arXiv:2603.29237cs.LGcs.NA2026-03

提出新方法在高维神经PDE求解中精确保持全局积分约束。

Stochastic Dimension Implicit Functional Projections for Global Integral Conservation in High-Dimensional PINNs

  • 用随机维度隐式投影替代张量积节点投影,实现高效积分约束
  • 确保一阶与二阶空间矩在选定积分规则下精确满足
  • 适合高维、非网格、物理信息神经网络的高效求解场景

在无网格神经微分方程求解器中,高维域内施加预设的全局积分约束具有挑战性。现有空间积分投影方法常依赖固定网格或均匀积分,与随机采样的物理信息神经网络(PINNs)冲突,且随维度增加而效率下降。高阶微分算子也导致反向自动微分内存开销增大。本文提出随机维度隐式函数投影(SDIFP),一种在积分层面施加一阶和二阶空间矩的方法。SDIFP 以全局仿射修正替代张量积节点投影,通过加权积分规则确定两个标量系数。在目标方差为正且经验原始方差非零时,该修正为加权积分范数下的最近点投影,精确满足经验二阶矩约束集。因此,指定积分规则下的矩值完全准确,连续误差仅为修正场的积分误差。对于可分解的高维线性算子,SDIFP 将仿射矩修正与随机算子子集采样结合,通过独立残差与导数采样及条件无偏系数梯度估计,使最终估计器对基于积分规则的残差目标无偏;共享子集快速模式通常有偏。该方法避免了矩约束的张量积积分,将前向积分评估与反向图分离,并在仿射系数确定或预计算后保持点对点推理效率。

原文摘要 · Abstract (English)

Enforcing prescribed global integral constraints in mesh-free neural PDE solvers is challenging in high-dimensional domains. Existing projection methods for spatial integrals are often tied to fixed grids or uniform quadrature, which can conflict with randomly sampled physics-informed neural networks (PINNs) and scale poorly with dimension. High-order differential operators also increase reverse-mode automatic differentiation memory costs. We propose Stochastic Dimension Implicit Functional Projection (SDIFP), a quadrature-level framework for enforcing prescribed first and second spatial moments. SDIFP replaces tensor-product nodal projection by a global affine correction of the neural-network output, with two scalar coefficients determined from a weighted quadrature rule. Under positive target variance and nonzero empirical raw variance, this correction is the nearest-point projection, in the weighted quadrature norm, onto the empirical two-moment constraint set. Thus, the prescribed moments are exact for the selected quadrature rule, while continuum errors are quadrature errors of the corrected field. For decomposable high-dimensional linear operators, SDIFP combines affine moment correction with stochastic operator-subset sampling. With independent residual and derivative sampling and conditionally unbiased coefficient-gradient estimation, the resulting estimator is unbiased for the specified quadrature-based residual objective; the shared-subset fast mode is biased in general. SDIFP avoids tensor-product quadrature for moment enforcement, separates forward quadrature evaluation from the reverse-mode graph, and retains pointwise inference efficiency once the affine coefficients are fixed or precomputed.

神经微分方程高维建模积分约束机器学习求解PDE

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