E-PINNs: Epistemic Physics-Informed Neural Networks

Physics-informed neural networks (PINNs) have demonstrated promise as a framework for solving forward and inverse problems involving partial differential equations. Despite recent progress in the field, it remains challenging to quantify uncertainty in these networks. While techniques such as Bayesian PINNs (B-PINNs) provide a principled approach to capturing epistemic uncertainty through Bayesian inference, they can be computationally expensive for large-scale applications. In this work, we propose Epistemic Physics-Informed Neural Networks (E-PINNs), a framework that uses a small network, the epinet, to efficiently quantify epistemic uncertainty in PINNs. The proposed approach works as an add-on to existing, pre-trained PINNs with a small computational overhead. We demonstrate the applicability of the proposed framework in various test cases and compare the results with B-PINNs using Hamiltonian Monte Carlo (HMC) posterior estimation and dropout-equipped PINNs (Dropout-PINNs). In our experiments, E-PINNs achieve calibrated coverage with competitive sharpness at substantially lower cost. We demonstrate that when B-PINNs produce narrower bands, they under-cover in our tests. E-PINNs also show better calibration than Dropout-PINNs in these examples, indicating a favorable accuracy-efficiency trade-off.