Tensor Gaussian Processes: Efficient Solvers for Nonlinear PDEs
- URL: http://arxiv.org/abs/2510.13772v1
- Date: Wed, 15 Oct 2025 17:23:21 GMT
- Title: Tensor Gaussian Processes: Efficient Solvers for Nonlinear PDEs
- Authors: Qiwei Yuan, Zhitong Xu, Yinghao Chen, Yiming Xu, Houman Owhadi, Shandian Zhe,
- Abstract summary: TGPS is a machine learning solver for partial differential equations.<n>It reduces the task to learning a collection of one-dimensional GPs.<n>It achieves superior accuracy and efficiency compared to existing approaches.
- Score: 16.38975732337055
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Machine learning solvers for partial differential equations (PDEs) have attracted growing interest. However, most existing approaches, such as neural network solvers, rely on stochastic training, which is inefficient and typically requires a great many training epochs. Gaussian process (GP)/kernel-based solvers, while mathematical principled, suffer from scalability issues when handling large numbers of collocation points often needed for challenging or higher-dimensional PDEs. To overcome these limitations, we propose TGPS, a tensor-GP-based solver that models factor functions along each input dimension using one-dimensional GPs and combines them via tensor decomposition to approximate the full solution. This design reduces the task to learning a collection of one-dimensional GPs, substantially lowering computational complexity, and enabling scalability to massive collocation sets. For efficient nonlinear PDE solving, we use a partial freezing strategy and Newton's method to linerize the nonlinear terms. We then develop an alternating least squares (ALS) approach that admits closed-form updates, thereby substantially enhancing the training efficiency. We establish theoretical guarantees on the expressivity of our model, together with convergence proof and error analysis under standard regularity assumptions. Experiments on several benchmark PDEs demonstrate that our method achieves superior accuracy and efficiency compared to existing approaches.
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