Computer Science Technical Reports
CS at VT

A fully discrete framework for the adaptive solution of inverse problems

Alexe, Mihai and Sandu, Adrian (2012) A fully discrete framework for the adaptive solution of inverse problems . Technical Report TR-12-02, Computer Science, Virginia Tech.

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We investigate and contrast the differences between the discretize-then-differentiate and differentiate-then-discretize approaches to the numerical solution of parameter estimation problems. The former approach is attractive in practice due to the use of automatic differentiation for the generation of the dual and optimality equations in the first-order KKT system. The latter strategy is more versatile, in that it allows one to formulate efficient mesh-independent algorithms over suitably chosen function spaces. However, it is significantly more difficult to implement, since automatic code generation is no longer an option. The starting point is a classical elliptic inverse problem. An a priori error analysis for the discrete optimality equation shows consistency and stability are not inherited automatically from the primal discretization. Similar to the concept of dual consistency, We introduce the concept of optimality consistency. However, the convergence properties can be restored through suitable consistent modifications of the target functional. Numerical tests confirm the theoretical convergence order for the optimal solution. We then derive a posteriori error estimates for the infinite dimensional optimal solution error, through a suitably chosen error functional. This estimates are constructed using second order derivative information for the target functional. For computational efficiency, the Hessian is replaced by a low order BFGS approximation. The efficiency of the error estimator is confirmed by a numerical experiment with multigrid optimization.

Item Type:Departmental Technical Report
Keywords:Discrete adjoints; inverse problems; adaptive meshes; optimization
Subjects:Computer Science > Numerical Analysis
ID Code:1178
Deposited By:Sandu, Dr Adrian
Deposited On:18 March 2013