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Bayesian inference has become an important tool to solve inverse problems and to quantify uncertainties in their solutions. Variational inference is a method that provides probabilistic, Bayesian solutions efficiently by using optimization.…

Geophysics · Physics 2025-10-15 Xin Zhang , Andrew Curtis

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…

Numerical Analysis · Mathematics 2022-04-04 Sachin Shivakumar , Matthew Peet

Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…

Optimization and Control · Mathematics 2022-05-02 Simon Weissmann , Ashia Wilson , Jakob Zech

We present Gridap, a new scientific software library for the numerical approximation of partial differential equations (PDEs) using grid-based approximations. Gridap is an open-source software project exclusively written in the Julia…

Mathematical Software · Computer Science 2020-04-23 Francesc Verdugo , Santiago Badia

This paper discusses the algorithms and implementations of three Mathematica packages for the study of integrability and the computation of closed-form solutions of nonlinear polynomial PDEs. The first package, PainleveTest.m, symbolically…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Douglas Baldwin , Willy Hereman , Jack Sayers

We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus…

Machine Learning · Computer Science 2023-08-01 Mathieu Besançon , Joaquim Dias Garcia , Benoît Legat , Akshay Sharma

Solving diverse partial differential equations (PDEs) is fundamental in science and engineering. Large language models (LLMs) have demonstrated strong capabilities in code generation, symbolic reasoning, and tool use, but reliably solving…

Machine Learning · Computer Science 2026-04-24 Zhuoyuan Wang , Hanjiang Hu , Xiyu Deng , Saviz Mowlavi , Yorie Nakahira

Context. Inferring spectral parameters from X-ray data is one of the cornerstones of high-energy astrophysics, and is achieved using software stacks that have been developed over the last twenty years and more. However, as models get more…

Instrumentation and Methods for Astrophysics · Physics 2024-10-23 Simon Dupourqué , Didier Barret , Camille M. Diez , Sébastien Guillot , Erwan Quintin

Parameterized partial differential equations (PDEs) underpin the mathematical modeling of complex systems in diverse domains, including engineering, healthcare, and physics. A central challenge in using PDEs for real-world applications is…

Machine Learning · Computer Science 2026-04-07 Xuyang Li , Mahdi Masmoudi , Rami Gharbi , Nizar Lajnef , Vishnu Naresh Boddeti

InvertibleNetworks.jl is a Julia package designed for the scalable implementation of normalizing flows, a method for density estimation and sampling in high-dimensional distributions. This package excels in memory efficiency by leveraging…

Machine Learning · Computer Science 2023-12-22 Rafael Orozco , Philipp Witte , Mathias Louboutin , Ali Siahkoohi , Gabrio Rizzuti , Bas Peters , Felix J. Herrmann

Solving inverse problems is central to geosciences and remote sensing. Radiative transfer models (RTMs) represent mathematically the physical laws which govern the phenomena in remote sensing applications (forward models). The numerical…

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…

Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix…

Machine Learning · Computer Science 2024-09-30 Xu Liu , Wen Yao , Wei Peng , Weien Zhou

We present MultiObjectiveAlgorithms.jl, an open-source Julia library for solving multi-objective optimization problems written in JuMP. MultiObjectiveAlgorithms.jl implements a number of different solution algorithms, which all rely on an…

Optimization and Control · Mathematics 2026-05-26 Oscar Dowson , Xavier Gandibleux , Gökhan Kof

We introduce $\texttt{RandomMeas$.$jl}$, a modular and high-performance open-source software package written in Julia for implementing and analyzing randomized measurement protocols in quantum computing. Randomized measurements provide a…

Quantum Physics · Physics 2026-04-29 Andreas Elben , Benoît Vermersch

Physics-informed neural network (PINN) is a powerful emerging method for studying forward-inverse problems of partial differential equations (PDEs), even from limited sample data. Variable coefficient PDEs, which model real-world phenomena,…

Computational Physics · Physics 2025-03-07 Hui-Juan Zhou , Yong Chen

Inverse problems involving differential equations often require identifying unknown parameters or functions from data. Existing approaches, such as Physics-Informed Neural Networks (PINNs), Universal Differential Equations (UDEs) and…

Machine Learning · Computer Science 2025-05-23 Shalev Manor , Mohammad Kohandel

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