RRaPINNs: Residual Risk-Aware Physics Informed Neural Networks

Fuente: arXiv
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Main Authors: Akazan, Ange-Clément, Karambal, Issa, Ngnotchouye, Jean Medard, W, Abebe Geletu Selassie.
Format: Preprint
Published: 2025
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author Akazan, Ange-Clément
Karambal, Issa
Ngnotchouye, Jean Medard
W, Abebe Geletu Selassie.
author_facet Akazan, Ange-Clément
Karambal, Issa
Ngnotchouye, Jean Medard
W, Abebe Geletu Selassie.
contents Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that optimizes tail-focused objectives using Conditional Value-at-Risk (CVaR), we also introduced a Mean-Excess (ME) surrogate penalty to directly control worst-case PDE residuals. This casts PINN training as risk-sensitive optimization and links it to chance-constrained formulations. The method is effective and simple to implement. Across several partial differential equations (PDEs) such as Burgers, Heat, Korteweg-de-Vries, and Poisson (including a Poisson interface problem with a source jump at x=0.5) equations, RRaPINNs reduce tail residuals while maintaining or improving mean errors compared to vanilla PINNs, Residual-Based Attention and its variant using convolution weighting; the ME surrogate yields smoother optimization than a direct CVaR hinge. The chance constraint reliability level $α$ acts as a transparent knob trading bulk accuracy (lower $α$ ) for stricter tail control (higher $α$ ). We discuss the framework limitations, including memoryless sampling, global-only tail budgeting, and residual-centric risk, and outline remedies via persistent hard-point replay, local risk budgets, and multi-objective risk over BC/IC terms. RRaPINNs offer a practical path to reliability-aware scientific ML for both smooth and discontinuous PDEs.
format Preprint
id arxiv_https___arxiv_org_abs_2511_18515
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle RRaPINNs: Residual Risk-Aware Physics Informed Neural Networks
Akazan, Ange-Clément
Karambal, Issa
Ngnotchouye, Jean Medard
W, Abebe Geletu Selassie.
Machine Learning
Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that optimizes tail-focused objectives using Conditional Value-at-Risk (CVaR), we also introduced a Mean-Excess (ME) surrogate penalty to directly control worst-case PDE residuals. This casts PINN training as risk-sensitive optimization and links it to chance-constrained formulations. The method is effective and simple to implement. Across several partial differential equations (PDEs) such as Burgers, Heat, Korteweg-de-Vries, and Poisson (including a Poisson interface problem with a source jump at x=0.5) equations, RRaPINNs reduce tail residuals while maintaining or improving mean errors compared to vanilla PINNs, Residual-Based Attention and its variant using convolution weighting; the ME surrogate yields smoother optimization than a direct CVaR hinge. The chance constraint reliability level $α$ acts as a transparent knob trading bulk accuracy (lower $α$ ) for stricter tail control (higher $α$ ). We discuss the framework limitations, including memoryless sampling, global-only tail budgeting, and residual-centric risk, and outline remedies via persistent hard-point replay, local risk budgets, and multi-objective risk over BC/IC terms. RRaPINNs offer a practical path to reliability-aware scientific ML for both smooth and discontinuous PDEs.
title RRaPINNs: Residual Risk-Aware Physics Informed Neural Networks
topic Machine Learning
url https://arxiv.org/abs/2511.18515