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Abstract Computational inverse problems utilize a finite number of measurements to infer a discrete approximation of the unknown parameter function. With motivation from the setting of PDE-based optimization, we study the unique reconstruction of discretized inverse problems by examining the positivity of the Hessian matrix. What is the reconstruction power of a fixed number of data observations? How many parameters can one reconstruct? Here we describe a probabilistic approach, and spell out the interplay of the observation size (r) and the number of parameters to be uniquely identified (m). The technical pillar here is the random sketching strategy, in which the matrix concentration inequality and sampling theory are largely employed. By analyzing a randomly subsampled Hessian matrix, we attain a well-conditioned reconstruction problem with high probability. Our main theory is validated in numerical experiments, using an elliptic inverse problem as an example. 

Abstract We study the inverse problem of recovering the doping profile in the stationary Vlasov–Poisson equation, given the knowledge of the incoming and outgoing measurements at the boundary of the domain. This problem arises from identifying impurities in the semiconductor manufacturing. Our result states that, under suitable assumptions, the doping profile can be uniquely determined through an asymptotic formula of the electric field that it generates. 

Abstract Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and dynamic mode decomposition (DMD) stands out as the poster child of projection-based methods. Although the Koopman operator itself is linear, the fact that it acts in an infinite-dimensional space of observables poses challenges. These include spurious modes, essential spectra, and the verification of Koopman mode decompositions. While recent work has addressed these challenges for deterministic systems, there remains a notable gap in verified DMD methods for stochastic systems, where the Koopman operator measures the expectation of observables. We show that it is necessary to go beyond expectations to address these issues. By incorporating variance into the Koopman framework, we address these challenges. Through an additional DMD-type matrix, we approximate the sum of a squared residual and a variance term, each of which can be approximated individually using batched snapshot data. This allows verified computation of the spectral properties of stochastic Koopman operators, controlling the projection error. We also introduce the concept of variance-pseudospectra to gauge statistical coherency. Finally, we present a suite of convergence results for the spectral information of stochastic Koopman operators. Our study concludes with practical applications using both simulated and experimental data. In neural recordings from awake mice, we demonstrate how variance-pseudospectra can reveal physiologically significant information unavailable to standard expectation-based dynamical models.