Universal Approximation of Nonlinear Operators and Their Derivatives

Abstract: Derivative-Informed Operator Learning (DIOL), i.e. learning a (nonlinear) operator and its derivatives, is an open research frontier at the foundations of the influential field of Operator Learning (OL). In particular, Universal Approximation Theorems (UATs) of nonlinear operators and their derivatives are foundational open questions and delicate problems in nonlinear functional analysis. In this manuscript, we prove the first UATs of non-linear $k$-times differentiable operators between Banach spaces and their derivatives, uniformly on compact sets and in weighted Sobolev norms for general finite input measures, via OL architectures. Our results are the first complete generalizations of the corresponding influential classical results in [Hornik, 1991] to infinite-dimensional settings and OL. We discuss several open areas where DIOL and our UATs find applications: high-order accuracy in OL, fast constrained optimization in Banach spaces (e.g. optimal control of PDEs, inverse problems) and numerical methods for infinite-dimensional PDEs (e.g. HJB PDEs on Banach spaces from optimal control of PDEs, SPDEs, path-dependent systems, partially observed systems, mean-field control). We parameterize nonlinear operators via Encoder-Decoder Architectures, renowned classes in OL due to their generality, including classical architectures, such as DeepONets, Deep-H-ONets, PCA-Nets. Our results are based on four key features that allow us to prove UATs in full generality: (i) Approximation Properties of Banach spaces. (ii) $k$-times continuous differentiability in the sense of Bastiani (weaker than $k$-times continuous Fréchet differentiability). (iii) Natural compact-open topologies for UA; indeed, we show that UA in standard compact-open topologies induced by operator norms is violated even for Fréchet derivatives. (iv) Construction of novel weighted Sobolev spaces for the UA.