Stochastic Convergence Analysis of Inverse Potential Problem

Abstract

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a least squares formulation with an $H^1(\hat{I}\text{c◯})$ penalty on the potential in order to obtain a numerical reconstruction, and the Galerkin finite element method for the spatial discretization. Under mild regularity assumptions on the problem data, we provide a stochastic $L^2(\hat{I}\text{c◯})$ convergence analysis on the regularized solution and the finite element approximation in a high probability sense. The obtained error bounds depend explicitly on the regularization parameter ${\hat{I}}^3$, the number $n$ of observation points and the mesh size $h$. These estimates provide a useful guideline for choosing relevant algorithmic parameters. Furthermore, we develop a monotonically convergent adaptive algorithm for determining a suitable regularization parameter in the absence of \textit{a priori} knowledge. Numerical experiments are also provided to complement the theoretical results.

37 pages, 3 figures. To appear at ASA/SIAM Journal on Uncertainty Quantification