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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
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 (
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
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 wit
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 r