Tackling the Curse of Dimensionality with Physics-Informed Neural Networks
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Abstract (arXiv)
The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs, as Richard E. Bellman first pointed out over 60 years ago. While there has been some recent success in solving numerically partial differential equations (PDEs) in high dimensions, such computations are prohibitively expensive, and true scaling of general nonlinear PDEs to high dimensions has never been achieved. We develop a new method of scaling up physics-informed neural networks (PINNs) to solve arbitrary high-dimensional PDEs. The new method, called Stochastic Dimension Gradient Descent (SDGD), decomposes a gradient of PDEs into pieces corresponding to different dimensions and randomly samples a subset of these dimensional pieces in each iteration of training PINNs. We prove theoretically the convergence and other desired properties of the proposed method. We demonstrate in various diverse tests that the proposed method can solve many notoriously hard high-dimensional PDEs, including the Hamilton-Jacobi-Bellman (HJB) and the Schr"odinger equations in tens of thousands of dimensions very fast on a single GPU using the PINNs mesh-free approach. Notably, we solve nonlinear PDEs with nontrivial, anisotropic, and inseparable solutions in 100,000 effective dimensions in 12 hours on a single GPU using SDGD with PINNs. Since SDGD is a general training methodology of PINNs, it can be applied to any current and future variants of PINNs to scale them up for arbitrary high-dimensional PDEs.
Key facts. Cited by 78 papers in the map (data through 7 Oct 2026). Builds on 41 of its 75 references that are in the map. First posted on arXiv 23 Jul 2023.
Builds on
41 of 75 references.
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Citing papers per year: 2023: 4; 2024: 27; 2025: 31; 2026: 16.
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- 2025Learning and discovering multiple solutions using physics-informed neural networks with random initialization and deep ensemble8 Mar 2025
- 2025Riemann Tensor Neural Networks: Learning Conservative Systems with Physics-Constrained Networks2 Mar 2025
- 2025Sharp-PINNs: staggered hard-constrained physics-informed neural networks for phase field modelling of corrosion17 Feb 2025
- 2025Complex Physics-Informed Neural Network7 Feb 2025
- 2025ProPINN: Demystifying Propagation Failures in Physics-Informed Neural Networks2 Feb 2025
- 2025An Imbalanced Learning-based Sampling Method for Physics-informed Neural Networks20 Jan 2025
- 2025ELM-DeepONets: Backpropagation-Free Training of Deep Operator Networks via Extreme Learning Machines16 Jan 2025
- 2024PIG: Physics-Informed Gaussians as Adaptive Parametric Mesh Representations8 Dec 2024
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- 2024From PINNs to PIKANs: Recent Advances in Physics-Informed Machine Learningcited by 73
- 2024Unveiling the optimization process of Physics Informed Neural Networks: How accurate and competitive can PINNs be?cited by 31
- 2023Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networkscited by 23
- 2024Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equationscited by 22
- 2024Stochastic Taylor Derivative Estimator: Efficient amortization for arbitrary differential operatorscited by 20
- 2023Bias-Variance Trade-off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEscited by 19
- 2024Physics-constrained polynomial chaos expansion for scientific machine learning and uncertainty quantificationcited by 17
- 2025A Practitioner's Guide to Kolmogorov-Arnold Networkscited by 16
- 2025Learning and discovering multiple solutions using physics-informed neural networks with random initialization and deep ensemblecited by 13
- 2024Residual-based Attention Physics-informed Neural Networks for Spatio-Temporal Ageing Assessment of Transformers Operated in Renewable Power Plantscited by 11
- 2024PIG: Physics-Informed Gaussians as Adaptive Parametric Mesh Representationscited by 11
- 2025Anant-Net: Breaking the Curse of Dimensionality with Scalable and Interpretable Neural Surrogate for High-Dimensional PDEscited by 11
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- 2026Hierarchical rank-evolving representation for physics-informed neural networks10 Aug 2026
- 2026Random Neural Network Expressivity for Non-Linear Partial Differential Equations24 May 2026
- 2026Hermite-NGP: Gradient-Augmented Hash Encoding for Learning PDEs23 May 2026
- 2026A numerical study into neural network surrogate model performance for uncertainty propagation15 May 2026
- 2026Universal Approximation of Nonlinear Operators and Their Derivatives14 May 2026
- 2026Unbiased and Second-Order-Free Training for High-Dimensional PDEs14 May 2026
- 2026Neural Quantum Spectral Operator Learning for Solving Partial Differential Equations12 May 2026
- 2026An adaptive wavelet-based PINN for problems with localized high-magnitude source30 Apr 2026
- 2026Stochastic-Dimension Frozen Sampled Neural Network for High-Dimensional Gross-Pitaevskii Equations on Unbounded Domains10 Apr 2026
- 2026Stochastic Dimension Zeroth-Order Estimator: Stable and Memory-Efficient Training of PINNs25 Mar 2026
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