报告题目:LVM-GP: Uncertainty-Aware PDE Solver via coupling latent variable model and Gaussian process
报告人:冯晓东博士(北师香港浸会大学)
时间:2025年10月27日上午10:30-11:30
地点:数学院425报告厅
摘要:We propose a novel probabilistic framework, termed LVM-GP, for uncertainty quantification in solving forward and inverse partial differential equations (PDEs) with noisy data. The core idea is to construct a stochastic mapping from the input to a high-dimensional latent representation, enabling uncertainty-aware prediction of the solution. Specifically, the architecture consists of a confidence-aware encoder and a probabilistic decoder. The encoder implements a high-dimensional latent variable model based on a Gaussian process (LVM-GP), where the latent representation is constructed by interpolating between a learnable deterministic feature and a Gaussian process prior, with the interpolation strength adaptively controlled by a confidence function learned from data. The decoder defines a conditional Gaussian distribution over the solution field, where the mean is predicted by a neural operator applied to the latent representation, allowing the model to learn flexible function-to-function mapping. Moreover, physical laws are enforced as soft constraints in the loss function to ensure consistency with the underlying PDE structure. Compared to existing approaches such as Bayesian physics-informed neural networks (B-PINNs) and deep ensembles, the proposed framework can efficiently capture functional dependencies via merging a latent Gaussian process and neural operator, resulting in competitive predictive accuracy and robust uncertainty quantification. Numerical experiments demonstrate the effectiveness and reliability of the method.
冯晓东,北师香港浸会大学博士后。2024年于中国科学院计算数学所获博士学位。主要研究方向为科学机器学习与不确定性量化。