Building Trust in PINNs: Error Estimation through Finite Difference Methods

Physics-informed neural networks (PINNs) constitute a flexible deep learning approach for solving partial differential equations (PDEs), which model phenomena ranging from heat conduction to quantum mechanical systems. Despite their flexibility, PINNs offer limited insight into how their predictions deviate from the true solution, hindering trust in their prediction quality. We propose a lightweight post-hoc method that addresses this gap by producing pointwise error estimates for PINN predictions, which offer a natural form of explanation for such models, identifying not just whether a prediction is wrong, but where and by how much. For linear partial differential equations, the error between a PINN approximation and the true solution satisfies the same differential operator as the original problem, but driven by the PINN's PDE residual as its source term. We solve this error equation numerically using finite difference methods requiring no knowledge of the true solution. Evaluated on several benchmark PDEs, our method yields accurate error maps at low computational cost, enabling targeted and interpretable validation of PINNs.

LieSolver: A PDE-constrained solver for IBVPs using Lie symmetries

We introduce a method for efficiently solving initial-boundary value problems (IBVPs) that uses Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations, the model inherently incorporates the physical laws and learns solutions from initial and boundary data. As a result, the loss directly measures the model's accuracy, leading to improved convergence. Moreover, for well-posed IBVPs, our method enables rigorous error estimation. The approach yields compact models, facilitating an efficient optimization. We implement LieSolver and demonstrate its application to linear homogeneous PDEs with a range of initial conditions, showing that it is faster and more accurate than physics-informed neural networks (PINNs). Overall, our method improves both computational efficiency and the reliability of predictions for PDE-constrained problems.