CP-PINNs: Data-Driven Changepoints Detection in PDEs Using Online Optimized Physics-Informed Neural Networks

We investigate the inverse problem for Partial Differential Equations (PDEs) in scenarios where the parameters of the given PDE dynamics may exhibit changepoints at random time. We employ Physics-Informed Neural Networks (PINNs) - universal approximators capable of estimating the solution of any physical law described by a system of PDEs, which serves as a regularization during neural network training, restricting the space of admissible solutions and enhancing function approximation accuracy. We demonstrate that when the system exhibits sudden changes in the PDE dynamics, this regularization is either insufficient to accurately estimate the true dynamics, or it may result in model miscalibration and failure. Consequently, we propose a PINNs extension using a Total-Variation penalty, which allows to accommodate multiple changepoints in the PDE dynamics and significantly improves function approximation. These changepoints can occur at random locations over time and are estimated concurrently with the solutions. Additionally, we introduce an online convex optimization method for re-weighting loss function terms dynamically. Through empirical analysis using examples of various equations with parameter changes, we showcase the advantages of our proposed model. In the absence of changepoints, the model reverts to the original PINNs model. However, when changepoints are present, our approach yields superior parameter estimation, improved model fitting, and reduced training error compared to the original PINNs model.