arXiv Machine Learning By Maciej J. Mikulski, Tadeusz Uhl

Derivative Computation in PINNs: Automatic Differentiation, Finite Differences and Beyond

Read the original on arXiv Machine Learning →

arXiv:2608. 11020v1 Announce Type: new Abstract: We systematically investigate finite-difference (FD) derivative computation in Physics-Informed Neural Networks (PINNs) as an alternative to automatic differentiation (AD).

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Derivative Computation in PINNs: Automatic Differentiation, Finite Differences and Beyond

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.

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Automatic Differentiation from Scratch: How PyTorch Computes Gradients in Physics-Informed Neural Networks

arXiv:2607. 13042v1 Announce Type: new Abstract: This paper traces, with explicit numerical values, how PyTorch's automatic differentiation (AD) engine computes gradients for Physics-Informed Neural Network (PINN) training -- a setting that requires two levels of differentiation: computing the physics derivative $\hat{y}'(t)=d\hat{y}/dt$ through the network, and computing parameter gradients $\nabla_\theta L$ of a loss that itself depends on $\hat{y}'(t)$.

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