A Spline-based Physics-Informed Numerical Scheme: Accurate Smooth Solutions for Differential Equations

TL;DR

This paper introduces SPINS, a spline-based numerical scheme that efficiently solves differential equations with high accuracy and automatic boundary condition satisfaction, improving over traditional PINNs.

Contribution

SPINS replaces neural networks with spline basis functions, achieving better interpretability, automatic boundary condition enforcement, and faster gradient-based optimization for solving ODEs.

Findings

SPINS provides smooth, accurate solutions for nonlinear second order ODEs.

SPINS automatically satisfies boundary conditions through spline architecture.

The method extends naturally to high order ODEs.

Abstract

The rise of Physics-Informed Neural Networks (PINNs) has popularized the concept of solving differential equations via residual minimization. However, neural networks are often viewed as ``black boxes" requiring significant computational overhead and stochastic optimization. Moreover, PINNs typically treat boundary conditions (BCs) as ``soft constraints" within the loss function and this makes the optimization process struggling to enforce the BCs properly. This paper introduces the \textbf{Spline-based Physics-Informed Numerical Scheme (SPINS)}, a numerical framework designed to solve both initial and boundary value problems of ordinary differential equations (ODEs). By replacing the neural network architecture of traditional PINNs with a structured spline basis, SPINS achieves high accuracy and interpretability with a minimal parameter set. In addition, the BCs are automatically satisfied from the choice of the splines architecture. Therefore, SPINS provides smooth numerical solutions for ODEs allowing analytical differentiation. Moreover, SPINS benefits from the automatic differentiation where computing the gradient of the physics-informed loss function is an easy task making the optimization process very fast using gradient-based optimizers such as the L-BFGS-B algorithm. We demonstrate the efficacy of SPINS on nonlinear second order ODEs with several choices of BCs using cubic and quintic interpolating splines and present its natural extension to high order ODEs.