Optimizing a DIscrete Loss (ODIL) to solve forward and inverse problems for partial differential equations using machine learning tools

Abstract: We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals that are solved using gradient descent and Newton's methods. We demonstrate the value of this approach on equations that may have missing parameters or where no sufficient data is available to form a well-posed initial-value problem. The framework is presented for mesh based discretizations of PDEs and inherits their accuracy, convergence, and conservation properties. It preserves the sparsity of the solutions and is readily applicable to inverse and ill-posed problems. It is applied to PDE-constrained optimization, optical flow, system identification, and data assimilation using gradient descent algorithms including those often deployed in machine learning. We compare ODIL with related approach that represents the solution with neural networks. We compare the two methodologies and demonstrate advantages of ODIL that include significantly higher convergence rates and several orders of magnitude lower computational cost. We evaluate the method on various linear and nonlinear partial differential equations including the Navier-Stokes equations for flow reconstruction problems.