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Main Authors: Liu, Wenjie, Lang, Siyuan, Zhang, Zhiyue
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2605.10417
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author Liu, Wenjie
Lang, Siyuan
Zhang, Zhiyue
author_facet Liu, Wenjie
Lang, Siyuan
Zhang, Zhiyue
contents For Stefan problems, characterized by moving boundaries and discontinuous coefficients due to phase changes, the inherent nonconvexity of the objective functional frequently causes optimization difficulty in randomized neural network approximations; to address this, we propose a Perturbation-Correction Extreme Learning Machine (PCELM) framework, built upon the extreme learning machine framework. This method first establishes a basic approximation during an initialization step by minimizing the original nonconvex residual, typically achieving only moderate accuracy, and then, in a subsequent correction step, determines a correction term by solving a subproblem based on a perturbation expansion around this basic approximation, thereby transforming it into a convex optimization problem for the output coefficients that ensures rapid convergence. We further provide a rigorous a convexity analysis, demonstrating that PCELM method solves a convex sub-problem. Numerical experiments on various Stefan problems, including multi-phase and multi-dimensional Stefan problems, confirm that the proposed PCELM method successfully overcomes optimization plateaus, with the correction step consistently delivering a significant improvement of 2-6 orders of magnitude in the relative L2 accuracy.
format Preprint
id arxiv_https___arxiv_org_abs_2605_10417
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle PCELM: Perturbation-Correction Extreme Learning Machine for the Stefan problem
Liu, Wenjie
Lang, Siyuan
Zhang, Zhiyue
Numerical Analysis
For Stefan problems, characterized by moving boundaries and discontinuous coefficients due to phase changes, the inherent nonconvexity of the objective functional frequently causes optimization difficulty in randomized neural network approximations; to address this, we propose a Perturbation-Correction Extreme Learning Machine (PCELM) framework, built upon the extreme learning machine framework. This method first establishes a basic approximation during an initialization step by minimizing the original nonconvex residual, typically achieving only moderate accuracy, and then, in a subsequent correction step, determines a correction term by solving a subproblem based on a perturbation expansion around this basic approximation, thereby transforming it into a convex optimization problem for the output coefficients that ensures rapid convergence. We further provide a rigorous a convexity analysis, demonstrating that PCELM method solves a convex sub-problem. Numerical experiments on various Stefan problems, including multi-phase and multi-dimensional Stefan problems, confirm that the proposed PCELM method successfully overcomes optimization plateaus, with the correction step consistently delivering a significant improvement of 2-6 orders of magnitude in the relative L2 accuracy.
title PCELM: Perturbation-Correction Extreme Learning Machine for the Stefan problem
topic Numerical Analysis
url https://arxiv.org/abs/2605.10417