Physics-informed Gaussian Process Regression in Solving Eigenvalue Problem of Linear Operators

• URL: http://arxiv.org/abs/2601.06462v1
• Date: Sat, 10 Jan 2026 07:02:14 GMT
• Title: Physics-informed Gaussian Process Regression in Solving Eigenvalue Problem of Linear Operators
• Authors: Tianming Bai, Jiannan Yang,
• Abstract summary: We construct a transfer function-type indicator for the unknown eigenvalue/eigenfunction using the physics-informed Gaussian Process posterior.<n>We demonstrate the effectiveness of the proposed approach through several numerical examples with both linear and non-linear eigenvalue problems.
• Score: 1.2228233723744197
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Applying Physics-Informed Gaussian Process Regression to the eigenvalue problem $(\mathcal{L}-λ)u = 0$ poses a fundamental challenge, where the null source term results in a trivial predictive mean and a degenerate marginal likelihood. Drawing inspiration from system identification, we construct a transfer function-type indicator for the unknown eigenvalue/eigenfunction using the physics-informed Gaussian Process posterior. We demonstrate that the posterior covariance is only non-trivial when $λ$ corresponds to an eigenvalue of the partial differential operator $\mathcal{L}$, reflecting the existence of a non-trivial eigenspace, and any sample from the posterior lies in the eigenspace of the linear operator. We demonstrate the effectiveness of the proposed approach through several numerical examples with both linear and non-linear eigenvalue problems.

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