Complexity Dependent Error Rates for Physics-informed Statistical Learning via the Small-ball Method

Physics-informed machine learning (PIML) integrates mechanistic knowledge, typically in the form of partial differential equations (PDE), into data-driven models. Despite strong empirical performance, its statistical generalisation properties remain poorly understood, particularly in the regression setting with unbounded losses. Existing analyses rely on approximation or stability arguments and do not fully capture how physical structure influences generalisation from finite data. In this work, we develop a PAC-Bayesian framework for PIML that provides high-probability generalisation guarantees in the presence of unbounded losses. We adopt a multi-task perspective that jointly treats data fidelity, PDE residuals, initial and boundary conditions, avoiding the looseness induced by standard union-bound approaches. Our analysis leverages the structure of physics-informed objectives to derive novel bounds where the complexity scales with input-gradient norms of the losses, revealing a direct link between physical regularity and generalisation. We instantiate this framework under Sobolev and Poincaré-type assumptions, yielding two classes of bounds that trade off statistical complexity and smoothness in different regimes. Building on these results, we propose a self-bounding-aware learning algorithm that directly optimises tractable surrogates of the derived bounds, along with a practical procedure to estimate the associated constants in realistic settings. Empirical evaluations on standard PDE benchmarks demonstrate that our bounds are non-vacuous, significantly tighter than union-bound baselines, and can be effectively minimised during training. Overall, our results provide a principled statistical foundation for the generalisation of physics-informed models.

In physics-informed machine learning, a target function $u^*$ is learned from noisy value observations $y_i=u^*(x_i)+ \varepsilon_i$, together with differential information, given either by noisy observations $d_j=(Du^*)(z_j)+ξ_j$ or by a known physical constraint $Du^*=v$. We consider the setting where $D$ is a linear differential operator and analyze a physics-informed kernel estimator $\hat u$ combining $n$ value observations and $m$ differential observations. In this context, we ask how much can differential information improve predictions, and how does this improvement depend quantitatively on $n$, $m$, and $D$. We prove finite-sample bounds, supported by numerical simulations, revealing a two-regime structure for the prediction error. When $m$ is limited, the rate depends jointly on $n$ and $m$; when $m$ exceeds a problem-dependent threshold, the rate saturates and matches the oracle rate obtained when the perfect constraint $D \hat u = Du^*$ is imposed. Examples are discussed for Sobolev spaces which are reproducing kernel Hilbert spaces and include partial Laplacian constraints on the torus and gradient observations on bounded domains. These examples illustrate the range of possible learning rate improvements --- from the standard nonparametric $n^{-1/4}$ to the parametric rate $n^{-1/2}$. Finally, we derive physically consistent rates in a stronger norm that jointly controls the errors in $\hat u$ and $D\hat u$.

Physics-informed machine learning incorporates physical principles --often expressed via differential operators-- into data-driven models. While physics-informed neural networks (PINNs) dominate empirical applications, the complexity of neural network architectures and optimization landscapes hinders the development of a corresponding learning theory. In turn, kernel methods offer an appealing alternative with closed-form solutions and analytical tractability, yet existing guarantees primarily cover the well-specified setting where the target belongs to the native Reproducing Kernel Hilbert Space (RKHS). This imposes unrealistic regularity assumptions that physical targets often fail to satisfy. In this paper, we introduce and analyze Physics-Informed Kernel methodS (PIKS). We establish the universal consistency of PIKS for linear differential constraints, proving that for universal kernels (such as Gaussian or Matérn), the estimator asymptotically learns the target while satisfying physical constraints. We further derive finite-sample bounds under suitable source conditions. Our analysis is based on extending classical operator-theoretic analysis of kernel methods to physics-informed machine learning. Numerical experiments demonstrate that PIKS can be competitive with PINNs and traditional finite element methods.