This paper develops manifold learning techniques for the numerical solution of PDE-constrained Bayesian inverse problems on manifolds with boundaries. We introduce graphical Matern-type Gaussian field priors that enable flexible modeling near the boundaries, representing boundary values by superposition of harmonic functions with appropriate Dirichlet boundary conditions. We also investigate the graph-based approximation of forward models from PDE parameters to observed quantities. In the construction of graph-based prior and forward models, we leverage the ghost point diffusion map algorithm to approximate second-order elliptic operators with classical boundary conditions. Numerical results validate our graph-based approach and demonstrate the need to design prior covariance models that account for boundary conditions.
In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be understood as the limit case of the continuous-time Parallel Tempering algorithm, where the (random) time between swaps of states between two parallel chains goes to zero. Thus, swapping states between chains occurs continuously. In the current work, we extend this idea to the context of time-discrete Markov chains and present two Markov chain Monte Carlo algorithms that follow the same paradigm as the continuous-time infinite swapping procedure. We analyze the convergence properties of such discrete-time algorithms in terms of their spectral gap, and implement them to sample from different target distributions. Numerical results show that the proposed methods significantly improve over more traditional sampling algorithms such as Random Walk Metropolis and (traditional) Parallel Tempering.
Building on the well-known total-variation (TV), this paper develops a general regularization technique based on nonlinear isotropic diffusion (NID) for inverse problems with piecewise smooth solutions. The novelty of our approach is to be adaptive (we speak of A-NID) i.e. the regularization varies during the iterates in order to incorporate prior information on the edges, deal with the evolution of the reconstruction and circumvent the limitations due to the non-convexity of the proposed functionals. After a detailed analysis of the convergence and well-posedness of the method, this latter is validated by simulations perfomed on computerized tomography (CT).
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.
In this paper, by employing the asymptotic method, we prove the existence and uniqueness of a smoothing solution for a singularly perturbed Partial Differential Equation (PDE) with a small parameter. As a by-product, we obtain a reduced PDE model with vanished high order derivative terms, which is close to the original PDE model in any order of this small parameter in the whole domain except a negligible transition layer. Based on this reduced forward model, we propose an efficient two step regularization algorithm for solving inverse source problems governed by the original PDE. Convergence rate results are studied for the proposed regularization algorithm, which shows that this simplification will not (asymptotically) decrease the accuracy of the inversion result when the measurement data contains noise. Numerical examples for both forward and inverse problems are given to show the efficiency of the proposed numerical approach.
We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and allows to recover a highly oscillatory tensor from measurements of the multiscale solution in a computationally inexpensive manner. The properties of the approximate solution are analysed with respect to the multiscale and discretization parameters, and a convergence result is shown to hold. A reinterpretation of the solution from a Bayesian perspective is provided, and convergence of the approximate conditional posterior distribution is proved with respect to the Wasserstein distance. A numerical experiment validates our methodology, with a particular emphasis on modelling error and computational cost.
John Harlim
,Shixiao Jiang
,Hwanwoo Kim
.
(2021)
.
"Graph-based Prior and Forward Models for Inverse Problems on Manifolds with Boundaries"
.
Hwanwoo Kim
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