Adjoint based solution and uncertainty quantification techniques for variational inverse problems

dc.contributor.authorHebbur Venkata Subba Rao, Vishwasen
dc.contributor.committeechairSandu, Adrianen
dc.contributor.committeememberRibbens, Calvin J.en
dc.contributor.committeememberConstantinescu, Emil Mihaien
dc.contributor.committeememberde Sturler, Ericen
dc.contributor.committeememberCao, Yangen
dc.contributor.departmentComputer Scienceen
dc.date.accessioned2017-03-19T06:00:15Zen
dc.date.available2017-03-19T06:00:15Zen
dc.date.issued2015-09-25en
dc.description.abstractVariational inverse problems integrate computational simulations of physical phenomena with physical measurements in an informational feedback control system. Control parameters of the computational model are optimized such that the simulation results fit the physical measurements.The solution procedure is computationally expensive since it involves running the simulation computer model (the emph{forward model}) and the associated emph {adjoint model} multiple times. In practice, our knowledge of the underlying physics is incomplete and hence the associated computer model is laden with emph {model errors}. Similarly, it is not possible to measure the physical quantities exactly and hence the measurements are associated with emph {data errors}. The errors in data and model adversely affect the inference solutions. This work develops methods to address the challenges posed by the computational costs and by the impact of data and model errors in solving variational inverse problems. Variational inverse problems of interest here are formulated as optimization problems constrained by partial differential equations (PDEs). The solution process requires multiple evaluations of the constraints, therefore multiple solutions of the associated PDE. To alleviate the computational costs we develop a parallel in time discretization algorithm based on a nonlinear optimization approach. Like in the emph{parareal} approach, the time interval is partitioned into subintervals, and local time integrations are carried out in parallel. Solution continuity equations across interval boundaries are added as constraints. All the computational steps - forward solutions, gradients, and Hessian-vector products - involve only ideally parallel computations and therefore are highly scalable. This work develops a systematic mathematical framework to compute the impact of data and model errors on the solution to the variational inverse problems. The computational algorithm makes use of first and second order adjoints and provides an a-posteriori error estimate for a quantity of interest defined on the inverse solution (i.e., an aspect of the inverse solution). We illustrate the estimation algorithm on a shallow water model and on the Weather Research and Forecast model. Presence of outliers in measurement data is common, and this negatively impacts the solution to variational inverse problems. The traditional approach, where the inverse problem is formulated as a minimization problem in $L_2$ norm, is especially sensitive to large data errors. To alleviate the impact of data outliers we propose to use robust norms such as the $L_1$ and Huber norm in data assimilation. This work develops a systematic mathematical framework to perform three and four dimensional variational data assimilation using $L_1$ and Huber norms. The power of this approach is demonstrated by solving data assimilation problems where measurements contain outliers.en
dc.description.degreePh. D.en
dc.format.mediumETDen
dc.identifier.othervt_gsexam:6286en
dc.identifier.urihttp://hdl.handle.net/10919/76665en
dc.publisherVirginia Techen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectData assimilationen
dc.subjectInverse problemsen
dc.subjectsensitivity analysisen
dc.titleAdjoint based solution and uncertainty quantification techniques for variational inverse problemsen
dc.typeDissertationen
thesis.degree.disciplineComputer Science and Applicationsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.leveldoctoralen
thesis.degree.namePh. D.en

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