{"ID":2838045,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.18515","arxiv_id":"2511.18515","title":"RRaPINNs: Residual Risk-Aware Physics Informed Neural Networks","abstract":"Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that optimizes tail-focused objectives using Conditional Value-at-Risk (CVaR), we also introduced a Mean-Excess (ME) surrogate penalty to directly control worst-case PDE residuals. This casts PINN training as risk-sensitive optimization and links it to chance-constrained formulations. The method is effective and simple to implement. Across several partial differential equations (PDEs) such as Burgers, Heat, Korteweg-de-Vries, and Poisson (including a Poisson interface problem with a source jump at x=0.5) equations, RRaPINNs reduce tail residuals while maintaining or improving mean errors compared to vanilla PINNs, Residual-Based Attention and its variant using convolution weighting; the ME surrogate yields smoother optimization than a direct CVaR hinge. The chance constraint reliability level $α$ acts as a transparent knob trading bulk accuracy (lower $α$ ) for stricter tail control (higher $α$ ). We discuss the framework limitations, including memoryless sampling, global-only tail budgeting, and residual-centric risk, and outline remedies via persistent hard-point replay, local risk budgets, and multi-objective risk over BC/IC terms. RRaPINNs offer a practical path to reliability-aware scientific ML for both smooth and discontinuous PDEs.","short_abstract":"Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that optimizes tail-focused objectives using Conditional Value-at-Risk (CVaR), we also in...","url_abs":"https://arxiv.org/abs/2511.18515","url_pdf":"https://arxiv.org/pdf/2511.18515v1","authors":"[\"Ange-Clément Akazan\",\"Issa Karambal\",\"Jean Medard Ngnotchouye\",\"Abebe Geletu Selassie. W\"]","published":"2025-11-23T16:10:45Z","proceeding":"cs.LG","tasks":"[\"cs.LG\"]","methods":"[]","has_code":false}