Alternating Levenberg-Marquardt Training of Physics-Informed Neural Networks with Fourier-Enhanced Features

Physics-informed neural networks (PINNs) have emerged as a promising route to solve partial differential equations, yet they have struggled to reach the precision of classical solvers. The obstacle is increasingly understood to be one of optimisation, owing to the severely ill-conditioned loss landscape. We present $\textbf{DSGNAR}$: Doubly-Sketched Gauss-Newton with Adaptive Ratio, a scalable second-order optimisation framework that confronts this ill-conditioning and, in doing so, obtains unprecedented accuracy and speed. $\textbf{DSGNAR}$ couples a doubly-sketched Gauss-Newton model with a novel strategy that carefully controls both regularisation and step length. Across a suite of problems spanning nonlinear, chaotic, multi-scale, high-dimensional, and Navier-Stokes, the framework greatly improves on the state of the art: able to attain relative $\ell_2$ errors as low as $3\times10^{-16}$ in double precision, improve contemporary results by five orders of magnitude on the canonical Burgers' equation, and as much as eight orders on a high-dimensional Poisson problem, while remaining markedly faster. We further show that, in single precision, solutions at the limit of round-off error can be obtained very quickly: Burgers' equation to $\ell_2^{\text{rel}} = 4.75 \times 10^{-7}$ in under ten seconds. The framework is also robust to the choice of architecture, arithmetic precision, and initial hyperparameters. The code is available at https://www.github.com/wephy/physics-informed-neural-networks

We present an improved neural field architecture for solving partial differential equations (PDEs). Current physics-informed neural networks (PINNs) provide a flexible framework for solving PDEs, but they struggle to achieve highly accurate solutions and require computation that scales poorly with parameter count. Our model, which we call beignet (Bandlimited Embedding with Interpolated Grid Network), replaces the random Fourier feature embedding used by existing PINN models with a trainable multi-resolution Fourier feature pyramid. To query beignet at a continuous coordinate, we use Fourier interpolation at each level of the pyramid to return features at the input coordinate, and then decode this vector with a fully-connected neural network trunk. Our model provides multiple benefits: 1) Spatial derivatives can be computed efficiently by using the chain rule to compose derivatives of the neural network computed with automatic differentiation with derivatives of the feature grid computed spectrally by the Fast Fourier transform (FFT). 2) beignet can achieve higher accuracy in a compute-efficient manner by scaling the parameter count of this Fourier feature pyramid, instead of the less-efficient strategy of scaling the neural network architecture. 3) beignet can directly control the representation bandlimit, resulting in more stable optimization for difficult PDEs. We demonstrate that beignet finds significantly more accurate solutions on PDE benchmarks using fewer parameters than state-of-the-art PINN methods. We further evaluate beignet on the self-similar inviscid Burgers blowup problem and show that it can minimize residuals to near machine precision using Adam, an accuracy regime previously attained only by using computationally expensive higher-order optimizers.

Physics-Informed Neural Networks (PINNs) are a common class of machine learning-based partial differential equation (PDE) solvers which train a network to represent a solution by minimizing a residual loss that encodes the PDE. Despite their successes, they are known to fail on certain simple equations, converging to an incorrect solution despite low loss. These failure modes have garnered significant attention in the literature over the past several years, motivating both architectural and optimization based solutions. By directly visualizing the residual, we show that failure modes are the result of overfitting: the loss is minimized on the collocation points, but not elsewhere. Applying regularization causes the failure modes to vanish. Finally, we extend double backpropagation over the full set of residuals, and use it to achieve state-of-the-art performance on four standard failure mode equations with up to $23\times$ fewer collocation points and a vanilla architecture.