# Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems

arXiv: https://arxiv.org/abs/1809.08327 · HTML: https://mlsanity.com/paper/1809.08327/

## Key facts

- Cited by 147 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 21 Sep 2018.

## Built on by (most cited first, 30 of 147)

- [Scientific Machine Learning through Physics-Informed Neural Networks: Where we are and What's next](https://mlsanity.com/paper/2201.05624/) (2022)
- [Physics-informed neural networks (PINNs) for fluid mechanics: A review](https://mlsanity.com/paper/2105.09506/) (2021)
- [Physics-informed neural networks with hard constraints for inverse design](https://mlsanity.com/paper/2102.04626/) (2021)
- [A comprehensive study of non-adaptive and residual-based adaptive sampling for physics-informed neural networks](https://mlsanity.com/paper/2207.10289/) (2022)
- [Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems](https://mlsanity.com/paper/2111.02801/) (2021)
- [MIONet: Learning multiple-input operators via tensor product](https://mlsanity.com/paper/2202.06137/) (2022)
- [Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisons](https://mlsanity.com/paper/2201.07766/) (2022)
- [Finite Basis Physics-Informed Neural Networks (FBPINNs): a scalable domain decomposition approach for solving differential equations](https://mlsanity.com/paper/2107.07871/) (2021)
- [PhyCRNet: Physics-informed Convolutional-Recurrent Network for Solving Spatiotemporal PDEs](https://mlsanity.com/paper/2106.14103/) (2021)
- [Multifidelity deep neural operators for efficient learning of partial differential equations with application to fast inverse design of nanoscale heat transport](https://mlsanity.com/paper/2204.06684/) (2022)
- [From PINNs to PIKANs: Recent Advances in Physics-Informed Machine Learning](https://mlsanity.com/paper/2410.13228/) (2024)
- [Multi-resolution partial differential equations preserved learning framework for spatiotemporal dynamics](https://mlsanity.com/paper/2205.03990/) (2022)
- [Optimizing the Optimizer for Physics-Informed Neural Networks and Kolmogorov-Arnold Networks](https://mlsanity.com/paper/2501.16371/) (2025)
- [Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models](https://mlsanity.com/paper/2108.12956/) (2021)
- [Deep Learning Methods for Partial Differential Equations and Related Parameter Identification Problems](https://mlsanity.com/paper/2212.03130/) (2022)
- [NeuralUQ: A comprehensive library for uncertainty quantification in neural differential equations and operators](https://mlsanity.com/paper/2208.11866/) (2022)
- [A Metalearning Approach for Physics-Informed Neural Networks (PINNs): Application to Parameterized PDEs](https://mlsanity.com/paper/2110.13361/) (2021)
- [One-shot learning for solution operators of partial differential equations](https://mlsanity.com/paper/2104.05512/) (2021)
- [The mixed deep energy method for resolving concentration features in finite strain hyperelasticity](https://mlsanity.com/paper/2104.09623/) (2021)
- [Uncertainty quantification for noisy inputs-outputs in physics-informed neural networks and neural operators](https://mlsanity.com/paper/2311.11262/) (2023)
- [Bi-fidelity Modeling of Uncertain and Partially Unknown Systems using DeepONets](https://mlsanity.com/paper/2204.00997/) (2022)
- [Reversible and irreversible bracket-based dynamics for deep graph neural networks](https://mlsanity.com/paper/2305.15616/) (2023)
- [Multifidelity Modeling for Physics-Informed Neural Networks (PINNs)](https://mlsanity.com/paper/2106.13361/) (2021)
- [Partial Differential Equations Meet Deep Neural Networks: A Survey](https://mlsanity.com/paper/2211.05567/) (2022)
- [Accelerated replica exchange stochastic gradient Langevin diffusion enhanced Bayesian DeepONet for solving noisy parametric PDEs](https://mlsanity.com/paper/2111.02484/) (2021)
- [PID-GAN: A GAN Framework based on a Physics-informed Discriminator for Uncertainty Quantification with Physics](https://mlsanity.com/paper/2106.02993/) (2021)
- [PI-VAE: Physics-Informed Variational Auto-Encoder for stochastic differential equations](https://mlsanity.com/paper/2203.11363/) (2022)
- [Scalable algorithms for physics-informed neural and graph networks](https://mlsanity.com/paper/2205.08332/) (2022)
- [Neural and spectral operator surrogates: unified construction and expression rate bounds](https://mlsanity.com/paper/2207.04950/) (2022)
- [A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems](https://mlsanity.com/paper/2202.04648/) (2022)

## Abstract (arXiv)

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.