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This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

We present a new approach to convexification of the Tikhonov regularization using a continuation method strategy. We embed the original minimization problem into a one-parameter family of minimization problems. Both the penalty term and the…

Numerical Analysis · Mathematics 2015-06-15 Valdemar Melicher , Vladimir Vrabel

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

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

We consider nonlinear inverse problems arising in the context of parameter identification for parabolic partial differential equations (PDEs). For stable reconstructions, regularization methods such as the iteratively regularized…

Numerical Analysis · Mathematics 2025-07-16 Michael Kartmann , Benedikt Klein , Mario Ohlberger , Thomas Schuster , Stefan Volkwein

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…

Numerical Analysis · Mathematics 2016-11-29 Sara Pollock

In this paper, we propose and study several inverse problems of identifying/determining unknown coefficients for a class of coupled PDE systems by measuring the average flux data on part of the underlying boundary. In these coupled systems,…

Analysis of PDEs · Mathematics 2023-05-19 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

In this paper we investigate adaptive discretization of the iteratively regularized Gauss- Newton method IRGNM. All-at-once formulations considering the PDE and the measurement equation simultaneously allow to avoid (approximate) solution…

Numerical Analysis · Mathematics 2018-08-20 Barbara Kaltenbacher , Alana Kirchner , Boris Vexler

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…

Numerical Analysis · Mathematics 2024-10-14 Michael Kartmann , Tim Keil , Mario Ohlberger , Stefan Volkwein , Barbara Kaltenbacher

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

Several applications in medical imaging and non-destructive material testing lead to inverse elliptic coefficient problems, where an unknown coefficient function in an elliptic PDE is to be determined from partial knowledge of its…

Optimization and Control · Mathematics 2022-12-13 Bastian Harrach

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

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

In the first part of planned series of papers the formal general solutions to selection of 80 examples of different types of second order nonlinear PDEs in two independent variables with constant parameters are given. The main goal here is…

Mathematical Physics · Physics 2008-01-29 Yu. N. Kosovtsov

We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

Analysis of PDEs · Mathematics 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki