Bayesian inversion of log-normal eikonal equations

DOI10.1088/1361-6420/ACC888zbMATH Open1516.35545arXiv2111.11087OpenAlexW3217430866MaRDI QIDQ6101034FDOQ6101034

Author name not available (Why is that?), Viet Ha Hoang

Publication date: 31 May 2023

Published in: Inverse Problems (Search for Journal in Brave)

Abstract: We study the Bayesian inverse problem for inferring the log-normal slowness function of the eikonal equation given noisy observation data on its solution at a set of spatial points. We study approximation of the posterior probability measure by solving the truncated eikonal equation, which contains only a finite number of terms in the Karhunen-Loeve expansion of the slowness function, by the Fast Marching Method. The error of this approximation in the Hellinger metric is deduced in terms of the truncation level of the slowness and the grid size in the Fast Marching Method resolution. It is well known that the plain Markov Chain Monte Carlo procedure for sampling the posterior probability is highly expensive. We develop and justify the convergence of a Multilevel Markov Chain Monte Carlo method. Using the heap sort procedure in solving the forward eikonal equation by the Fast Marching Method, our Multilevel Markov Chain Monte Carlo method achieves a prescribed level of accuracy for approximating the posterior expectation of quantities of interest, requiring only an essentially optimal level of complexity. Numerical examples confirm the theoretical results.

Full work available at URL: https://arxiv.org/abs/2111.11087

zbMATH Keywords

Gaussian prioroptimal convergenceeikonal equationfast marching methodBayesian inverse problemsmultilevel Markov chain Monte Carlolognormal coefficients

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Boundary value problems for nonlinear first-order PDEs (35F30)

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Cited In (1)

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