Solving Inverse PDE Problems using Minimization Methods and AI
Organizations: Department of Physics, American University of Beirut, Lebanon · Department of Mathematics, American University of Beirut, Lebanon · The authors would like to acknowledge
Abstract
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 equations, contrasting well-established numerical methods with new AI-based techniques, specifically Physics-Informed Neural Networks (PINNs). We first analyze the logistic differential equation, using its closed-form solution to verify numerical schemes and validate PINN performance. We then address the Porous Medium Equation (PME), a nonlinear partial differential equation with no general closed-form solution, building strong solvers of the direct problem and testing techniques for parameter estimation in the inverse problem. Our results suggest that PINNs can closely estimate solutions at competitive computational cost, and thus propose an effective tool for solving both direct and inverse problems for complex systems.
Figures & tables
| Time Interval | Intervals | RK4 (RelErr) | ODE45 (RelErr) | |||
|---|---|---|---|---|---|---|
| 2011 - 2022 | 100 | 10 | 20 | 0.079 | ||
| 450 - 500 | 200 | 90 | 10 | 0.05 | ||
| 1 - 100 | 100000 | 0.9 |
| Parameter | Value / Description |
|---|---|
| Nonlinearity parameter | |
| Spatial domain | with intervals ( grid points) |
| Time domain | with ( time steps) |
| Boundary conditions | Dirichlet values from Barenblatt at and |
| Tolerance (Newton) | |
| Maximum Newton iterations | per time step |
| Feature | Adam | L-BFGS |
|---|---|---|
| Type | First-order optimizer | Second-order (quasi-Newton) optimizer |
| Speed per iteration | Fast | Slower (due to line search and history) |
| Convergence behavior | Good at global search | Good at local refinement |
| Memory usage | Low | Higher (stores gradient history) |
| Common use in PINNs | Early training phase | Fine-tuning after Adam |
| Case | PINN Error | ODE45 Error | RK4 Error |
|---|---|---|---|
| Case 1 | |||
| Case 2 | |||
| Case 3 |
Appendix figures & tables17 assets
Supplementary material from the paper’s appendix.
Appendix
| fminunc | ||||||
|---|---|---|---|---|---|---|
| iter | feval | Interp. error | Extrap. error | |||
| 3 | ||||||
| 0.5 | 7 | 3 | ||||
| 0.75 | 6 | |||||
| 0.9 | 5 | |||||
| 1.10 | 4 | |||||
| Newton with symbolic diff (NewtonS) | ||||||
|---|---|---|---|---|---|---|
| iter | feval | Interp. error | Extrap. error | |||
| 0.25 | 3 | |||||
| 0.5 | 7 | |||||
| 0.75 | 5 | |||||
| 0.9 | 5 | |||||
| 1.1 | 5 | |||||
| fminunc | fmincon | Secant | NewtonS | NewtonE | SD | |
|---|---|---|---|---|---|---|
| 0.25 | ||||||
| 0.5 | ||||||
| 0.75 | ||||||
| 0.9 | ||||||
| 1.1 | ||||||
| 1.5 |
| fminunc | ||||||
|---|---|---|---|---|---|---|
| iter | feval | Interp. error | Extrap. error | |||
| 0.25 | 3 | |||||
| 0.5 | 7 | |||||
| 0.75 | 6 | |||||
| 0.9 | 5 | |||||
| 1.1 | 4 | |||||
| fminunc | fmincon | Secant | NewtonS | NewtonE | SD | |
|---|---|---|---|---|---|---|
| 0.25 | ||||||
| 0.5 | ||||||
| 0.75 | ||||||
| 0.9 | ||||||
| 1.1 | ||||||
| 1.5 |
| NewtonS | ||||||
|---|---|---|---|---|---|---|
| iter | feval | Interp. error | Extrap. error | |||
| 0.25 | 3 | |||||
| 0.5 | 7 | |||||
| 0.75 | 5 | |||||
| 0.9 | 5 | |||||
| 1.1 | 5 | |||||
| fminunc | |||||||
|---|---|---|---|---|---|---|---|
| iter | Interp. error | Extrap. error | |||||
| 0.25 | 3 | ||||||
| 0.5 | 3 | ||||||
| 0.75 | 5 | ||||||
| 0.9 | 6 | ||||||
| 1.1 | 5 | ||||||
| fminunc | fmincon | SD | |
|---|---|---|---|
| 0.25 | |||
| 0.5 | |||
| 0.75 | |||
| 0.9 | |||
| 1.1 | |||
| 1.5 |
| fminunc | ||||||||
|---|---|---|---|---|---|---|---|---|
| iter | feval | Interp. error | Extrap. error | |||||
| 0.25 | 3 | |||||||
| 0.5 | 7 | |||||||
| 0.75 | 6 | |||||||
| 0.9 | 5 | |||||||
| 1.1 | 4 | |||||||
| fminunc | fmincon | SD | |
|---|---|---|---|
| 0.25 | |||
| 0.5 | |||
| 0.75 | |||
| 0.9 | |||
| 1.1 | |||
| 1.5 |
| fminunc | fmincon | Secant | NewtonS | NewtonE | Steepest Descent | |
|---|---|---|---|---|---|---|
| 0.25 | ||||||
| 0.5 | ||||||
| 0.75 | ||||||
| 0.9 | ||||||
| 1.1 | ||||||
| 1.5 |
| fminunc | ||||||||
|---|---|---|---|---|---|---|---|---|
| iter | feval | Interp. error | Extrap. error | |||||
| 0.25 | 1 | |||||||
| 0.5 | 1 | |||||||
| 0.75 | 9 | |||||||
| 0.9 | 11 | |||||||
| 1.1 | 1 | |||||||
| fminunc | ||||||||
|---|---|---|---|---|---|---|---|---|
| iter | rel. error | rel. error | feval | Interp. error | Extrap. error | |||
| 0.25 | 17 | |||||||
| 0.5 | 11 | |||||||
| 0.75 | 12 | |||||||
| 0.9 | 11 | |||||||
| 1.1 | 10 | |||||||
| fminunc | fmincon | NewtonS | NewtonE | SD | |
|---|---|---|---|---|---|
| 0.25 | |||||
| 0.5 | |||||
| 0.75 | |||||
| 0.9 | |||||
| 1.1 | |||||
| 1.5 |
| fminunc | fmincon | NewtonS | NewtonE | SD | |
|---|---|---|---|---|---|
| 0.25 | |||||
| 0.5 | |||||
| 0.75 | |||||
| 0.9 | |||||
| 1.1 | |||||
| 1.5 |
PDE Solving
PDE solving develops numerical and learned methods to approximate solutions of partial differential equations across scientific applications.
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