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arXiv · 2602.10541

FastLSQ: Solving PDEs in One Shot via Fourier Features with Exact Analytical Derivatives

Antonin Sulc
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Abstract

We present FastLSQ, a framework for PDE solving and inverse problems built on trigonometric random Fourier features with exact analytical derivatives. Trigonometric features admit closed-form derivatives of any order in $\mathcal{O}(1)$, enabling graph-free operator assembly without autodiff. Linear PDEs: one least-squares call; nonlinear: Newton--Raphson reusing analytical assembly. On 17 PDEs (1--6D), FastLSQ achieves $10^{-7}$ in 0.07s (linear) and $10^{-8}$--$10^{-9}$ in $<$9s (nonlinear), orders of magnitude faster and more accurate than iterative PINNs. Analytical higher-order derivatives yield a differentiable digital twin; we demonstrate inverse problems (heat-source, coil recovery) and PDE discovery. Code: github.com/sulcantonin/FastLSQ and \texttt{pip install fastlsq}.

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Antonin Sulc. 2026-03-22. FastLSQ: Solving PDEs in One Shot via Fourier Features with Exact Analytical Derivatives. https://arxiv.org/abs/2602.10541

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