给神经网络加物理导数约束,让求解偏微分方程更稳定可靠。
Physics-Informed Neural Networks for Solving Derivative-Constrained PDEs

- 用最小能量原理嵌入导数约束,自动通过反向传播计算
- 在热传导、金融波动、流体涡旋等任务中显著降低约束违反
- 自适应损失平衡,减少调参依赖,适合复杂物理场景
物理信息神经网络(PINNs)将偏微分方程求解转化为函数空间中的优化问题,通过最小化残差目标实现,但许多应用需要与控制方程同等重要的导数约束。本文提出导数约束神经网络(DC-PINNs),一种通用框架,将约束型PDE求解建模为由最小原则引导的优化过程,物理规律体现于极小值原理。该方法可高效嵌入状态与导数的非线性约束,如边界、单调性、凸性、不可压缩性等,利用自动微分实现。同时采用自适应损失平衡机制调节各目标权重,降低对人工超参数和特定架构的依赖。在多个基准测试中,包括带边界的热扩散、无套利金融波动、含涡脱落的流体流动,DC-PINNs 显著降低约束违反,提升物理保真度,优于基线PINN及显式硬约束方法。显式编码导数约束能稳定训练,引导优化收敛至物理可接受的极小解,即使原始方程残差很小也能保证解的可靠性。
原文摘要 · Abstract (English)
Physics-Informed Neural Networks (PINNs) recast PDE solving as an optimisation problem in function space by minimising a residual-based objective, yet many applications require additional derivative-based relations that are just as fundamental as the governing equations. In this paper, we present Derivative-Constrained PINNs (DC-PINNs), a general framework that treats constrained PDE solving as an optimisation guided by a minimum objective function criterion where the physics resides in the minimum principle. DC-PINNs embed general nonlinear constraints on states and derivatives, e.g., bounds, monotonicity, convexity, incompressibility, computed efficiently via automatic differentiation, and they employ self-adaptive loss balancing to tune the influence of each objective, reducing reliance on manual hyperparameters and problem-specific architectures. DC-PINNs consistently reduce constraint violations and improve physical fidelity versus baseline PINN variants, representative hard-constraint formulations on benchmarks, including heat diffusion with bounds, financial volatilities with arbitrage-free, and fluid flow with vortices shed. Explicitly encoding derivative constraints stabilises training and steers optimisation toward physically admissible minima even when the PDE residual alone is small, providing reliable solutions of constrained PDEs grounded in energy minimum principles.
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