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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 The inverse problem for radiative transfer is important in many applications, such as optical tomography and remote sensing. Major challenges include large memory requirements and computational expense, which arise from high-dimensionality and the need for iterations in solving the inverse problem. Here, to alleviate these issues, we propose adaptive-mesh inversion: a goal-orientedhp-adaptive mesh refinement method for solving inverse radiative transfer problems. One novel aspect here is that the two optimizations (one for inversion, and one for mesh adaptivity) are treated simultaneously and blended together. By exploiting the connection between duality-based mesh adaptivity and adjoint-based inversion techniques, we propose a goal-oriented error estimator, which is cheap to compute, and can efficiently guide the mesh-refinement to numerically solve the inverse problem. We use discontinuous Galerkin spectral element methods to discretize the forward and the adjoint problems. Then, based on the goal-oriented error estimator, we propose anhp-adaptive algorithm to refine the meshes. Numerical experiments are presented at the end and show convergence speed-up and reduced memory occupation by the goal-oriented mesh adaptive method.