Gauss-Newton Natural Gradient Descent for Physics-Informed Computational Fluid Dynamics

Abstract: We propose Gauss-Newton's method in function space for the solution of the Navier-Stokes equations in the physics-informed neural network (PINN) framework. Upon discretization, this yields a natural gradient method that provably mimics the function space dynamics. Our computational results demonstrate close to single-precision accuracy measured in relative $L^2$ norm on a number of benchmark problems. To the best of our knowledge, this constitutes the first contribution in the PINN literature that solves the Navier-Stokes equations to this degree of accuracy. Finally, we show that given a suitable integral discretization, the proposed optimization algorithm agrees with Gauss-Newton's method in parameter space. This allows a matrix-free formulation enabling efficient scalability to large network sizes.