Publication Date

8-2012

Type of Culminating Activity

Thesis

Degree Title

Master of Science in Mathematics

Department

Mathematics

Major Advisor

Jodi Mead, Ph.D.

Abstract

Inverse problems are typically ill-posed or ill-conditioned and require regularization. Tikhonov regularization is a popular approach and it requires an additional parameter called the regularization parameter that has to be estimated. The Χ2method introduced by Mead in [8] uses the Χ2 distribution of the Tikhonov functional for linear inverse problems to estimate the regularization parameter. However, for nonlinear inverse problems the distribution of the Tikhonov functional is not known. In this thesis, we extend the Χ2 method to nonlinear problems through the use of Gauss Newton iterations and also with Levenberg Marquardt iterations. We derive approximate Χ2 distributions for the quadratic functionals that arise in Gauss Newton and Levenberg Marquardt iterations. The approach is illustrated on two ill-posed nonlinear inverse problems: a nonlinear cross-well tomography problem and a subsurface electrical conductivity estimation problem. We numerically test the validity of assumptions in this approach by demonstrating that the theoretical Χ2 distributions agree closely with actual distributions. The nonlinear Χ2 method is implemented in two algorithms, based on Gauss Newton and the Levenberg Marquardt methods, that dynamically estimate the regularization parameter using Χ2 tests. We compare parameter estimates from the nonlinear Χ2 method with estimates found using Occams inversion and the discrepancy principle on the cross-well tomography problem and on the subsurface electrical conductivity estimation problem. The Χ2 method is shown to provide similar parameter estimates to estimates found using the discrepancy principle and is computationally less expensive. In addition, the Χ2 method provided much better parameter estimates than Occams Inversion.

Download

Share

COinS