Ling Guo

NA
h-index7
24papers
1,676citations
Novelty50%
AI Score58

24 Papers

99.4NAJun 2
Physics-guided correction for operator learning under model misspecification

Lei Ma, Nicolas Boullé, Yu-Sen Yang et al.

Physics-informed operator learning provides an efficient framework for approximating solution operators of partial differential equations by combining observational data with governing physical laws. However, most existing methods implicitly assume that the prescribed governing equation is accurate. This assumption may fail in practical applications, where model simplifications, missing physical effects, parameter drift, or incomplete constitutive relations can lead to model misspecification. In this work, we propose a physics-guided operator correction framework for learning solution operators under misspecified governing equations. At the operator level, the target mapping is decomposed into a prior operator induced by an approximate physical model and a learnable correction operator that accounts for the remaining discrepancy. Although the formulation is architecture independent, we realize it using a serial DeepONet architecture, where the first DeepONet provides a prior prediction and the second DeepONet learns an additive correction conditioned on both the input function and the prior prediction. The learned correction is incorporated into the physics residual and trained together with data-consistency constraints, allowing the model to retain useful physical structure while adapting to inaccurate governing equations. Numerical experiments on diffusion-reaction, Burgers, cavity flow, and hyperelastic problems show that the proposed method substantially reduces errors induced by misspecified physics. Additional tests under sparse and noisy observations further demonstrate the robustness of the framework and its ability to provide informative uncertainty estimates through deep ensembles.

NADec 8, 2018
Efficient multistep methods for tempered fractional calculus: Algorithms and Simulations

Ling Guo, Fanhai Zeng, Ian Turner et al.

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative operator is interpreted in terms of the Hadamard finite-part integral. We develop two fast methods, Fast Method I and Fast Method II, with linear complexity to calculate the discrete convolution for the approximation of the (tempered) fractional operator. Fast Method I is based on a local approximation for the contour integral that represents the convolution weight. Fast Method II is based on a globally uniform approximation of the trapezoidal rule for the integral on the real line. Both methods are efficient, but numerical experimentation reveals that Fast Method II outperforms Fast Method I in terms of accuracy, efficiency, and coding simplicity. The memory requirement and computational cost of Fast Method II are $O(Q)$ and $O(Qn_T)$, respectively, where $n_T$ is the number of the final time steps and $Q$ is the number of quadrature points used in the trapezoidal rule. The effectiveness of the fast methods is verified through a series of numerical examples for long-time integration, including a numerical study of a fractional reaction-diffusion model.

LGMar 16, 2022
Monte Carlo PINNs: deep learning approach for forward and inverse problems involving high dimensional fractional partial differential equations

Ling Guo, Hao Wu, Xiaochen Yu et al.

We introduce a sampling based machine learning approach, Monte Carlo physics informed neural networks (MC-PINNs), for solving forward and inverse fractional partial differential equations (FPDEs). As a generalization of physics informed neural networks (PINNs), our method relies on deep neural network surrogates in addition to a stochastic approximation strategy for computing the fractional derivatives of the DNN outputs. A key ingredient in our MC-PINNs is to construct an unbiased estimation of the physical soft constraints in the loss function. Our directly sampling approach can yield less overall computational cost compared to fPINNs proposed in \cite{pang2019fpinns} and thus provide an opportunity for solving high dimensional fractional PDEs. We validate the performance of MC-PINNs method via several examples that include high dimensional integral fractional Laplacian equations, parametric identification of time-space fractional PDEs, and fractional diffusion equation with random inputs. The results show that MC-PINNs is flexible and promising to tackle high-dimensional FPDEs.

NAFeb 7, 2023
IB-UQ: Information bottleneck based uncertainty quantification for neural function regression and neural operator learning

Ling Guo, Hao Wu, Wenwen Zhou et al.

We propose a novel framework for uncertainty quantification via information bottleneck (IB-UQ) for scientific machine learning tasks, including deep neural network (DNN) regression and neural operator learning (DeepONet). Specifically, we incorporate the bottleneck by a confidence-aware encoder, which encodes inputs into latent representations according to the confidence of the input data belonging to the region where training data is located, and utilize a Gaussian decoder to predict means and variances of outputs conditional on representation variables. Furthermore, we propose a data augmentation based information bottleneck objective which can enhance the quantification quality of the extrapolation uncertainty, and the encoder and decoder can be both trained by minimizing a tractable variational bound of the objective. In comparison to uncertainty quantification (UQ) methods for scientific learning tasks that rely on Bayesian neural networks with Hamiltonian Monte Carlo posterior estimators, the model we propose is computationally efficient, particularly when dealing with large-scale data sets. The effectiveness of the IB-UQ model has been demonstrated through several representative examples, such as regression for discontinuous functions, real-world data set regression, learning nonlinear operators for partial differential equations, and a large-scale climate model. The experimental results indicate that the IB-UQ model can handle noisy data, generate robust predictions, and provide confident uncertainty evaluation for out-of-distribution data.

NAFeb 24, 2018
A gradient enhanced $\ell_1$-minimization for sparse approximation of polynomial chaos expansions

Ling Guo, Akil Narayan, Tao Zhou

We investigate a gradient-enhanced $\ell_1$-minimization for constructing sparse polynomial chaos expansions. In addition to function evaluations, measurements of the function gradient is also included to accelerate the identification of expansion coefficients. By designing appropriate preconditioners to the measurement matrix, we show gradient-enhanced $\ell_1$ minimization leads to stable and accurate coefficient recovery. The framework for designing preconditioners is quite general and it applies to recover of functions whose domain is bounded or unbounded. Comparisons between the gradient enhanced approach and the standard $\ell_1$-minimization are also presented and numerical examples suggest that the inclusion of derivative information can guarantee sparse recovery at a reduced computational cost.

NAMay 28, 2018
Data-driven polynomial chaos expansions: a weighted least-square approximation

Ling Guo, Yongle Liu, Tao Zhou

In this work, we combine the idea of data-driven polynomial chaos expansions with the weighted least-square approach to solve uncertainty quantification (UQ) problems. The idea of data-driven polynomial chaos is to use statistical moments of the input random variables to develop an arbitrary polynomial chaos expansion, and then use such data-driven bases to perform UQ computations. Here we adopt the bases construction procedure by following \cite{Ahlfeld_2016SAMBA}, where the bases are computed by using matrix operations on the Hankel matrix of moments. Different from previous works, in the postprocessing part, we propose a weighted least-squares approach to solve UQ problems. This approach includes a sampling strategy and a least-squares solver. The main features of our approach are two folds: On one hand, our sampling strategy is independent of the random input. More precisely, we propose to sampling with the equilibrium measure, and this measure is also independent of the data-driven bases. Thus, this procedure can be done in prior (or in a off-line manner). On the other hand, we propose to solve a Christoffel function weighted least-square problem, and this strategy is quasi-linearly stable -- the required number of PDE solvers depends linearly (up to a logarithmic factor) on the number of (data-driven) bases. This new approach is thus promising in dealing with a class of problems with epistemic uncertainties. Several numerical tests are presented to show the effectiveness of our approach.

NAJul 13, 2016
Stochastic collocation methods via $L_1$ minimization using randomized quadratures

Ling Guo, Akil Narayan, Tao Zhou et al.

In this work, we discuss the problem of approximating a multivariate function via $\ell_1$ minimization method, using a random chosen sub-grid of the corresponding tensor grid of Gaussian points. The independent variables of the function are assumed to be random variables, and thus, the framework provides a non-intrusive way to construct the generalized polynomial chaos expansions, stemming from the motivating application of Uncertainty Quantification (UQ). We provide theoretical analysis on the validity of the approach. The framework includes both the bounded measures such as the uniform and the Chebyshev measure, and the unbounded measures which include the Gaussian measure. Several numerical examples are given to confirm the theoretical results.

NAMay 29, 2018
Stochastic collocation methods via minimization of Transformed $L_1$ penalty

Ling Guo, Jing Li, Yongle Liu

We study the properties of sparse reconstruction of transformed $\ell_1$ (TL1) minimization and present improved theoretical results about the recoverability and the accuracy of this reconstruction from undersampled measurements. We then combine this method with the stochastic collocation approach to identify the coefficients of sparse orthogonal polynomial expansions for uncertainty quantification. In order to implement the TL1 minimization, we use the DCA-TL1 algorithm which was introduced by Zhang and Xin. In particular, when recover non-sparse functions, we adopt an adaptive DCA-TL1 method to guarantee the sparest solutions. Various numerical examples, including sparse polynomial functions recovery and non-sparse analytical functions recovery are presented to demonstrate the recoverability and efficiency of this novel method and its potential for problems of practical interests.

90.4CVMar 25
ViHOI: Human-Object Interaction Synthesis with Visual Priors

Songjin Cai, Linjie Zhong, Ling Guo et al.

Generating realistic and physically plausible 3D Human-Object Interactions (HOI) remains a key challenge in motion generation. One primary reason is that describing these physical constraints with words alone is difficult. To address this limitation, we propose a new paradigm: extracting rich interaction priors from easily accessible 2D images. Specifically, we introduce ViHOI, a novel framework that enables diffusion-based generative models to leverage rich, task-specific priors from 2D images to enhance generation quality. We utilize a large Vision-Language Model (VLM) as a powerful prior-extraction engine and adopt a layer-decoupled strategy to obtain visual and textual priors. Concurrently, we design a Q-Former-based adapter that compresses the VLM's high-dimensional features into compact prior tokens, which significantly facilitates the conditional training of our diffusion model. Our framework is trained on motion-rendered images from the dataset to ensure strict semantic alignment between visual inputs and motion sequences. During inference, it leverages reference images synthesized by a text-to-image generation model to improve generalization to unseen objects and interaction categories. Experimental results demonstrate that ViHOI achieves state-of-the-art performance, outperforming existing methods across multiple benchmarks and demonstrating superior generalization.

LGJan 19, 2022Code
Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisons

Apostolos F Psaros, Xuhui Meng, Zongren Zou et al.

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. To demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed, which we will make available as open-source library of all codes included in this framework.

CVJan 21
Reconstruction-Anchored Diffusion Model for Text-to-Motion Generation

Yifei Liu, Changxing Ding, Ling Guo et al.

Diffusion models have seen widespread adoption for text-driven human motion generation and related tasks due to their impressive generative capabilities and flexibility. However, current motion diffusion models face two major limitations: a representational gap caused by pre-trained text encoders that lack motion-specific information, and error propagation during the iterative denoising process. This paper introduces Reconstruction-Anchored Diffusion Model (RAM) to address these challenges. First, RAM leverages a motion latent space as intermediate supervision for text-to-motion generation. To this end, RAM co-trains a motion reconstruction branch with two key objective functions: self-regularization to enhance the discrimination of the motion space and motion-centric latent alignment to enable accurate mapping from text to the motion latent space. Second, we propose Reconstructive Error Guidance (REG), a testing-stage guidance mechanism that exploits the diffusion model's inherent self-correction ability to mitigate error propagation. At each denoising step, REG uses the motion reconstruction branch to reconstruct the previous estimate, reproducing the prior error patterns. By amplifying the residual between the current prediction and the reconstructed estimate, REG highlights the improvements in the current prediction. Extensive experiments demonstrate that RAM achieves significant improvements and state-of-the-art performance. Our code will be released.

79.5NAMar 26
Latent representation learning based model correction and uncertainty quantification for PDEs

Wenwen Zhou, Xiaodong Feng, Ling Guo et al.

Model correction is essential for reliable PDE learning when the governing physics is misspecified due to simplified assumptions or limited observations. In the machine learning literature, existing correction methods typically operate in parameter space, where uncertainty is often quantified via sampling or ensemble-based methods, which can be prohibitive and motivates more efficient representation-level alternatives. To this end, we develop a latent-space model-correction framework by extending our previously proposed LVM-GP solver, which couples latent-variable model with Gaussian processes (GPs) for uncertainty-aware PDE learning. Our architecture employs a shared confidence-aware encoder and two probabilistic decoders, with the solution decoder predicting the solution distribution and the correction decoder inferring a discrepancy term to compensate for model-form errors. The encoder constructs a stochastic latent representation by balancing deterministic features with a GP prior through a learnable confidence function. Conditioned on this shared latent representation, the two decoders jointly quantify uncertainty in both the solution and the correction under soft physics constraints with noisy data. An auxiliary latent-space regularization is introduced to control the learned representation and enhance robustness. This design enables joint uncertainty quantification of both the solution and the correction within a single training procedure, without parameter sampling or repeated retraining. Numerical experiments show accuracy comparable to Ensemble PINNs and B-PINNs, with improved computational efficiency and robustness to misspecified physics.

LGJan 4, 2024
Energy based diffusion generator for efficient sampling of Boltzmann distributions

Yan Wang, Ling Guo, Hao Wu et al.

Sampling from Boltzmann distributions, particularly those tied to high dimensional and complex energy functions, poses a significant challenge in many fields. In this work, we present the Energy-Based Diffusion Generator (EDG), a novel approach that integrates ideas from variational autoencoders and diffusion models. EDG uses a decoder to generate Boltzmann-distributed samples from simple latent variables, and a diffusion-based encoder to estimate the Kullback-Leibler divergence to the target distribution. Notably, EDG is simulation-free, eliminating the need to solve ordinary or stochastic differential equations during training. Furthermore, by removing constraints such as bijectivity in the decoder, EDG allows for flexible network design. Through empirical evaluation, we demonstrate the superior performance of EDG across a variety of sampling tasks with complex target distributions, outperforming existing methods.

CVMar 26, 2025
Guiding Human-Object Interactions with Rich Geometry and Relations

Mengqing Xue, Yifei Liu, Ling Guo et al.

Human-object interaction (HOI) synthesis is crucial for creating immersive and realistic experiences for applications such as virtual reality. Existing methods often rely on simplified object representations, such as the object's centroid or the nearest point to a human, to achieve physically plausible motions. However, these approaches may overlook geometric complexity, resulting in suboptimal interaction fidelity. To address this limitation, we introduce ROG, a novel diffusion-based framework that models the spatiotemporal relationships inherent in HOIs with rich geometric detail. For efficient object representation, we select boundary-focused and fine-detail key points from the object mesh, ensuring a comprehensive depiction of the object's geometry. This representation is used to construct an interactive distance field (IDF), capturing the robust HOI dynamics. Furthermore, we develop a diffusion-based relation model that integrates spatial and temporal attention mechanisms, enabling a better understanding of intricate HOI relationships. This relation model refines the generated motion's IDF, guiding the motion generation process to produce relation-aware and semantically aligned movements. Experimental evaluations demonstrate that ROG significantly outperforms state-of-the-art methods in the realism and semantic accuracy of synthesized HOIs.

NAFeb 22, 2025
Flow-based Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems

Xintong Wang, Xiaofei Guan, Ling Guo et al.

Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle with non-Gaussian distributions, while sequential Monte Carlo methods are computationally intensive and prone to particle degeneracy in high dimensions. Although generative models in machine learning have made significant progress in modeling high-dimensional non-Gaussian distributions, their inefficiency in online updating limits their applicability to filtering problems. To address these challenges, we propose a flow-based Bayesian filter (FBF) that integrates normalizing flows to construct a novel latent linear state-space model with Gaussian filtering distributions. This framework facilitates efficient density estimation and sampling using invertible transformations provided by normalizing flows, and it enables the construction of filters in a data-driven manner, without requiring prior knowledge of system dynamics or observation models. Numerical experiments demonstrate the superior accuracy and efficiency of FBF.

LGSep 30, 2025
Deep set based operator learning with uncertainty quantification

Lei Ma, Ling Guo, Hao Wu et al.

Learning operators from data is central to scientific machine learning. While DeepONets are widely used for their ability to handle complex domains, they require fixed sensor numbers and locations, lack mechanisms for uncertainty quantification (UQ), and are thus limited in practical applicability. Recent permutationinvariant extensions, such as the Variable-Input Deep Operator Network (VIDON), relax these sensor constraints but still rely on sufficiently dense observations and cannot capture uncertainties arising from incomplete measurements or from operators with inherent randomness. To address these challenges, we propose UQ-SONet, a permutation-invariant operator learning framework with built-in UQ. Our model integrates a set transformer embedding to handle sparse and variable sensor locations, and employs a conditional variational autoencoder (cVAE) to approximate the conditional distribution of the solution operator. By minimizing the negative ELBO, UQ-SONet provides principled uncertainty estimation while maintaining predictive accuracy. Numerical experiments on deterministic and stochastic PDEs, including the Navier-Stokes equation, demonstrate the robustness and effectiveness of the proposed framework.

MLJul 30, 2025
LVM-GP: Uncertainty-Aware PDE Solver via coupling latent variable model and Gaussian process

Xiaodong Feng, Ling Guo, Xiaoliang Wan et al.

We propose a novel probabilistic framework, termed LVM-GP, for uncertainty quantification in solving forward and inverse partial differential equations (PDEs) with noisy data. The core idea is to construct a stochastic mapping from the input to a high-dimensional latent representation, enabling uncertainty-aware prediction of the solution. Specifically, the architecture consists of a confidence-aware encoder and a probabilistic decoder. The encoder implements a high-dimensional latent variable model based on a Gaussian process (LVM-GP), where the latent representation is constructed by interpolating between a learnable deterministic feature and a Gaussian process prior, with the interpolation strength adaptively controlled by a confidence function learned from data. The decoder defines a conditional Gaussian distribution over the solution field, where the mean is predicted by a neural operator applied to the latent representation, allowing the model to learn flexible function-to-function mapping. Moreover, physical laws are enforced as soft constraints in the loss function to ensure consistency with the underlying PDE structure. Compared to existing approaches such as Bayesian physics-informed neural networks (B-PINNs) and deep ensembles, the proposed framework can efficiently capture functional dependencies via merging a latent Gaussian process and neural operator, resulting in competitive predictive accuracy and robust uncertainty quantification. Numerical experiments demonstrate the effectiveness and reliability of the method.

LGAug 30, 2021
Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

Ling Guo, Hao Wu, Tao Zhou

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a Gaussian random field with the Karhunen-Loève (KL) expansion structure and the target stochastic field, where the KL expansion coefficients and the invertible networks are trained by maximizing the sum of the log-likelihood on scattered measurements. This NFF model can be used to solve data-driven forward, inverse, and mixed forward/inverse stochastic partial differential equations in a unified framework. We demonstrate the capability of the proposed NFF model for learning Non Gaussian processes and different types of stochastic partial differential equations.

LGDec 10, 2019
Frivolous Units: Wider Networks Are Not Really That Wide

Stephen Casper, Xavier Boix, Vanessa D'Amario et al.

A remarkable characteristic of overparameterized deep neural networks (DNNs) is that their accuracy does not degrade when the network's width is increased. Recent evidence suggests that developing compressible representations is key for adjusting the complexity of large networks to the learning task at hand. However, these compressible representations are poorly understood. A promising strand of research inspired from biology is understanding representations at the unit level as it offers a more granular and intuitive interpretation of the neural mechanisms. In order to better understand what facilitates increases in width without decreases in accuracy, we ask: Are there mechanisms at the unit level by which networks control their effective complexity as their width is increased? If so, how do these depend on the architecture, dataset, and training parameters? We identify two distinct types of "frivolous" units that proliferate when the network's width is increased: prunable units which can be dropped out of the network without significant change to the output and redundant units whose activities can be expressed as a linear combination of others. These units imply complexity constraints as the function the network represents could be expressed by a network without them. We also identify how the development of these units can be influenced by architecture and a number of training factors. Together, these results help to explain why the accuracy of DNNs does not degrade when width is increased and highlight the importance of frivolous units toward understanding implicit regularization in DNNs.

ASDec 2, 2019
Speaker detection in the wild: Lessons learned from JSALT 2019

Paola Garcia, Jesus Villalba, Herve Bredin et al.

This paper presents the problems and solutions addressed at the JSALT workshop when using a single microphone for speaker detection in adverse scenarios. The main focus was to tackle a wide range of conditions that go from meetings to wild speech. We describe the research threads we explored and a set of modules that was successful for these scenarios. The ultimate goal was to explore speaker detection; but our first finding was that an effective diarization improves detection, and not having a diarization stage impoverishes the performance. All the different configurations of our research agree on this fact and follow a main backbone that includes diarization as a previous stage. With this backbone, we analyzed the following problems: voice activity detection, how to deal with noisy signals, domain mismatch, how to improve the clustering; and the overall impact of previous stages in the final speaker detection. In this paper, we show partial results for speaker diarizarion to have a better understanding of the problem and we present the final results for speaker detection.

LGMay 3, 2019
Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

Dongkun Zhang, Ling Guo, George Em Karniadakis

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and the dynamically orthogonal (DO) and bi-orthogonal (BO) methods for representing stochastic processes. Specifically, we propose two new Physics-Informed Neural Networks (PINNs) for solving time-dependent SPDEs, namely the NN-DO/BO methods, which incorporate the DO/BO constraints into the loss function with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the proposed methods overcome some of the drawbacks of the original DO/BO methods: we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and computational complexity as for forward problems. We demonstrate the capability of the proposed methods via several numerical examples: (1) A linear stochastic advection equation with deterministic initial condition where the original DO/BO method would fail; (2) Long-time integration of the stochastic Burgers' equation with many eigenvalue crossings during the whole time evolution where the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward and the inverse problem, including noisy initial data, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems.

ASApr 16, 2019
I4U Submission to NIST SRE 2018: Leveraging from a Decade of Shared Experiences

Kong Aik Lee, Ville Hautamaki, Tomi Kinnunen et al.

The I4U consortium was established to facilitate a joint entry to NIST speaker recognition evaluations (SRE). The latest edition of such joint submission was in SRE 2018, in which the I4U submission was among the best-performing systems. SRE'18 also marks the 10-year anniversary of I4U consortium into NIST SRE series of evaluation. The primary objective of the current paper is to summarize the results and lessons learned based on the twelve sub-systems and their fusion submitted to SRE'18. It is also our intention to present a shared view on the advancements, progresses, and major paradigm shifts that we have witnessed as an SRE participant in the past decade from SRE'08 to SRE'18. In this regard, we have seen, among others, a paradigm shift from supervector representation to deep speaker embedding, and a switch of research challenge from channel compensation to domain adaptation.

APSep 21, 2018
Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems

Dongkun Zhang, Lu Lu, Ling Guo et al.

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In particular, in addition to the deep neural network (DNN) for the solution, a second DNN is considered that represents the residual of the PDE. The residual is then combined with the mismatch in the given data of the solution in order to formulate the loss function. This framework is effective but is lacking uncertainty quantification of the solution due to the inherent randomness in the data or due to the approximation limitations of the DNN architecture. Here, we propose a new method with the objective of endowing the DNN with uncertainty quantification for both sources of uncertainty, i.e., the parametric uncertainty and the approximation uncertainty. We first account for the parametric uncertainty when the parameter in the differential equation is represented as a stochastic process. Multiple DNNs are designed to learn the modal functions of the arbitrary polynomial chaos (aPC) expansion of its solution by using stochastic data from sparse sensors. We can then make predictions from new sensor measurements very efficiently with the trained DNNs. Moreover, we employ dropout to correct the over-fitting and also to quantify the uncertainty of DNNs in approximating the modal functions. We then design an active learning strategy based on the dropout uncertainty to place new sensors in the domain to improve the predictions of DNNs. Several numerical tests are conducted for both the forward and the inverse problems to quantify the effectiveness of PINNs combined with uncertainty quantification. This NN-aPC new paradigm of physics-informed deep learning with uncertainty quantification can be readily applied to other types of stochastic PDEs in multi-dimensions.

NAAug 3, 2017
Weighted approximate Fekete points: Sampling for least-squares polynomial approximation

Ling Guo, Akil Narayan, Liang Yan et al.

We propose and analyze a weighted greedy scheme for computing deterministic sample configurations in multidimensional space for performing least-squares polynomial approximations on $L^2$ spaces weighted by a probability density function. Our procedure is a particular weighted version of the approximate Fekete points method, with the weight function chosen as the (inverse) Christoffel function. Our procedure has theoretical advantages: when linear systems with optimal condition number exist, the procedure finds them. In the one-dimensional setting with any density function, our greedy procedure almost always generates optimally-conditioned linear systems. Our method also has practical advantages: our procedure is impartial to compactness of the domain of approximation, and uses only pivoted linear algebraic routines. We show through numerous examples that our sampling design outperforms competing randomized and deterministic designs when the domain is both low and high dimensional.