A Computational Comparison of Fourier Spectral Differentiation and Spatial Automatic Differentiation in Periodic Physics-Informed Neural Networks
Xilai Liang, Zhao Zhang
Abstract
Physics-informed neural networks (PINNs) commonly evaluate the spatial derivatives appearing in partial differential equation residuals using automatic differentiation (AD), whose computational and memory costs can become substantial when multiple or high-order derivatives are required. We perform a controlled comparison of spatial AD and Fourier spectral differentiation in periodic physical-space PINNs. Within each paired experiment, the neural representation, temporal differentiation, optimizer, sampling procedure, and training schedule are held fixed, so that the two cases differ only in the spatial differentiation procedure. For the Fourier variant, network outputs are evaluated on a uniform periodic grid and transformed to Fourier space, where spatial derivatives are obtained through spectral multiplication and the same Fourier coefficients are reused across derivative orders. We compare the two procedures in standard PINNs for the Allen--Cahn and Korteweg--de Vries equations and in Causal PINNs for the Allen--Cahn, Korteweg--de Vries, and Kuramoto--Sivashinsky equations. Across these five equation--framework settings, Fourier differentiation yields mean paired end-to-end training speedups ranging from $2.90\times$ to $18.52\times$ and reduces peak allocated graphics processing unit (GPU) memory by $68.7\%$--$94.1\%$. The final relative $L_2$ errors remain of the same order, with neither differentiation procedure showing a consistent accuracy advantage. For the one-dimensional periodic benchmarks considered here, Fourier spectral differentiation therefore provides substantially lower training time and memory usage than spatial AD while retaining comparable solution error, at the cost of requiring a uniform structured spatial grid.