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Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…

Optimization and Control · Mathematics 2016-01-20 Tristan van Leeuwen , Felix J. Herrmann

Full Waveform Inversion (FWI) is a technique widely used in geophysics to obtain high-resolution subsurface velocity models from waveform seismic data. Due to its large computation cost, most flavors of FWI rely only on the computation of…

Geophysics · Physics 2024-03-27 Mustafa Alfarhan , Matteo Ravasi , Fuqiang Chen , Tariq Alkhalifah

Randomized linear system solvers have become popular as they have the potential to reduce floating point complexity while still achieving desirable convergence rates. One particularly promising class of methods, random sketching solvers,…

Numerical Analysis · Mathematics 2020-12-23 Vivak Patel , Mohammad Jahangoshahi , Daniel Adrian Maldonado

Communication is one of the bottlenecks of distributed optimisation and learning. To overcome this bottleneck, we propose a novel quantization method that transforms a vector into a sample of components' indices drawn from a categorical…

Optimization and Control · Mathematics 2025-01-31 Dmitrii Pasechniuk , Pavel Dvurechensky , César A. Uribe , Alexander Gasnikov

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

In this article, continuous Galerkin finite elements are applied to perform full waveform inversion (FWI) for seismic velocity model building. A time-domain FWI approach is detailed that uses meshes composed of variably sized triangular…

Computational Engineering, Finance, and Science · Computer Science 2021-08-26 Keith J. Roberts , Alexandre Olender , Lucas Franceschini , Robert C. Kirby , Rafael S. Gioria , Bruno S. Carmo

Wavefield reconstruction inversion (WRI) has been considered a potential solution to the issue of local minima inherent in conventional full waveform inversion (FWI) methods. However, most current WRI research has been confined to 2D…

Geophysics · Physics 2024-10-25 Zhilong Fang , Jingjing Zong

Solving inverse partial differential equation (PDE) problems is a fundamental topic in scientific research due to its broad significance across a wide range of real-world applications. Inverse PDE problems arise across medical imaging,…

Artificial Intelligence · Computer Science 2026-05-19 Zhentao Tan , Yuze Hao , Boyi Zou , Mingsheng Long , Yi Yang , Gang Bao

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…

Optimization and Control · Mathematics 2020-10-26 Jonathan Lacotte , Sifan Liu , Edgar Dobriban , Mert Pilanci

Microwave imaging is commonly based on the solution of linearized inverse scattering problems by matched filtering algorithms, i.e., by applying the adjoint of the forward scattering operator to the observation data. A more rigorous…

Image and Video Processing · Electrical Eng. & Systems 2024-12-23 Matthias M. Saurer , Han Na , Marius Brinkmann , Thomas F. Eibert

In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…

Machine Learning · Computer Science 2020-07-06 Michał Dereziński , Burak Bartan , Mert Pilanci , Michael W. Mahoney

Full waveform inversion (FWI) is a high-resolution subsurface imaging technique, but its effectiveness is limited by challenges such as noise contamination, sparse acquisition, and artifacts from multiparameter coupling. To address these…

Geophysics · Physics 2025-06-24 Feng Liu , Yaxing Li , Rui Su , Jianping Huang , Lei Bai

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

We develop a randomized Newton method capable of solving learning problems with huge dimensional feature spaces, which is a common setting in applications such as medical imaging, genomics and seismology. Our method leverages randomized…

Optimization and Control · Mathematics 2019-10-04 Robert M. Gower , Dmitry Kovalev , Felix Lieder , Peter Richtárik

This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

This paper introduces a novel numerical method for the inverse problem of electroencephalography(EEG). We pose the inverse EEG problem as an optimal control (OC) problem for Poisson's equation. The optimality conditions lead to a…

Numerical Analysis · Mathematics 2022-04-15 M. S. Malovichko , N. B. Yavich , A. M. Razorenova , N. A. Koshev

Full waveform inversion (FWI) is a waveform matching procedure, which can provide a subsurface model with a wavelength-scale resolution. However, this high resolution makes FWI prone to cycle skipping, which drives the inversion to a local…

Optimization and Control · Mathematics 2019-10-29 Hossein S. Aghamiry , Ali Gholami , Stéphane Operto

Seismic full waveform inversion (FWI) is a widely used technique in geophysics for inferring subsurface structures from seismic data. And InversionNet is one of the most successful data-driven machine learning models that is applied to…

Machine Learning · Computer Science 2023-10-19 Zhepeng Wang , Isaacshubhanand Putla , Weiwen Jiang , Youzuo Lin

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak