高维偏微分方程求解,尤其关注可解释性与物理规律融合的场景。

针对高维抛物型偏微分方程的前向问题,本文提出基于随机特征(投影)神经网络的求解方法。首次证明存在一种单隐藏层神经网络——称为HEATNET,其激活函数由热算子基本解(格林函数)生成的热核构成,能以类似$O(N^{-1/2})$的收敛速率无偏逼近任意高维抛物型方程解,其中$N$为HEATNET规模。该方法结合了物理信息神经网络的思想与数值分析,具有可解释性。通过合适的变换与重要性蒙特卡洛采样,有效处理热核在配点附近的奇异性,实现高维问题的高效求解。在高达2000维的基准线性抛物型问题上验证,500维以内误差达$1.0\times10^{-5}$至$1.0\times10^{-7}$,1000至2000维误差为$1.0\times10^{-4}$至$1.0\times10^{-3}$,特征数不超过15,000。

原文摘要 · Abstract (English)

We deal with the solution of the forward problem for high-dimensional parabolic PDEs with random feature (projection) neural networks (RFNNs). We first prove that there exists a single-hidden layer neural network with randomized heat-kernels arising from the fundamental solution (Green's functions) of the heat operator, that we call HEATNET, that provides an unbiased universal approximator to the solution of parabolic PDEs in arbitrary (high) dimensions, with the rate of convergence being analogous to the ${O}(N^{-1/2})$, where $N$ is the size of HEATNET. Thus, HEATNETs are explainable schemes, based on the analytical framework of parabolic PDEs, exploiting insights from physics-informed neural networks aided by numerical and functional analysis, and the structure of the corresponding solution operators. Importantly, we show how HEATNETs can be scaled up for the efficient numerical solution of arbitrary high-dimensional parabolic PDEs using suitable transformations and importance Monte Carlo sampling of the integral representation of the solution, in order to deal with the singularities of the heat kernel around the collocation points. We evaluate the performance of HEATNETs through benchmark linear parabolic problems up to 2,000 dimensions. We show that HEATNETs result in remarkable accuracy with the order of the approximation error ranging from $1.0E-05$ to $1.0E-07$ for problems up to 500 dimensions, and of the order of $1.0E-04$ to $1.0E-03$ for 1,000 to 2,000 dimensions, with a relatively low number (up to 15,000) of features.

高维PDE可解释模型神经网络热核

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。