Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

A greedy algorithm for the construction of a reduced model with reduction in both parameter and state is developed for efficient solution of statistical inverse problems governed by partial differential equations with distributed parameters. Large-scale models are too costly to evaluate repeatedly, as is required in the statistical setting. Furthermore, these models often have high dimensional parametric input spaces, which compounds the difficulty of effectively exploring the uncertainty space. We simultaneously address both challenges by constructing a projection-based reduced model that accepts low-dimensional parameter inputs and whose model evaluations are inexpensive. The associated parameter and state bases are obtained through a greedy procedure that targets the governing equations, model outputs, and prior information. The methodology and results are presented for groundwater inverse problems in one and two dimensions.

• Type: Journal
• Year: 2010
• Where: SIAMSC
• Authors: Chad Lieberman, Karen Willcox, Omar Ghattas
• Keywords: Inverse Problems, Parameter, Reduced Model, SIAMSC 2010