BiLO: Bilevel Local Operator Learning for PDE inverse problems

We propose a new neural network based method for solving inverse problems for partial differential equations (PDEs) by formulating the PDE inverse problem as a bilevel optimization problem. At the upper level, we minimize the data loss with respect to the PDE parameters. At the lower level, we train a neural network to locally approximate the PDE solution operator in the neighborhood of a given set of PDE parameters, which enables an accurate approximation of the descent direction for the upper level optimization problem. The lower level loss function includes the L2 norms of both the residual and its derivative with respect to the PDE parameters. We apply gradient descent simultaneously on both the upper and lower level optimization problems, leading to an effective and fast algorithm. The method, which we refer to as BiLO (Bilevel Local Operator learning), is also able to efficiently infer unknown functions in the PDEs through the introduction of an auxiliary variable. We demonstrate that our method enforces strong PDE constraints, is robust to sparse and noisy data, and eliminates the need to balance the residual and the data loss, which is inherent to soft PDE constraints.