We investigate the iterative methods proposed by Maz'ya and Kozlov (see [3], [4]) for solving ill-posed reconstruction problems modeled by PDE's. We consider linear time dependent problems of elliptic, hyperbolic and parabolic types. Each iteration of the analyzed methods consists on the solution of a well posed boundary (or initial) value problem. The iterations are described as powers of affine operators, as in [4]. We give alternative convergence proofs for the algorithms, using spectral theory and some functional analytical results (see [5], [6]).
We investigate the iterative methods proposed by Maz'ya and Kozlov (see [KM1], [KM2]) for solving ill-posed inverse problems modeled by partial differential equations. We consider linear evolutionary problems of elliptic, hyperbolic and parabolic types. Each iteration of the analyzed methods consists in the solution of a well posed problem (boundary value problem or initial value problem respectively). The iterations are described as powers of affine operators, as in [KM2]. We give alternative convergence proofs for the algorithms by using spectral theory and the fact that the linear parts of …
In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this approach is the use of the asymptotic-expansion theory, which allows us to determine the conditions for the existence and uniqueness of a solution to a given PDE with a sharp transition layer. As a by-product, we derive a simpler link equation between the source function and first-order asymptotic approximation of the measurable quantities, and based on that equat…
Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for both Newton solution of deterministic inverse problems, as well as Markov chain Monte Carlo sampling of posteriors in the Bayesian setting. These methods require the ability to repeatedly perform such operations on the Hessian as multiplication with arbitrary vectors, solving linear systems, inversion, and (inverse) square root. Unfortunately, the Hessian is a (formally) dense, implicitly-defined operator that is int…
The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these large-scale inverse problems into smaller, simpler sub-problems, for which computationally efficient solvers are available. In particular, we apply large-scale second-order optimization methods to solve the fully-decoupled Tikhonov regularized inverse problems stemming from each PDE forward model. We use fast proximal methods to handle the nonsmooth regularization ter…
This paper concerns the use of asymptotic expansions for the efficient solving of forward and inverse problems involving a nonlinear singularly perturbed time-dependent reaction--diffusion--advection equation. By using an asymptotic expansion with the local coordinates in the transition-layer region, we prove the existence and uniqueness of a smooth solution with a sharp transition layer for a three-dimensional partial differential equation. Moreover, with the help of asymptotic expansion, a simplified model is derived for the corresponding inverse source problem, which is close to the origina…
Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff…
We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by PDEs with infinite-dimensional parameters. In previous works, HDSA has been used to assess the sensitivity of the solution of deterministic inverse problems to additional model uncertainties and also different types of measurement data. In the present work, we extend HDSA to the class of Bayesian inverse problems governed by PDEs. The focus is on assessing the sensitivity of certain key quantities derived from the posterior distribution. Specifically, we focus on analyzing the sensitiv…
Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high dimensionality of the parameters and computational complexity of the PDE solves make such problems challenging. A common approach is to reduce the dimension by fixing some parameters (which we will call auxiliary parameters) to a best estimate and use techniques from PDE-constrained optimization to estimate the other parameters. In this article, hyper-differ…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem w…
BiLO: Bilevel Local Operator Learning for PDE Inverse Problems
Department of Mathematics, University of California, Irvine（加州大学伊文斯分校数学系）；Department of Computer Science, University of California, Irvine（加州大学伊文斯分校计算机科学系）；Department of Biomedical Engineering, University of California, Irvine（加州大学伊文斯分校生物医学工程系）
Kolmogorov Arnold Informed neural network: A physics-informed deep learning framework for solving forward and inverse problems based on Kolmogorov Arnold Networks
Tsinghua University（清华大学）；Bauhaus-Universität Weimar（魏玛包豪斯大学）；CNPC Engineering Technology RD Company Limited（中国石油集团工程技术研究院有限公司）；Queensland University of Technology（昆士兰科技大学）；Leibniz University Hannover（汉诺威莱布尼茨大学）
We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the model that exist in addition to the parameters in the inverse problem, and that cannot be reduced through observations. Specifically, given a statistical distribution for the model uncertainties, we compute the optimal design that minimizes the expected value of the posterior covariance trace. The expected value is discretized using Monte Carlo leading to an o…
University of California, Santa Barbara（加州大学圣巴巴拉分校）；Instituto de Astronomía, UNAM（墨西哥国立自治大学天文研究所）
We propose a novel composite framework to find unknown fields in the context of inverse problems for partial differential equations (PDEs). We blend the high expressibility of deep neural networks as universal function estimators with the accuracy and reliability of existing numerical algorithms for partial differential equations as custom layers in semantic autoencoders. Our design brings together techniques of computational mathematics, machine learning and pattern recognition under one umbrella to incorporate domain-specific knowledge and physical constraints to discover the underlying hidd…
In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the solution space of the parabolic partial differential equations (PDEs) in the forward problem with a given class of source functions and construct a small number of proper orthogonal decomposition (POD) basis functions to achieve significant dimension reduction. Equipped with the POD basis functions, we can solve the forward problem extremely fast in the onl…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse problems whilst accounting, in a statistically principled way, for the impact of discretisation error due to numerical solution of the PDE. In particular, the approach confers robustness to failure of the numerical PDE solver, with statistical inferences driven to be more conservative in the presence of substantial discretisation error. Going further, the p…
In this paper, by employing the asymptotic expansion method, we prove the existence and uniqueness of a smoothing solution for a time-dependent nonlinear singularly perturbed partial differential equation (PDE) with a small-scale parameter. As a by-product, we obtain an approximate smooth solution, constructed from a sequence of reduced stationary PDEs with vanished high-order derivative terms. We prove that the accuracy of the constructed approximate solution can be in any order of this small-scale parameter in the whole domain, except a negligible transition layer. Furthermore, based on a si…
A quantum-assisted framework for PDE-based Bayesian inverse problems
Beijing International Center for Mathematical Research, Peking University（北京大学数学科学学院）；School of Artificial Intelligence & Hubei Center for Applied Mathematics & Hubei Key Laboratory of Computational Science, Wuhan University（武汉大学人工智能学院）；Wuhan Institute of Quantum Technology（武汉量子技术研究院）；School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems, Ministry of Education, Beijing Normal University（北京师范大学数学科学学院）
Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally challenging because one would then need to solve the forward problem at every sample point. In this paper, the use of the discrete empirical interpolation method (DEIM) is considered for the forward solves within an MCMC routine. A preconditioning strategy for the DEIM model is also proposed to accelerate the forward solves. The preconditioned DEIM model is appli…
Latent Neural Operator for Solving Forward and Inverse PDE Problems
Institute of Automation, Chinese Academy of Sciences（中国科学院自动化研究所）；School of Artificial Intelligence, University of Chinese Academy of Sciences（中国科学院大学人工智能学院）
We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the unknown state. Hence, it is not possible to construct input-output data pairs to perform a supervised training process. Proposing an all-at-once approach, we bypass the need for training data and recover all the unknowns simultaneously. In the general case, the approximation via a neural network can be realized as a discretization scheme, and the training with n…
We consider PDE eigenvalue problems as they occur in two-dimensional photonic crystal modeling. If the permittivity of the material is frequency-dependent, then the eigenvalue problem becomes nonlinear. In the lossless case, linearization techniques allow an equivalent reformulation as an extended but linear and Hermitian eigenvalue problem, which satisfies a Garding inequality. For this, known iterative schemes for the matrix case such as the inverse power or the Arnoldi method are extended to the infinite-dimensional case. We prove convergence of the inverse power method on operator level an…
For an overdetermined system $\mathsf{A}\mathsf{x} \approx \mathsf{b}$ with $\mathsf{A}$ and $\mathsf{b}$ given, the least-square (LS) formulation $\min_x \, \|\mathsf{A}\mathsf{x}-\mathsf{b}\|_2$ is often used to find an acceptable solution $\mathsf{x}$. The cost of solving this problem depends on the dimensions of $\mathsf{A}$, which are large in many practical instances. This cost can be reduced by the use of random sketching, in which we choose a matrix $\mathsf{S}$ with fewer rows than $\mathsf{A}$ and $\mathsf{b}$, and solve the sketched LS problem $\min_x \, \|\mathsf{S}(\mathsf{A} \mat…
Learning-guided Kansa collocation for forward and inverse PDEs beyond linearity
Department of Computer Science and Technology（计算机科学与技术系）；Department of Applied Mathematics and Theoretical Physics（应用数学与理论物理系）；University of Cambridge（剑桥大学）
Several novel imaging and non-destructive testing technologies are based on reconstructing the spatially dependent coefficient in an elliptic partial differential equation from measurements of its solution(s). In practical applications, the unknown coefficient is often assumed to be piecewise constant on a given pixel partition (corresponding to the desired resolution), and only finitely many measurements can be made. This leads to the problem of inverting a finite-dimensional non-linear forward operator $\mathcal F:\ \mathcal D(\mathcal F)\subseteq \mathbb R^n\to \mathbb R^m$, where evaluatin…
Mathematical modeling and simulation of complex physical systems based on partial differential equations (PDEs) have been widely used in engineering and industrial applications. To enable reliable predictions, it is crucial yet challenging to calibrate the model by inferring unknown parameters/fields (e.g., boundary conditions, mechanical properties, and operating parameters) from sparse and noisy measurements, which is known as a PDE-constrained inverse problem. In this work, we develop a novel bi-fidelity (BF) ensemble Kalman inversion method to tackle this challenge, leveraging the accuracy…
Fredholm Neural Networks for inverse problems in elliptic PDEs
Division of Applied Mathematics, Brown University（布朗大学应用数学系）；Department of Statistics and Stochastic Modelling and Applications Laboratory, Athens University of Economics and Business（雅典经济与商业大学统计学与随机建模与应用实验室）
We present an extensible software framework, hIPPYlib, for solution of large-scale deterministic and Bayesian inverse problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields (which are high-dimensional after discretization). hIPPYlib overcomes the prohibitive nature of Bayesian inversion for this class of problems by implementing state-of-the-art scalable algorithms for PDE-based inverse problems that exploit the structure of the underlying operators, notably the Hessian of the log-posterior. The key property of the algorithms implemented in hIPPYl…
Starter-Iterator Neural Operator: A Unified Architecture for High-Fidelity Forward and Inverse PDE Problems
School of Mathematical Sciences, Beijing Normal University（北京师范大学数学科学学院）；School of Mathematics, Jilin University（吉林大学数学学院）；Key Laboratory of Digital Technology in Medical Diagnostics of Zhejiang（浙江省数字医疗诊断技术重点实验室）；School of Physics, Nankai University（南开大学物理学院）
