GS-PINN: Greedy Sampling for Parameter Estimation in Partial Differential Equations

Abstract: Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling approach based on the Discrete Empirical Interpolation Method to identify the most informative samples in a dataset associated with a partial differential equation to estimate its parameters. Greedy samples are used to train a physics-informed neural network architecture which maps the nonlinear relation between spatio-temporal data and the measured values. To prove the impact of greedy samples on the training of the physics-informed neural network for parameter estimation of a partial differential equation, their performance is compared with random samples taken from the given dataset. Our simulation results show that for all considered partial differential equations, greedy samples outperform random samples, i.e., we can estimate parameters with a significantly lower number of samples while simultaneously reducing the relative estimation error. A Python package is also prepared to support different phases of the proposed algorithm, including data prepossessing, greedy sampling, neural network training, and comparison.