arXiv:2606.18175math.NAcs.LG2026-06

用凸优化替代梯度训练,高效求解非线性偏微分方程。

A Convex Quasilinearization Method for Solving Nonlinear PDEs with Physics-Informed Neural Networks

论文配图:A Convex Quasilinearization Method for Solving Nonlinear PDEs with Physics-Informed Neural Networks
图 1 · 摘自论文原文
  • 通过拟线性化将非线性问题转为一系列线性子问题,每步用QR分解直接求解。
  • 多数案例仅需个位数迭代,粗基下仍收敛,参数量少时精度接近机器精度。
  • 适合需要高精度、低参数量的物理信息神经网络求解场景。

我们提出一种求解非线性偏微分方程(PDEs)的数值方法,通过Bellman-Kalaba拟线性化将非线性问题转化为一系列线性子问题,每个子问题通过在参数线性可学习(LiL)试函数空间上采用配点法离散,并以单次直接线性最小二乘QR分解求解。该试函数空间包含随机特征极限学习机、谱多项式基和三角展开等,均以物理信息神经网络形式实现。该方法将标准PINNs中受限于非凸梯度训练的问题替换为每步凸优化求解。我们建立了外迭代在显式小量条件下具有局部Newton-Kantorovich收敛性,最终精度由试函数空间的最佳逼近残差决定,而非优化容差。该方法记为LiL-Q,已在七个基准测试上评估,涵盖标量非线性PDE(Bratu、黏性Burgers、Buckley-Leverett)、耦合系统(平面应变弹性、二维与三维不可压缩Navier-Stokes方程)及异质渗透率下的稳态Darcy流。在多数情况下,LiL-Q仅需个位数外迭代即可收敛,即使在最粗基底尺寸下也稳定,且与参数数量无关。当精确解位于试函数空间内时,单次求解即可恢复至机器精度。在Navier-Stokes基准上,其性能匹配或超越已有PINN求解器,同时参数量减少达两个数量级,且无需梯度优化。

原文摘要 · Abstract (English)

We present a numerical method for the forward solution of nonlinear partial differential equations (PDEs) in which Bellman-Kalaba quasilinearization reduces the nonlinear problem to a sequence of linear subproblems, each discretized by collocation onto a trial space that is linear in its parameters and solved by a single direct linear least-squares QR factorization. The trial space, which we term Linear-in-Learnables (LiL), comprises representations whose trainable parameters enter linearly, including random-feature extreme learning machines, spectral polynomial bases, and trigonometric expansions, each implemented as a physics-informed neural network. The method thus replaces the nonconvex gradient-based training that limits standard PINNs with a convex per-step solve. We establish local Newton-Kantorovich convergence of the outer iteration to a residual-limited neighborhood under an explicit smallness condition, with the limiting accuracy governed by the best-approximation residual of the trial space rather than by an optimization tolerance. The method, denoted LiL-Q, is assessed on seven benchmarks spanning scalar nonlinear PDEs (Bratu, viscous Burgers, Buckley-Leverett), coupled systems (plane-strain elasticity and the incompressible Navier-Stokes equations in two and three spatial dimensions), and steady-state Darcy flow with heterogeneous permeability. Across these problems, LiL-Q converges in single-digit outer iterations in most cases, even at the coarsest basis sizes and independent of the parameter count. When the exact solution lies in the span of the trial space, the method recovers it to machine precision in a single solve. On the Navier-Stokes benchmarks, it matches or exceeds published PINN solvers with up to two orders of magnitude fewer trainable parameters, without gradient-based optimization.

PDE求解物理信息网络凸优化神经网络

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。