cs.CEMar 6, 2026

Learning Where the Physics Is: Probabilistic Adaptive Sampling for Stiff PDEs

Authors: Akshay Govind Srinivasan, Balaji Srinivasan

Organizations: Indian Institute of Technology, Madras Chennai, TN 600107, India

Abstract

Modeling stiff partial differential equations (PDEs) with sharp gradients remains a significant challenge for scientific machine learning. While Physics-Informed Neural Networks (PINNs) struggle with spectral bias and slow training times, Physics-Informed Extreme Learning Machines (PIELMs) offer a rapid, closed-form linear solution but are fundamentally limited by physics-agnostic, random initialization. We introduce the Gaussian Mixture Model Adaptive PIELM (GMM-PIELM), a probabilistic framework that learns a probability density function representing the ``location of physics'' for adaptively sampling kernels of PIELMs. By employing a weighted Expectation-Maximization (EM) algorithm, GMM-PIELM autonomously concentrates radial basis function centers in regions of high numerical error, such as shock fronts and boundary layers. This approach dynamically improves the conditioning of the hidden layer without the expensive gradient-based optimization(of PINNs) or Bayesian search. We evaluate our methodology on 1D singularly perturbed convection-diffusion equations with diffusion coefficients ν=10−4ν=10^{-4}. Our method achieves L2L_2 errors up to 77 orders of magnitude lower than baseline RBF-PIELMs, successfully resolving exponentially thin boundary layers while retaining the orders-of-magnitude speed advantage of the ELM architecture.

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