Joint estimation of Robin coefficient and domain boundary for the Poisson problem
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Publication:5019922
DOI10.1088/1361-6420/AC3C17zbMATH Open1481.35404arXiv2108.09152OpenAlexW3214803820MaRDI QIDQ5019922FDOQ5019922
Authors: R. Nicholson, Matti Niskanen 
Publication date: 11 January 2022
Published in: Inverse Problems (Search for Journal in Brave)
Abstract: We consider the problem of simultaneously inferring the heterogeneous coefficient field for a Robin boundary condition on an inaccessible part of the boundary along with the shape of the boundary for the Poisson problem. Such a problem arises in, for example, corrosion detection, and thermal parameter estimation. We carry out both linearised uncertainty quantification, based on a local Gaussian approximation, and full exploration of the joint posterior using Markov chain Monte Carlo (MCMC) sampling. By exploiting a known invariance property of the Poisson problem, we are able to circumvent the need to re-mesh as the shape of the boundary changes. The linearised uncertainty analysis presented here relies on a local linearisation of the parameter-to-observable map, with respect to both the Robin coefficient and the boundary shape, evaluated at the maximum a posteriori (MAP) estimates. Computation of the MAP estimate is carried out using the Gauss-Newton method. On the other hand, to explore the full joint posterior we use the Metropolis-adjusted Langevin algorithm (MALA), which requires the gradient of the log-posterior. We thus derive both the Fr'{e}chet derivative of the solution to the Poisson problem with respect to the Robin coefficient and the boundary shape, and the gradient of the log-posterior, which is efficiently computed using the so-called adjoint approach. The performance of the approach is demonstrated via several numerical experiments with simulated data.
Full work available at URL: https://arxiv.org/abs/2108.09152
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Laplace approximationdiffeomorphismMetropolis-adjusted Langevin algorithmadjoint approachjoint estimationRobin coefficientboundary shape
Boundary value problems for second-order elliptic equations (35J25) Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
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Cited In (4)
- Size estimates of unknown boundaries with a Robin-type condition
- Estimation of the Robin coefficient field in a Poisson problem with uncertain conductivity field
- The Bayesian approach to inverse Robin problems
- Determination of a Robin coefficient in semilinear parabolic problems by means of boundary measurements
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