提出可扩展的贝叶斯方法,实现非线性守恒律的不确定性量化与快速反演。
Scalable Bayesian Inference for Nonlinear Conservation Laws

- 基于高斯过程先验构建数值保守的贝叶斯求解器
- 正问题保持经典方法精度,反问题秒级恢复源场后验分布
- 适用于大规模物理模拟与不确定性敏感场景
非线性守恒律是科学与工程中许多重要动力系统的核心。实际应用中,这些系统常受稀疏或噪声测量等不确定性影响,导致物理量与场的推断成为病态问题,传统数值方法与现代深度学习方法均难以有效处理。近期研究将经典数值方法视为高斯过程先验下的贝叶斯推断,实现了物理感知的不确定性建模。本文在此基础上,开发了一种新型数值保守的贝叶斯方法,用于非线性守恒律的不确定性感知仿真。利用最新的稀疏近似技术,该方法可扩展至大规模正向与反向问题。在正向模拟中,保持经典求解器的精度并提供结构化不确定性量化;在反问题中,可在数秒内恢复非参数源场的后验分布,显著优于需数分钟才能生成粗略点估计的神经网络基线。
原文摘要 · Abstract (English)
Nonlinear conservation laws are at the heart of many of the most important dynamical systems in science and engineering. In practical applications, such systems are often subject to various sources of uncertainty, e.g. due to sparse or noisy measurements. Inferring physical quantities and fields of interest then becomes an ill-posed problem which both classical numerical methods and modern deep learning-based methods struggle to treat appropriately. Recent work has framed classical numerical methods as Bayesian inference under Gaussian process priors, resulting in a physics-aware treatment of uncertainties. Following this line of work, we develop a novel numerically conservative method for uncertainty-aware simulations of nonlinear conservation laws. We use recent sparse approximation techniques to scale up to large-scale forward and inverse problems. For forward simulation, we inherit the accuracy of classical solvers while providing structured uncertainty quantification. On inverse problems, we recover posteriors over nonparametric source fields in seconds -- outperforming neural baselines that take minutes to produce a less accurate point estimate.
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