Learning functional components of PDEs from data using neural networks

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 capability to model function-to-function space transformations. While existing benchmarks of machine learning methods for PDEs primarily focus on the forward problem, there are no similar comprehensive studies and benchmark datasets on PDE inverse problems, i.e., mapping solution fields to underlying physical parameters. We fill this gap by introducing PDEInvBench, a comprehensive benchmark dataset consisting of numerical simulations for both time-dependent and time-independent PDEs across a wide range of physical behaviors and parameters. Our dataset includes evaluation splits that assess performance in both in-distribution and various out-of-distribution settings. Using our benchmark dataset, we comprehensively explore the design space of neural networks for PDE inverse problems along three key dimensions: (1) optimization procedures, analyzing the role of supervised, self-supervised, and test-time training objectives on performance, (2) problem representations, where we study the value of architectural choices with different inductive biases and various conditioning strategies, and (3) scaling, which we perform with respect to both model and data size. Our experiments reveal several practical insights: 1) neural networks perform best with a two-stage training procedure: initial supervision with PDE parameters followed by test-time fine-tuning using the PDE residual, 2) incorporating PDE derivatives as input features consistently improves accuracy, and 3) increasing the diversity of initial conditions in the training data yields greater performance gains than expanding the range of PDE parameters. We make our dataset and codebase publicly available.

Generating dense physical fields from sparse measurements is a fundamental question in sampling, signal processing, and many other applications. State-of-the-art approaches to this problem either rely on spatial statistics that ignore the governing physics, integrate the physics into a multiple-objective optimization process, or require examples of the complete, fully-resolved simulation state during training, which are frequently unavailable outside of synthetic benchmarks. Here, we present a novel alternative that leverages recent advances in the integration of numerical simulators with data-driven models. Namely, we propose a hybrid modeling pipeline that couples Radial Basis Function (RBF) reconstruction with a Neural Network (NN) correction and a Partial Differential Equation (PDE) solver, so that the numerical simulator itself is embedded directly in the training loop of the learned component. Notably, the NN is trained without assuming availability of examples of the fully-resolved simulation state. This is made possible by implementing the PDE solver so that it is end-to-end differentiable, allowing gradients to be backpropagated through the simulation step during training. This grey-box methodology is evaluated on three standard benchmarks from fluid mechanics, where it achieves superior results over statistical and machine-learning-based reconstruction methods.

In this paper, we introduce INEUS, a meshfree iterative neural solver for partial integro-differential equations (PIDEs). The method replaces the explicit evaluation of nonlocal jump integrals with single-jump sampling and reformulates PIDE solving as a sequence of recursive regression problems. Like Physics-Informed Neural Networks (PINNs), INEUS learns global solutions over the entire space-time domain, yet it offers a more efficient treatment of nonlocal terms and avoids the computationally expensive differentiation of full PIDE residuals. These features make INEUS particularly well suited for high-dimensional PDEs and PIDEs. Supported by a contraction-based convergence proof for linear PIDEs, our numerical experiments show that INEUS delivers accurate and scalable solutions for various high-dimensional linear and nonlinear examples.