Related papers: A Method for Computing Inverse Parametric PDE Prob…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…
We propose a physics-constrained convolutional neural network (PC-CNN) to solve two types of inverse problems in partial differential equations (PDEs), which are nonlinear and vary both in space and time. In the first inverse problem, we…
Neural networks have emerged as powerful surrogates for solving partial differential equations (PDEs), offering significant computational speedups over traditional methods. However, these models suffer from a critical limitation: error…
Deep neural networks (DNN) have an impressive ability to invert very complex models, i.e. to learn the generative parameters from a model's output. Once trained, the forward pass of a DNN is often much faster than traditional,…
A supervised learning approach is proposed for regularization of large inverse problems where the main operator is built from noisy data. This is germane to superresolution imaging via the sampling indicators of the inverse scattering…
Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…
We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…
Inverse problems exist in a wide variety of physical domains from aerospace engineering to medical imaging. The goal is to infer the underlying state from a set of observations. When the forward model that produced the observations is…
Finding parameters in a deep neural network (NN) that fit training data is a nonconvex optimization problem, but a basic first-order optimization method (gradient descent) finds a global optimizer with perfect fit (zero-loss) in many…
This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…
Pruning the weights of neural networks is an effective and widely-used technique for reducing model size and inference complexity. We develop and test a novel method based on compressed sensing which combines the pruning and training into a…
In this paper, we propose a novel algorithm called Neuron-wise Parallel Subspace Correction Method (NPSC) for the finite neuron method that approximates numerical solutions of partial differential equations (PDEs) using neural network…
Solving inverse problems governed by partial differential equations (PDEs) is central to science and engineering, yet remains challenging when measurements are sparse, noisy, or when the underlying coefficients are high-dimensional or…
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…
This article aims to present a general analysis of a class of inverse problems that consists in recovering the elliptic parameter maps in systems of PDEs, such as the linear elastic system, from the knowledge of some of their solutions.…
This work proposes a solution for the problem of training physics-informed networks under partial integro-differential equations. These equations require an infinite or a large number of neural evaluations to construct a single residual for…
We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…