A posteriori certification of PDE approximations with particular application to neural networks
We propose rigorous and efficiently computable lower and upper a posteriori error bounds for given approximations to PDEs on a given domain, which might be geometrically complex. This is done by embedding or enveloping the original domain towards geometrically simpler domains, enabling the use of fast numerical solvers. To this end, we extend and restrict the residual and provide efficient methods to compute those Hahn-Banach extensions. Then, we efficiently compute their Riesz representations on the geometrically simpler domains and obtain the desired a posteriori bounds for which we prove that they are sharp. The resulting bounds control the error in the natural norm induced by a well-posed variational formulation, require only minimal regularity assumptions, and thus remain applicable on complex geometries. The framework is detailed for elliptic as well as parabolic problems. Numerical experiments demonstrate the good quantitative behavior of the derived upper and lower error bounds. A central motivation for this paper comes from physics-informed and related neural-network approximations of PDEs, which are naturally mesh-free and can be evaluated pointwise on complex or parameter-dependent geometries. Nevertheless, the framework applies to any approximation for which the variational residual can be evaluated.