arXiv:2512.10873stat.MLcs.LG2025-12

提升物理约束代理模型的效率与稳定性,适用于高维不确定性量化。

Physics-informed Polynomial Chaos Expansion with Enhanced Constrained Optimization Solver and D-optimal Sampling

  • 用改进的拉格朗日乘子更新法降低高维问题求解成本。
  • 采用D-最优采样策略选取关键虚拟点,提升模型稳定性。
  • 适合高维参数空间下的物理仿真与不确定性分析任务。

物理信息多项式混沌展开(PC²)通过将控制方程和其他物理约束嵌入标准数据驱动的多项式混沌展开(PCE),并利用Karush-Kuhn-Tucker(KKT)条件求解,构建了高效且具有物理可解释性的代理模型。然而,在高维参数空间、数据有限或训练数据不具代表性时,其性能和效率仍可能下降。为此,本文提出两项互补改进:首先,采用数值高效的约束优化求解器——拉格朗日乘子直接更新法(SULM),替代传统KKT求解器,显著降低高维问题及需大量虚拟点的导数边界条件下求解的计算开销;其次,引入D-最优采样策略,选择信息量丰富的虚拟点,提升PC²的稳定性并实现精度与效率的平衡。所提方法集成于PC²框架,并在由常微分或偏微分方程描述的典型物理系统上进行数值验证。结果表明,增强后的PC²相比标准方法具备更强综合性能,适用于高维不确定性量化任务。

原文摘要 · Abstract (English)

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos expansions (PCE) and solving via the Karush-Kuhn-Tucker (KKT) conditions. This approach improves the physical interpretability of surrogate models while achieving high computational efficiency and accuracy. However, the performance and efficiency of PC$^2$ can still be degraded with high-dimensional parameter spaces, limited data availability, or unrepresentative training data. To address this problem, this study explores two complementary enhancements to the PC$^2$ framework. First, a numerically efficient constrained optimization solver, straightforward updating of Lagrange multipliers (SULM), is adopted as an alternative to the conventional KKT solver. The SULM method significantly reduces computational cost when solving physically constrained problems with high-dimensionality and derivative boundary conditions that require a large number of virtual points. Second, a D-optimal sampling strategy is utilized to select informative virtual points to improve the stability and achieve the balance of accuracy and efficiency of the PC$^2$. The proposed methods are integrated into the PC$^2$ framework and evaluated through numerical examples of representative physical systems governed by ordinary or partial differential equations. The results demonstrate that the enhanced PC$^2$ has better comprehensive capability than standard PC$^2$, and is well-suited for high-dimensional uncertainty quantification tasks.

不确定性量化代理模型物理信息优化算法

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