为PINN提供可计算的误差上下界,实现严格可靠的误差认证。
Reliable Error Estimation for PINNs: Lower and Upper A Posteriori Bounds

- 基于局部强单调性,推导出PINN误差的可计算下界。
- 结合弱于全局Lipschitz的上界,获得更紧致的误差带。
- 无需真解即可计算,适用于线性系统且支持训练后诊断。
物理信息神经网络(PINNs)融合机器学习与物理规律求解微分方程。现有研究仅提供严格意义上的误差上界,但完整认证还需互补的下界以实现双向误差包围。本文在满足局部强单调性条件下,针对常微分方程在认证状态空间域上推导出可计算的误差下界。结合在单边Lipschitz条件下更宽松的局部上界,所得上下界仅依赖神经网络近似、微分方程残差及局部单调性与增长常数,无需真解。对线性时不变与时变系统,进一步给出基于系统矩阵对称部分最小与最大特征值的显式公式。讨论了初始条件软硬强制的区别,指出精确强制会使标量下界失效。为此提出基于坐标单位向量的带符号残差有限探针证书以恢复非平凡下界。还设计了证书引导的训练策略:传播上界作为辅助正则项,下界仅用于训练后诊断。整体框架为ODE的PINN近似提供严格且可计算的误差证书,并明确说明假设可验证的模型类别与定义域。
原文摘要 · Abstract (English)
Physics-informed neural networks (PINNs) combine machine learning with physical laws to solve differential equations. While existing results provide rigorous \emph{a posteriori} upper bounds for PINN prediction errors, complete certification also requires complementary lower information in order to obtain computable two-sided error enclosures. In this paper, we derive computable \emph{a posteriori} lower bounds for PINN errors in ordinary differential equations on suitable certified state-space domains under a localized strong monotonicity condition. We combine these estimates with complementary localized upper bounds under a one-sided Lipschitz condition, which is weaker than the global Lipschitz assumption used in previous work and can yield sharper upper error bands. The resulting bounds depend only on the neural-network approximation, the ODE residual, and local monotonicity and growth constants, and therefore do not require access to the exact solution. For linear time-invariant and time-varying systems, we further derive explicit formulas in terms of the minimal and maximal eigenvalues of the symmetric part of the system matrix. We also discuss the distinction between soft and hard enforcement of initial conditions in PINNs and explain why exact enforcement can make the scalar lower certificate uninformative. To recover nontrivial lower information in the linear setting, we use a signed-residual finite-probe certificate based on coordinate unit vectors. We also formulate a certificate-informed training strategy in which the propagated upper certificate is used as an auxiliary regularizer, while lower certificates remain post-training diagnostics. Altogether, the proposed framework provides rigorous and practically computable error certificates for PINN approximations of ODEs, while making explicit the domains and model classes for which the assumptions can be verified.
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