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The Challenges of the Nonlinear Regime for Physics-Informed Neural Networks

NeurIPS 2024 · Learning theory and algorithms › Kernels and regression theory · approach: Neural tangent kernel analysis · 2 citations (OpenAlex)

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Shows that for nonlinear PDEs the PINN NTK is random at initialization and non-constant during training, with a non-vanishing Hessian even in the infinite-width limit, and argues for second-order (Levenberg-Marquardt) optimization.

Problem

NTK theory explains PINN training dynamics for linear PDEs (deterministic, constant NTK), but it is unclear whether it applies to nonlinear PDEs in the infinite-width limit.

Approach

Proves that with NTK-scaling (1/sqrt(m)) one-hidden-layer networks, the NTK for nonlinear PDE residuals factorizes into a deterministic linear part and a random nonlinear part depending on the gradient of R, so it is random at init and changes during training; the residual Hessian stays bounded away from zero, motivating Levenberg-Marquardt training.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Levenberg-Marquardt instead of AdamVanilla PINN · Burgers' equationrelative L2 loss: approximately $10^{-3}$ -> around $10^{-5}$Helped
Use Levenberg-Marquardt instead of L-BFGSVanilla PINN · Burgers' equationrelative L2 loss: approximately $10^{-3}$ -> around $10^{-5}$Helped
Use Levenberg-Marquardt instead of Adam with random Fourier featuresPINN · Poisson equationrelative L2 lossHelped
Add random Fourier featuresLevenberg-Marquardt PINN · Poisson equationrelative L2 lossHelped
Use Levenberg-Marquardt instead of AdamPINN · Convection equationL2 lossHelped
Add curriculum trainingLevenberg-Marquardt PINN · Convection equationL2 lossHelped
Use Levenberg-Marquardt without other enhancements instead of Adam with curriculum trainingPINN · Convection equation, beta = 100L2 lossHelped
Use Levenberg-Marquardt instead of AdamPINN with causality training · Navier-Stokes equationrelative L2 lossHelped

Surprising findings

Limitations

Experimental setup

Datasets: Burgers' equation Poisson equation convection equation wave equation Navier-Stokes 2D cylinder wake

Benchmarks: Burgers' equation Poisson equation convection equation Navier-Stokes 2D cylinder wake

Metrics: relative L2 loss spectral norm of NTK relative NTK change Hessian spectral norm

Baselines: Adam L-BFGS loss balancing random Fourier features curriculum training causality training

Builds on: neural tangent kernel physics-informed neural networks Adam L-BFGS

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