This investigation is motivated by PDE-constrained optimization problems arising in connection with electrocardiograms (ECGs) and electroencephalography (EEG). Standard sparsity regularization does not necessarily produce adequate results for these applications because only boundary data/observations are available for the identification of the unknown source, which may be interior. We therefore study a weighted $\ell^1$-regularization technique for solving inverse problems when the forward operator has a significant null space. In particular, we prove that a sparse source, regardless of whether it is interior or located at the boundary, can be exactly recovered with this weighting procedure as the regularization parameter $α$ tends to zero. Our analysis is supported by numerical experiments for cases with one and several local sources. The theory is developed in terms of Euclidean spaces, and our results can therefore be applied to many problems.
We explore the possibility for using boundary data to identify sources in elliptic PDEs. Even though the associated forward operator has a large null space, it turns out that box constraints, combined with weighted sparsity regularization, can enable rather accurate recovery of sources with constant magnitude/strength. In addition, for sources with varying strength, the support of the inverse solution will be a subset of the support of the true source. We present both an analysis of the problem and a series of numerical experiments. Our work only addresses discretized problems. The reason for …
This paper considers optimal control of fractional parabolic PDEs with both state and control constraints. The key challenge is how to handle the state constraints. Similarly, to the elliptic case, in this paper, we establish several new mathematical tools in the parabolic setting that are of wider interest. For example, existence of solution to the fractional parabolic equation with measure data on the right-hand-side. We employ the Moreau-Yosida regularization to handle the state constraints. We establish convergence, with rate, of the regularized optimal control problem to the original one.…
We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the $\ell_1$ norm composed with a linear transform. Empirical results show that the regularization with the $\ell_1$ norm can promote sparsity of a regularized solution. It is the goal of this paper to understand theoretically the effect of the regularization parameter on the sparsity of the regularized solutions. We establish a characterization of the sparsity under the transform matrix of the solution. When the fidelity term has a special structure and the …
When working with PDEs the reconstruction of a previous state often proves difficult. Good prior knowledge and fast computational methods are crucial to build a working reconstruction. We want to identify the heat sources on a three dimensional domain from later measurements under the assumption of small, distinct sources, such as hot chippings from a milling tool. This leads us to the need for a Prior reflecting this a priori information. Sparsity-inducing hyperpriors have proven useful for similar problems with sparse signal or image reconstruction. We combine the method of using a hierarchi…
Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and numerical perspectives. Namely, we show convergence of the regularization method and establish convergence properties of a couple of majorization approaches for the associated nonconvex problems. We also test a monotone algorithm for an academic example where the operator is an $M$ matrix, and on a time-dependent optimal control problem, pointing out the adv…
In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this approach is the use of the asymptotic-expansion theory, which allows us to determine the conditions for the existence and uniqueness of a solution to a given PDE with a sharp transition layer. As a by-product, we derive a simpler link equation between the source function and first-order asymptotic approximation of the measurable quantities, and based on that equat…
The non-convex $α\|\cdot\|_{\ell_1}-β\| \cdot\|_{\ell_2}$ $(α\geβ\geq0)$ regularization has attracted attention in the field of sparse recovery. One way to obtain a minimizer of this regularization is the ST-($α\ell_1-β\ell_2$) algorithm which is similar to the classical iterative soft thresholding algorithm (ISTA). It is known that ISTA converges quite slowly, and a faster alternative to ISTA is the projected gradient (PG) method. However, the conventional PG method is limited to the classical $\ell_1$ sparsity regularization. In this paper, we present two accelerated alternatives to the ST-(…
In this paper, we consider the $α\| \cdot\|_{\ell_1}-β\| \cdot\|_{\ell_2}$ sparsity regularization with parameter $α\geqβ\geq0$ for nonlinear ill-posed inverse problems. We investigate the well-posedness of the regularization. Compared to the case where $α>β\geq0$, the results for the case $α=β\geq0$ are weaker due to the lack of coercivity and Radon-Riesz property of the regularization term. Under certain condition on the nonlinearity of $F$, we prove that every minimizer of $ α\| \cdot\|_{\ell_1}-β\| \cdot\|_{\ell_2}$ regularization is sparse. For the case $α>β\geq0$, if the exact solution i…
A comparative study of structural similarity and regularization for joint inverse problems governed by PDEs
Institute for Computational Engineering & Sciences, The University of Texas at Austin（德克萨斯大学奥斯汀分校计算工程与科学研究所）；Courant Institute of Mathematical Sciences, New York University（纽约大学柯朗数学科学研究所）
This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the r…
On the interplay of basis smoothness and specific range conditions occurring in sparsity regularization
Chemnitz University of Technology（开姆尼茨工业大学）；Johannes Kepler University（约翰·开普勒大学）；Industrial Mathematics Institute（工业数学研究所）；Johann Radon Institute for Computational and Appied Mathematics（约翰·拉顿计算与应用数学研究所）
PET-MRI Joint Reconstruction by Joint Sparsity Based Tight Frame Regularization
Institute of Natural Sciences, Shanghai Jiao Tong University（上海交通大学自然科学研究院）；Yau Mathematical Sciences Center, Tsinghua University（清华大学丘成桐数学科学中心）；Institute of Natural Sciences, School of Mathematical Sciences, and MOE-LSC, Shanghai Jiao Tong University（上海交通大学自然科学研究院、数学科学学院和教育部计算数学重点实验室）
Beyond convergence rates: Exact recovery with Tikhonov regularization with sparsity constraints
TU Braunschweig, Institute for Analysis and Algebra（布伦瑞克工业大学，分析与代数研究所）；Zentrum für Technomathematik, Universität Bremen, Fachbereich Mathematik/Informatik（不来梅大学，技术与数学中心，数学/信息学系）
Minimum residual methods such as the least-squares finite element method (FEM) or the discontinuous Petrov--Galerkin method with optimal test functions (DPG) usually exclude singular data, e.g., non square-integrable loads. We consider a DPG method and a least-squares FEM for the Poisson problem. For both methods we analyze regularization approaches that allow the use of $H^{-1}$ loads, and also study the case of point loads. For all cases we prove appropriate convergence orders. We present various numerical experiments that confirm our theoretical results. Our approach extends to general well…
Kinetic-based regularization: Learning spatial derivatives and PDE applications
Engineering Mechanics Unit（工程力学单元）；Jawaharlal Nehru Centre for Advanced Scientific Research（贾瓦哈拉尔·奈尔中心先进科学研究所）；Fondazione Istituto Italiano di Tecnologia（意大利技术研究院）
Several problems in imaging acquire multiple measurement vectors (MMVs) of Fourier samples for the same underlying scene. Image recovery techniques from MMVs aim to exploit the joint sparsity across the measurements in the sparse domain. This is typically accomplished by extending the use of $\ell_1$ regularization of the sparse domain in the single measurement vector (SMV) case to using $\ell_{2,1}$ regularization so that the "jointness" can be accounted for. Although effective, the approach is inherently coupled and therefore computationally inefficient. The method also does not consider cur…
