Learning Where the Physics Is: Probabilistic Adaptive Sampling for Stiff PDEs

Fuente: arXiv
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Autori principali: Srinivasan, Akshay Govind, Srinivasan, Balaji
Natura: Preprint
Pubblicazione: 2026
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author Srinivasan, Akshay Govind
Srinivasan, Balaji
author_facet Srinivasan, Akshay Govind
Srinivasan, Balaji
contents Modeling stiff partial differential equations (PDEs) with sharp gradients remains a significant challenge for scientific machine learning. While Physics-Informed Neural Networks (PINNs) struggle with spectral bias and slow training times, Physics-Informed Extreme Learning Machines (PIELMs) offer a rapid, closed-form linear solution but are fundamentally limited by physics-agnostic, random initialization. We introduce the Gaussian Mixture Model Adaptive PIELM (GMM-PIELM), a probabilistic framework that learns a probability density function representing the ``location of physics'' for adaptively sampling kernels of PIELMs. By employing a weighted Expectation-Maximization (EM) algorithm, GMM-PIELM autonomously concentrates radial basis function centers in regions of high numerical error, such as shock fronts and boundary layers. This approach dynamically improves the conditioning of the hidden layer without the expensive gradient-based optimization(of PINNs) or Bayesian search. We evaluate our methodology on 1D singularly perturbed convection-diffusion equations with diffusion coefficients $ν=10^{-4}$. Our method achieves $L_2$ errors up to $7$ orders of magnitude lower than baseline RBF-PIELMs, successfully resolving exponentially thin boundary layers while retaining the orders-of-magnitude speed advantage of the ELM architecture.
format Preprint
id arxiv_https___arxiv_org_abs_2603_06287
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Learning Where the Physics Is: Probabilistic Adaptive Sampling for Stiff PDEs
Srinivasan, Akshay Govind
Srinivasan, Balaji
Computational Engineering, Finance, and Science
Artificial Intelligence
Machine Learning
Analysis of PDEs
G.1.7; G.1.8; G.1.10; J.2
Modeling stiff partial differential equations (PDEs) with sharp gradients remains a significant challenge for scientific machine learning. While Physics-Informed Neural Networks (PINNs) struggle with spectral bias and slow training times, Physics-Informed Extreme Learning Machines (PIELMs) offer a rapid, closed-form linear solution but are fundamentally limited by physics-agnostic, random initialization. We introduce the Gaussian Mixture Model Adaptive PIELM (GMM-PIELM), a probabilistic framework that learns a probability density function representing the ``location of physics'' for adaptively sampling kernels of PIELMs. By employing a weighted Expectation-Maximization (EM) algorithm, GMM-PIELM autonomously concentrates radial basis function centers in regions of high numerical error, such as shock fronts and boundary layers. This approach dynamically improves the conditioning of the hidden layer without the expensive gradient-based optimization(of PINNs) or Bayesian search. We evaluate our methodology on 1D singularly perturbed convection-diffusion equations with diffusion coefficients $ν=10^{-4}$. Our method achieves $L_2$ errors up to $7$ orders of magnitude lower than baseline RBF-PIELMs, successfully resolving exponentially thin boundary layers while retaining the orders-of-magnitude speed advantage of the ELM architecture.
title Learning Where the Physics Is: Probabilistic Adaptive Sampling for Stiff PDEs
topic Computational Engineering, Finance, and Science
Artificial Intelligence
Machine Learning
Analysis of PDEs
G.1.7; G.1.8; G.1.10; J.2
url https://arxiv.org/abs/2603.06287