An analysis and solution of ill-conditioning in physics-informed neural networks

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Hauptverfasser: Cao, Wenbo, Zhang, Weiwei
Format: Preprint
Veröffentlicht: 2024
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author Cao, Wenbo
Zhang, Weiwei
author_facet Cao, Wenbo
Zhang, Weiwei
contents Physics-informed neural networks (PINNs) have recently emerged as a novel and popular approach for solving forward and inverse problems involving partial differential equations (PDEs). However, achieving stable training and obtaining correct results remain a challenge in many cases, often attributed to the ill-conditioning of PINNs. Nonetheless, further analysis is still lacking, severely limiting the progress and applications of PINNs in complex engineering problems. Drawing inspiration from the ill-conditioning analysis in traditional numerical methods, we establish a connection between the ill-conditioning of PINNs and the ill-conditioning of the Jacobian matrix of the PDE system. Specifically, for any given PDE system, we construct its controlled system. This controlled system allows for adjustment of the condition number of the Jacobian matrix while retaining the same solution as the original system. Our numerical findings suggest that the ill-conditioning observed in PINNs predominantly stems from the Jacobian matrix. As the condition number of the Jacobian matrix decreases, PINNs exhibit faster convergence rates and higher accuracy. Building upon this understanding and the natural extension of controlled systems, we present a general approach to mitigate the ill-conditioning of PINNs, leading to successful simulations of the three-dimensional flow around the M6 wing at a Reynolds number of 5,000. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such complex systems, offering a promising new technique for addressing industrial complexity problems. Our findings also offer valuable insights guiding the future development of PINNs.
format Preprint
id arxiv_https___arxiv_org_abs_2405_01957
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle An analysis and solution of ill-conditioning in physics-informed neural networks
Cao, Wenbo
Zhang, Weiwei
Fluid Dynamics
Physics-informed neural networks (PINNs) have recently emerged as a novel and popular approach for solving forward and inverse problems involving partial differential equations (PDEs). However, achieving stable training and obtaining correct results remain a challenge in many cases, often attributed to the ill-conditioning of PINNs. Nonetheless, further analysis is still lacking, severely limiting the progress and applications of PINNs in complex engineering problems. Drawing inspiration from the ill-conditioning analysis in traditional numerical methods, we establish a connection between the ill-conditioning of PINNs and the ill-conditioning of the Jacobian matrix of the PDE system. Specifically, for any given PDE system, we construct its controlled system. This controlled system allows for adjustment of the condition number of the Jacobian matrix while retaining the same solution as the original system. Our numerical findings suggest that the ill-conditioning observed in PINNs predominantly stems from the Jacobian matrix. As the condition number of the Jacobian matrix decreases, PINNs exhibit faster convergence rates and higher accuracy. Building upon this understanding and the natural extension of controlled systems, we present a general approach to mitigate the ill-conditioning of PINNs, leading to successful simulations of the three-dimensional flow around the M6 wing at a Reynolds number of 5,000. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such complex systems, offering a promising new technique for addressing industrial complexity problems. Our findings also offer valuable insights guiding the future development of PINNs.
title An analysis and solution of ill-conditioning in physics-informed neural networks
topic Fluid Dynamics
url https://arxiv.org/abs/2405.01957