Physical policy gradient theorem for in situ stochastic-adjoint training

Physical computing systems exploit device dynamics for computation, but their gradient-based optimization is challenging: backpropagation through a digital twin suffers from a model-reality gap. On-device gradient computation could resolve this issue, and a handful of theoretical and experimental studies have proposed ways to achieve it. Yet a unifying theory identifying when a physical system can compute the gradient of its own performance has been missing. Here we develop such a unification based on the adjoint method: we identify sufficient conditions under which the adjoint field required for formally exact gradients can be generated on the same hardware that performs the computation. Linear and nonlinear systems obey fundamentally different conditions: for linear systems, damping or gain is admissible provided reciprocity is preserved. For nonlinear trajectory systems, the sufficient conditions are reciprocity of the linearized system and the existence of a time-reversal mirror. Algorithmically, the nonlinear case requires infinitesimal nudging, whereas linear systems admit a finite-amplitude experiment. We recover (quantum) Equilibrium Propagation, Hamiltonian echo backpropagation, fully forward mode training and in situ gradient methods in integrated-photonic and free-space-optical systems. Finally, we show that reciprocity is a special case of more general intertwining conditions. For linear systems, these permit exact on-device gradients in a class of non-Hermitian, non-reciprocal systems. For nonlinear trajectories, they combine with generalized time-reversal mirrors to cover, e.g., PT-symmetric equations. The framework also includes time-dependent parameters and Onsager-reciprocal dynamics, providing a unified basis for formally exact physical learning.

This paper traces, with explicit numerical values, how PyTorch's automatic differentiation (AD) engine computes gradients for Physics-Informed Neural Network (PINN) training -- a setting that requires two levels of differentiation: computing the physics derivative $\hat{y}'(t)=d\hat{y}/dt$ through the network, and computing parameter gradients $\nabla_θL$ of a loss that itself depends on $\hat{y}'(t)$. Using a 1-3-3-1 multilayer perceptron and the initial value problem $y'(t)+y(t)=0$, $y(0)=1$, we trace the complete pipeline at every node: the computational graph built during the forward pass, the reverse-mode backward traversal that computes all 22 parameter gradients in a single pass, and the graph-on-graph mechanism by which create\_graph=True enables correct differentiation through the physics-informed residual. Every adjoint value is verified against the hand derivations of Tahimi (2026), connecting the $P/Q$ sensitivity framework to the vector--Jacobian products used by PyTorch's autograd engine.

Many real-world problems require sequential decisions under uncertainty: when to inject or withdraw gas from storage, how to rebalance a pension portfolio each month, what temperature profile to run through a pharmaceutical reactor chain. Dynamic programming solves small instances exactly but scales exponentially in state dimensions. Black-box reinforcement learning handles high-dimensional states but trains slowly and produces no sensitivities. We introduce SNAPO (Smooth Neural Adjoint Policy Optimization), a framework that embeds a neural policy inside a known, differentiable simulator, replaces hard constraints with smooth approximations, and computes exact gradients of the objective with respect to all policy parameters and all inputs in a single adjoint pass. We demonstrate SNAPO on three domains: natural gas storage (training in under a minute, 365 forward curve sensitivities at no additional cost per sensitivity), pension fund asset-liability management (6.5x-200x sensitivity speedup over bump-and-revalue, scaling with the number of risk factors), and pharmaceutical manufacturing (cross-unit sensitivities through a 4-unit process chain, with 20 ICH Q8 regulatory sensitivities from 5 adjoint passes in 74.5 milliseconds). All sensitivities are produced by the same backward pass that trains the policy, at a cost proportional to one reverse pass regardless of how many sensitivities are computed.