Domain-decomposed Bayesian inversion based on local Karhunen-Lo\`{e}ve expansions

DOI10.1016/J.JCP.2024.112856arXiv2211.04026OpenAlexW4391849232MaRDI QIDQ6416488FDOQ6416488

Authors: Zhihang Xu, Qifeng Liao, Jinglai Li 

Publication date: 8 November 2022

Abstract: In many Bayesian inverse problems the goal is to recover a spatially varying random field. Such problems are often computationally challenging especially when the forward model is governed by complex partial differential equations (PDEs). The challenge is particularly severe when the spatial domain is large and the unknown random field needs to be represented by a high-dimensional parameter. In this paper, we present a domain-decomposed method to attack the dimensionality issue and the method decomposes the spatial domain and the parameter domain simultaneously. On each subdomain, a local Karhunen-Lo`eve (KL) expansion is constructed, and a local inversion problem is solved independently in a parallel manner, and more importantly, in a lower-dimensional space. After local posterior samples are generated through conducting Markov chain Monte Carlo (MCMC) simulations on subdomains, a novel projection procedure is developed to effectively reconstruct the global field. In addition, the domain decomposition interface conditions are dealt with an adaptive Gaussian process-based fitting strategy. Numerical examples are provided to demonstrate the performance of the proposed method.

Full work available at URL: https://doi.org/10.1016/j.jcp.2024.112856

Recommendations

• Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
• Bayesian inference of random fields represented with the Karhunen-Loève expansion
• Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction
• Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
• Multiscale sampling for the inverse modeling of partial differential equations

Mathematics Subject Classification ID

Parametric inference (62Fxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cited In (2)

• Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
• Adaptive deep density approximation for stochastic dynamical systems

This page was built for publication: Domain-decomposed Bayesian inversion based on local Karhunen-Lo\`{e}ve expansions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6416488)