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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…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper, we propose and study several inverse problems of determining unknown parameters in nonlocal nonlinear coupled PDE systems, including the potentials, nonlinear interaction functions and time-fractional orders. In these coupled…

Analysis of PDEs · Mathematics 2024-07-23 Ming-Hui Ding , Hongyu Liu , Catharine W. K. Lo

State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

Profile likelihood provides a general framework to infer on a scalar parameter of a statistical model. A confidence interval is obtained by numerically finding the two abscissas where the profile log-likelihood curve intersects an…

Computation · Statistics 2024-04-04 Yves Deville

Computational inverse problems for biomedical simulators suffer from limited data and relatively high parameter dimensionality. This often requires sensitivity analysis, where parameters of the model are ranked based on their influence on…

Tissues and Organs · Quantitative Biology 2025-06-06 Mitchel J. Colebank

Many physical and engineering systems require solving direct problems to predict behavior and inverse problems to determine unknown parameters from measurement. In this work, we study both aspects for systems governed by differential…

Numerical Analysis · Mathematics 2026-03-04 Noura Al Helwani , Sophie Moufawad , Georges Sakr

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

Mechanistic dynamic models of biochemical networks such as Ordinary Differential Equations (ODEs) contain unknown parameters like the reaction rate constants and the initial concentrations of the compounds. The large number of parameters as…

Data Analysis, Statistics and Probability · Physics 2017-08-14 Clemens Kreutz , Andreas Raue , Jens Timmer

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

Solving inverse partial differential equation (PDE) problems is a fundamental topic in scientific research due to its broad significance across a wide range of real-world applications. Inverse PDE problems arise across medical imaging,…

Artificial Intelligence · Computer Science 2026-05-19 Zhentao Tan , Yuze Hao , Boyi Zou , Mingsheng Long , Yi Yang , Gang Bao

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

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…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

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…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…

Numerical Analysis · Mathematics 2024-02-02 Zhaohui Li , Shihao Yang , Jeff Wu

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

Machine Learning · Computer Science 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan

We investigate the inverse problem of identifying a conditional probability measure in a measure-dependent dynamical system. We provide existence and well-posedness results and outline a discretization scheme for approximating a measure.…

Statistics Theory · Mathematics 2015-10-07 David M. Bortz , Erin C. Byrne , Inom Mirzaev

In this paper, we propose and study several inverse problems of identifying/determining unknown coefficients for a class of coupled PDE systems by measuring the average flux data on part of the underlying boundary. In these coupled systems,…

Analysis of PDEs · Mathematics 2023-05-19 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng
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