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Physics Informed Random Feature Neural Networks for Solving PDEs

Chi-An Chen, Chunyang Liao, Ming Zhong

arXiv:2609.16406v1math.NAcs.LGcs.NA

TL;DR

PDE solvers using random features face a design challenge when spatial and temporal variables have different characteristic scales. The paper introduces physics-informed random feature networks with RKHS-based approximation analysis and flexible feature design; experiments report improved accuracy with suitable distributions and lower errors than tested PINN and ELM configurations.

  • Problem

    A single random-feature distribution for concatenated space-time inputs treats variables identically, although their physical nature and characteristic scales may differ.

    Source: §3.1 · p. 10
  • Method

    PIRFNs retain a physics-informed loss while replacing trainable hidden layers with kernel-induced random features, optimizing output coefficients and allowing separate spatial and temporal feature distributions.

    Source: §1 · p. 2, §3.1 · p. 10
  • Results

    The method achieved lower errors than tested PINN, self-adaptive PINN, and ELM configurations on Helmholtz, linear transport, and wave benchmarks, while nonlinear Poisson studies showed error decay consistent with theory.

    Source: §5 · p. 21
  • Takeaways & Limitations

    Appropriately designed random feature distributions can improve approximation accuracy on representative PDEs, and kernel design plays a central role in solver performance.

    Source: §1 · p. 2

    The approximation analysis does not yet account for finite collocation sampling, optimization error, or PDE stability, and kernel and sampling choices currently depend on the problem.

    Source: §5 · pp. 21–22

Abstract

from arXiv · show

Machine learning-based partial differential equations (PDEs) solvers have attracted significant attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and kernel method (such as physics-informed Gaussian Processes). We introduce a physics-informed random feature method for countering part of the spectral bias which PINN-based solvers are facing for a certain class of PDEs. Random feature method was originally proposed to approximate large-scale kernel machines and can be viewed as a specialized randomized neural network. Compared to other state-of-the-art PINN-based solvers which require a large number of collocation points, our proposed method reduces the computational complexity. In this paper, we develop a rigorous approximation error analysis and derive high-probability error bounds on the $H^1$ norm. We provide extensive numerical tests for verifying our theoretical guarantees on error decay rates, as well as several comparison tests to showcase our claimed capability for combating spectral bias in these deep learning based methods.

1. Introduction.

The introduction presents physics-informed random feature networks as a PDE solver that combines kernel-derived features with a PINN-style workflow. It motivates this design through the scalability of random features and highlights theoretical analysis, flexible space-time feature design, and benchmark comparisons.

1.1. Related Work.

  • Random features approximate kernels with finite-dimensional maps and fixed hidden weights, avoiding dense kernel-matrix scaling while making randomized neural-network theory a motivation for this work.The related-work discussion says randomized neural networks offer simple implementation and efficient training, while their theoretical guarantees remain largely unexplored.Source: §1 · p. 2, §1.1 · p. 3

1. Introduction.

  • PIRFNs replace trainable PINN hidden layers with kernel-induced random features and optimize only output coefficients, simplifying optimization while retaining RKHS-based approximation guarantees.The training redesign uses PINN-style automatic differentiation with Adam and L-BFGS, extending approximation analysis to the Sobolev H1 norm.Source: §1 · p. 2
  • Appropriately designed random feature distributions improve approximation accuracy on representative PDEs, including Helmholtz, high-wave-speed linear advection, and wave equations.The paper identifies kernel design as central to performance and notes that automatic kernel selection remains future work.Source: §1 · p. 2
  • Product random features let spatial and temporal variables use different kernels and sampling distributions, accommodating their distinct characteristic scales in time-dependent PDEs.The construction is motivated by product kernels.Source: §1 · p. 2
  • The paper reports convergence studies and comparisons with PINNs, self-adaptive PINNs, and Extreme Learning Machines across representative PDE benchmarks.The introduction describes these studies as demonstrating the framework's effectiveness across different kinds of PDEs.Source: §1 · p. 3

1.2. Notation.

  • The notation section defines real and complex numbers, vector and matrix conventions, L2 norms, and Sobolev spaces, including Hs(X) as W s,2(X).It also names Hs_mix(X) for the Sobolev space of dominating mixed smoothness.Source: §1.1 · p. 3, §1.2 · pp. 3–4

2. Background.

The background introduces RKHS and kernel methods, then explains random features as a finite randomized representation and PINNs as neural networks trained against PDE, initial, and boundary conditions.

2.1. Reproducing Kernel Hilbert Space and Kernel Method.

  • An RKHS makes point evaluation a bounded linear functional, and its reproducing kernel represents evaluations through inner products in the function space.The canonical feature map identifies the kernel value with an inner product of feature vectors.Source: §2.1 · p. 4
  • Kernel methods model nonlinear relationships through linear operations in feature spaces, but large kernel matrices require O(m^3) training time and O(m^2) storage.Random features approximate the kernel matrix with a low-rank representation to reduce these costs.Source: §2.1 · p. 5, §2.2 · p. 6

2.2. Random Feature.

  • Random Fourier features approximate translation-invariant kernels by sampling from their spectral distribution and forming a finite-dimensional feature map.The construction follows by applying Monte Carlo sampling to the kernel’s integral representation.Source: §2.2 · pp. 6–7
  • Random feature networks fix randomly sampled hidden-layer weights and biases while learning only output coefficients, reducing trainable parameters and yielding a convex optimization problem.The paper describes this optimization as often reducible to linear regression.Source: §2.2 · p. 8

2.3. Physics-Informed Neural Networks (PINNs).

  • PINNs approximate PDE solutions with neural networks trained using losses for the PDE residual and initial and boundary conditions at collocation points.The collocation points are randomly sampled in the respective PDE, initial-condition, and boundary-condition domains.Source: §2.2 · p. 8, §2.3 · pp. 8–9

3. Main Results.

The paper formulates PDE solving with random-feature networks and develops product features for separating variables. It presents universal-approximation and high-probability H1 approximation results under stated assumptions.

3.1. Physics-informed Random Feature Network.

  • The PDE solution is modeled as a finite random-feature sum, with the paper assuming a pointwise well-defined PDE and a unique strong solution.For linear PDEs, the constraints reduce to a constrained min-norm problem with solution c = A†y; nonlinear PDE and boundary conditions enter as soft constraints.Source: §3.1 · p. 9
  • Product random features separately sample spatial and temporal components, allowing different feature counts and distributions when variables have distinct scales.The construction is motivated by product kernels and can also assign different features to spatial directions with different scales.Source: §3.1 · p. 10

3.2. Universal Approximation.

  • The universal-approximation result gives high-probability random-feature approximation for functions in the stated class, with uniform approximation when the feature has a Lipschitz form.The theorem states the approximation for every function in the specified compact family; the supplied passage does not include its quantitative bound.Source: §3.2 · p. 11

3.3. Approximation Error.

  • The approximation analysis extends random-feature error bounds to H1 for functions in F(ρ) ∩ eF(ρ), assuming bounded features and a high-probability event.The derivation combines an L2 error bound with a bound on the gradient error.Source: §3.3 · pp. 12, 14
  • For Gaussian random weights, the paper derives an explicit BN(δ) tail bound because Gaussian features are used in its numerical experiments.The general theorem’s good event and BN(δ) depend on the random-feature choice.Source: §3.3 · p. 14

4. Numerical Experiments.

The experiments test error decay and compare PIRFN with other feature and neural-network methods across several PDEs. Results include consistency with theoretical decay rates and lower reported errors in the tested oscillatory and multiscale settings.

4.1. Measure of Accuracy.

  • The experiments compare methods using relative L2 and L∞ errors estimated on withheld test points; decay-rate tests also use L2 and H1 errors.The norms are estimated by Monte Carlo evaluation.Source: §4.1 · p. 15

4.2. Training Strategy.

  • PIRFN coefficients use Adam followed by L-BFGS, while comparison networks use the same two-stage procedure and a comparable feature count.Results average 10 trials with different randomly sampled training points and fixed test points.Source: §4.2 · pp. 15–16

4.3. Error Decay Rate.

  • Across dimensions d = 2, 4, and 8, estimated L2 and H1 error decay rates are consistent with those established in Theorems 3.3 and 3.4.Figure 1 plots both errors against the number of features.Source: §4.3 · p. 16, Figure 1 · p. 17

4.4. Linear Advection-Diffusion Equation.

  • On the advection-diffusion equation, product random features achieve substantially lower RMSE and L∞ errors than uniform random features.The authors attribute the difference to accommodating distinct spatial and temporal scales through different sampling distributions.Source: Table 1 · p. 17, §4.4 · p. 17

4.5. Helmholtz Equation.

  • PIRFN achieves substantially lower relative L2 and L∞ errors than the comparison methods on the 2D Helmholtz equation.The reported results are averaged over 10 independent trials, and the approximation captures the oscillatory solution.Source: §4.5 · p. 18, Figure 2 · p. 18, Table 3 · p. 19

4.6. Linear Transport.

  • For the linear transport test at c = 12, the random-feature method captures wave propagation and achieves lower errors than PINN and its variant.The authors describe this as a challenging regime for learning methods.Source: Table 5 · p. 19, §4.6 · p. 19, Figure 3 · p. 20

4.7. Wave Equation.

  • PIRFN’s relative L2 error is on the order of 10^-2 versus 10^-1 for other methods, and it has the smallest L∞ error; Figure 4 shows accurate space-time evolution.The wave-equation test includes multiple spatial and temporal frequencies.Source: §4.7 · pp. 20–21, Table 7 · p. 21, Figure 4 · p. 21

5. Conclusions.

PIRFN achieved lower errors than the tested PINN, self-adaptive PINN, and ELM configurations on three benchmarks, while product features improved advection–diffusion accuracy at a fixed feature count. The authors identify unresolved accuracy-analysis and feature-selection questions for future work.

  • On Helmholtz, linear transport, and wave benchmarks, PIRFN achieved lower errors than tested PINN, self-adaptive PINN, and ELM configurations.Source: §5 · p. 21
  • For advection–diffusion at the same total feature count, product representation improved accuracy over uniform random features.Source: §5 · p. 21
  • Nonlinear Poisson tests in dimensions 2, 4, and 8 showed error decay consistent with theoretical estimates.Source: §5 · p. 21
  • The findings highlight matching random-feature distributions to solution scales and support further study of oscillatory and multiscale PDEs.Source: §5 · p. 21
  • A fuller accuracy analysis would account for finite collocation sampling, optimization error, and PDE stability; kernel and sampling choices remain problem-dependent.Source: §5 · pp. 21–22

Appendix A. Some Useful Concentration Inequalities.

Appendix A presents a Hilbert-space Bernstein inequality and a bounded-random-variable specialization, including parameter choices for the stated moment condition.

  • Theorem A.1 states a vector-valued Bernstein inequality for random variables in a separable Hilbert space, with positive parameters b and σ.Source: Appendix A · p. 22
  • The appendix also presents a frequently used bounded-random-variable setting for Bernstein’s inequality.Source: Appendix A · p. 22
  • Under the stated moment condition, Lemma A.2 gives b = 2c and σ = v, while zero mean permits b = c.Source: Appendix A · p. 22
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