Neural networks have been widely applied in system dynamics modeling. One particular type of networks, hybrid neural networks, combines a neural network model with a physical model, which can increase rate of convergence in training. However, most existing hybrid neural network methods require an explicit physical model constructed, which sometimes might not be feasible in practice or could weaken the capability of capturing complex and hidden physical phenomena. In this paper, we propose a novel approach to construct a hybrid neural network. The new method incorporates the physical information to the structure of network construction, but does not need an explicit physical model constructed. The method is then applied to modeling of bit-rock interaction in the down-hole drilling system as a case study, to demonstrate its effectiveness in modeling complex process and efficiency of convergence in training.