Non-Asymptotic Variational Learning for Monotone Nonlinear Multiscale Elliptic Equations: Scale-Robust Primal-Dual Bounds and Strong-Form Statistical Ill-Conditioning

Uncertainty quantification for partial differential equations is traditionally grounded in discretization theory, where solution error is controlled via mesh/grid refinement. Physics-informed neural networks fundamentally depart from this paradigm: they approximate solutions by minimizing residual losses at collocation points, introducing new sources of error arising from optimization, sampling, representation, and overfitting. As a result, the generalization error in the solution space remains an open problem. Our main theoretical contribution establishes generalization bounds that connect residual control to solution-space error. We prove that when neural approximations lie in a compact subset of the solution space, vanishing residual error guarantees convergence to the true solution. We derive deterministic and probabilistic convergence results and provide certified generalization bounds translating residual, boundary, and initial errors into explicit solution error guarantees.

Multiscale problems are notoriously difficult to tackle using traditional numerical methods, as accurately resolving fine-scale features often requires prohibitively fine discretizations. This challenge is particularly pronounced in applications such as materials science, fluid dynamics, climate systems, chemical processes, and complex networks. Recent neural operator models provide a promising data-driven alternative, but frequently struggle to achieve sufficient accuracy in the presence of strongly heterogeneous or oscillatory coefficients. In this work, we focus on the solution of elliptic PDEs with rough and high-contrast inputs. The Localized Orthogonal Decomposition (LOD) method is a well-established numerical approach for such problems, but it comes, however, at a substantial computational cost. We investigate the performance of popular neural operator architectures on these challenging multiscale problems and identify key limitations in their ability to resolve fine-scale structure. To overcome these challenges, we introduce LOD-MSNO (LOD-Multiscale Neural Operator), a hybrid approach that leverages the LOD method as a strong multiscale prior by building on its representation of the solution as a linear combination of problem-adapted basis functions, while addressing its main computational bottlenecks through data-driven operator learning. We further provide theoretical error estimates for the proposed coefficient-learning framework. Lastly, we demonstrate the potential of our proposed method to outperform current neural operator baselines in terms of accuracy for challenging multiscale inputs, while mainly retaining the computational efficiency of neural operator models.

Physics-Informed Neural Networks (PINNs) solve differential equations by minimizing the residual of a nonlinear operator over a neural parameterization of the solution. However, monolithic PINNs often suffer from ill-conditioning, spectral bias, and optimization instability. We introduce a variational boosting framework in which solutions are constructed additively in function space. Each stage trains a weak learner whose converged correction satisfies a local orthogonality condition, equivalent to a projected functional gradient descent step onto the tangent space of the network's function manifold. Because each correction network is deliberately small, the restricted minimization admits full Newton or conjugate gradient updates, which are typically infeasible in large PINNs. The resulting method separates global nonlinear refinement into a sequence of well-conditioned subproblems while preserving the full variational structure of the operator. This framework provides a geometric interpretation of multi-stage PINNs as projected functional gradient descent and enables stable second-order optimization for nonlinear differential equations.