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Dual Cone Gradient Descent for Training Physics-Informed Neural Networks

Neural Information Processing Systems

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their remarkable empirical performance in various scientific computing tasks, PINNs often fail to generate reasonable solutions, and such pathological behaviors remain difficult to explain and resolve. In this paper, we identify that PINNs can be adversely trained when gradients of each loss function exhibit a significant imbalance in their magnitudes and present a negative inner product value. To address these issues, we propose a novel optimization framework, (DCGD), which adjusts the direction of the updated gradient to ensure it falls within a dual cone region. This region is defined as a set of vectors where the inner products with both the gradients of the PDE residual loss and the boundary loss are non-negative. Theoretically, we analyze the convergence properties of DCGD algorithms in a non-convex setting. On a variety of benchmark equations, we demonstrate that DCGD outperforms other optimization algorithms in terms of various evaluation metrics. In particular, DCGD achieves superior predictive accuracy and enhances the stability of training for failure modes of PINNs and complex PDEs, compared to existing optimally tuned models. Moreover, DCGD can be further improved by combining it with popular strategies for PINNs, including learning rate annealing and the Neural Tangent Kernel (NTK).


Dual Cone Gradient Descent for Training Physics-Informed Neural Networks

Neural Information Processing Systems

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their remarkable empirical performance in various scientific computing tasks, PINNs often fail to generate reasonable solutions, and such pathological behaviors remain difficult to explain and resolve. In this paper, we identify that PINNs can be adversely trained when gradients of each loss function exhibit a significant imbalance in their magnitudes and present a negative inner product value. To address these issues, we propose a novel optimization framework, Dual Cone Gradient Descent (DCGD), which adjusts the direction of the updated gradient to ensure it falls within a dual cone region. This region is defined as a set of vectors where the inner products with both the gradients of the PDE residual loss and the boundary loss are non-negative.


Dual-Balancing for Physics-Informed Neural Networks

Zhou, Chenhong, Chen, Jie, Yang, Zaifeng, Png, Ching Eng

arXiv.org Artificial Intelligence

Physics-informed neural networks (PINNs) have emerged as a new learning paradigm for solving partial differential equations (PDEs) by enforcing the constraints of physical equations, boundary conditions (BCs), and initial conditions (ICs) into the loss function. Despite their successes, vanilla PINNs still suffer from poor accuracy and slow convergence due to the intractable multi-objective optimization issue. In this paper, we propose a novel Dual-Balanced PINN (DB-PINN), which dynamically adjusts loss weights by integrating inter-balancing and intra-balancing to alleviate two imbalance issues in PINNs. Inter-balancing aims to mitigate the gradient imbalance between PDE residual loss and condition-fitting losses by determining an aggregated weight that offsets their gradient distribution discrepancies. Intra-balancing acts on condition-fitting losses to tackle the imbalance in fitting difficulty across diverse conditions. By evaluating the fitting difficulty based on the loss records, intra-balancing can allocate the aggregated weight proportionally to each condition loss according to its fitting difficulty level. We further introduce a robust weight update strategy to prevent abrupt spikes and arithmetic overflow in instantaneous weight values caused by large loss variances, enabling smooth weight updating and stable training. Extensive experiments demonstrate that DB-PINN achieves significantly superior performance than those popular gradient-based weighting methods in terms of convergence speed and prediction accuracy. Our code and supplementary material are available at https://github.com/chenhong-zhou/


Dual Cone Gradient Descent for Training Physics-Informed Neural Networks

Hwang, Youngsik, Lim, Dong-Young

arXiv.org Machine Learning

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their remarkable empirical performance in various scientific computing tasks, PINNs often fail to generate reasonable solutions, and such pathological behaviors remain difficult to explain and resolve. In this paper, we identify that PINNs can be adversely trained when gradients of each loss function exhibit a significant imbalance in their magnitudes and present a negative inner product value. To address these issues, we propose a novel optimization framework, Dual Cone Gradient Descent (DCGD), which adjusts the direction of the updated gradient to ensure it falls within a dual cone region. This region is defined as a set of vectors where the inner products with both the gradients of the PDE residual loss and the boundary loss are non-negative. Theoretically, we analyze the convergence properties of DCGD algorithms in a non-convex setting. On a variety of benchmark equations, we demonstrate that DCGD outperforms other optimization algorithms in terms of various evaluation metrics. In particular, DCGD achieves superior predictive accuracy and enhances the stability of training for failure modes of PINNs and complex PDEs, compared to existing optimally tuned models. Moreover, DCGD can be further improved by combining it with popular strategies for PINNs, including learning rate annealing and the Neural Tangent Kernel (NTK).


Learning differentiable solvers for systems with hard constraints

Négiar, Geoffrey, Mahoney, Michael W., Krishnapriyan, Aditi S.

arXiv.org Artificial Intelligence

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable PDEconstrained layer that can be incorporated into any NN architecture. Our method leverages differentiable optimization and the implicit function theorem to effectively enforce physical constraints. Inspired by dictionary learning, our model learns a family of functions, each of which defines a mapping from PDE parameters to PDE solutions. At inference time, the model finds an optimal linear combination of the functions in the learned family by solving a PDE-constrained optimization problem. Our method provides continuous solutions over the domain of interest that accurately satisfy desired physical constraints. Our results show that incorporating hard constraints directly into the NN architecture achieves much lower test error when compared to training on an unconstrained objective. Methods based on neural networks (NNs) have shown promise in recent years for physics-based problems (Raissi et al., 2019; Li et al., 2020; Lu et al., 2021a; Li et al., 2021). Current NN methods use two main training approaches to solve Equation 1. The first approach is strictly supervised learning, and the NN is trained on PDE solution data using a regression loss (Lu et al., 2021a; Li et al., 2020). In this case, the feasibility problem only appears through the data; it does not appear explicitly in the training algorithm. The second approach (Raissi et al., 2019) aims to solve the feasibility problem in Equation 1 by considering the relaxation, min E This second approach does not require access to any PDE solution data. These two approaches have also been combined by having both a data fitting loss and the PDE residual loss (Li et al., 2021).