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Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by PDEs with infinite-dimensional parameters. In previous works, HDSA has been used to assess the sensitivity of the solution of…

Numerical Analysis · Mathematics 2022-02-07 Isaac Sunseri , Alen Alexanderian , Joseph Hart , Bart van Bloemen Waanders

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model which must be estimated. Although the…

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

Numerical Analysis · Mathematics 2024-06-04 Joseph Hart , Bart van Bloemen Waanders

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model related to orders of the fractional derivatives, are often unknown and difficult to be…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

We consider a compressed sensing problem in which both the measurement and the sparsifying systems are assumed to be frames (not necessarily tight) of the underlying Hilbert space of signals, which may be finite or infinite dimensional. The…

Information Theory · Computer Science 2020-10-15 Giovanni S. Alberti , Matteo Santacesaria

This paper reviews recent results on hybrid inverse problems, which are also called coupled-physics inverse problems of multi-wave inverse problems. Inverse problems tend to be most useful in, e.g., medical and geophysical imaging, when…

Analysis of PDEs · Mathematics 2011-10-24 Guillaume Bal

Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

Numerical Analysis · Mathematics 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

In this paper, we propose and study several inverse problems of determining unknown parameters in nonlocal nonlinear coupled PDE systems, including the potentials, nonlinear interaction functions and time-fractional orders. In these coupled…

Analysis of PDEs · Mathematics 2024-07-23 Ming-Hui Ding , Hongyu Liu , Catharine W. K. Lo

In the case of multi-parameter full-waveform inversion, the computation of the additional Hessian terms that contain derivatives with respect to more than one type of parameter is necessary. If a simple gradient-based minimization is used,…

Geophysics · Physics 2018-04-05 Pawan Bharadwaj , Wim Mulder , Guy Drijkoningen

Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…

Numerical Analysis · Mathematics 2026-04-03 Madhusudan Madhavan , Joseph Hart , Bart van Bloemen Waanders

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk

Our understanding of physical systems generally depends on our ability to match complex computational modelling with measured experimental outcomes. However, simulations with large parameter spaces suffer from inverse problem instabilities,…

Plasma Physics · Physics 2020-01-22 M. F. Kasim , T. P. Galligan , J. Topp-Mugglestone , G. Gregori , S. M. Vinko

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

We study the sensitivity of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs) with respect to modeling uncertainties. In particular, we consider derivative-based sensitivity analysis of…

Numerical Analysis · Mathematics 2024-05-17 Abhijit Chowdhary , Shanyin Tong , Georg Stadler , Alen Alexanderian

Identifying which observables most effectively constrain model parameters can be computationally prohibitive when considering full likelihoods of many correlated observables. This is especially important for, e.g., hadronization models,…

High Energy Physics - Phenomenology · Physics 2026-02-03 Benoît Assi , Christian Bierlich , Rikab Gambhir , Phil Ilten , Tony Menzo , Stephen Mrenna , Manuel Szewc , Michael K. Wilkinson , Jure Zupan

Partial differential equations are central to describing many physical phenomena. In many applications these phenomena are observed through a sensor network, with the aim of inferring their underlying properties. Leveraging from certain…

Information Theory · Computer Science 2017-11-22 John Murray-Bruce , Pier Luigi Dragotti
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