When Does Cheap Physics Help? Gated Multi-Fidelity Physics-Informed Networks with Provable Sample Savings and Conformal Guarantees
Organizations: Department of Applied Mathematics and Computer Science (DTU Compute), Technical University of Denmark, Kongens Lyngby, Denmark
Abstract
High-fidelity (HF) simulations of parametric partial differential equations are expensive, whereas low-fidelity (LF) models such as coarse grids or simplified physics are cheap but biased. Multi-fidelity physics-informed neural networks combine the two, yet it remains unclear when cheap physics actually reduces the number of HF solves, and existing methods silently fail when the LF model is misleading and offer no guaranteed uncertainty. We answer the first question with a sharp sample-complexity bound: learning the HF field through its discrepancy from the LF model reduces the number of HF samples needed for accuracy by the factor , where is the ratio of the complexity of the discrepancy to that of the HF field and is the effective-dimension exponent, and we confirm the predicted scaling with exact risk computations in a kernel model. Guided by the analysis, we propose GaMF-PINN, a gated multi-fidelity PINN that learns where to trust the LF model and falls back to physics-only learning where it does not, together with a function-level conformal procedure that returns uncertainty bands containing the entire HF solution with probability at least in finite samples. We release MFPDE-Bench, an open benchmark of paired LF/HF solvers for four parametric PDEs with coarse-grid and simplified-physics LF models. Across MFPDE-Bench, GaMF-PINN reaches the accuracy of a standard HF-PINN with up to 8x fewer HF solves, remains robust when the LF model is deliberately corrupted, and attains the nominal coverage where Bayesian PINNs and deep ensembles under-cover.
Figures & tables
| Setting | HF time (s) | LF time (s) | Ratio | LF error (%) | |
|---|---|---|---|---|---|
| Burgers | |||||
| Diffusion (coarse) | |||||
| Diffusion (simplified) | |||||
| Allen–Cahn | |||||
| Navier–Stokes |
| Method | Burgers | Diff. (coarse) | Diff. (simpl.) | Allen–Cahn | Navier–Stokes |
|---|---|---|---|---|---|
| LF surrogate | |||||
| HF-PINN | |||||
| KO co-kriging | |||||
| MF-PINN (lin.+nonlin.) | |||||
| Residual MF-PINN | |||||
| GaMF-PINN (ours) |
| Problem | Method | ||||
|---|---|---|---|---|---|
| Burgers | HF-PINN (no LF) | ||||
| Residual MF-PINN | |||||
| MF-PINN (lin.+nonlin.) | |||||
| GaMF-PINN (ours) | |||||
| Diffusion | HF-PINN (no LF) | ||||
| Residual MF-PINN |
| Problem | Method | Field cov. (%) | Pointwise cov. (%) | Width |
|---|---|---|---|---|
| All problems | Deep ensemble (Gaussian) | |||
| B-PINN (HMC) | ||||
| KO co-kriging (GP) | ||||
| Ensemble + conformal (ours) |
| Variant | Burgers | Diff. (coarse) | Diff. (simpl.) | Allen–Cahn | Navier–Stokes |
|---|---|---|---|---|---|
| GaMF-PINN (full) | |||||
| w/o gate ( ) | |||||
| w/o gate and (residual) | |||||
| w/o physics residual | |||||
| w/o LF (HF-PINN) | |||||
| w/o LF, w/o physics |
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.
Appendix
| Item | Value |
|---|---|
| Corrector | 4 layers 64, tanh |
| Gate , scale | 2 layers 32, tanh |
| LF surrogate | 5 layers 128, tanh |
| Fourier harmonics (periodic coordinates) | 4 |
| Optimizer [ Kingma and Ba, 2015 ] | Adam, lr , cosine |
| Iterations |
Multifidelity Modeling
Multifidelity modeling combines inexpensive approximate models with costly accurate simulations or measurements to improve prediction and decision-making.
See all 36 papers