NEXT: Physics-Informed Neuro-Spectral Exponential Time Differencing Architectures
Authors: Márcio Marques, Leonardo Mendonça, Leonardo M. Moreira, Christian Júnior de Oliveira, Vitor Balestro, Tiago Novello, Daniel Yukimura, Pavel Petrov, Lucas Nissenbaum
Organizations: Instituto de Matemática Pura e Aplicada (IMPA), Rio de Janeiro, Brasil · Universidade do Estado do Rio de Janeiro (UERJ), Rio de Janeiro, Brasil · Universidade Federal Fluminense (UFF), Niterói, Brasil
Physics-Informed Neural Networks (PINNs) build neural representations of time-dependent PDE solutions, naturally incorporating physics knowledge and observational data, which makes them well suited to both forward and inverse PDE problems. PINNs, however, are known to suffer from spectral bias and lack of causality. Neuro-Spectral Architectures (NeuSA), a recently proposed alternative to PINNs, mitigate both issues, but their numerical integration becomes unstable for stiff differential equations arising in many relevant physical problems. This study proposes Neuro-Spectral Exponential Time Differencing Architectures (NEXT), which combines the spectral representation of the PDE solution in NeuSA with high-order exponential integrators. Within this approach, the linear stiff part of the vector field induced by the PDE is integrated exactly through matrix exponentials, while the possibly nonlinear remainder is modeled by a neural network. The effectiveness of NEXT is verified through benchmark experiments on a set of stiff PDEs, in which NEXT is stable and accurate while NeuSA diverges numerically. It is also shown that NEXT can be applied to inverse problems, where the model has to learn unknown parameters or boundary conditions from sparse data. All code used in this work is publicly available at: https://github.com/marcioh2m/next.git .
Figures & tables
Figure 1: NEXT combines the spectral fidelity and causality of NeuSA with the robustness to stiffness of exponential integrators. This makes it particularly suitable for stiff time-dependent PDEs with sharp interfaces, such as the heterogenous heat equation shown above.
Figure 2: NEXT consists of a recurrent architecture in which the state u is decomposed into basis spectral components u^n . Each component evolves according to an ODE whose linear part is integrated exactly via the matrix exponential eΔtL , while the nonlinear term is handled by the ETD update. The resulting spectral components u^n+1 are then recombined to recover the solution in the spatial domain, yielding un+1 .
Model
Heat 1d
Burgers 1d
Wave 1d
KdV 1d
Heat 2d
rRMSE
TT
rRMSE
TT
rRMSE
TT
rRMSE
TT
rRMSE
TT
PINN
0.0346
157.94
0.0475
390.11
0.7789
429.63
0.1411
1147.38
0.0810
297.14
QRes
0.0174
211.68
0.0228
544.32
0.7559
578.93
0.0344
1562.83
0.0217
534.00
FLS
0.0485
163.58
0.0420
399.15
0.7312
441.11
0.1496
1176.14
0.0674
304.23
NEXT
0.0030
77.74
0.0011
174.28
0.0031
135.50
0.0035
944.86
0.0010
229.18
Table 1: Quantitative evaluation on forward PDE benchmarks . We report the mean relative root mean squared error (rRMSE) and training time (TT, in seconds) over 10 independent runs with different random seeds. NEXT consistently achieves lower error while requiring less training time than competing methods. The standard deviations of these quantities are also shown in Appendix B .
Figure 3: Error comparison of the predicted solutions for the one-dimensional heat equation with heterogeneous conductivity.
Figure 4: Solutions obtained by PINN and NEXT compared to the reference solution of the wave equation. Our method stays very close to the reference, while PINN fails to learn the reflected wave.
Figure 5: Time snapshots of the NEXT and QRes solutions for the KdV equation in the dispersive shock regime.
Figure 6: Predicted solutions for the Korteweg–De Vries equation, illustrating that our model more accurately captures the nonlinear dispersive shock.
Model
λ1
λ2
rRMSE
TT
PINN
0.506±0.201
0.108±0.003
0.099
405
QRes
0.805±0.103
0.104±0.002
0.040
548
FLS
0.509±0.203
0.108±0.004
0.099
407
NEXT
0.955±0.041
0.101±0.001
0.009
209
True Value
1.000
0.100
-
-
Table 2: Burgers parameter identification. Mean and standard deviation of the learned parameters λ1,λ2 over 10 independent experiments, as well as the mean values of the rRMSE for the solution u and the training time.
Figure 7: Predicted heat flux on the inverse heat problem using NEXT.
Appendix figures & tables10 assets
Supplementary material from the paper’s appendix.
Appendix
NEXT
Baselines
LR
N. Steps
Width
Depth
LR
N. Steps
Heat 1D
0.02
500
796
2
0.001
5000
Burgers
0.02
500
800
2
0.001
5000
Wave
0.02
1000
300
2
0.001
5000
Korteweg–De Vries
0.01
1000
400
2
0.001
10000
Heat 2D
0.01
500
100
2
0.001
20000
Appendix
Table 3: Learning rate, number of training steps and architecture shape used in each of the forward experiments.
Model
Heat 1d
Burgers 1d
Wave 1d
KdV 1d
Heat 2d
rRMSE
TT
rRMSE
TT
rRMSE
TT
rRMSE
TT
rRMSE
TT
PINN
0.0049
0.02
0.0187
0.55
0.0682
3.48
0.0552
0.32
0.0125
0.24
QRes
0.0050
0.04
0.0098
1.22
0.0137
6.67
0.0210
0.40
0.0074
0.61
FLS
0.0457
0.04
0.0249
0.64
0.0463
1.57
0.0572
0.33
0.0139
0.59
NEXT
0.0008
0.23
0.0013
0.97
0.0004
1.09
0.0004
2.24
0.0009
0.07
Appendix
Table 4: Quantitative evaluation on PDE benchmarks . Below we list the standard deviation for the relative root mean square error (rRMSE) and training time (TT, in seconds) for all forward problems, across 10 different runs with different random seeds.
Figure 8: The conductivity profile used in the experiment with one-dimensional heat equation ( 9 ).
Figure 9: Wave propagation velocity c(x) for the wave equation’s simulation domain.
Figure 10: The conductivity profile considered in the 2d heat equation.
Figure 11: Predicted solutions for the 2d heat equation. The rRMSE is computed for each time snapshot. NEXT correctly predicts the solution, while the baseline models have difficulty dealing with the sharp interfaces between materials.
Figure 12: Absolute error of each model prediction for the two-dimensional heat equation. The displayed error is the mean absolute error for each time snapshot. The baseline models fail to learn the initial condition, and this error propagates in time, leading to a very inaccurate solution at later times. NEXT, on the other hand, has a more stable error profile, due to its causal nature and to its capacity to automatic enforcement of initial conditions.
Parameters
Unit
Value
ρ
kg/m 3
3120
cp
J/(kg·K)
850
k0
W/(m·K)
4.86
k1
W/(m·K 2 )
0.0016
h
W/(m 2 ·K)
7
σ
W/(m 2 ·K 4 )
5.67e-08
Appendix
Table 5: Thermophysical parameters for eq. ( 15 )
Solver
Wave 1D
Heat 2D
rRMSE
TT
rRMSE
TT
ETD1
0.0629
38.6
0.0031
66.2
ETD4
0.0030
130.0
0.0007
215.7
Appendix
Table 6: Relative root mean square error and training time (in seconds) obtained by NEXT using different orders of exponential integrator.
rRMSE
TT
W \ D
1
2
3
1
2
3
100
0.0015
0.0008
0.0019
161
236
313
200
0.0015
0.0006
0.0013
214
344
473
300
0.0031
0.0011
-
264
449
-
400
0.0037
0.0025
0.0029
333
804
1274
Appendix
Table 7: NEXT’s performance in the 2D Heat equation by Width (W) and Depth (D) of the neural vector field. A dash (-) indicates training did not converge. The architecture chosen for the experiment reported in the paper (underlined below) was the one that achieved the best trade-off between accuracy and training time.
Neural PDE solvers use trainable models to approximate solutions or solution operators for partial differential equations, often with physical constraints.
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