Physics-informed neural networks (PINNs) and their variants have been very popular in recent years as algorithms for the numerical simulation of both forward and inverse problems for partial differential equations. This article aims to provide a comprehensive review of currently available results on the numerical analysis of PINNs and related models that constitute the backbone of physics-informed machine learning. We provide a unified framework in which analysis of the various components of the error incurred by PINNs in approximating PDEs can be effectively carried out. A detailed review of available results on approximation, generalization and training errors and their behavior with respect to the type of the PDE and the dimension of the underlying domain is presented. In particular, the role of the regularity of the solutions and their stability to perturbations in the error analysis is elucidated. Numerical results are also presented to illustrate the theory. We identify training errors as a key bottleneck which can adversely affect the overall performance of various models in physics-informed machine learning.

Although very successfully used in conventional machine learning, convolution based neural network architectures -- believed to be inconsistent in function space -- have been largely ignored in the context of learning solution operators of PDEs. Here, we present novel adaptations for convolutional neural networks to demonstrate that they are indeed able to process functions as inputs and outputs. The resulting architecture, termed as convolutional neural operators (CNOs), is designed specifically to preserve its underlying continuous nature, even when implemented in a discretized form on a computer. We prove a universality theorem to show that CNOs can approximate operators arising in PDEs to desired accuracy. CNOs are tested on a novel suite of benchmarks, encompassing a diverse set of PDEs with possibly multi-scale solutions and are observed to significantly outperform baselines, paving the way for an alternative framework for robust and accurate operator learning. Our code is publicly available at https://github.com/bogdanraonic3/ConvolutionalNeuralOperator

In this paper, we investigate the behavior of gradient descent algorithms in physics-informed machine learning methods like PINNs, which minimize residuals connected to partial differential equations (PDEs). Our key result is that the difficulty in training these models is closely related to the conditioning of a specific differential operator. This operator, in turn, is associated to the Hermitian square of the differential operator of the underlying PDE. If this operator is ill-conditioned, it results in slow or infeasible training. Therefore, preconditioning this operator is crucial. We employ both rigorous mathematical analysis and empirical evaluations to investigate various strategies, explaining how they better condition this critical operator, and consequently improve training.

We prove rigorous bounds on the errors resulting from the approximation of the incompressible Navier-Stokes equations with (extended) physics-informed neural networks. We show that the underlying PDE residual can be made arbitrarily small for tanh neural networks with two hidden layers. Moreover, the total error can be estimated in terms of the training error, network size and number of quadrature points. The theory is illustrated with numerical experiments.

Physics informed neural networks (PINNs) require regularity of solutions of the underlying PDE to guarantee accurate approximation. Consequently, they may fail at approximating discontinuous solutions of PDEs such as nonlinear hyperbolic equations. To ameliorate this, we propose a novel variant of PINNs, termed as weak PINNs (wPINNs) for accurate approximation of entropy solutions of scalar conservation laws. wPINNs are based on approximating the solution of a min-max optimization problem for a residual, defined in terms of Kruzkhov entropies, to determine parameters for the neural networks approximating the entropy solution as well as test functions. We prove rigorous bounds on the error incurred by wPINNs and illustrate their performance through numerical experiments to demonstrate that wPINNs can approximate entropy solutions accurately.

We derive rigorous bounds on the error resulting from the approximation of the solution of parametric hyperbolic scalar conservation laws with ReLU neural networks. We show that the approximation error can be made as small as desired with ReLU neural networks that overcome the curse of dimensionality. In addition, we provide an explicit upper bound on the generalization error in terms of the training error, number of training samples and the neural network size. The theoretical results are illustrated by numerical experiments.

Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the autocorrelation statistics of the signal and suffer from a high false alarm rate. To address these issues, we employ an autoencoder-based methodology with a novel loss function, through which the used autoencoders learn a partially time-invariant representation that is tailored for CPD. The result is a flexible method that allows the user to indicate whether change points should be sought in the time domain, frequency domain or both. Detectable change points include abrupt changes in the slope, mean, variance, autocorrelation function and frequency spectrum. We demonstrate that our proposed method is consistently highly competitive or superior to baseline methods on diverse simulated and real-life benchmark data sets. Finally, we mitigate the issue of false detection alarms through the use of a postprocessing procedure that combines a matched filter and a newly proposed change point score. We show that this combination drastically improves the performance of our method as well as all baseline methods.