Reliable Error Estimation for PINNs: Lower and Upper A Posteriori Bounds
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Abstract (arXiv)
Physics-informed neural networks (PINNs) combine machine learning with physical laws to solve differential equations. While existing results provide rigorous a posteriori upper bounds for PINN prediction errors, complete certification also requires complementary lower information in order to obtain computable two-sided error enclosures. In this paper, we derive computable a posteriori lower bounds for PINN errors in ordinary differential equations on suitable certified state-space domains under a localized strong monotonicity condition. We combine these estimates with complementary localized upper bounds under a one-sided Lipschitz condition, which is weaker than the global Lipschitz assumption used in previous work and can yield sharper upper error bands. The resulting bounds depend only on the neural-network approximation, the ODE residual, and local monotonicity and growth constants, and therefore do not require access to the exact solution. For linear time-invariant and time-varying systems, we further derive explicit formulas in terms of the minimal and maximal eigenvalues of the symmetric part of the system matrix. We also discuss the distinction between soft and hard enforcement of initial conditions in PINNs and explain why exact enforcement can make the scalar lower certificate uninformative. To recover nontrivial lower information in the linear setting, we use a signed-residual finite-probe certificate based on coordinate unit vectors. We also formulate a certificate-informed training strategy in which the propagated upper certificate is used as an auxiliary regularizer, while lower certificates remain post-training diagnostics. Altogether, the proposed framework provides rigorous and practically computable error certificates for PINN approximations of ODEs, while making explicit the domains and model classes for which the assumptions can be verified.
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References · 6
- 2022Scientific Machine Learning through Physics-Informed Neural Networks: Where we are and What's nextcited by 608
- 2022Generic bounds on the approximation error for physics-informed (and) operator learningcited by 65
- 2020Energy-based error bound of physics-informed neural network solutions in elasticitycited by 15
- 2022Certified machine learning: A posteriori error estimation for physics-informed neural networkscited by 15
- 2023Efficient Error Certification for Physics-Informed Neural Networkscited by 10
- 2025Prediction error certification for PINNs: Theory, computation, and application to Stokes flowcited by 4
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