Bayesian Inference for PDE-based Inverse Problems using the Optimization of a Discrete Loss

Abstract

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and partially observable processes. When measurements are an incomplete or indirect view of the system, additional knowledge is required to accurately solve the inverse problem. Adopting a physical model of the system in the form of partial differential equations (PDEs) is a potent method to close this gap. In particular, the method of optimizing a discrete loss (ODIL) has shown great potential in terms of robustness and computational cost. In this work, we introduce B-ODIL, a Bayesian extension of ODIL, that integrates the PDE loss of ODIL as prior knowledge and combines it with a likelihood describing the data. B-ODIL employs a Bayesian formulation of PDE-based inverse problems to infer solutions with quantified uncertainties. We demonstrate the capabilities of B-ODIL in a series of synthetic benchmarks involving PDEs in one, two, and three dimensions. We showcase the application of B-ODIL in estimating tumor concentration and its uncertainty in a patient's brain from MRI scans using a three-dimensional tumor growth model.