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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

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Computation · Statistics 2017-12-27 Patrick Conrad , Andrew Davis , Youssef Marzouk , Natesh Pillai , Aaron Smith

In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various multivariate proposal distributions, and compare them with…

Computation · Statistics 2024-05-02 Mikkel B. Lykkegaard , Colin Fox , Dave Higdon , C. Shane Reese , J. David Moulton

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

Machine Learning · Statistics 2023-12-08 Nicolas Zilberstein , Ashutosh Sabharwal , Santiago Segarra

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

Physics-Informed Neural Networks (PINNs) have been successfully applied to solve Partial Differential Equations (PDEs). Their loss function is founded on a strong residual minimization scheme. Variational Physics-Informed Neural Networks…

Machine Learning · Computer Science 2024-10-17 Marcin Łoś , Tomasz Służalec , Paweł Maczuga , Askold Vilkha , Carlos Uriarte , Maciej Paszyński

Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…

Machine Learning · Computer Science 2023-03-24 Tomas Geffner , Justin Domke

The paper proposes a deep learning method specifically dealing with the forward and inverse problem of variable coefficient partial differential equations -- Variable Coefficient Physical Information Neural Network (VC-PINN). The shortcut…

Computational Physics · Physics 2023-05-24 Zhengwu Miao , Yong Chen

We propose a Multiscale Invertible Generative Network (MsIGN) and associated training algorithm that leverages multiscale structure to solve high-dimensional Bayesian inference. To address the curse of dimensionality, MsIGN exploits the…

Machine Learning · Statistics 2021-05-13 Shumao Zhang , Pengchuan Zhang , Thomas Y. Hou

The prohibitive cost and low fidelity of experimental data in industry scale thermofluid systems limit the usefulness of pure data-driven machine learning methods. Physics-informed neural networks (PINN) strive to overcome this by embedding…

Fluid Dynamics · Physics 2021-05-25 Ryno Laubscher , Pieter Rousseau

The physics informed neural network (PINN) is evolving as a viable method to solve partial differential equations. In the recent past PINNs have been successfully tested and validated to find solutions to both linear and non-linear partial…

Machine Learning · Computer Science 2024-03-28 Vikas Dwivedi , Nishant Parashar , Balaji Srinivasan

Solving inverse problems in dynamical systems governed by high-dimensional coupled ordinary differential equations (ODEs) is a ubiquitous challenge in scientific machine learning. In many real-world applications, researchers seek to uncover…

Machine Learning · Computer Science 2026-05-06 Zhao Wei , Kenneth Hor Cheng Koh , Sheng Yuan Chin , James Chun Yip Chan , Chin Chun Ooi , Yew-Soon Ong

Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference with informative priors to handle the ill-posedness of such…

Machine Learning · Statistics 2023-10-27 Gabriel Cardoso , Yazid Janati El Idrissi , Sylvain Le Corff , Eric Moulines

We propose gradient-enhanced PINNs based on transfer learning (TL-gPINNs) for inverse problems of the function coefficient discovery in order to overcome deficiency of the discrete characterization of the PDE loss in neural networks and…

Numerical Analysis · Mathematics 2023-05-16 Shuning Lin , Yong Chen

Most geophysical inverse problems are nonlinear and rely upon numerical forward solvers involving discretization and simplified representations of the underlying physics. As a result, forward modeling errors are inevitable. In practice,…

Geophysics · Physics 2021-12-08 Shiran Levy , Jürg Hunziker , Eric Laloy , James Irving , Niklas Linde

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Computation · Statistics 2016-04-20 Francois Septier , Gareth W. Peters

Variational inequalities are widely applied in mechanical engineering, fluid penetration, transportation, and other fields. In this paper, a Deep Ritz method based on Physics-Informed Neural Networks (PINNs) is proposed to enhance the…

Numerical Analysis · Mathematics 2026-03-13 Qijia Zhou , Yiyang Wang , Shengyuan Deng , Chenliang Li

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models,…

Machine Learning · Computer Science 2022-07-19 Antonios Alexos , Alex Boyd , Stephan Mandt

The neutron diffusion equation plays a pivotal role in the analysis of nuclear reactors. Nevertheless, employing the Physics-Informed Neural Network (PINN) method for its solution entails certain limitations. Traditional PINN approaches…

Machine Learning · Computer Science 2024-07-17 Heng Zhang , Yun-Ling He , Dong Liu , Qin Hang , He-Min Yao , Di Xiang

We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…

Machine Learning · Computer Science 2024-10-15 Minyoung Kim , Timothy M. Hospedales