Physics-informed variational inference for uncertainty quantification of stochastic differential equations

DOI10.1016/J.JCP.2023.112183MaRDI QIDQ6158129zbMATH OpenOpenAlexFDO

Authors Minseok Choi

Publication date 31 May 2023

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2023.112183

zbMATH Keywords

data-driven modelinggenerative modelphysics-informed learninguncertainty quantification

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Artificial intelligence (68Txx)

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Cites work

• Adversarial uncertainty quantification in physics-informed neural networks
• B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data
• DGM: a deep learning algorithm for solving partial differential equations
• Learning functional priors and posteriors from data and physics
• Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
• Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models
• Numerical methods for stochastic computations. A spectral method approach.
• Physics-constrained deep learning for high-dimensional surrogate modeling and uncertainty quantification without labeled data
• Physics-informed generative adversarial networks for stochastic differential equations
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• PI-VAE: physics-informed variational auto-encoder for stochastic differential equations
• Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
• Scientific machine learning through physics-informed neural networks: where we are and what's next
• Simulator-free solution of high-dimensional stochastic elliptic partial differential equations using deep neural networks
• The deep Ritz method: a deep learning-based numerical algorithm for solving variational problems
• Uncertainty quantification in scientific machine learning: methods, metrics, and comparisons
• Uniqueness for an Elliptic Inverse Problem

Cited in

(16)

• Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models
• Stochastic physics-informed neural ordinary differential equations
• Path-space variational inference for non-equilibrium coarse-grained systems
• PI-VAE: physics-informed variational auto-encoder for stochastic differential equations
• Deep physics corrector: a physics enhanced deep learning architecture for solving stochastic differential equations
• Discovering stochastic partial differential equations from limited data using variational Bayes inference
• Physics-informed information field theory for modeling physical systems with uncertainty quantification
• PI-VEGAN: Physics Informed Variational Embedding Generative Adversarial Networks for Stochastic Differential Equations
• Bayesian Deep Learning Framework for Uncertainty Quantification in Stochastic Partial Differential Equations
• Bi-fidelity variational auto-encoder for uncertainty quantification
• Efficient Bayesian physics informed neural networks for inverse problems via ensemble Kalman inversion
• CEENs: causality-enforced evolutional networks for solving time-dependent partial differential equations
• Plasma-simulation physics informed neural networks (PS-PINNs) for global discharge models
• \(\Phi\)-DVAE: physics-informed dynamical variational autoencoders for unstructured data assimilation
• Improving the performance of Stein variational inference through extreme sparsification of physically-constrained neural network models
• EVODMs: variational learning of PDEs for stochastic systems via diffusion models with quantified epistemic uncertainty

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