On gradient stability in nonlinear PDE models and inference in interacting particle systems

Abstract

We consider general parameter to solution maps $\theta \mapsto \mathcal G(\theta)$ of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient stability condition of Nickl&Wang (JEMS 2024) for the underlying non-linear inverse problem, providing also injectivity estimates and corresponding statistical identifiability results. We illustrate our methods in two examples involving a non-linear reaction diffusion system as well as a McKean--Vlasov interacting particle model, both with periodic boundary conditions. We apply our results to prove the polynomial time convergence of a Langevin-type algorithm sampling the posterior measure of the interaction potential arising from a discrete aggregate measurement of the interacting particle system.