Efficient solution of parameter identification problems with H¹ regularization

DOI10.1137/22M1520591OpenAlexW4393422832MaRDI QIDQ6409906FDOQ6409906

Authors: Jan Blechta, Oliver G. Ernst 

Publication date: 6 September 2022

Abstract: We consider the identification of spatially distributed parameters under $H^1$ regularization. Solving the associated minimization problem by Gauss-Newton iteration results in linearized problems to be solved in each step that can be cast as boundary value problems involving a low-rank modification of the Laplacian. Using algebraic multigrid as a fast Laplace solver, the Sherman-Morrison-Woodbury formula can be employed to construct a preconditioner for these linear problems which exhibits excellent scaling w.r.t. the relevant problem parameters. We first develop this approach in the functional setting, thus obtaining a consistent methodology for selecting boundary conditions that arise from the $H^1$ regularization. We then construct a method for solving the discrete linear systems based on combining any fast Poisson solver with the Woodbury formula. The efficacy of this method is then demonstrated with scaling experiments. These are carried out for a common nonlinear parameter identification problem arising in electrical resistivity tomography.

Full work available at URL: https://doi.org/10.1137/22m1520591

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Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical solutions to equations with linear operators (65J10)

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