For the inverse problem in physical models, one measures the solution and infers the model parameters using information from the collected data. Oftentimes, these data are inadequate and render the inverse problem ill-posed. We study the ill-posedness in the context of optical imaging, which is a medical imaging technique that uses light to probe (bio-)tissue structure. Depending on the intensity of the light, the forward problem can be described by different types of equations. High-energy light scatters very little, and one uses the radiative transfer equation (RTE) as the model; low-energy light scatters frequently, so the diffusion equation (DE) suffices to be a good approximation. A multiscale approximation links the hyperbolic-type RTE with the parabolic-type DE. The inverse problems for the two equations have a multiscale passage as well, so one expects that as the energy of the photons diminishes, the inverse problem changes from well- to ill-posed. We study this stability deterioration using the Bayesian inference. In particular, we use the Kullback–Leibler divergence between the prior distribution and the posterior distribution based on the RTE to prove that the information gain from the measurement vanishes as the energy of the photons decreases, so that the inverse problem is ill-posed in the diffusive regime. In the linearized setting, we also show that the mean square error of the posterior distribution increases as we approach the diffusive regime.
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On Bayesian data assimilation for PDEs with ill-posed forward problems
Abstract We study Bayesian data assimilation (filtering) for time-evolution Partial differential equations (PDEs), for which the underlying forward problem may be very unstable or ill-posed. Such PDEs, which include the Navier–Stokes equations of fluid dynamics, are characterized by a high sensitivity of solutions to perturbations of the initial data, a lack of rigorous global well-posedness results as well as possible non-convergence of numerical approximations. Under very mild and readily verifiable general hypotheses on the forward solution operator of such PDEs, we prove that the posterior measure expressing the solution of the Bayesian filtering problem is stable with respect to perturbations of the noisy measurements, and we provide quantitative estimates on the convergence of approximate Bayesian filtering distributions computed from numerical approximations. For the Navier–Stokes equations, our results imply uniform stability of the filtering problem even at arbitrarily small viscosity, when the underlying forward problem may become ill-posed, as well as the compactness of numerical approximants in a suitable metric on time-parametrized probability measures.
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- Award ID(s):
- 2042454
- NSF-PAR ID:
- 10341609
- Date Published:
- Journal Name:
- Inverse Problems
- Volume:
- 38
- Issue:
- 8
- ISSN:
- 0266-5611
- Page Range / eLocation ID:
- 085012
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1088/1361-6420/ac7acd
