Time Without Timesteps: Simulating Coupled Dynamical Systems via Self-Consistency

Physics-informed neural networks (PINNs) for coupled multiphysics systems suffer systematic accuracy degradation as inter-equation coupling strengthens. We provide a theoretical explanation through neural tangent kernel (NTK) analysis: for linearly coupled systems, the standard NTK's spectral radius grows as $Ω(γ^2)$ with coupling strength $γ$, shrinking the stable learning rate, while block-diagonal Gauss--Newton (GN) preconditioning yields a preconditioned NTK $K_P = JH^{+}J^\top$ whose spectral radius is bounded by $S$ (number of networks), independent of $γ$. Adam's diagonal preconditioning destroys this projector structure -- inflating $λ_{\max}$ far above $S$ for any coupling type -- and its residual-dynamics kernel grows as $Θ(γ)$, placing its stable learning rate strictly between gradient descent and GN. For one-way coupling the limitation is class-wide: no diagonal preconditioner, fixed or adaptive, halves the driving residual in fewer than $Ω(γ)$ iterations ($Ω(γ^2)$ if fixed), whereas block-diagonal GN requires $O(1)$. We verify $Ω(γ^2)$ growth across linearly coupled benchmarks and confirm $λ_{\max}(K_P) = S$ in all three 1D systems, including nonlinearly coupled NP+P. Combining the Kronecker-preconditioned optimizer SOAP with inverse-gradient-norm loss balancing (SOAP+GradNorm) yields coupling-robust accuracy: across 222 experiments spanning three 1D systems and a 2D electroosmotic flow benchmark, SOAP+GradNorm maintains final-epoch $L_2$ accuracy across coupling strengths, with $\leq 2.3\times$ degradation in nonlinear NP+P while Adam+GradNorm fails ($L_2 > 0.1$). SOAP+GradNorm further scales to a 2D, 6-PDE electroosmotic flow at EDL-resolved conditions down to $\varepsilon = 0.01$ -- a regime all prior PINN electrokinetics studies have avoided -- where Adam+GradNorm fails entirely ($L_2 > 0.3$).

Neural surrogates promise large speedups over classical solvers for physical dynamics but fail silently at sharp dynamical events such as shocks, fronts, and contact. We present hybrid neural world models for physical dynamics: a recipe for training and deploying multi-horizon surrogates in physical state space, where a single network with continuous horizon conditioning is trained with direct supervision against textbook reference solvers to predict any future state at horizon T in one forward pass. Although no part of the training data, loss function, or architecture supervises discontinuity location, the trained surrogate encodes it implicitly, recoverable from its forward passes alone as a per-trajectory error map that concentrates on shocks, fronts, and contacts, and stays small elsewhere. The map is competitive with or better than standard label-free baselines including deep ensembles, learned error heads, gradient-magnitude indicators, and locally-adaptive conformal prediction, while using only a single trained network and requiring no calibration set or governing-equation knowledge. The recipe supports two operating points. Mode 1 runs the surrogate alone for maximum throughput, with same-hardware CPU speedups of 26x to 72x against textbook solvers on the PDE environments. Mode 2 uses the error map to gate a reference-solver fallback, deferring uncertain trajectories and roughly halving the surrogate's residual error at the default operating point. The recipe applies without modification across reaction-diffusion, compressible Euler, and rigid-body collision dynamics.

We develop a comprehensive mathematical and computational framework for sequential surrogate modeling of three-phase black-oil reservoir dynamics using neural operators, with particular emphasis on Fourier Neural Operators (FNO) and their physics-informed variant (PINO). The application focus is the Norne benchmark reservoir, defined on a heterogeneous $46\times112\times22$ grid ($N=113,344$ cells), with a production history spanning $T=30$ timesteps covering 3298 days. Our theoretical contributions are organized around four interlocking problems: (1) functional-analytic formulation in a product-Sobolev-space setting, including well-posedness of the implicit timestep map and sharp local Lipschitz estimates; (2) covariate shift quantification, proving that the Wasserstein-2 distance grows as $W_2 \leq \varepsilon(L^n-1)/(L-1)$, with exponential population-risk discrepancy for $L>1$; (3) physics-constrained spectral stability, showing PINO training with $λ_R \geq λ^*_R$ reduces the learned Jacobian spectral radius to $ρ_F + Cλ_R^{-1/2}$, yielding uniform-in-time rollout error $|δ_n| \leq \varepsilon/(1-ρ)$; and (4) $K$-step TBPTT gradient analysis, deriving geometric bias decay $O(ρ^K)$, optimal window $K^ = O(\log(T/σ^2))$, and Adam convergence $O(1/\sqrt{t}) + O(ρ^{K^*})$. Empirical validation confirms all theoretical predictions: autoregressive PINO surrogates sustain $R^2>0.99$ (oil), $R^2>0.90$ (gas), $R^2\approx 0.80$ (pressure), and monotonically improving $R^2$ (water) across the full 3298-day horizon, trained on eight NVIDIA B200 GPUs in under one hour. A 1000-member ensemble runs in under one minute on a single B200 GPU, giving a ${\sim}10^4\times$ wall-clock speedup over the OPM finite-volume simulator.