Functional error estimators for the adaptive discretization of inverse problems

So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for partial differential equations, not only for quadratic Hilbert space regularization terms but also for nonsmooth Banach space penalties. Examples include the measure-space norm (i.e., sparsity regularization) or the indicator function of an $L^\infty$ ball (i.e., Ivanov regularization). The error estimators can be written in terms of residuals in the optimality system that can then be estimated by conventional techniques, thus leading to explicit estimators. This is illustrated by means of an elliptic inverse source problem with the above-mentioned penalties, and numerical results are provided for the case of sparsity regularization.

[1]  Boris Vexler,et al.  A Priori Error Analysis for Discretization of Sparse Elliptic Optimal Control Problems in Measure Space , 2013, SIAM J. Control. Optim..

[2]  Wolfgang Bangerth,et al.  Adaptive finite element methods for the solution of inverse problems in optical tomography , 2008 .

[3]  Philippe G. Ciarlet,et al.  The finite element method for elliptic problems , 2002, Classics in applied mathematics.

[4]  Guy Chavent,et al.  Indicator for the refinement of parameterization , 1998 .

[5]  Larisa Beilina,et al.  A POSTERIORI ERROR ESTIMATION IN COMPUTATIONAL INVERSE SCATTERING , 2005 .

[6]  V Ya Arsenin,et al.  ON ILL-POSED PROBLEMS , 1976 .

[7]  Rodolfo Rodríguez,et al.  A posteriori error estimates for elliptic problems with Dirac delta source terms , 2006, Numerische Mathematik.

[8]  Barbara Kaltenbacher,et al.  Goal oriented adaptivity in the IRGNM for parameter identification in PDEs: I. reduced formulation , 2013, 1309.6800.

[9]  A. Neubauer Solution of Ill-Posed Problems via Adaptive Grid Regularization: Convergence Analysis , 2007 .

[10]  Ricardo H. Nochetto,et al.  Pointwise a posteriori error estimates for monotone semi-linear equations , 2006, Numerische Mathematik.

[11]  J. Oden,et al.  A Posteriori Error Estimation in Finite Element Analysis: Oden/A Posteriori , 2000 .

[12]  Functional a posteriori estimates for elliptic optimal control problems , 2015 .

[13]  Michael V. Klibanov,et al.  A posteriori error estimates for the adaptivity technique for the Tikhonov functional and global convergence for a coefficient inverse problem , 2010 .

[14]  Otmar Scherzer,et al.  Finite-dimensional approximation of tikhonov regularized solutions of non-linear ill-posed problems , 1990 .

[15]  Stefan Kindermann,et al.  Parameter Identification by Regularization for Surface Representation via the Moving Grid Approach , 2003, SIAM J. Control. Optim..

[16]  D. Lorenz,et al.  Necessary conditions for variational regularization schemes , 2012, 1204.0649.

[17]  I. Ekeland,et al.  Convex analysis and variational problems , 1976 .

[18]  M. Wolfmayr A note on functional a posteriori estimates for elliptic optimal control problems , 2015, 1506.00306.

[19]  A. E. Badia,et al.  An Inverse Source Problem in Potential Analysis , 2000 .

[20]  Karl Kunisch,et al.  Approximation of Elliptic Control Problems in Measure Spaces with Sparse Solutions , 2012, SIAM J. Control. Optim..

[21]  Jérôme Jaffré,et al.  Refinement and coarsening indicators for adaptive parametrization: application to the estimation of hydraulic transmissivities , 2002 .

[22]  Barbara Kaltenbacher,et al.  Regularization Methods in Banach Spaces , 2012, Radon Series on Computational and Applied Mathematics.

[23]  Curtis R. Vogel,et al.  Well posedness and convergence of some regularisation methods for non-linear ill posed problems , 1989 .

[24]  Roland Becker,et al.  A Posteriori Error Estimates for Parameter Identification , 2004 .

[25]  R. Temam,et al.  Grisvard's shift theorem near L^infinity and Yudovich theory on polygonal domains , 2013, 1310.5444.

[26]  Brett Borden,et al.  Ill-Posed Problems , 1999 .

[27]  Michael Hinze,et al.  A Variational Discretization Concept in Control Constrained Optimization: The Linear-Quadratic Case , 2005, Comput. Optim. Appl..

[28]  Karl Kunisch,et al.  A measure space approach to optimal source placement , 2012, Comput. Optim. Appl..

[29]  Sören Bartels,et al.  Error control and adaptivity for a variational model problem defined on functions of bounded variation , 2014, Math. Comput..

[30]  H. Engl,et al.  Regularization of Inverse Problems , 1996 .

[31]  N. V. Ivanov PROJECTIVE STRUCTURES, FLAT BUNDLES, AND KÄHLER METRICS ON MODULI SPACES , 1988 .

[32]  Kunibert G. Siebert,et al.  Reliable a posteriori error estimation for state-constrained optimal control , 2017, Comput. Optim. Appl..

[33]  Roger Temam,et al.  Grisvard's Shift Theorem Near L∞ and Yudovich Theory on Polygonal Domains , 2015, SIAM J. Math. Anal..

[34]  S. Osher,et al.  Convergence rates of convex variational regularization , 2004 .

[35]  Barbara Kaltenbacher,et al.  Adaptive discretizations for the choice of a Tikhonov regularization parameter in nonlinear inverse problems , 2011 .

[36]  Ronald H. W. Hoppe,et al.  Convergence Analysis of an Adaptive Finite Element Method for Distributed Control Problems with Control Constraints , 2007 .

[37]  Sergey I. Repin,et al.  A posteriori error estimation for variational problems with uniformly convex functionals , 2000, Math. Comput..

[38]  J. Oden,et al.  A Posteriori Error Estimation in Finite Element Analysis , 2000 .

[39]  H. Ben Ameur,et al.  Regularization of parameter estimation by adaptive discretization using refinement and coarsening indicators , 2002 .

[40]  E. Haber,et al.  Adaptive finite volume method for distributed non-smooth parameter identification , 2007 .

[41]  J. Tinsley Oden,et al.  A Posteriori Error Estimation , 2002 .

[42]  Wenbin Liu,et al.  A Posteriori Error Estimates for Distributed Convex Optimal Control Problems , 2001, Adv. Comput. Math..

[43]  Gary R. Consolazio,et al.  Finite Elements , 2007, Handbook of Dynamic System Modeling.

[44]  Christian Clason,et al.  An Adaptive Hybrid FEM/FDM Method for an Inverse Scattering Problem in Scanning Acoustic Microscopy , 2006, SIAM J. Sci. Comput..

[45]  Barbara Kaltenbacher,et al.  Efficient computation of the Tikhonov regularization parameter by goal-oriented adaptive discretization , 2008 .

[46]  Arnd Rösch,et al.  A-posteriori error estimates for optimal control problems with state and control constraints , 2012, Numerische Mathematik.

[47]  Vitalii P. Tanana,et al.  Theory of Linear Ill-Posed Problems and its Applications , 2002 .

[48]  Otmar Scherzer,et al.  Variational Methods in Imaging , 2008, Applied mathematical sciences.

[49]  K. Kunisch,et al.  A duality-based approach to elliptic control problems in non-reflexive Banach spaces , 2011 .

[50]  Kunibert G. Siebert,et al.  A Posteriori Error Analysis of Optimal Control Problems with Control Constraints , 2014, SIAM J. Control. Optim..

[51]  Ulrich Langer,et al.  Functional A Posteriori Error Estimates for Parabolic Time-Periodic Boundary Value Problems , 2014, Comput. Methods Appl. Math..

[52]  Barbara Kaltenbacher,et al.  Goal oriented adaptivity in the IRGNM for parameter identification in PDEs: II. all-at-once formulations , 2013, 1310.6576.

[53]  Roland Becker,et al.  A posteriori error estimation for finite element discretization of parameter identification problems , 2004, Numerische Mathematik.