论文标题

物理信息高斯过程回归概括线性PDE求解器

Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers

论文作者

Pförtner, Marvin, Steinwart, Ingo, Hennig, Philipp, Wenger, Jonathan

论文摘要

线性部分微分方程(PDE)是一个重要的,广泛应用的机械模型类别,描述了物理过程,例如传热,电磁和波传播。实际上,使用基于离散化的专门数值方法来解决PDE。他们通常使用未知模型参数的估计值,如果有的话,可以使用以进行初始化的物理测量。这些求解器通常被嵌入具有下游应用的更大科学模型中,因此错误量化起着关键作用。但是,通过忽略参数和测量不确定性,经典的PDE求解器可能无法产生其固有近似误差的一致估计。在这项工作中,我们通过将求解线性PDE解释为物理信息高斯过程(GP)回归来解决这个问题。我们的框架是基于高斯过程推理定理对通过任意有限的线性操作员进行的观察的关键概括。至关重要的是,这种概率的观点允许(1)量化固有的离散误差; (2)将模型参数传播到解决方案的不确定性; (3)嘈杂测量的条件。我们证明了这种配方的强度,我们证明它严格概括了加权残差的方法,包括搭配,有限体积,伪谱和(概括性的)Galerkin方法(例如有限元和光谱方法)的中央PDE求解器类别。因此,该类可以直接配备结构化误差估计。总而言之,我们的结果通过模糊了数值分析和贝叶斯推断之间的边界,使机械模型成为模块化构建块无缝集成到概率模型中。

Linear partial differential equations (PDEs) are an important, widely applied class of mechanistic models, describing physical processes such as heat transfer, electromagnetism, and wave propagation. In practice, specialized numerical methods based on discretization are used to solve PDEs. They generally use an estimate of the unknown model parameters and, if available, physical measurements for initialization. Such solvers are often embedded into larger scientific models with a downstream application and thus error quantification plays a key role. However, by ignoring parameter and measurement uncertainty, classical PDE solvers may fail to produce consistent estimates of their inherent approximation error. In this work, we approach this problem in a principled fashion by interpreting solving linear PDEs as physics-informed Gaussian process (GP) regression. Our framework is based on a key generalization of the Gaussian process inference theorem to observations made via an arbitrary bounded linear operator. Crucially, this probabilistic viewpoint allows to (1) quantify the inherent discretization error; (2) propagate uncertainty about the model parameters to the solution; and (3) condition on noisy measurements. Demonstrating the strength of this formulation, we prove that it strictly generalizes methods of weighted residuals, a central class of PDE solvers including collocation, finite volume, pseudospectral, and (generalized) Galerkin methods such as finite element and spectral methods. This class can thus be directly equipped with a structured error estimate. In summary, our results enable the seamless integration of mechanistic models as modular building blocks into probabilistic models by blurring the boundaries between numerical analysis and Bayesian inference.

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