用随机测试函数替代传统方法，高效求解偏微分方程的弱解。

The dual norm characterisation of weak solutions of second-order linear elliptic partial differential equations is mathematically natural but computationally intractable: evaluating the $H^{-1}$ norm of the residual requires a supremum over an infinite-dimensional test space. We prove that the $H^{-1}$ norm of any functional is equivalent to its expected squared evaluation against a random test function whose probability distribution depends only on the domain. Crucially, realisations of this random test function have negative Sobolev regularity for $d \geq 2$, yet this roughness is not an obstacle: averaging over the distribution exactly recovers the correct weak topology, independently of the differential operator, and no supremum evaluation is necessary. This equivalence introduces the notion of stochastically weak solutions, which coincide with classical weak solutions, and motivates stochastic variational physics-informed neural networks (SV-PINNs): neural networks trained by minimising an empirical approximation of the stochastic norm of the PDE residual. Although instantiated here with neural networks, the underlying principle is independent of the trial space and suggests a broader paradigm for numerical methods based on stochastic rather than deterministic test spaces. The framework extends naturally to higher-order elliptic, parabolic and hyperbolic equations and to abstract operator equations on Hilbert spaces. As a proof of concept, we present numerical experiments on eight challenging second-order linear elliptic problems spanning high-frequency and multi-scale solutions, indefinite operators, variable coefficients, and non-standard domains, in which SV-PINNs consistently and significantly outperform standard PINNs, recovering solutions to within one percent relative error in hundreds of L-BFGS steps.