Hyper-differential sensitivity analysis for inverse problems constrained by partial differential equations

Abstract

Abstract High fidelity models used in many science and engineering applications couple multiple physical states and parameters. Inverse problems arise when a model parameter cannot be determined directly, but rather is estimated using (typically sparse and noisy) measurements of the states. The data is usually not sufficient to simultaneously inform all of the parameters. Consequently, the governing model typically contains parameters which are uncertain but must be specified for a complete model characterization necessary to invert for the parameters of interest. We refer to the combination of the additional model parameters (those which are not inverted for) and the measured data states as the ‘complementary parameters’. We seek to quantify the relative importance of these complementary parameters to the solution of the inverse problem. To address this, we present a framework based on hyper-differential sensitivity analysis (HDSA). HDSA computes the derivative of the solution of an inverse problem with respect to complementary parameters. We present a mathematical framework for HDSA in large-scale PDE-constrained inverse problems and show how HDSA can be interpreted to give insight about the inverse problem. We demonstrate the effectiveness of the method on an inverse problem by estimating a permeability field, using pressure and concentration measurements, in a porous medium flow application with uncertainty in the boundary conditions, source injection, and diffusion coefficient.