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MoPINNEnKF: Iterative Model Inference using generic-PINN-based ensemble Kalman filter

Published 31 May 2025 in cs.LG and cs.AI | (2506.00731v1)

Abstract: Physics-informed neural networks (PINNs) have emerged as a powerful tool for solving forward and inverse problems involving partial differential equations (PDEs) by incorporating physical laws into the training process. However, the performance of PINNs is often hindered in real-world scenarios involving noisy observational data and missing physics, particularly in inverse problems. In this work, we propose an iterative multi-objective PINN ensemble Kalman filter (MoPINNEnKF) framework that improves the robustness and accuracy of PINNs in both forward and inverse problems by using the \textit{ensemble Kalman filter} and the \textit{non-dominated sorting genetic algorithm} III (NSGA-III). Specifically, NSGA-III is used as a multi-objective optimizer that can generate various ensemble members of PINNs along the optimal Pareto front, while accounting the model uncertainty in the solution space. These ensemble members are then utilized within the EnKF to assimilate noisy observational data. The EnKF's analysis is subsequently used to refine the data loss component for retraining the PINNs, thereby iteratively updating their parameters. The iterative procedure generates improved solutions to the PDEs. The proposed method is tested on two benchmark problems: the one-dimensional viscous Burgers equation and the time-fractional mixed diffusion-wave equation (TFMDWE). The numerical results show it outperforms standard PINNs in handling noisy data and missing physics.

Summary

An Expert Analysis of MoPINNEnKF Framework for Solving PDEs with Noisy Data

The paper introduces a sophisticated iterative framework named MoPINNEnKF, which amalgamates Physics-Informed Neural Networks (PINNs) with ensemble Kalman Filter (EnKF) leveraging NSGA-III as a multi-objective optimizer. The primary advancement of this methodology lies in its application to both forward and inverse problems involving partial differential equations (PDEs) plagued by noisy observational data and incomplete physical models, which are prevalent in many real-world applications.

Insights into the MoPINNEnKF Architecture

The MoPINNEnKF framework integrates three pivotal components: multi-objective Physics-Informed Neural Networks, ensemble Kalman filters, and NSGA-III optimization. Here's a closer examination:

  • Multi-objective Physics-Informed Neural Networks (PINNs): The PINNs are tasked with solving PDEs by embedding physical laws directly into the learning process. The challenge with traditional PINNs is their sensitivity to noise and model imperfections. MoPINNEnKF addresses this by adopting a multi-objective approach using the NSGA-III algorithm, optimizing across multiple loss functions to avoid local minima and enhance training efficiency.

  • Ensemble Kalman Filter (EnKF): This component plays a vital role in assimilating data to refine model predictions, effectively functioning as a denoising mechanism. By employing a Monte Carlo approach, EnKF operates on a Bayesian paradigm, updating prediction ensembles to handle model uncertainties and integrate noisy data seamlessly.

  • NSGA-III Algorithm: It manages the optimization landscape by navigating the loss components independently, thereby providing a balanced approach that mitigates the dominance of specific loss terms during training. This effectively addresses training inefficiencies and guides the solution towards the optimal Pareto front.

Numerical Evaluation

The framework's capability is demonstrated through applications to two benchmark PDE problems: the viscous Burgers equation and the time-fractional mixed diffusion-wave equation (TFMDWE). Both forward and inverse problem settings were strategically chosen to evaluate MoPINNEnKF under sparse and noisy data conditions.

  1. Viscous Burgers Equation: This nonlinear PDE showcases the framework's effectiveness in handling noisy data and imperfect model scenarios by achieving lower error metrics and robust parameter estimation when compared to standalone PINNs utilizing ADAM and NSGA-III optimizers.

  2. TFMDWE Application: The solution to TFMDWE further substantiates MoPINNEnKF's robustness in managing ambiguities associated with fractional parameters, demonstrating its superiority in extracting accurate predictions and unknown conditions even with high noise levels in the observational data.

Implications and Future Directions

The MoPINNEnKF framework heralds several practical and theoretical implications, particularly in scenarios where observational data are contaminated with noise, and models are incomplete. It provides a novel avenue for improving the accuracy of state estimation and parameter inference in complex PDE systems and fosters advancements in uncertainty quantification.

Further research could explore adaptive training methods where unknown parameters are explicitly integrated into the neural architecture, allowing the exploration of a broader parameter space. Moreover, leveraging Bayesian approaches in conjunction with MoPINNEnKF could provide deeper insights into parameter uncertainty, optimizing its usability in dynamic and real-time applications for evolving data and models.

In summary, this paper presents a significant advancement in computational methodologies for PDEs, enabling robust handling of noise and model imperfections through a synergistic approach combining neural networks and ensemble-based filtering methods.

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