We systematically investigate finite-difference (FD) derivative computation in Physics-Informed Neural Networks (PINNs) as an alternative to automatic differentiation (AD). On three benchmark PDEs we show that, with a properly calibrated step size, FD matches AD in accuracy on every problem while running faster across the full tested batch-size range and using substantially less GPU memory, and that a stochastic variant we propose outperforms AD on a stationary problem.
The paper introduces the Physics-Informed Stochastic Configuration Machine (PI‑SCM), a backpropagation‑free neural network designed for solving nonlinear differential equations. By analytically evaluating local Jacobians, PI‑SCM linearizes the physical loss, enabling optimal weight determination through generalized linear least squares and avoiding iterative nonlinear optimization. The authors present a progressive algorithmic suite—PI‑SC‑I, PI‑SC‑II, and PI‑SC‑III—prove their universal approximation properties, and show through experiments that PI‑SCM achieves high‑fidelity predictions and parameter identification while accelerating training by orders of magnitude compared to standard PINNs.
By Yuehao Song (School of Automation, Central South University, Changsha, China), Zhong Chen (School of Automation, Central South University, Changsha, China), Lihui Cen (School of Automation, Central South University, Changsha, China), Liang Wu (Johns Hopkins University, Baltimore, USA), Kai Zhang (State Key Laboratory of Simulation and Regulation of Water Cycle in River Basin, China Institute of Water Resources and Hydropower Research, Beijing, China)