## Journals

- Advances in Mathematics of Communications
- Big Data & Information Analytics
- Communications on Pure & Applied Analysis
- Discrete & Continuous Dynamical Systems - A
- Discrete & Continuous Dynamical Systems - B
- Discrete & Continuous Dynamical Systems - S
- Evolution Equations & Control Theory
- Foundations of Data Science
- Inverse Problems & Imaging
- Journal of Computational Dynamics
- Journal of Dynamics & Games
- Journal of Geometric Mechanics
- Journal of Industrial & Management Optimization
- Journal of Modern Dynamics
- Kinetic & Related Models
- Mathematical Biosciences & Engineering
- Mathematical Control & Related Fields
- Mathematical Foundations of Computing
- Networks & Heterogeneous Media
- Numerical Algebra, Control & Optimization
- AIMS Mathematics
- Conference Publications
- Electronic Research Announcements
- Mathematics in Engineering

### Open Access Journals

IPI

Continuing our previous work [6, Inverse Problems, 2012, 28, 055002] and [5, Inverse Problems, 2012, 28, 055001],
we address the ill-posedness of the inverse scattering problem of
electromagnetic waves due to an inhomogeneous medium by studying the
Hessian of the data misfit. We derive and analyze the Hessian in both
Hölder and Sobolev spaces. Using an integral equation approach based
on Newton potential theory and compact embeddings in Hölder and
Sobolev spaces, we show that the Hessian can be decomposed into three
components, all of which are shown to be compact operators. The
implication of the compactness of the Hessian is that for small data
noise and model error, the discrete Hessian can be approximated by a
low-rank matrix. This in turn enables fast solution of an
appropriately regularized inverse problem, as well as Gaussian-based
quantification of uncertainty in the estimated inhomogeneity.

IPI

We present a scalable solver for approximating the

*maximum a posteriori*(MAP) point of Bayesian inverse problems with Besov priors based on wavelet expansions with random coefficients. It is a subspace trust region interior reflective Newton conjugate gradient method for bound constrained optimization problems. The method combines the rapid locally-quadratic convergence rate properties of Newton's method, the effectiveness of trust region globalization for treating ill-conditioned problems, and the Eisenstat--Walker idea of preventing oversolving. We demonstrate the scalability of the proposed method on two inverse problems: a deconvolution problem and a coefficient inverse problem governed by elliptic partial differential equations. The numerical results show that the number of Newton iterations is independent of the number of wavelet coefficients $n$ and the computation time scales linearly in $n$. It will be numerically shown, under our implementations, that the proposed solver is two times faster than the split Bregman approach, and it is an order of magnitude less expensive than the interior path following primal-dual method. Our results also confirm the fact that the Besov $\mathbb{B}_{11}^1$ prior is sparsity promoting, discretization-invariant, and edge-preserving for both imaging and inverse problems governed by partial differential equations.
keywords:
Bayesian inversion
,
bound-constrained optimization
,
partial differential
equations
,
discretization-invariant
,
interior point
method
,
deconvolution
,
split Bregman method
,
Besov space priors
,
sparsity
,
trust region
,
MAP
,
wavelet
,
edge-preserving.
,
inverse problem
,
Newton method

## Year of publication

## Related Authors

## Related Keywords

[Back to Top]