7 research outputs found
A Fast Algorithm for Parabolic PDE-based Inverse Problems Based on Laplace Transforms and Flexible Krylov Solvers
We consider the problem of estimating parameters in large-scale weakly
nonlinear inverse problems for which the underlying governing equations is a
linear, time-dependent, parabolic partial differential equation. A major
challenge in solving these inverse problems using Newton-type methods is the
computational cost associated with solving the forward problem and with
repeated construction of the Jacobian, which represents the sensitivity of the
measurements to the unknown parameters. Forming the Jacobian can be
prohibitively expensive because it requires repeated solutions of the forward
and adjoint time-dependent parabolic partial differential equations
corresponding to multiple sources and receivers. We propose an efficient method
based on a Laplace transform-based exponential time integrator combined with a
flexible Krylov subspace approach to solve the resulting shifted systems of
equations efficiently. Our proposed solver speeds up the computation of the
forward and adjoint problems, thus yielding significant speedup in total
inversion time. We consider an application from Transient Hydraulic Tomography
(THT), which is an imaging technique to estimate hydraulic parameters related
to the subsurface from pressure measurements obtained by a series of pumping
tests. The algorithms discussed are applied to a synthetic example taken from
THT to demonstrate the resulting computational gains of this proposed method
Solving rank structured Sylvester and Lyapunov equations
We consider the problem of efficiently solving Sylvester and Lyapunov
equations of medium and large scale, in case of rank-structured data, i.e.,
when the coefficient matrices and the right-hand side have low-rank
off-diagonal blocks. This comprises problems with banded data, recently studied
by Haber and Verhaegen in "Sparse solution of the Lyapunov equation for
large-scale interconnected systems", Automatica, 2016, and by Palitta and
Simoncini in "Numerical methods for large-scale Lyapunov equations with
symmetric banded data", SISC, 2018, which often arise in the discretization of
elliptic PDEs.
We show that, under suitable assumptions, the quasiseparable structure is
guaranteed to be numerically present in the solution, and explicit novel
estimates of the numerical rank of the off-diagonal blocks are provided.
Efficient solution schemes that rely on the technology of hierarchical
matrices are described, and several numerical experiments confirm the
applicability and efficiency of the approaches. We develop a MATLAB toolbox
that allows easy replication of the experiments and a ready-to-use interface
for the solvers. The performances of the different approaches are compared, and
we show that the new methods described are efficient on several classes of
relevant problems
Incorporating Krylov Subspace Methods in the ETDRK4 Scheme
A modification of the (2,2)-Pade algorithm developed by Wade et al. for implementing the exponential time differencing fourth order Runge-Kutta (ETDRK4) method is introduced. The main computational difficulty in implementing the ETDRK4 method is the required approximation to the matrix exponential. Wade et al. use the fourth order (2,2)-Pade approximant in their algorithm and in this thesis we incorporate Krylov subspace methods in an attempt to improve efficiency. A background of Krylov subspace methods is provided and we describe how they are used in approximating the matrix exponential and how to implement them into the ETDRK4 method. The (2,2)-Pade and Krylov subspace algorithms are compared in solving the one and two dimensional Allen-Cahn equation with the ETDRK4 scheme. We find that in two dimensions, the Krylov subspace algorithm is faster, provided we have a spatial discretization that produces a symmetric matrix