Inverse Problems for Partial Differential Equations with Jump Discontinuities in Coefficients via Two-Stage Physics-Informed Deep Learning and Statistical Mixture Models

Abstract

This work proposes a two-stage physics-informed deep learning framework that combines neural-network-based sampling with statistical inference and constrained parameter refinement. In the first stage, a dual-network physics-informed architecture is used, where a main network approximates the PDE solution and an auxiliary coefficient sub network provides a relaxed continuous surrogate of the true discontinuous coefficient field. A gradient-adaptive weighting strategy is incorporated into the physics residual to improve residual training and enhance sampling reliability near possible discontinuity regions. The sampled coefficient values are then analyzed using Bayesian learning for Gaussian mixture models and birth-death Markov chain model selection, which estimate the number of coefficient regimes and provide heuristic search intervals for coefficient values and candidate transition regions. In the second stage, the inverse problem is reformulated as a constrained physics-informed estimator, in which the coefficient is represented explicitly as a hard piecewise-constant function over the spatiotemporal domain. Numerical experiments on different PDE types with jump-discontinuous coefficients demonstrate that the proposed framework achieves accurate parameter estimation with acceptable computational costs compared to existing methods. This work provides an effective integrated workflow for inverse problems governed by PDEs with discontinuous parameter structures, particularly in nonstationary and heterogeneous systems.