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In this paper we consider a dynamic computer simulator that produces a time-series response $y_t(x)$ over $L$ time points, for every given input parameter $x$. We propose a method for solving inverse problems, which refer to the finding of…

Methodology · Statistics 2020-12-15 Joseph Resch , Abhyuday Mandal , Pritam Ranjan

For an expensive to evaluate computer simulator, even the estimate of the overall surface can be a challenging problem. In this paper, we focus on the estimation of the inverse solution, i.e., to find the set(s) of input combinations of the…

Methodology · Statistics 2016-06-07 Pritam Ranjan , Mark Thomas , Holger Teismann , Sujay Mukhoti

Computer simulators are nowadays widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modeling, and manufacturing. One fundamental issue in the study of computer simulators is known…

Methodology · Statistics 2019-02-05 Feng Yang , C. Devon Lin , Pritam Ranjan

This study proposes two straightforward yet effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as…

Atmospheric and Oceanic Physics · Physics 2021-11-11 Kei Ishida , Masato Kiyama , Ali Ercan , Motoki Amagasaki , Tongbi Tu

Flow-based generative modeling is a powerful tool for solving inverse problems in physical sciences that can be used for sampling and likelihood evaluation with much lower inference times than traditional methods. We propose to refine flows…

Machine Learning · Computer Science 2024-10-31 Benjamin Holzschuh , Nils Thuerey

We describe a novel framework for estimating subsurface properties, such as rock permeability and porosity, from time-lapse observed seismic data by coupling full-waveform inversion, subsurface flow processes, and rock physics models. For…

Geophysics · Physics 2020-05-06 Dongzhuo Li , Kailai Xu , Jerry M. Harris , Eric Darve

Calibration of hydrological time-series models is a challenging task since these models give a wide spectrum of output series and calibration procedures require significant amount of time. From a statistical standpoint, this model parameter…

Applications · Statistics 2019-03-26 Natalia V. Bhattacharjee , Pritam Ranjan , Abhyuday Mandal , Ernest W. Tollner

Waveform inversion is theoretically a powerful tool to reconstruct subsurface structures, but a usually encountered problem is that accurate sources are very rare, causing the computation unstable and divergent. This challenging problem,…

Geophysics · Physics 2024-07-12 Han Yu

We propose a novel iterative numerical method to solve the three-dimensional inverse obstacle scattering problem of recovering the shape of the obstacle from far-field measurements. To address the inherent ill-posed nature of the inverse…

Numerical Analysis · Mathematics 2024-04-18 Junqing Chen , Bangti Jin , Haibo Liu

In this work, we contribute to the broader understanding of inverse problems by introducing a versatile multiscale modeling framework tailored to the challenges of sediment concentration estimation. Specifically, we propose a novel approach…

Numerical Analysis · Mathematics 2025-03-14 Jiwei Li , Lingyun Qiu , Zhongjing Wang , Hui Yu , Siqin Zheng

In groundwater contaminant remediation and risk assessment, it is important to identify parameters of the contaminant source and hydraulic conductivity field by solving an inverse problem. However, if the dimensionality of the inverse…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang

We propose to solve inverse problems involving the temporal evolution of physics systems by leveraging recent advances from diffusion models. Our method moves the system's current state backward in time step by step by combining an…

Machine Learning · Computer Science 2023-12-06 Benjamin J. Holzschuh , Simona Vegetti , Nils Thuerey

This is Part II of the paper series on data-compatible T-matrix completion (DCTMC), which is a method for solving nonlinear inverse problems. Part I of the series contains theory and here we present simulations for inverse scattering of…

Mathematical Physics · Physics 2016-11-02 Howard W. Levinson , Vadim A. Markel

Scientific curiosity, exploration of georesources and environmental concerns are pushing the geoscientific research community toward subsurface investigations of ever-increasing complexity. This review explores various approaches to…

Geophysics · Physics 2017-01-09 N. Linde , P. Renard , T. Mukerji , J. Caers

The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

Computation · Statistics 2016-02-17 Shiwei Lan , Tan Bui-Thanh , Mike Christie , Mark Girolami

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to…

Mathematical Physics · Physics 2009-12-03 Andrea A. Almasy

This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…

Numerical Analysis · Mathematics 2012-04-10 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon , Stéphane Descombes , Thierry Dumont

Recently, diffusion models have been used to solve various inverse problems in an unsupervised manner with appropriate modifications to the sampling process. However, the current solvers, which recursively apply a reverse diffusion step…

Machine Learning · Computer Science 2024-05-21 Hyungjin Chung , Byeongsu Sim , Dohoon Ryu , Jong Chul Ye

The Effective Sample Size (ESS) and Integrated Autocorrelation Time (IACT) are two popular criteria for comparing Markov Chain Monte Carlo (MCMC) algorithms and detecting their convergence. Our goal is to assess those two quantities in the…

Methodology · Statistics 2024-08-27 Lucas Seiffert , Felipe Pereira
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