Bayesian Reasoning for Physics Informed Neural Networks
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Abstract (arXiv)
We introduce an evidence-driven Bayesian formulation of physics-informed neural networks that enables automatic optimization of loss weights between PDE residuals, boundary conditions, and observational data. Unlike existing Bayesian PINN approaches based on sampling or variational inference, the proposed method uses a Laplace approximation to compute model evidence analytically, enabling efficient hyperparameter tuning and model comparison without posterior sampling. We demonstrate the method on the heat, wave, and Burgers' equations, obtaining solutions in agreement with exact or reference results. In the Burgers' equation example, we further show that the framework naturally integrates information from governing equations and noisy measurements, providing predictive uncertainties within a unified Bayesian setting.
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References · 32
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- 2017Physics Informed Deep Learning (Part II): Data-driven Discovery of Nonlinear Partial Differential Equationscited by 161
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- 2017Machine Learning of Linear Differential Equations using Gaussian Processescited by 140
- 2019Modeling the Dynamics of PDE Systems with Physics-Constrained Deep Auto-Regressive Networkscited by 129
- 2020Solving Allen-Cahn and Cahn-Hilliard Equations using the Adaptive Physics Informed Neural Networkscited by 123
- 2018A high-bias, low-variance introduction to Machine Learning for physicistscited by 108
- 2020Estimates on the generalization error of Physics Informed Neural Networks (PINNs) for approximating a class of inverse problems for PDEscited by 102
- 2022Physics-Informed Machine Learning: A Survey on Problems, Methods and Applicationscited by 92
- 2021Physics-based Deep Learningcited by 68
- 2022When Physics Meets Machine Learning: A Survey of Physics-Informed Machine Learningcited by 65
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- 2020Physics Informed Neural Networks for Simulating Radiative Transfercited by 35
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- 2021Bayesian Deep Learning for Partial Differential Equation Parameter Discovery with Sparse and Noisy Datacited by 12
- 2020CoPhy-PGNN: Learning Physics-guided Neural Networks with Competing Loss Functions for Solving Eigenvalue Problemscited by 11
- 2023A Bayesian Framework for learning governing Partial Differential Equation from Datacited by 8
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