Gaussian process surrogate with physical law-corrected prior for multi-coupled PDEs defined on irregular geometry

arXiv stat.ML / 4/8/2026

💬 OpinionIdeas & Deep AnalysisModels & Research

Key Points

  • The paper introduces a physical law-corrected prior Gaussian process surrogate (LC-prior GP) to model parametric PDEs efficiently without running prohibitively expensive high-fidelity simulations across parameters.
  • It uses proper orthogonal decomposition (POD) to compress high-dimensional PDE solutions into a low-dimensional modal coefficient space, reducing the cost of Gaussian process kernel optimization.
  • To address the limits of existing physics-informed GP methods that assume linear operator invariance, the approach constructs a law-corrected prior that supports nonlinear and multi-coupled PDE systems without requiring kernel redesign.
  • Training data generation leverages RBF-FD so the method can handle differentiation on irregular geometries, and the differentiation matrices are made independent of solution fields to streamline the physical correction optimization.
  • Extensive numerical experiments validate the framework on nonlinear multi-parameter problems and multi-coupled variables over multiple irregular 2D domains, demonstrating improved accuracy and efficiency versus baseline techniques.

Abstract

Parametric partial differential equations (PDEs) serve as fundamental mathematical tools for modeling complex physical phenomena, yet repeated high-fidelity numerical simulations across parameter spaces remain computationally prohibitive. In this work, we propose a physical law-corrected prior Gaussian process (LC-prior GP) for efficient surrogate modeling of parametric PDEs. The proposed method employs proper orthogonal decomposition (POD) to represent high-dimensional discrete solutions in a low-dimensional modal coefficient space, significantly reducing the computational cost of kernel optimization compared with standard GP approaches in full-order spaces. The governing physical laws are further incorporated to construct a law-corrected prior to overcome the limitation of existing physics-informed GP methods that rely on linear operator invariance, which enables applications to nonlinear and multi-coupled PDE systems without kernel redesign. Furthermore, the radial basis function-finite difference (RBF-FD) method is adopted for generating training data, allowing flexible handling of irregular spatial domains. The resulting differentiation matrices are independent of solution fields, enabling efficient optimization in the physical correction stage without repeated assembly. The proposed framework is validated through extensive numerical experiments, including nonlinear multi-parameter systems and scenarios involving multi-coupled physical variables defined on different two-dimensional irregular domains to highlight the accuracy and efficiency compared with baseline approaches.