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Global convergence of adjoint-optimized neural PDEs
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Proves global convergence of adjoint gradient descent for training neural-network source terms in nonlinear parabolic PDEs in the joint infinite-width and infinite-training-time limit, showing the NN-PDE solution converges weakly to the target data.
Problem
Calibrating neural-network terms embedded in nonlinear parabolic PDEs via adjoint gradient descent yields a non-convex problem even in the infinite-width limit; no global convergence guarantees existed for nonlinear NN-PDE training.
Approach
Shows that in the infinite-width limit the NN source term follows a constant limit NTK dynamics; the quadratic adjoint functional Q_tau decays to zero via a cycle-of-stopping-times argument with a second-level adjoint regularity bound, so the PDE solution converges weakly to the target h as training time goes to infinity.
Key results
- Proves that as the number of hidden units N tends to infinity the trained NN-PDE solution converges to the infinite-width limit system uniformly over finite training horizons.
- Proves the loss J(tau) is monotonically decreasing with dJ/dtau = -alpha_tau Q_tau and that the NN-PDE solution converges weakly to the target h in L2 as training time tends to infinity.
- Shows that strong limit points of the trained NN-PDE solution are global minimizers of the loss.
Surprising findings
- The limit training problem is non-convex in the NN function even in the infinite-width limit, unlike standard infinite-width NN training.
Limitations
- Requires strong assumptions (e.g., bounded sigma, Lipschitz q, compactly supported output-weight initialization, Robbins-Monro plus alpha^{4/3} integrability learning rate).
- Results are asymptotic (N to infinity, tau to infinity) and do not give rates for finite width.
- Convergence is weak in L2 for the solution; strong convergence only for limit points.
Experimental setup
Builds on: neural tangent kernel adjoint method for PDE optimization physics-informed neural networks
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