ODE-DPS: ODE-based Diffusion Posterior Sampling for Inverse Problems in Partial Differential Equation

• URL: http://arxiv.org/abs/2404.13496v1
• Date: Sun, 21 Apr 2024 00:57:13 GMT
• Title: ODE-DPS: ODE-based Diffusion Posterior Sampling for Inverse Problems in Partial Differential Equation
• Authors: Enze Jiang, Jishen Peng, Zheng Ma, Xiong-Bin Yan,
• Abstract summary: We introduce a novel unsupervised inversion methodology tailored for solving inverse problems arising from PDEs. Our approach operates within the Bayesian inversion framework, treating the task of solving the posterior distribution as a conditional generation process. To enhance the accuracy of inversion results, we propose an ODE-based Diffusion inversion algorithm.
• Score: 1.8356973269166506
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired data or necessitate retraining neural networks for modifications in the conditions of the inverse problem, significantly reducing the efficiency of inversion and limiting its applicability. To overcome this challenge, in this paper, leveraging the score-based generative diffusion model, we introduce a novel unsupervised inversion methodology tailored for solving inverse problems arising from PDEs. Our approach operates within the Bayesian inversion framework, treating the task of solving the posterior distribution as a conditional generation process achieved through solving a reverse-time stochastic differential equation. Furthermore, to enhance the accuracy of inversion results, we propose an ODE-based Diffusion Posterior Sampling inversion algorithm. The algorithm stems from the marginal probability density functions of two distinct forward generation processes that satisfy the same Fokker-Planck equation. Through a series of experiments involving various PDEs, we showcase the efficiency and robustness of our proposed method.

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