Structure and asymptotic preserving deep neural surrogates for uncertainty quantification in multiscale kinetic equations

TL;DR

This paper introduces physics-informed deep neural surrogates that preserve asymptotic limits and physical laws, significantly improving the efficiency and accuracy of uncertainty quantification in high-dimensional multiscale kinetic equations.

Contribution

We develop structure and asymptotic preserving neural networks (SAPNNs) that incorporate physical constraints and leverage multiscale control variates for efficient uncertainty quantification in kinetic equations.

Findings

Significant variance reduction in Monte Carlo sampling.

Enhanced physical consistency and asymptotic accuracy of surrogates.

Improved computational efficiency over traditional methods.

Abstract

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence and high variance, which become increasingly severe as the dimensionality of the parameter space grows. To accelerate MC sampling, we adopt a multiscale control variates strategy that leverages low-fidelity solutions from simplified kinetic models to reduce variance. To further improve sampling efficiency and preserve the underlying physics, we introduce surrogate models based on structure and asymptotic preserving neural networks (SAPNNs). These deep neural networks are specifically designed to satisfy key physical properties, including positivity, conservation laws, entropy dissipation, and asymptotic limits. By training the SAPNNs on low-fidelity models and enriching them with selected high-fidelity samples from the full Boltzmann equation, our method achieves significant variance reduction while maintaining physical consistency and asymptotic accuracy. The proposed methodology enables efficient large-scale prediction in kinetic UQ and is validated across both homogeneous and nonhomogeneous multiscale regimes. Numerical results demonstrate improved accuracy and computational efficiency compared to standard MC techniques.