Structure-preserving uncertainty quantification for GENERIC dynamics
Proposes Structure-Preserving Epistemic Neural Networks (S-PENNs), a general UQ framework for scientific ML models with hard architectural constraints, instantiated for GENERIC dynamics S-PENNs attach lightweight epinets to pretrained constrained components, ensuring every sampled realization remains physically admissible by construction without architectural modifications Combines S-PENNs with split conformal prediction for post-hoc calibration, yielding prediction intervals with finite-sample
Analysis
TL;DR
- Proposes Structure-Preserving Epistemic Neural Networks (S-PENNs), a general UQ framework for scientific ML models with hard architectural constraints, instantiated for GENERIC dynamics
- S-PENNs attach lightweight epinets to pretrained constrained components, ensuring every sampled realization remains physically admissible by construction without architectural modifications
- Combines S-PENNs with split conformal prediction for post-hoc calibration, yielding prediction intervals with finite-sample marginal coverage guarantees while preserving thermodynamic consistency (first and second laws)
- Validated on three benchmarks: a harmonic oscillator coupled to a heat bath (ODE), an idealized chemical motor (ODE), and a 1D viscoplastic model (PDE), achieving 1–3 orders of magnitude computational cost reduction compared to deep ensembles
- The framework is broadly extensible to scientific ML models in computational mechanics with either hard or soft constraints beyond GENERIC dynamics
Why It Matters
This work addresses a critical gap in scientific machine learning: standard uncertainty quantification methods often violate the physical constraints embedded in structure-preserving models, producing thermodynamically inadmissible predictions. By ensuring UQ respects hard constraints by construction, S-PENNs enable reliable deployment of physics-informed models in safety-critical applications such as computational mechanics and engineering simulation.
Technical Details
- S-PENN Architecture: Lightweight epinets are attached to the constrained components of a pretrained structure-preserving model, rather than modifying the base architecture. Each epinet samples uncertainty while the underlying constrained structure guarantees physical admissibility for every realization.
- GENERIC Dynamics Instantiation: When applied to GENERIC (General Equation for Non-Equilibrium Reversible-Irreversible Coupling) dynamics, the framework produces rollouts that provably preserve both the first and second laws of thermodynamics.
- Conformal Prediction Integration: Split conformal prediction is used as a post-hoc calibration method, providing finite-sample marginal coverage guarantees on prediction intervals without compromising structural constraints.
- Validation Benchmarks: Three numerical examples span both ODE-governed systems (harmonic oscillator + heat bath, idealized chemical motor) and a PDE-governed system (1D viscoplastic model), demonstrating cross-domain applicability.
- Computational Efficiency: S-PENNs reduce computational cost by approximately one to three orders of magnitude compared to deep ensembles, making structure-preserving UQ practical for high-dimensional scientific problems.
Industry Insight
- Structure-preserving ML models are increasingly adopted in computational mechanics and physics-informed applications, but their uncertainty quantification remains a bottleneck; S-PENNs provide a plug-and-play pathway to add rigorous UQ without redesigning existing constrained architectures.
- The combination of hard structural constraints with conformal prediction offers a compelling template for other domains where physical admissibility is non-negotiable, such as climate modeling, structural engineering, and autonomous systems.
- The demonstrated 100–1000x speedup over deep ensembles suggests that structure-preserving UQ can transition from theoretical novelty to practical tooling, particularly for real-time or resource-constrained scientific simulation pipelines.
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