Curvature-Aware Optimization for High-Accuracy Physics-Informed Neural Networks
Organizations: Department of Information Engineering and Computer Science, University of Trento, Trento, Italy · Division of Applied Mathematics, Brown University, Providence, RI, USA · Departament de Física, Universitat d’Alacant, Spain · Center for Biomedical Engineering, Brown University, Providence, RI, USA · Institute of Mathematics, TU Berlin, Germany · ETH Zurich, Switzerland
Abstract
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.
Figures & tables
| Family | Preconditioner | Properties | Variants |
| AdaGrad | Scale invariant Rotation invariant | Adam Shampoo SOAP | |
| Newton’s method | Affinely invariant | SSBFGS SSBroyden | |
| Gauss-Newton Natural Gradient | Reparameterization invariant Function-space interpretation | NG / GN |
| Problem | Challenges |
| 4.1 2D Helmholtz | Oscillatory solution |
| 4.4 (1+1)D Inviscid Burgers | Shock waves |
| 4.3 (2+1)D viscous Burgers | Steep gradients / parabolic |
| 4.5 (1+1)D Euler with Roe Flux | shock and contact waves but dissipative |
| 4.5.2 (1+1)D Euler with HLLC Flux | Entropy solution, stability, and non-dissipative |
| 4.2 2D Stokes | Multiscale solution |
| Case | Optimizer | # collocation points | Relative | Training time (s) | # parameters |
| 1 | SSBFGS with TrustRegion | 10000 | 287 | 2971 | |
| 2 | SSBFGS with TrustRegion | 20000 | 489 | 2971 | |
| 3 | SSBFGS with TrustRegion | 25000 | 564 | 2971 |
| Optimizer [# Iters.] | Relative | # parameters | Runtime (s) |
| SOAP (21001) | 3881 | 414 | |
| Adam (1001) + SSBroyden with Zoom (20000) | 3881 | 927 | |
| Adam (1001) + SSBroyden with Wolfe (20000) | 3881 | 612 | |
| Adam (1001) + SSBFGS with Zoom (20000) | 3881 | 899 | |
| Adam (1001) + SSBFGS with Wolfe (20000) | 3881 | 624 | |
| NG (20000) | 3881 | 75 |
| Optimizer | Relative | Relative | # collocation points | Training time (s) |
| SSBroyden | 625 | 20 | ||
| 1250 | 21 | |||
| 2500 | 22 | |||
| 5000 | 26 | |||
| 10000 | 31 | |||
| NG | 625 | 54 |
| Optimizer [# Iters.] | Relative ( ) | Relative ( ) | # parameters | Training time (s) |
| Adam (5001) + SSBroyden with Zoom (10000) + Analytical | 2601 | 460 | ||
| Adam (5001) + SSBroyden with Zoom (10000) + WENO | 2601 | 460 |
| Parameter | Symbol | Value |
| Peak FP64 throughput | TFLOP/s | |
| Peak memory bandwidth | TB/s | |
| Ridge point | FLOP/byte |
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.