Double Coupling Architecture and Training Method for Optimization Problems of Differential Algebraic Equations with Parameters

Neural surrogates for stiff differential-algebraic equations (DAEs) face two barriers: soft-constraint methods leave algebraic residuals that stiffness amplifies into errors, and hard-constraint methods require trajectory data from stiff integrators. We introduce an extended Newton implicit layer that enforces algebraic constraints exactly and reduces fast dynamics to their quasi-steady-state values in a single differentiable solve. Embedded in a physics-informed DeepONet, the layer recovers all fast and algebraic states exactly from slow-state predictions, removes the per-window stiffness-amplification pathway, and yields a stiffness-scaled Implicit Function Theorem gradient absent from penalty methods. Cascaded implicit layers extend this to multi-component systems with provable convergence. On a grid-forming inverter (stiffness ratio of about 4712), extended Newton attains 1.42% error versus 39.3% (penalty) and 57.0% (standard Newton); augmented Lagrangian and feedback linearization diverged. Two independently trained models compose without retraining (0.72% to 1.16% error, exact constraint satisfaction). Cross-domain validation on the Robertson stiff DAE (stiffness ratio up to $10^5$) confirms generalization. Conformal prediction provides 90% coverage with automatic out-of-distribution detection.

Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations. Gradient-based parameter learning for such systems is challenging because algebraic variables are implicitly defined, event times depend on the parameters, and reset maps introduce discontinuities. This paper studies differentiable parameter optimization for semi-explicit DAEs with events. We formulate the learning problem as a constrained least-squares problem with DAE dynamics, algebraic constraints, guard equations, and reset maps. We then develop two complementary gradient-computation strategies. The first is an automatic-differentiation-through-simulation method that solves algebraic variables inside the vector field, differentiates the algebraic solve using the implicit function theorem, and handles events through segmented differentiable integration. The second is an explicit discrete-adjoint method that represents the forward simulation as an event-split residual system and computes gradients by solving for the Lagrange multipliers of smooth-segment and event residuals. The formulation clarifies that residual terms in the adjoint method are equality constraints, not heuristic penalties. We compare the two approaches in terms of gradient interpretation, event-time handling, implementation complexity, and local validity. Both methods provide gradients for the event path selected by the forward simulation and are valid under fixed event ordering and transversal guard crossings.

Efficient and robust optimization is essential for neural networks, enabling scientific machine learning models to converge rapidly to very high accuracy -- faithfully capturing complex physical behavior governed by differential equations. In this work, we present advanced optimization strategies to accelerate the convergence of physics-informed neural networks (PINNs) for challenging partial (PDEs) and ordinary differential equations (ODEs). Specifically, we provide efficient implementations of the Natural Gradient (NG) optimizer, Self-Scaling BFGS and Broyden optimizers, and demonstrate their performance on problems including the Helmholtz equation, Stokes flow, inviscid Burgers equation, Euler equations for high-speed flows, and stiff ODEs arising in pharmacokinetics and pharmacodynamics. Beyond optimizer development, we also propose new PINN-based methods for solving the inviscid Burgers and Euler equations, and compare the resulting solutions against high-order numerical methods to provide a rigorous and fair assessment. Finally, we address the challenge of scaling these quasi-Newton optimizers for batched training, enabling efficient and scalable solutions for large data-driven problems.