Browsing by Author "Munster, Drayton William"

Now showing 1 - 2 of 2
  • Thumbnail Image
    Robust Parameter Inversion Using Stochastic Estimates
    Munster, Drayton William (Virginia Tech, 2020-01-10)
    For parameter inversion problems governed by systems of partial differential equations, such as those arising in Diffuse Optical Tomography (DOT), even the cost of repeated objective function evaluation can be overwhelming. Despite the linear (in the state variable) nature of the DOT problem, the nonlinear parameter inversion process is dominated by the computational burden of solving a large linear system for each source and frequency. To compute the Jacobian for use in Newton-type methods, an adjoint solve is required for each detector and frequency. When a three-dimensional tomography problem may have nearly 1,000 sources and detectors, the computational cost of an optimization routine is a large burden. While techniques from model order reduction can partially alleviate the computational cost, obtaining error bounds in parameter space is typically not feasible. In this work, we examine two different remedies based on stochastic estimates of the objective function. In the first manuscript, we focus on maximizing the efficiency of using stochastic estimates by replacing our objective function with a surrogate objective function computed from a reduced order model (ROM). We use as few as a single sample to detect a misfit between the full-order and surrogate objective functions. Once a sufficiently large difference is detected, it is necessary to update the ROM to reduce the error. We propose a new technique for improving the ROM with very few large linear solutions. Using this techniques, we observe a reduction of up to 98% in the number of large linear solutions for a three-dimensional tomography problem. In the second manuscript, we focus on establishing a robust algorithm. We propose a new trust region framework that replaces the objective function evaluations with stochastic estimates of the improvement factor and the misfit between the model and objective function gradients. If these estimates satisfy a fixed multiplicative error bound with a high, but fixed, probability, we show that this framework converges almost surely to a stationary point of the objective function. We derive suitable bounds for the DOT problem and present results illustrating the robust nature of these estimates with only 10 samples per iteration.
  • Thumbnail Image
    Sensitivity Enhanced Model Reduction
    Munster, Drayton William (Virginia Tech, 2013-06-06)
    In this study, we numerically explore methods of coupling sensitivity analysis to the reduced model in order to increase the accuracy of a proper orthogonal decomposition (POD) basis across a wider range of parameters. Various techniques based on polynomial interpolation and basis alteration are compared. These techniques are performed on a 1-dimensional reaction-diffusion equation and 2-dimensional incompressible Navier-Stokes equations solved using the finite element method (FEM) as the full scale model. The expanded model formed by expanding the POD basis with the orthonormalized basis sensitivity vectors achieves the best mixture of accuracy and computational efficiency among the methods compared.