math.NAAug 27, 2026

Physics-Informed Stochastic Configuration Machine: A Backpropagation-Free Neural Network with Fast Training for Nonlinear Differential Equations

Authors: Yuehao Song, Zhong Chen, Lihui Cen, Liang Wu, Kai Zhang

Organizations: School of Automation, Central South University, Changsha, China · School of Automation, Central South University, 932 South Lushan Road, Changsha 410083, China · Johns Hopkins University, Baltimore, USA · Johns Hopkins University, Baltimore, MD 21218, USA · 

Abstract

While Physics-Informed Neural Networks (PINNs) have emerged as a transformative paradigm for solving complex differential equations, their reliance on backpropagation-based gradient descent and automatic differentiation (AD) imposes significant computational bottlenecks and severe non-convex optimization challenges. To overcome these fundamental limitations, we propose the Physics-Informed Stochastic Configuration Machine (PI-SCM), a novel backpropagation-free framework for both forward and inverse problems in differential equations. The core mathematical contribution lies in the analytical evaluation of local Jacobians for nonlinear differential operators, which facilitates a linearized representation of the physical loss and projects it into a unified, linearized algebraic subspace. This reformulation allows for the explicit determination of optimal network weights via a sequence of generalized linear least squares solvers, effectively bypassing the iterative traps of traditional nonlinear optimizers. We develop a progressive algorithmic suite comprising localized construction (PI-SC-I), sliding-window updating (PI-SC-II), and global updating (PI-SC-III), and rigorously establish their universal approximation properties. Extensive experiments demonstrate that PI-SCM achieves high-fidelity predictive accuracy and robust parameter identification while accelerating the training process by orders of magnitude compared to standard PINNs. Our work provides a highly efficient and scalable foundation for next-generation, real-time Scientific Machine Learning applications.

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