Leveraging Differentiable PDE Solvers for Semi-Neural Spatial Reconstruction From Sparse Measurements

Generating dense physical fields from sparse measurements is a fundamental question in sampling, signal processing, and many other applications. State-of-the-art approaches to this problem either rely on spatial statistics that ignore the governing physics, integrate the physics into a multiple-objective optimization process, or require examples of the complete, fully-resolved simulation state during training, which are frequently unavailable outside of synthetic benchmarks. Here, we present a novel alternative that leverages recent advances in the integration of numerical simulators with data-driven models. Namely, we propose a hybrid modeling pipeline that couples Radial Basis Function (RBF) reconstruction with a Neural Network (NN) correction and a Partial Differential Equation (PDE) solver, so that the numerical simulator itself is embedded directly in the training loop of the learned component. Notably, the NN is trained without assuming availability of examples of the fully-resolved simulation state. This is made possible by implementing the PDE solver so that it is end-to-end differentiable, allowing gradients to be backpropagated through the simulation step during training. This grey-box methodology is evaluated on three standard benchmarks from fluid mechanics, where it achieves superior results over statistical and machine-learning-based reconstruction methods.