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S$^{2}$-PINN: Stochastic Separable Physics-Informed Neural Networks
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Proposes S²-PINN, a physics-informed neural solver for random PDEs that combines a learnable Gaussian spatial dictionary, Fourier temporal features, and gPC stochastic modes via a low-rank CP core, trained with a hybrid strong-form and gPC-projected residual loss.
Problem
Uncertainty quantification for random PDEs: classical spectral solvers suffer the curse of dimensionality and existing neural solvers ignore stochastic structure needed for accurate moments and calibration.
Approach
Represents the random PDE solution as a rank-q CP-coupled product of learnable spatial Gaussian atoms, Fourier temporal features, and orthonormal gPC stochastic modes, and adds a gPC-projected residual term that corresponds to a stochastic Galerkin constraint.
Key results
- On manufactured benchmarks S²-PINN (proj) reports mean relative L2 errors of about 3.4e-3 to 4.4e-3 on diffusion, Allen-Cahn and Burgers, versus 1.41e-2 to 1.81e-2 for vanilla PINN.
- On the non-manufactured Poisson problem S²-PINN achieves 59x lower mean error than the vanilla PINN with 33x fewer parameters (6,114 vs 199,937).
- Calibration: S²-PINN (proj) gives near-nominal coverage (e.g. Cov@90% ≈ 0.897–0.901) with calibration error ≈ 0.005–0.006 on the four manufactured PDEs, while MC-Dropout under-covers.
Surprising findings
- On log-normal Darcy the no-projection variant gives better mean and variance than the projected variant, showing the gPC projection can introduce bias outside the polynomial regime.
- Adding the gPC projection to a vanilla MLP PINN degrades several benchmarks, indicating the benefit depends on the separable architecture.
Limitations
- Theory gives only asymptotic expressivity and estimator-level results, with no finite-rank, finite-gPC-order end-to-end solution error bound.
- Restricted to regular domains inherited from separable coordinate architectures.
- Projection is not uniformly beneficial; log-normal Darcy variance error remains larger than deep ensemble before increasing gPC degree.
Experimental setup
Datasets: manufactured random PDE benchmarks (diffusion, Allen-Cahn, Burgers, Darcy) stochastic Poisson and log-normal Darcy finite-difference Monte Carlo references stochastic Navier-Stokes
Benchmarks: diffusion Allen-Cahn Burgers Darcy stochastic Poisson log-normal Darcy stochastic Navier-Stokes diffusion scaling R=50 stochastic inverse diffusion and Burgers
Metrics: mean relative L2 error variance relative L2 error empirical coverage sharpness calibration error
Baselines: Vanilla PINN Vanilla PINN + proj PI-DeepONet MC-Dropout PINN Deep Ensemble (K=5) Stochastic collocation (32 node-PINNs) SPINN+Z Functional CP-PINN Neural Chaos PC^2 (UQpy LAR/OLS)
Builds on: SPINN PINN generalized polynomial chaos deep ensembles PI-DeepONet
Closest papers by meaning
- Efficient Error Certification for Physics-Informed Neural Networks (ICML 2024 · similarity 0.89)
- Sub-Sequential Physics-Informed Learning with State Space Model (ICML 2025 · similarity 0.89)
- Parameterized Physics-informed Neural Networks for Parameterized PDEs (ICML 2024 · similarity 0.88)
- SPDEBench: An Extensive Benchmark for Learning Stochastic PDEs (NeurIPS 2026 · similarity 0.88)
- The Challenges of the Nonlinear Regime for Physics-Informed Neural Networks (NeurIPS 2024 · similarity 0.87)
- RoPINN: Region Optimized Physics-Informed Neural Networks (NeurIPS 2024 · similarity 0.87)
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