Partial differential equations (PDEs) are important tools to model physical systems, and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant coefficients, we propose a family of Gaussian process (GP) priors, which we call EPGP, such that all realizations are exact solutions of this system. We apply the Ehrenpreis-Palamodov fundamental principle, which works like a non-linear Fourier transform, to construct GP kernels mirroring standard spectral methods for GPs. Our approach can infer probable solutions of linear PDE systems from any data such as noisy measurements, or initial and boundary conditions. Constructing EPGP-priors is algorithmic, generally applicable, and comes with a sparse version (S-EPGP) that learns the relevant spectral frequencies and works better for big data sets. We demonstrate our approach on three families of systems of PDE, the heat equation, wave equation, and Maxwell's equations, where we improve upon the state of the art in computation time and precision, in some experiments by several orders of magnitude.

许多应用程序中的数据遵循普通微分方程（ODE）的系统。本文提出了一种新型的算法和符号结构，用于高斯过程的协方差函数（GPS），其实现严格遵循具有恒定系数的线性均匀ODES系统，我们称之为lode-gps。将这种强的感应偏置引入GP，可以改善此类数据的建模。使用史密斯正常形式算法，一种符号技术，我们克服了技术状态中的两个当前限制：（1）在一组解决方案中需要某些唯一性条件的需求，通常在经典的ODE求解器及其概率求解器及其概率对应物中假定，以及（2）对可控系统的限制，通常在编码协方差函数中的微分方程时假设。我们显示了Lode-GP在许多实验中的有效性，例如通过最大化的可能性来学习物理解释的参数。

我们制定了一类由物理驱动的深层变量模型（PDDLVM），以学习参数偏微分方程（PDES）的参数到解决方案（正向）和解决方案到参数（逆）图。我们的公式利用有限元方法（FEM），深神经网络和概率建模来组装一个深层概率框架，在该框架中，向前和逆图通过连贯的不确定性量化近似。我们的概率模型明确合并了基于参数PDE的密度和可训练的解决方案到参数网络，而引入的摊销变异家庭假定参数到解决方案网络，所有这些网络均经过联合培训。此外，所提出的方法不需要任何昂贵的PDE解决方案，并且仅在训练时间内对物理信息进行了信息，该方法允许PDE的实时仿真和培训后的逆问题解决方案的产生，绕开了对FEM操作的需求，以相当的准确性，以便于FEM解决方案。提出的框架进一步允许无缝集成观察到的数据，以解决反问题和构建生成模型。我们证明了方法对非线性泊松问题，具有复杂3D几何形状的弹性壳以及整合通用物理信息信息的神经网络（PINN）体系结构的有效性。与传统的FEM求解器相比，训练后，我们最多达到了三个数量级的速度，同时输出连贯的不确定性估计值。

Linear partial differential equations (PDEs) are an important, widely applied class of mechanistic models, describing physical processes such as heat transfer, electromagnetism, and wave propagation. In practice, specialized numerical methods based on discretization are used to solve PDEs. They generally use an estimate of the unknown model parameters and, if available, physical measurements for initialization. Such solvers are often embedded into larger scientific models or analyses with a downstream application such that error quantification plays a key role. However, by entirely ignoring parameter and measurement uncertainty, classical PDE solvers may fail to produce consistent estimates of their inherent approximation error. In this work, we approach this problem in a principled fashion by interpreting solving linear PDEs as physics-informed Gaussian process (GP) regression. Our framework is based on a key generalization of a widely-applied theorem for conditioning GPs on a finite number of direct observations to observations made via an arbitrary bounded linear operator. Crucially, this probabilistic viewpoint allows to (1) quantify the inherent discretization error; (2) propagate uncertainty about the model parameters to the solution; and (3) condition on noisy measurements. Demonstrating the strength of this formulation, we prove that it strictly generalizes methods of weighted residuals, a central class of PDE solvers including collocation, finite volume, pseudospectral, and (generalized) Galerkin methods such as finite element and spectral methods. This class can thus be directly equipped with a structured error estimate and the capability to incorporate uncertain model parameters and observations. In summary, our results enable the seamless integration of mechanistic models as modular building blocks into probabilistic models.

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics, and explores how to make it more robust--and deep learning for mathematics, where deep learning algorithms are used to solve problems in mathematics. The latter has popularised the field of scientific machine learning where deep learning is applied to problems in scientific computing. Specifically, more and more neural network architectures have been developed to solve specific classes of partial differential equations (PDEs). Such methods exploit properties that are inherent to PDEs and thus solve the PDEs better than classical feed-forward neural networks, recurrent neural networks, and convolutional neural networks. This has had a great impact in the area of mathematical modeling where parametric PDEs are widely used to model most natural and physical processes arising in science and engineering, In this work, we review such methods and extend them for parametric studies as well as for solving the related inverse problems. We equally proceed to show their relevance in some industrial applications.

计算机代数可以使用符号算法回答有关部分微分方程的各种问题。但是，在计算机代数中将数据包含在方程式中很少。因此，最近，计算机代数模型与高斯流程（机器学习中的回归模型）相结合，以描述数据下某些微分方程的行为。尽管可以在这种情况下描述多项式边界条件，但我们将这些模型扩展到分析边界条件。此外，我们描述了具有某些分析系数的Weyl代数的gr \ obner和Janet碱基的必要算法。使用这些算法，我们提供了由分析功能界定并适应观察结果的域中无差流流的示例。

物理信息的神经网络（PINN）是神经网络（NNS），它们作为神经网络本身的组成部分编码模型方程，例如部分微分方程（PDE）。如今，PINN是用于求解PDE，分数方程，积分分化方程和随机PDE的。这种新颖的方法已成为一个多任务学习框架，在该框架中，NN必须在减少PDE残差的同时拟合观察到的数据。本文对PINNS的文献进行了全面的综述：虽然该研究的主要目标是表征这些网络及其相关的优势和缺点。该综述还试图将出版物纳入更广泛的基于搭配的物理知识的神经网络，这些神经网络构成了香草·皮恩（Vanilla Pinn）以及许多其他变体，例如物理受限的神经网络（PCNN），各种HP-VPINN，变量HP-VPINN，VPINN，VPINN，变体。和保守的Pinn（CPINN）。该研究表明，大多数研究都集中在通过不同的激活功能，梯度优化技术，神经网络结构和损耗功能结构来定制PINN。尽管使用PINN的应用范围广泛，但通过证明其在某些情况下比有限元方法（FEM）等经典数值技术更可行的能力，但仍有可能的进步，最著名的是尚未解决的理论问题。

These notes were compiled as lecture notes for a course developed and taught at the University of the Southern California. They should be accessible to a typical engineering graduate student with a strong background in Applied Mathematics. The main objective of these notes is to introduce a student who is familiar with concepts in linear algebra and partial differential equations to select topics in deep learning. These lecture notes exploit the strong connections between deep learning algorithms and the more conventional techniques of computational physics to achieve two goals. First, they use concepts from computational physics to develop an understanding of deep learning algorithms. Not surprisingly, many concepts in deep learning can be connected to similar concepts in computational physics, and one can utilize this connection to better understand these algorithms. Second, several novel deep learning algorithms can be used to solve challenging problems in computational physics. Thus, they offer someone who is interested in modeling a physical phenomena with a complementary set of tools.

Partial differential equations (PDEs) are widely used for description of physical and engineering phenomena. Some key parameters involved in PDEs, which represents certain physical properties with important scientific interpretations, are difficult or even impossible to be measured directly. Estimation of these parameters from noisy and sparse experimental data of related physical quantities is an important task. Many methods for PDE parameter inference involve a large number of evaluations of numerical solution of PDE through algorithms such as finite element method, which can be time-consuming especially for nonlinear PDEs. In this paper, we propose a novel method for estimating unknown parameters in PDEs, called PDE-Informed Gaussian Process Inference (PIGPI). Through modeling the PDE solution as a Gaussian process (GP), we derive the manifold constraints induced by the (linear) PDE structure such that under the constraints, the GP satisfies the PDE. For nonlinear PDEs, we propose an augmentation method that transfers the nonlinear PDE into an equivalent PDE system linear in all derivatives that our PIGPI can handle. PIGPI can be applied to multi-dimensional PDE systems and PDE systems with unobserved components. The method completely bypasses the numerical solver for PDE, thus achieving drastic savings in computation time, especially for nonlinear PDEs. Moreover, the PIGPI method can give the uncertainty quantification for both the unknown parameters and the PDE solution. The proposed method is demonstrated by several application examples from different areas.

由于其出色的近似功率和泛化能力，物理知识的神经网络（PINNS）已成为求解高维局部微分方程（PDE）的流行选择。最近，基于域分解方法的扩展Pinns（Xpinns）由于其在模拟多尺度和多体问题问题及其平行化方面的有效性而引起了相当大的关注。但是，对其融合和泛化特性的理论理解仍未开发。在这项研究中，我们迈出了了解XPinns优于拼接的方式和当Xpinns差异的初步步骤。具体地，对于一般多层PinNS和Xpinn，我们首先通过PDE问题中的目标函数的复杂性提供先前的泛化，并且在优化之后通过网络的后矩阵规范结合。此外，根据我们的界限，我们分析了Xpinns改善泛化的条件。具体地，我们的理论表明，XPinn的关键构建块，即域分解，介绍了泛化的权衡。一方面，Xpinns将复杂的PDE解决方案分解为几个简单的部分，这降低了学习每个部分所需的复杂性并提高泛化。另一方面，分解导致每个子域内可用的训练数据较少，因此这种模型通常容易过度拟合，并且可能变得不那么广泛。经验上，我们选择五个PDE来显示XPinns比Pinns更好，类似于或更差，因此证明和证明我们的新理论。

神经网络的经典发展主要集中在有限维欧基德空间或有限组之间的学习映射。我们提出了神经网络的概括，以学习映射无限尺寸函数空间之间的运算符。我们通过一类线性积分运算符和非线性激活函数的组成制定运营商的近似，使得组合的操作员可以近似复杂的非线性运算符。我们证明了我们建筑的普遍近似定理。此外，我们介绍了四类运算符参数化：基于图形的运算符，低秩运算符，基于多极图形的运算符和傅里叶运算符，并描述了每个用于用每个计算的高效算法。所提出的神经运营商是决议不变的：它们在底层函数空间的不同离散化之间共享相同的网络参数，并且可以用于零击超分辨率。在数值上，与现有的基于机器学习的方法，达西流程和Navier-Stokes方程相比，所提出的模型显示出卓越的性能，而与传统的PDE求解器相比，与现有的基于机器学习的方法有关的基于机器学习的方法。

线性系统发生在整个工程和科学中，最著名的是差分方程。在许多情况下，系统的强迫函数尚不清楚，兴趣在于使用对系统的嘈杂观察来推断强迫以及其他未知参数。在微分方程中，强迫函数是自变量（通常是时间和空间）的未知函数，可以建模为高斯过程（GP）。在本文中，我们展示了如何使用GP内核的截断基础扩展，如何使用线性系统的伴随有效地推断成GP的功能。我们展示了如何实现截短的GP的确切共轭贝叶斯推断，在许多情况下，计算的计算大大低于使用MCMC方法所需的计算。我们证明了普通和部分微分方程系统的方法，并表明基础扩展方法与数量适中的基础向量相近。最后，我们展示了如何使用贝叶斯优化来推断非线性模型参数（例如内核长度尺度）的点估计值。

本论文主要涉及解决深层（时间）高斯过程（DGP）回归问题的状态空间方法。更具体地，我们代表DGP作为分层组合的随机微分方程（SDES），并且我们通过使用状态空间过滤和平滑方法来解决DGP回归问题。由此产生的状态空间DGP（SS-DGP）模型生成丰富的电视等级，与建模许多不规则信号/功能兼容。此外，由于他们的马尔可道结构，通过使用贝叶斯滤波和平滑方法可以有效地解决SS-DGPS回归问题。本论文的第二次贡献是我们通过使用泰勒力矩膨胀（TME）方法来解决连续离散高斯滤波和平滑问题。这诱导了一类滤波器和SmooThers，其可以渐近地精确地预测随机微分方程（SDES）解决方案的平均值和协方差。此外，TME方法和TME过滤器和SmoOthers兼容模拟SS-DGP并解决其回归问题。最后，本文具有多种状态 - 空间（深）GPS的应用。这些应用主要包括（i）来自部分观察到的轨迹的SDES的未知漂移功能和信号的光谱 - 时间特征估计。

物理启发的潜力模型为纯粹的数据驱动工具提供可解释的替代品，用于动态系统的推断。它们携带微分方程的结构和高斯过程的灵活性，产生可解释的参数和动态施加的潜在功能。然而，与这些模型相关联的现有推理技术依赖于在分析形式中很少可用的后内核术语的精确计算。大多数与从业者相关的应用程序，例如Hill方程或扩散方程，因此是棘手的。在本文中，我们通过提出对一般类非线性和抛物面部分微分方程潜力模型的变分解决方案来克服这些计算问题。此外，我们表明，神经操作员方法可以将我们的模型扩展到数千个实例，实现快速，分布式计算。我们通过在几个任务中实现竞争性能，展示了我们框架的效力和灵活性，其中核的核心不同程度的遗传性。

物理建模对于许多现代科学和工程应用至关重要。从数据科学或机器学习的角度来看，更多的域 - 不可吻合，数据驱动的模型是普遍的，物理知识 - 通常表示为微分方程 - 很有价值，因为它与数据是互补的，并且可能有可能帮助克服问题例如数据稀疏性，噪音和不准确性。在这项工作中，我们提出了一个简单但功能强大且通用的框架 - 自动构建物理学，可以将各种微分方程集成到高斯流程（GPS）中，以增强预测准确性和不确定性量化。这些方程可以是线性或非线性，空间，时间或时空，与未知的源术语完全或不完整，等等。基于内核分化，我们在示例目标函数，方程相关的衍生物和潜在源函数之前构建了GP，这些函数全部来自多元高斯分布。采样值被馈送到两个可能性：一个以适合观测值，另一个符合方程式。我们使用美白方法来逃避采样函数值和内核参数之间的强依赖性，并开发出一种随机变分学习算法。在模拟和几个现实世界应用中，即使使用粗糙的，不完整的方程式，自动元素都显示出对香草GPS的改进。

Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs), which embed a PDE into the loss of the neural network using automatic differentiation. The PINN algorithm is simple, and it can be applied to different types of PDEs, including integro-differential equations, fractional PDEs, and stochastic PDEs. Moreover, from the implementation point of view, PINNs solve inverse problems as easily as forward problems. We propose a new residual-based adaptive refinement (RAR) method to improve the training efficiency of PINNs. For pedagogical reasons, we compare the PINN algorithm to a standard finite element method. We also present a Python library for PINNs, DeepXDE, which is designed to serve both as an education tool to be used in the classroom as well as a research tool for solving problems in computational science and engineering. Specifically, DeepXDE can solve forward problems given initial and boundary conditions, as well as inverse problems given some extra measurements. DeepXDE supports complex-geometry domains based on the technique of constructive solid geometry, and enables the user code to be compact, resembling closely the mathematical formulation. We introduce the usage of DeepXDE and its customizability, and we also demonstrate the capability of PINNs and the user-friendliness of DeepXDE for five different examples. More broadly, DeepXDE contributes to the more rapid development of the emerging Scientific Machine Learning field.

作为深度学习的典型{Application}，物理知识的神经网络（PINN）{已成功用于找到部分微分方程（PDES）的数值解决方案（PDES），但是如何提高有限准确性仍然是PINN的巨大挑战。 。在这项工作中，我们引入了一种新方法，对称性增强物理学知情的神经网络（SPINN），其中PDE的谎言对称性诱导的不变表面条件嵌入PINN的损失函数中，以提高PINN的准确性。我们分别通过两组十组独立数值实验来测试SPINN的有效性，分别用于热方程，Korteweg-De Vries（KDV）方程和潜在的汉堡{方程式}，这表明Spinn的性能比PINN更好，而PINN的训练点和更简单的结构都更好神经网络。此外，我们讨论了Spinn的计算开销，以PINN的相对计算成本，并表明Spinn的训练时间没有明显的增加，甚至在某些情况下还不是PINN。

We propose characteristic-informed neural networks (CINN), a simple and efficient machine learning approach for solving forward and inverse problems involving hyperbolic PDEs. Like physics-informed neural networks (PINN), CINN is a meshless machine learning solver with universal approximation capabilities. Unlike PINN, which enforces a PDE softly via a multi-part loss function, CINN encodes the characteristics of the PDE in a general-purpose deep neural network trained with the usual MSE data-fitting regression loss and standard deep learning optimization methods. This leads to faster training and can avoid well-known pathologies of gradient descent optimization of multi-part PINN loss functions. If the characteristic ODEs can be solved exactly, which is true in important cases, the output of a CINN is an exact solution of the PDE, even at initialization, preventing the occurrence of non-physical outputs. Otherwise, the ODEs must be solved approximately, but the CINN is still trained only using a data-fitting loss function. The performance of CINN is assessed empirically in forward and inverse linear hyperbolic problems. These preliminary results indicate that CINN is able to improve on the accuracy of the baseline PINN, while being nearly twice as fast to train and avoiding non-physical solutions. Future extensions to hyperbolic PDE systems and nonlinear PDEs are also briefly discussed.

我们介绍了Hida-Mat'Ern内核的班级，这是整个固定式高斯 - 马尔可夫流程的整个空间的规范家庭协方差。它在垫子内核上延伸，通过允许灵活地构造具有振荡组件的过程。任何固定内核，包括广泛使用的平方指数和光谱混合核，要么直接在该类内，也是适当的渐近限制，展示了该类的一般性。利用其Markovian Nature，我们展示了如何仅使用内核及其衍生物来代表状态空间模型的过程。反过来，这使我们能够更有效地执行高斯工艺推论，并且侧面通常计算负担。我们还表明，除了进一步减少计算复杂性之外，我们还显示了如何利用状态空间表示的特殊属性。

Physics-informed neural networks (PINNs) constitute a flexible approach to both finding solutions and identifying parameters of partial differential equations. Most works on the topic assume noiseless data, or data contaminated by weak Gaussian noise. We show that the standard PINN framework breaks down in case of non-Gaussian noise. We give a way of resolving this fundamental issue and we propose to jointly train an energy-based model (EBM) to learn the correct noise distribution. We illustrate the improved performance of our approach using multiple examples.