arXiv:2511.18515cs.LG2025-11

让神经网络更关注局部大误差,提升物理方程求解可靠性。

RRaPINNs: Residual Risk-Aware Physics Informed Neural Networks

  • 用尾部风险优化替代平均误差,聚焦极端异常值
  • 在多个方程上降低尾部残差,同时保持均值误差不降
  • 可调节控制参数,适合对精度可靠性要求高的场景

物理信息神经网络(PINNs)通常最小化平均残差,可能掩盖局部的大误差。本文提出残差风险感知的物理信息神经网络(RRaPINNs),通过条件风险价值(CVaR)优化尾部目标,并引入均值超额(ME)代理惩罚项直接控制最坏情况下的偏微分方程(PDE)残差。该方法将训练转化为风险敏感优化,与机会约束形式相关联。在布津斯、热传导、科特韦赫-德弗里斯及泊松方程(含x=0.5处源跳跃的界面问题)等多类PDE上,RRaPINNs在维持或改善均值误差的同时显著降低尾部残差,优于基线模型。ME代理项相比直接使用CVaR铰链函数,优化过程更平滑。机会约束置信水平α作为透明调节旋钮,可权衡整体精度(低α)与严格尾部控制(高α)。文章还讨论了内存无记忆采样、全局尾部预算和残差中心风险等局限,并提出持久硬点重播、局部风险预算和边界/初始条件多目标风险等改进方案。该框架为光滑与不连续PDE提供了可靠的科学机器学习路径。

原文摘要 · Abstract (English)

Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that optimizes tail-focused objectives using Conditional Value-at-Risk (CVaR), we also introduced a Mean-Excess (ME) surrogate penalty to directly control worst-case PDE residuals. This casts PINN training as risk-sensitive optimization and links it to chance-constrained formulations. The method is effective and simple to implement. Across several partial differential equations (PDEs) such as Burgers, Heat, Korteweg-de-Vries, and Poisson (including a Poisson interface problem with a source jump at x=0.5) equations, RRaPINNs reduce tail residuals while maintaining or improving mean errors compared to vanilla PINNs, Residual-Based Attention and its variant using convolution weighting; the ME surrogate yields smoother optimization than a direct CVaR hinge. The chance constraint reliability level $α$ acts as a transparent knob trading bulk accuracy (lower $α$ ) for stricter tail control (higher $α$ ). We discuss the framework limitations, including memoryless sampling, global-only tail budgeting, and residual-centric risk, and outline remedies via persistent hard-point replay, local risk budgets, and multi-objective risk over BC/IC terms. RRaPINNs offer a practical path to reliability-aware scientific ML for both smooth and discontinuous PDEs.

物理信息网络风险感知偏微分方程

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