Global Convergence of DGM and PINN Algorithms for Solving Nonlinear PDEs

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.

Physics-informed neural networks (PINNs) offer a mesh-free framework for solving partial differential equations (PDEs), yet training often suffers from gradient pathologies, spectral bias, and poor convergence, especially for problems with strong nonlinearity, sharp gradients, or multiscale features. We propose the Curriculum-Guided Gaussian Mixture Physics-Informed Neural Network (CGMPINN), which integrates Gaussian mixture modeling with dynamic curriculum learning. Specifically, a GMM is periodically fitted to the PDE residual distribution to quantify spatially varying learning difficulty. A smooth curriculum schedule progressively shifts training focus from easy to harder regions, while precision-based variance modulation suppresses unreliable clusters during early optimization. This dual curriculum is governed by a shared curriculum parameter and can be combined with self-adaptive loss balancing. We further establish theoretical guarantees, including sublinear convergence of the gradient norm for the induced time-varying loss, uniform equivalence between the curriculum-weighted and standard PDE losses, and a generalization bound with an explicit weighting-induced bias characterization. Experiments on six benchmark PDEs spanning elliptic, parabolic, hyperbolic, advection-dominated, and nonlinear reaction-diffusion types show that CGMPINN consistently achieves the lowest relative $L_2$ and maximum absolute errors among all compared methods, reducing relative $L_2$ error by up to 97.8% over the standard PINN at comparable cost. Our code is publicly available at https://github.com/Mathematics-Yang/CGMPINN.

We present a numerical method for the forward solution of nonlinear partial differential equations (PDEs) in which Bellman-Kalaba quasilinearization reduces the nonlinear problem to a sequence of linear subproblems, each discretized by collocation onto a trial space that is linear in its parameters and solved by a single direct linear least-squares QR factorization. The trial space, which we term Linear-in-Learnables (LiL), comprises representations whose trainable parameters enter linearly, including random-feature extreme learning machines, spectral polynomial bases, and trigonometric expansions, each implemented as a physics-informed neural network. The method thus replaces the nonconvex gradient-based training that limits standard PINNs with a convex per-step solve. We establish local Newton-Kantorovich convergence of the outer iteration to a residual-limited neighborhood under an explicit smallness condition, with the limiting accuracy governed by the best-approximation residual of the trial space rather than by an optimization tolerance. The method, denoted LiL-Q, is assessed on seven benchmarks spanning scalar nonlinear PDEs (Bratu, viscous Burgers, Buckley-Leverett), coupled systems (plane-strain elasticity and the incompressible Navier-Stokes equations in two and three spatial dimensions), and steady-state Darcy flow with heterogeneous permeability. Across these problems, LiL-Q converges in single-digit outer iterations in most cases, even at the coarsest basis sizes and independent of the parameter count. When the exact solution lies in the span of the trial space, the method recovers it to machine precision in a single solve. On the Navier-Stokes benchmarks, it matches or exceeds published PINN solvers with up to two orders of magnitude fewer trainable parameters, without gradient-based optimization.