Evidential Physics-Informed Neural Networks for Scientific Discovery

Abstract: We present the fundamental theory and implementation guidelines underlying Evidential Physics-Informed Neural Network (E-PINN) -- a novel class of uncertainty-aware PINN. It leverages the marginal distribution loss function of evidential deep learning for estimating uncertainty of outputs, and infers unknown parameters of the PDE via a learned posterior distribution. Validating our model on two illustrative case studies -- the 1D Poisson equation with a Gaussian source and the 2D Fisher-KPP equation, we found that E-PINN generated empirical coverage probabilities that were calibrated significantly better than Bayesian PINN and Deep Ensemble methods. To demonstrate real-world applicability, we also present a brief case study on applying E-PINN to analyze clinical glucose-insulin datasets that have featured in medical research on diabetes pathophysiology.