Automatic Differentiation with Constraints in Forward and Inverse Problems

Overview & Synopsis

Approximate solutions of partial differential equations (PDEs) on unstructured grids can be represented on a graph. Numerical optimization involving stiff evolutionary and static PDEs often requires solving a large system of equations, which can be treated as a constraint. In this work, we present a fully differentiable graph-based implicit solver that incorporates this constraint. We evaluate its performance across four key tasks: a) linear and nonlinear forward modeling of evolutionary and static problems, b) solving inverse problems to estimate equation coefficients, c) solving inverse problems to estimate the right-hand side, and d) learnable graph coarsening to accelerate forward modeling. The stability and differentiability of our solver enable significant reductions in the complexity of forward modeling while efficiently addressing related inverse problems. These capabilities make it a powerful tool for different physics and engineering applications, in particular for geophysics, where inverse problems are commonly solved in order to reduce the model uncertainty.