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We propose and study several inverse problems associated with the nonlinear progressive waves that arise in infrasonic inversions. The nonlinear progressive equation (NPE) is of a quasilinear form $\partial_t^2 u=\Delta f(x, u)$ with $f(x,…

Analysis of PDEs · Mathematics 2023-08-16 Yan Jiang , Hongyu Liu , Tianhao Ni , Kai Zhang

The area of inverse problems in mathematics is highly interdisciplinary. In various fields of science, engineering, medicine, and industry, there arises a need to reconstruct information about unknown entities that cannot be directly…

Numerical Analysis · Mathematics 2024-09-17 Manabu Machida

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann

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

The problem of unknown input observer design is considered for coupled PDE/ODE systems subject to incremental sector bounded nonlinearities and unknown boundary inputs. Assuming available measurements at the boundary of the distributed…

Optimization and Control · Mathematics 2022-12-01 Andrea Cristofaro , Francesco Ferrante

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

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Extracting information from nonlinear measurements is a fundamental challenge in data analysis. In this work, we consider separable inverse problems, where the data are modeled as a linear combination of functions that depend nonlinearly on…

Signal Processing · Electrical Eng. & Systems 2020-07-07 Brett Bernstein , Sheng Liu , Chrysa Papadaniil , Carlos Fernandez-Granda

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

We consider parameter identification problems in parametrized partial differential equations (PDE). This leads to nonlinear ill-posed inverse problems. One way to solve them are iterative regularization methods, which typically require…

Numerical Analysis · Mathematics 2018-05-07 Dominik Garmatter , Bernard Haasdonk , Bastian Harrach

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

In this article, we investigate inverse source problems for a wide range of PDEs of parabolic and hyperbolic types as well as time-fractional evolution equations by partial interior observation. Restricting the source terms to the form of…

Analysis of PDEs · Mathematics 2021-05-26 Yavar Kian , Yikan Liu , Masahiro Yamamoto

The dynamics of systems biological processes are usually modeled by a system of ordinary differential equations (ODEs) with many unknown parameters that need to be inferred from noisy and sparse measurements. Here, we introduce…

Quantitative Methods · Quantitative Biology 2022-02-04 Mitchell Daneker , Zhen Zhang , George Em Karniadakis , Lu Lu

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to…

Optimization and Control · Mathematics 2022-09-26 Alen Alexanderian , Joseph Hart , Mason Stevens

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

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

Nonlinear dynamical systems with regime transitions are typically described by ordinary differential equations with jumping parameters parameters. Traditional methods often treat change-point detection and parameter estimation as separate…

Machine Learning · Statistics 2026-04-29 Yuhe Bai , Chengli Tan , Jiaqi Li , Xiangjun Wang , Zhikun Zhang

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

Recently, with the significant developments in deep learning techniques, solving underdetermined inverse problems has become one of the major concerns in the medical imaging domain. Typical examples include undersampled magnetic resonance…

Image and Video Processing · Electrical Eng. & Systems 2020-06-29 Chang Min Hyun , Seong Hyeon Baek , Mingyu Lee , Sung Min Lee , Jin Keun Seo
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