We present a numerical framework for the stability and bifurcation analysis of nonlinear partial differential equations (PDEs) in which the solutions are sought in the function space spanned by physics-informed random projection neural networks (PI-RPNNs), and discretized via a collocation approach. These are shallow, single-hidden-layer networks with randomly sampled and fixed a priori hidden-layer weights; only the linear output layer weights are optimized, reducing training to a single least-squares solve. This linear output structure enables the explicit generalized eigenvalue formulation governing the linear stability of stationary solutions, separating the physical domain interior dynamics from the algebraic constraints imposed by boundary conditions (BCs), at no additional training cost and without requiring additional PDE solves. However, the random projection collocation matrix is inherently numerically rank-deficient, rendering naive eigenvalue computation unreliable and contaminating the true eigenvalue spectrum with spurious near-zero modes. To overcome this limitation, we introduce a matrix-free shift-invert Krylov-Arnoldi method that operates directly in weight space, avoiding explicit inversion of the numerically rank-deficient collocation matrix and enabling the reliable computation of several leading eigenpairs of the physical Jacobian - the discretized Frechet derivative of the PDE operator with respect to the solution field, whose eigenvalue spectrum determines linear stability. We further prove that the PI-RPNN-based generalized eigenvalue problem is almost surely regular, guaranteeing solvability with standard eigensolvers, and that the singular values of the random projection collocation matrix decay exponentially for analytic activation functions, rigorously explaining the observed ill-conditioning.
Machine learning-based partial differential equations (PDEs) solvers have attracted significant attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and kernel method (such as physics-informed Gaussian Processes). We introduce a physics-informed random feature method for countering part of the spectral bias which PINN-based solvers are facing for a certain class of PDEs. Random feature method was originally proposed to approximate large-scale kernel machines and can be viewed as a specialized randomized neural network. Compared to other state-of-the-art PINN-based solvers which require a large number of collocation points, our proposed method reduces the computational complexity. In this paper, we develop a rigorous approximation error analysis and derive high-probability error bounds on the H1 norm. We provide extensive numerical tests for verifying our theoretical guarantees on error decay rates, as well as several comparison tests to showcase our claimed capability for combating spectral bias in these deep learning based methods.
Physics informed neural networks (PINNs) represent a very popular class of neural solvers for partial differential equations. In practice, one often employs stochastic gradient descent type algorithms to train the neural network. Therefore, the convergence guarantee of stochastic gradient descent is of fundamental importance. In this work, we establish the linear convergence of stochastic gradient descent / flow in training over-parameterized two layer PINNs with a general class of activation functions for solving one model second-order elliptic problem, i.e., the Poisson equation, in the sense of high probability. These results extend the existing result [20] in which gradient descent was analyzed. The challenge of the analysis lies in handling the dynamic randomness introduced by stochastic optimization methods. The key of the analysis lies in ensuring the positive definiteness of suitable Gram matrices during the training. The analysis sheds insight into the dynamics of the optimization process, and provides guarantees on physics informed neural networks trained by stochastic algorithms.
The Deep Galerkin Method (DGM) and Physics Informed Neural Networks (PINNs) have become widely-used methods for solving partial differential equations (PDEs) in the rapidly growing field of scientific machine learning. In these methods, a neural network is trained to approximate the PDE solution by using (stochastic) gradient descent to minimize the PDE residual of the neural network. Due to the non-convexity of the PDE residual objective function, the trained neural network may, in principle, only converge to a local minimizer of the objective function (which would not be a solution of the PDE). Therefore, there is a longstanding question regarding the mathematical foundations of these algorithms, and it is highly valuable to establish that the trained neural network will converge to the PDE solution. For a class of semi-linear PDEs (nonlinear in the solution and its first derivative), we prove that neural networks trained with gradient descent to minimize the PDE residual objective function will converge to the PDE solution.
Justin Sirignano, Konstantinos Spiliopoulos, Samuel Cohen