Physics-informed Polynomial Chaos Expansion with Enhanced Constrained Optimization Solver and D-optimal Sampling
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Abstract (arXiv)
Physics-informed polynomial chaos expansions (PC2) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos expansions (PCE) and solving via the Karush-Kuhn-Tucker (KKT) conditions. This approach improves the physical interpretability of surrogate models while achieving high computational efficiency and accuracy. However, the performance and efficiency of PC2 can still be degraded with high-dimensional parameter spaces, limited data availability, or unrepresentative training data. To address this problem, this study explores two complementary enhancements to the PC2 framework. First, a numerically efficient constrained optimization solver, straightforward updating of Lagrange multipliers (SULM), is adopted as an alternative to the conventional KKT solver. The SULM method significantly reduces computational cost when solving physically constrained problems with high-dimensionality and derivative boundary conditions that require a large number of virtual points. Second, a D-optimal sampling strategy is utilized to select informative virtual points to improve the stability and achieve the balance of accuracy and efficiency of the PC2. The proposed methods are integrated into the PC2 framework and evaluated through numerical examples of representative physical systems governed by ordinary or partial differential equations. The results demonstrate that the enhanced PC2 has better comprehensive capability than standard PC2, and is well-suited for high-dimensional uncertainty quantification tasks.
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References · 14
- 2021Physics-informed neural networks (PINNs) for fluid mechanics: A reviewcited by 470
- 2022A comprehensive study of non-adaptive and residual-based adaptive sampling for physics-informed neural networkscited by 233
- 2021Finite Basis Physics-Informed Neural Networks (FBPINNs): a scalable domain decomposition approach for solving differential equationscited by 142
- 2017Machine Learning of Linear Differential Equations using Gaussian Processescited by 139
- 2021Efficient training of physics-informed neural networks via importance samplingcited by 109
- 2019Physics-Informed Neural Networks for Power Systemscited by 80
- 2020Sparse Polynomial Chaos Expansions: Literature Survey and Benchmarkcited by 44
- 2022Delta-PINNs: physics-informed neural networks on complex geometriescited by 28
- 2024Physics-constrained polynomial chaos expansion for scientific machine learning and uncertainty quantificationcited by 17
- 2023Physics-Informed Polynomial Chaos Expansionscited by 15
- 2023UQpy v4.1: Uncertainty Quantification with Pythoncited by 10
- 2025Polynomial Chaos Expansion for Operator Learningcited by 7
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