February  2015, 9(1): 163-188. doi: 10.3934/ipi.2015.9.163

Overlapping domain decomposition methods for linear inverse problems

1. 

School of Mathematics and Statistics, Central China Normal University, Wuhan 430079, China

2. 

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

3. 

Department of Mathematics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong

Received  October 2013 Revised  May 2014 Published  January 2015

We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identification of the flux, the source strength and the initial temperature in second order elliptic and parabolic systems. The methods are iterative, and computationally very efficient: only local forward and adjoint problems need to be solved in each subdomain, and the local minimizations have explicit solutions. Numerical experiments are provided to demonstrate the robustness and efficiency of the methods: the algorithms converge globally, even with rather poor initial guesses; and their convergences do not deteriorate or deteriorate only slightly when the meshes are refined.
Citation: Daijun Jiang, Hui Feng, Jun Zou. Overlapping domain decomposition methods for linear inverse problems. Inverse Problems & Imaging, 2015, 9 (1) : 163-188. doi: 10.3934/ipi.2015.9.163
References:
[1]

R. C. Aster, B. Borchers and C. H. Thurber, Parameter Estimation and Inverse Problems,, Elsevier Academic Press, (2005).

[2]

H. T. Banks and K. Kunisch, Estimation Techniques for Distributed Parameter Systems,, Birkhauser, (1989).

[3]

X. Cai, S. Liu and J. Zou, Parallel overlapping domain decomposition methods for coupled inverse elliptic problems,, Comm. Appl. Math. Comput. Sci., 4 (2009), 1. doi: 10.2140/camcos.2009.4.1.

[4]

T. Chan and T. Mathew, Domain decomposition algorithms,, Acta Numerica, (1994), 61.

[5]

T. Chan and X. Tai, Identification of discontinuous coefficients from elliptic problems using total variation regularization,, SIAM J. Sci. Comput., 25 (2003), 881. doi: 10.1137/S1064827599326020.

[6]

H. Chang and D. Yang, A Schwarz domain decomposition method with gradient projection for optimal control governed by elliptic partial differential equations,, J. Comput. Appl. Math., 235 (2011), 5078. doi: 10.1016/j.cam.2011.04.037.

[7]

I. Daubechies, M. Defrise and C. Demol, An iterative thresholding algorithm for linear inverse problems,, Comm. Pure Appl. Math., 57 (2004), 1413. doi: 10.1002/cpa.20042.

[8]

H. Engl, M. Hanke and A. Neubauer, Regularization of Inverse Problems,, Kluwer Academic Publishers, (2000).

[9]

M. Heinkenschloss and M. Herty, A spatial domain decomposition method for parabolic optimal control problems,, J. Comput. Appl. Math., 201 (2007), 88. doi: 10.1016/j.cam.2006.02.002.

[10]

M. Heinkenschloss and H. Nguyen, Neumann-Neumann domain decomposition preconditioners for linear-quadratic elliptic optimal control problems,, SIAM Journal on Scientific Computing, 28 (2006), 1001. doi: 10.1137/040612774.

[11]

K. Ito and J. Zou, Identification of some source densities of the distribution type,, J. Comput. Appl. Math., 132 (2001), 295. doi: 10.1016/S0377-0427(00)00332-0.

[12]

J. Li and J. Zou, A multilevel model correction method for parameter identification,, Inverse Problems, 23 (2007), 1759. doi: 10.1088/0266-5611/23/5/001.

[13]

X. Tai, J. Froyen, M. Espedal and T. Chan, Overlapping domain decomposition and multigrid methods for inverse problems,, Contemporary Mathematics, 218 (1998), 523.

[14]

A. Toselli and O. Widlund, Domain Decomposition Methods-Algorithms and Theory,, Springer-Verlag, (2004).

[15]

L. Wang and J. Zou, Error estimates of finite element methods for parameter identifications in elliptic and parabolic systems,, Disc. Cont. Dynam. Sys., 14 (2010), 1641. doi: 10.3934/dcdsb.2010.14.1641.

[16]

J. Xie and J. Zou, Numerical reconstruction of heat fluxes,, SIAM J. Numer. Anal., 43 (2005), 1504. doi: 10.1137/030602551.

[17]

J. Xu, Iterative methods by space decomposition and subspace correction,, SIAM Review, 34 (1992), 581. doi: 10.1137/1034116.

[18]

J. Xu and J. Zou, Some nonoverlapping domain decomposition methods,, SIAM Review, 40 (1998), 857. doi: 10.1137/S0036144596306800.

show all references

References:
[1]

R. C. Aster, B. Borchers and C. H. Thurber, Parameter Estimation and Inverse Problems,, Elsevier Academic Press, (2005).

[2]

H. T. Banks and K. Kunisch, Estimation Techniques for Distributed Parameter Systems,, Birkhauser, (1989).

[3]

X. Cai, S. Liu and J. Zou, Parallel overlapping domain decomposition methods for coupled inverse elliptic problems,, Comm. Appl. Math. Comput. Sci., 4 (2009), 1. doi: 10.2140/camcos.2009.4.1.

[4]

T. Chan and T. Mathew, Domain decomposition algorithms,, Acta Numerica, (1994), 61.

[5]

T. Chan and X. Tai, Identification of discontinuous coefficients from elliptic problems using total variation regularization,, SIAM J. Sci. Comput., 25 (2003), 881. doi: 10.1137/S1064827599326020.

[6]

H. Chang and D. Yang, A Schwarz domain decomposition method with gradient projection for optimal control governed by elliptic partial differential equations,, J. Comput. Appl. Math., 235 (2011), 5078. doi: 10.1016/j.cam.2011.04.037.

[7]

I. Daubechies, M. Defrise and C. Demol, An iterative thresholding algorithm for linear inverse problems,, Comm. Pure Appl. Math., 57 (2004), 1413. doi: 10.1002/cpa.20042.

[8]

H. Engl, M. Hanke and A. Neubauer, Regularization of Inverse Problems,, Kluwer Academic Publishers, (2000).

[9]

M. Heinkenschloss and M. Herty, A spatial domain decomposition method for parabolic optimal control problems,, J. Comput. Appl. Math., 201 (2007), 88. doi: 10.1016/j.cam.2006.02.002.

[10]

M. Heinkenschloss and H. Nguyen, Neumann-Neumann domain decomposition preconditioners for linear-quadratic elliptic optimal control problems,, SIAM Journal on Scientific Computing, 28 (2006), 1001. doi: 10.1137/040612774.

[11]

K. Ito and J. Zou, Identification of some source densities of the distribution type,, J. Comput. Appl. Math., 132 (2001), 295. doi: 10.1016/S0377-0427(00)00332-0.

[12]

J. Li and J. Zou, A multilevel model correction method for parameter identification,, Inverse Problems, 23 (2007), 1759. doi: 10.1088/0266-5611/23/5/001.

[13]

X. Tai, J. Froyen, M. Espedal and T. Chan, Overlapping domain decomposition and multigrid methods for inverse problems,, Contemporary Mathematics, 218 (1998), 523.

[14]

A. Toselli and O. Widlund, Domain Decomposition Methods-Algorithms and Theory,, Springer-Verlag, (2004).

[15]

L. Wang and J. Zou, Error estimates of finite element methods for parameter identifications in elliptic and parabolic systems,, Disc. Cont. Dynam. Sys., 14 (2010), 1641. doi: 10.3934/dcdsb.2010.14.1641.

[16]

J. Xie and J. Zou, Numerical reconstruction of heat fluxes,, SIAM J. Numer. Anal., 43 (2005), 1504. doi: 10.1137/030602551.

[17]

J. Xu, Iterative methods by space decomposition and subspace correction,, SIAM Review, 34 (1992), 581. doi: 10.1137/1034116.

[18]

J. Xu and J. Zou, Some nonoverlapping domain decomposition methods,, SIAM Review, 40 (1998), 857. doi: 10.1137/S0036144596306800.

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