No Arabic abstract
We analyze sparse frame based regularization of inverse problems by means of a diagonal frame decomposition (DFD) for the forward operator, which generalizes the SVD. The DFD allows to define a non-iterative (direct) operator-adapted frame thresholding approach which we show to provide a convergent regularization method with linear convergence rates. These results will be compared to the well-known analysis and synthesis variants of sparse $ell^1$-regularization which are usually implemented thorough iterative schemes. If the frame is a basis (non-redundant case), the thr
The characteristic feature of inverse problems is their instability with respect to data perturbations. In order to stabilize the inversion process, regularization methods have to be developed and applied. In this work we introduce and analyze the concept of filtered diagonal frame decomposition which extends the standard filtered singular value decomposition to the frame case. Frames as generalized singular system allows to better adapt to a given class of potential solutions. In this paper, we show that filtered diagonal frame decomposition yield a convergent regularization method. Moreover, we derive convergence rates under source type conditions and prove order optimality under the assumption that the considered frame is a Riesz-basis.
We consider the inverse source problems with multi-frequency sparse near field measurements. In contrast to the existing near field operator based on the integral over the space variable, a multi-frequency near field operator is introduced based on the integral over the frequency variable. A factorization of this multi-frequency near field operator is further given and analysed. Motivated by such a factorization, we introduce a multi-frequency sampling method to reconstruct the source support. Its theoretical foundation is then derived from the properties of the factorized operators and a properly chosen point spread function. Numerical examples are provided to illustrate the multi-frequency sampling method with sparse near field measurements. Finally we briefly discuss how to extend the near field case to the far field case.
We consider the problem of atmospheric tomography, as it appears for example in adaptive optics systems for extremely large telescopes. We derive a frame decomposition, i.e., a decomposition in terms of a frame, of the underlying atmospheric tomography operator, extending the singular-value-type decomposition results of Neubauer and Ramlau (2017) by allowing a mixture of both natural and laser guide stars, as well as arbitrary aperture shapes. Based on both analytical considerations as well as numerical illustrations, we provide insight into the properties of the derived frame decomposition and its building blocks.
The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these large-scale inverse problems into smaller, simpler sub-problems, for which computationally efficient solvers are available. In particular, we apply large-scale second-order optimization methods to solve the fully-decoupled Tikhonov regularized inverse problems stemming from each PDE forward model. We use fast proximal methods to handle the nonsmooth regularization term. In this work, we discuss several adaptations (such as the choice of the consensus norm) needed to maintain consistency with the underlining infinite-dimensional problem. We present two imaging applications inspired by electrical impedance tomography and quantitative photoacoustic tomography to demonstrate the proposed methods effectiveness.
Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for both Newton solution of deterministic inverse problems, as well as Markov chain Monte Carlo sampling of posteriors in the Bayesian setting. These methods require the ability to repeatedly perform such operations on the Hessian as multiplication with arbitrary vectors, solving linear systems, inversion, and (inverse) square root. Unfortunately, the Hessian is a (formally) dense, implicitly-defined operator that is intractable to form explicitly for practical inverse problems, requiring as many PDE solves as inversion parameters. Low rank approximations are effective when the data contain limited information about the parameters, but become prohibitive as the data become more informative. However, the Hessians for many inverse problems arising in practical applications can be well approximated by matrices that have hierarchically low rank structure. Hierarchical matrix representations promise to overcome the high complexity of dense representations and provide effective data structures and matrix operations that have only log-linear complexity. In this work, we describe algorithms for constructing and updating hierarchical matrix approximations of Hessians, and illustrate them on a number of representative inverse problems involving time-dependent diffusion, advection-dominated transport, frequency domain acoustic wave propagation, and low frequency Maxwell equations, demonstrating up to an order of magnitude speedup compared to globally low rank approximations.