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Inverse Problems for Heat Equation PDE

This repository contains solution methods for the inverse heat problem: From sparse temperature observation of a ground truth forward simulation, the problem's parameters, such as initial temperature distribution, diffusivity, or heat source strength are inferred. Currently, there are two methods implemented using JAX: MCMC sampling and differentiable simulations.

This is just a toy repository where I test out some solution methods for inverse problems in general. In the future, I also want to implement:

  • PINNs
  • Neural Operators
  • SG-MCMC

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