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Adaptive Reduced Basis Trust Region Methods for Parameter Identification Problems

Michael Kartmann, Tim Keil, Mario Ohlberger, Stefan Volkwein, Barbara Kaltenbacher

TL;DR

A new algorithm is proposed that adaptively builds a reduced parameter space in the online phase of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations.

Abstract

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 methods typically require a large number of forward solutions, which makes the use of the reduced basis method attractive to reduce computational complexity. However, the considered inverse problems are typically ill-posed due to their infinite-dimensional parameter space. Moreover, the infinite-dimensional parameter space makes it impossible to build and certify classical reduced-order models efficiently in a so-called "offline phase". We thus propose a new algorithm that adaptively builds a reduced parameter space in the online phase. The enrichment of the reduced parameter space is naturally inherited from the Tikhonov regularization within an iteratively regularized Gauß-Newton method. Finally, the adaptive parameter space reduction is combined with a certified reduced basis state space reduction within an adaptive error-aware trust region framework. Numerical experiments are presented to show the efficiency of the combined parameter and state space reduction for inverse parameter identification problems with distributed reaction or diffusion coefficients.

Adaptive Reduced Basis Trust Region Methods for Parameter Identification Problems

TL;DR

A new algorithm is proposed that adaptively builds a reduced parameter space in the online phase of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations.

Abstract

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 methods typically require a large number of forward solutions, which makes the use of the reduced basis method attractive to reduce computational complexity. However, the considered inverse problems are typically ill-posed due to their infinite-dimensional parameter space. Moreover, the infinite-dimensional parameter space makes it impossible to build and certify classical reduced-order models efficiently in a so-called "offline phase". We thus propose a new algorithm that adaptively builds a reduced parameter space in the online phase. The enrichment of the reduced parameter space is naturally inherited from the Tikhonov regularization within an iteratively regularized Gauß-Newton method. Finally, the adaptive parameter space reduction is combined with a certified reduced basis state space reduction within an adaptive error-aware trust region framework. Numerical experiments are presented to show the efficiency of the combined parameter and state space reduction for inverse parameter identification problems with distributed reaction or diffusion coefficients.
Paper Structure (16 sections, 1 theorem, 55 equations, 11 figures, 5 tables, 3 algorithms)

This paper contains 16 sections, 1 theorem, 55 equations, 11 figures, 5 tables, 3 algorithms.

Key Result

Proposition 3.4

Let $q\in {\mathscr Q}_r\cap {\mathscr Q_\mathsf{ad}}$ and $\underaccent{\bar{}}{a}_q>0$ be the ($q$-dependent) coercivity constant for $a(\cdot,\cdot\,;q)$. Then: with

Figures (11)

  • Figure 1: Run 1: The exact parameter $q^\mathsf e$ and its three reconstructions $q^\mathrm{FOM}$, $q^\mathrm{{\mathscr Q}_r}$ and $q^{{\mathscr Q}_r\text{-}V_r}$
  • Figure 2: The residuals $\|{\mathcal{F}}(q^k)-{y^{\delta}}\|_{\mathscr H}$ per computation time needed for iteration $k$ for Run 1 (left plot) and for Run 2 (right plot)
  • Figure 3: Run 1: pointwise relative errors w.r.t. to the FOM reconstruction
  • Figure 4: Run 2: the exact parameter $q^\mathsf e$ and its three reconstructions $q^\mathrm{FOM}$, $q^\mathrm{{\mathscr Q}_r}$ and $q^{{\mathscr Q}_r\text{-}V_r}$
  • Figure 5: Run 2: pointwise relative errors w.r.t. to the FOM reconstruction
  • ...and 6 more figures

Theorems & Definitions (13)

  • Remark 2.2
  • Example 2.4
  • Remark 2.6
  • Remark 2.7
  • Remark 2.8
  • Remark 2.9
  • Remark 3.2
  • Remark 3.3
  • Proposition 3.4: A-posteriori error estimate for $\hat{J}$
  • proof
  • ...and 3 more