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TENG: Time-Evolving Natural Gradient for Solving PDEs With Deep Neural Nets Toward Machine Precision

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arxiv 2404.10771 v2 pith:BXBPGBB4 submitted 2024-04-16 cs.LG cs.NAmath.NAphysics.comp-ph

classification cs.LGcs.NAmath.NAphysics.comp-ph
keywords equationgradientnaturalpdesprecisiontengaccuracymachine
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abstract

Partial differential equations (PDEs) are instrumental for modeling dynamical systems in science and engineering. The advent of neural networks has initiated a significant shift in tackling these complexities though challenges in accuracy persist, especially for initial value problems. In this paper, we introduce the $\textit{Time-Evolving Natural Gradient (TENG)}$, generalizing time-dependent variational principles and optimization-based time integration, leveraging natural gradient optimization to obtain high accuracy in neural-network-based PDE solutions. Our comprehensive development includes algorithms like TENG-Euler and its high-order variants, such as TENG-Heun, tailored for enhanced precision and efficiency. TENG's effectiveness is further validated through its performance, surpassing current leading methods and achieving $\textit{machine precision}$ in step-by-step optimizations across a spectrum of PDEs, including the heat equation, Allen-Cahn equation, and Burgers' equation.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Error analysis for learning the time-stepping operator of evolutionary PDEs

    math.NA 2025-09 conditional novelty 6.0 of 10

    For reaction-diffusion, forced parabolic, and viscous conservation law PDEs, neural networks can learn the numerical one-step time map with generalization error that is polynomial in mesh size, not exponential.

  2. BWLer: Barycentric Weight Layer Elucidates a Precision-Conditioning Tradeoff for PINNs

    cs.LG 2025-06 conditional novelty 6.0 of 10

    Adding a barycentric interpolation layer to PINNs lifts their precision ceiling, achieving up to 1e-13 relative error on smooth PDEs, while exposing a tradeoff between accuracy and loss conditioning.

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