NAMar 19, 2018
Parameterizations for Ensemble Kalman InversionNeil K. Chada, Marco A. Iglesias, Lassi Roininen et al.
The use of ensemble methods to solve inverse problems is attractive because it is a derivative-free methodology which is also well-adapted to parallelization. In its basic iterative form the method produces an ensemble of solutions which lie in the linear span of the initial ensemble. Choice of the parameterization of the unknown field is thus a key component of the success of the method. We demonstrate how both geometric ideas and hierarchical ideas can be used to design effective parameterizations for a number of applied inverse problems arising in electrical impedance tomography, groundwater flow and source inversion. In particular we show how geometric ideas, including the level set method, can be used to reconstruct piecewise continuous fields, and we show how hierarchical methods can be used to learn key parameters in continuous fields, such as length-scales, resulting in improved reconstructions. Geometric and hierarchical ideas are combined in the level set method to find piecewise constant reconstructions with interfaces of unknown topology.
LGDec 23, 2025
DeepONet-accelerated Bayesian inversion for moving boundary problemsMarco A. Iglesias, Michael. E. Causon, Mikhail Y. Matveev et al.
This work demonstrates that neural operator learning provides a powerful and flexible framework for building fast, accurate emulators of moving boundary systems, enabling their integration into digital twin platforms. To this end, a Deep Operator Network (DeepONet) architecture is employed to construct an efficient surrogate model for moving boundary problems in single-phase Darcy flow through porous media. The surrogate enables rapid and accurate approximation of complex flow dynamics and is coupled with an Ensemble Kalman Inversion (EKI) algorithm to solve Bayesian inverse problems. The proposed inversion framework is demonstrated by estimating the permeability and porosity of fibre reinforcements for composite materials manufactured via the Resin Transfer Moulding (RTM) process. Using both synthetic and experimental in-process data, the DeepONet surrogate accelerates inversion by several orders of magnitude compared with full-model EKI. This computational efficiency enables real-time, accurate, high-resolution estimation of local variations in permeability, porosity, and other parameters, thereby supporting effective monitoring and control of RTM processes, as well as other applications involving moving boundary flows. Unlike prior approaches for RTM inversion that learn mesh-dependent mappings, the proposed neural operator generalises across spatial and temporal domains, enabling evaluation at arbitrary sensor configurations without retraining, and represents a significant step toward practical industrial deployment of digital twins.
OCMay 14, 2015
A regularizing iterative ensemble Kalman method for PDE-constrained inverse problemsMarco A. Iglesias
We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference to develop a derivative-free stable method easy to implement in applications where the PDE (forward) model is only accessible as a black box. The method can be derived as an approximation of the regularizing Levenberg-Marquardt (LM) scheme [14] in which the derivative of the forward operator and its adjoint are replaced with empirical covariances from an ensemble of elements from the admissible space of solutions. The resulting ensemble method consists of an update formula that is applied to each ensemble member and that has a regularization parameter selected in a similar fashion to the one in the LM scheme. Moreover, an early termination of the scheme is proposed according to a discrepancy principle-type of criterion. The proposed method can be also viewed as a regularizing version of standard Kalman approaches which are often unstable unless ad-hoc fixes, such as covariance localization, are implemented. We provide a numerical investigation of the conditions under which the proposed method inherits the regularizing properties of the LM scheme of [14]. More concretely, we study the effect of ensemble size, number of measurements, selection of initial ensemble and tunable parameters on the performance of the method. The numerical investigation is carried out with synthetic experiments on two model inverse problems: (i) identification of conductivity on a Darcy flow model and (ii) electrical impedance tomography with the complete electrode model. We further demonstrate the potential application of the method in solving shape identification problems by means of a level-set approach for the parameterization of unknown geometries.