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At least 37 records · Page 2

An autoencoder compression approach for accelerating large-scale inverse problems

Abstract Partial differential equation (PDE)-constrained inverse problems are some of the most challenging and computationally demanding problems in computational science today. Fine meshes required to accurately compute the PDE solution introduce an enormous number of parameters and require large-scale computing resources such as more processors and more memory to solve such systems in a reasonable time. For inverse problems constrained by time-dependent PDEs, the adjoint method often employed to compute gradients and higher order derivatives efficiently requires solving a time-reversed, so-called adjoint PDE that depends on the forward PDE solution at each timestep. This necessitates the storage of a high-dimensional forward solution vector at every timestep. Such a procedure quickly exhausts the available memory resources. Several approaches that trade additional computation for reduced memory footprint have been proposed to mitigate the memory bottleneck, including checkpointing and compression strategies. In this work, we propose a close-to-ideal scalable compression approach using autoencoders to eliminate the need for checkpointing and substantial memory storage, thereby reducing the time-to-solution and memory requirements. We compare our approach with checkpointing and an off-the-shelf compression approach on an earth-scale ill-posed seismic inverse problem. The results verify the expected close-to-ideal speedup for the gradient and Hessian-vector product using the proposed autoencoder compression approach. To highlight the usefulness of the proposed approach, we combine the autoencoder compression with the data-informed active subspace (DIAS) prior showing how the DIAS method can be affordably extended to large-scale problems without the need for checkpointing and large memory.

Mathematics↗

Variable-permittivity linear inverse problem for the H(sub z)-polarized case

The H(sub z)-polarized inverse problem has rarely been studied before due to the complicated way in which the unknown permittivity appears in the wave equation. This problem is equivalent to the acoustic inverse problem with variable density. We have recently reported the solution to the nonlinear variable-permittivity H(sub z)-polarized inverse problem using the Born iterative method. Here, the linear inverse problem is solved for permittivity (epsilon) and permeability (mu) using a different approach which is an extension of the basic ideas of diffraction tomography (DT). The key to solving this problem is to utilize frequency diversity to obtain the required independent measurements. The receivers are assumed to be in the far field of the object, and plane wave incidence is also assumed. It is assumed that the scatterer is weak, so that the Born approximation can be used to arrive at a relationship between the measured pressure field and two terms related to the spatial Fourier transform of the two unknowns, epsilon and mu. The term involving permeability corresponds to monopole scattering and that for permittivity to dipole scattering. Measurements at several frequencies are used and a least squares problem is solved to reconstruct epsilon and mu. It is observed that the low spatial frequencies in the spectra of epsilon and mu produce inaccuracies in the results. Hence, a regularization method is devised to remove this problem. Several results are shown. Low contrast objects for which the above analysis holds are used to show that good reconstructions are obtained for both permittivity and permeability after regularization is applied.

Moghaddam, M.↗

Inverse problems in diffraction

A two-dimensional problem of diffraction of a plane electromagnetic wave on a smooth 2 pi-periodic surface is considered. A numerical algorithm solving this problem is developed. An inverse problem of determination of the shape of 2 pi-periodic surface using the performance data of reverse scattering is considered. The inverse problem was solved by means of minimization of the residual functional with the help of the gradient descent method. The initial data were calculated with the help of the numerical method. On each step of the iterative method of minimization, the residual functional was calculated approximately with the help of the small slope method. The examples of the shape determination are considered.

Mikheev, Andrew G.↗

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗

Paired autoencoders for likelihood-free estimation in inverse problems

Abstract We consider the solution of nonlinear inverse problems where the forward problem is a discretization of a partial differential equation. Such problems are notoriously difficult to solve in practice and require minimizing a combination of a data-fit term and a regularization term. The main computational bottleneck of typical algorithms is the direct estimation of the data misfit. Therefore, likelihood-free approaches have become appealing alternatives. Nonetheless, difficulties in generalization and limitations in accuracy have hindered their broader utility and applicability. In this work, we use a paired autoencoder framework as a likelihood-free estimator (LFE) for inverse problems. We show that the use of such an architecture allows us to construct a solution efficiently and to overcome some known open problems when using LFEs. In particular, our framework can assess the quality of the solution and improve on it if needed. We demonstrate the viability of our approach using examples from full waveform inversion and inverse electromagnetic imaging.

Chung, Matthias (ORCID:0000000178224539)↗

A unified approach to the helioseismic forward and inverse problems of differential rotation

A general, degenerate perturbation theoretic treatment of the helioseismic forward and inverse problem for solar differential rotation is presented. For the forward problem, differential rotation is represented as the axisymmetric component of a general toroidal flow field using velocity spherical harmonics. This approach allows each degree of differential rotation to be estimated independently from all other degrees. In the inverse problem, the splitting caused by differential rotation is expressed as an expansion in a set of orthonormal polynomials that are intimately related to the solution of the forward problem. The combined use of vector spherical harmonics as basis functions for differential ratio and the Clebsch-Gordon coefficients to represent splitting provides a unified approach to the forward and inverse problems of differential rotation which greatly simplify inversion.

Ritzwoller, Michael H.↗

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING↗

Coefficient-to-Basis Network: a fine-tunable operator learning framework for inverse problems with adaptive discretizations and theoretical guarantees

We propose a Coefficient-to-Basis Network (C2BNet), a novel framework for solving inverse problems within the operator learning paradigm. C2BNet efficiently adapts to different discretizations through fine-tuning, using a pre-trained model to significantly reduce computational cost while maintaining high accuracy. Unlike traditional approaches that require retraining from scratch for new discretizations, our method enables seamless adaptation without sacrificing predictive performance. Furthermore, we establish theoretical approximation and generalization error bounds for C2BNet by exploiting low-dimensional structures in the underlying datasets. Our analysis demonstrates that C2BNet adapts to low-dimensional structures without relying on explicit encoding mechanisms, highlighting its robustness and efficiency. To validate our theoretical findings, we conducted extensive numerical experiments that showcase the superior performance of C2BNet on several inverse problems. The results confirm that C2BNet effectively balances computational efficiency and accuracy, making it a promising tool to solve inverse problems in scientific computing and engineering applications.

97 MATHEMATICS AND COMPUTING↗

Adaptive Interface-PINNs (AdaI-PINNs) for transient diffusion: Applications to forward and inverse problems in heterogeneous media

We model transient diffusion in heterogeneous materials using a novel physics-informed neural networks framework (PINNs) termed Adaptive interface physics-informed neural networks or AdaI-PINNs (Roy et al. arXiv preprint arXiv:2406.04626, 2024). AdaI-PINNs utilize different activation functions with trainable slopes tailored to each material region within the computational domain, allowing for a fully automated and adaptive PINNs approach to model interface problems with strongly and weakly discontinuous solutions. To enhance its performance in highly heterogeneous transient diffusion systems, we prescribe a suite of robust practices, including appropriate non-dimensionalization of equations, a biased sampling method, Glorot initialization, and the hard enforcement of boundary and initial conditions. Here we evaluate the efficacy of the proposed method on several benchmark forward and inverse problems. Comparative studies on one-dimensional and two-dimensional benchmark problems reveal that the modified AdaI-PINNs outperform its unmodified counterpart, achieving root-mean-square errors that are at least two orders of magnitude better in forward problems. For inverse problems, the maximum errors in the approximated diffusion coefficients by modified AdaI-PINNs are four orders of magnitude better than those of the unmodified version. Additionally, modified AdaI-PINNs demonstrate improved stability in problems with large material mismatches.

42 ENGINEERING↗

Geophysical approaches to inverse problems: A methodological comparison. Part 1: A Posteriori approach

The relationships of a variety of general computational methods (and variances) for treating illposed problems such as geophysical inverse problems are considered. Differences in approach and interpretation based on varying assumptions as to, e.g., the nature of measurement uncertainties are discussed along with the factors to be considered in selecting an approach. The reliability of the results of such computation is addressed.

Seidman, T. I.↗

Determining the general circulation of the ocean - A nonlinear inverse problem

The usual inversion procedures for determining the oceanic circulation take the density field as given. This does not explicitly account for the mismatch between the data (which are typically a single realization of the density field) and the circulation being estimated (which may be a time mean or some other smoothed quantity), but explicit consideration of the uncertainty of the density data renders the problem nonlinear, and new estimation methods have to be used. As an example, a nonlinear inversion is successfully applied here to the simple analytical model of Stommel and Veronis (1981). It is also shown that their linear procedure, if properly used, yields a much better result than they obtained.

Mercier, H.↗

Uncertainty quantification for inverse problems with application to ptychographic reconstruction

Inverse problems in imaging are commonly solved by optimization or learned surrogates that return a single reconstruction, while uncertainty information is often unavailable. In many experimental settings, however, uncertainty is required to assess reliability, guide downstream analysis, and prioritize additional measurements. In this note, we present a compact uncertainty-quantification framework based on local objective curvature, and then specialize it to ptychographic reconstruction. We further show how repeated reconstructions can be aggregated in a statistically principled way, including a practical implementation path for PtychoNN.

97 MATHEMATICS AND COMPUTING↗

The inverse problem of the optimal regulator.

The inverse problem of the optimal regulator is considered for a general class of multi-input systems with integral-type performance indices. A new phase variable canonical form is shown to be convenient for this analysis. The advantage of the canonical form is to separate the state variables into subvectors of directly controlled, indirectly controlled, and uncontrollable components. Necessary and sufficient conditions for optimized performance indices are given. With the nonlinearities of the system restricted to functions of the directly controlled state variables, additional results are developed about the nonnegative property of optimized loss functions.

Yokoyama, R.↗

Statistical Treatment of Inverse Problems Constrained by Differential Equations-based Models with Stochastic Terms

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.

97 MATHEMATICS AND COMPUTING↗