No description available.

Uncertainty Quantification (UQ) has been an active area of research in recent years with a wide range of applications in data and imaging sciences. In many problems, the source of uncertainty stems from an unknown parameter in the model. In physical and engineering systems for example, the parameters of the partial differential equation (PDE) that model the observed data may be unknown or incompletely specified. In such cases, one may use a probabilistic description based on prior information and formulate a forward UQ problem of characterising the uncertainty in the PDE solution and observations in response to that in the parameters. Conversely, inverse UQ encompasses the statistical estimation of the unknown parameters from the available observations, which can be cast as a Bayesian inverse problem. The contributions of the thesis focus on examining the aforementioned forward and inverse UQ problems for the low-frequency, time-harmonic Maxwell equations, where the model uncertainty emanates from the lack of knowledge of the material conductivity parameter. The motivation comes from the Controlled-Source Electromagnetic Method (CSEM) that aims to detect and image hydrocarbon reservoirs by using electromagnetic field (EM) measurements to obtain information about the conductivity profile of the sub-seabed. Traditionally, algorithms for deterministic models have been employed to solve the inverse problem in CSEM by optimisation and regularisation methods, which aside from the image reconstruction provide no quantitative information on the credibility of its features. This work employs instead stochastic models where the conductivity is represented as a lognormal random field, with the objective of providing a more informative characterisation of the model observables and the unknown parameters. The variational formulation of these stochastic models is analysed and proved to be well-posed under suitable assumptions. For computational purposes the stochastic formulation is recast as a deterministic, parametric problem with distributed uncertainty, which leads to an infinite-dimensional integration problem with respect to the prior and posterior measure. One of the main challenges is thus the approximation of these integrals, with the standard choice being some variant of the Monte-Carlo (MC) method. However, such methods typically fail to take advantage of the intrinsic properties of the model and suffer from unsatisfactory convergence rates. Based on recently developed theory on high-dimensional approximation, this thesis advocates the use of Sparse Quadrature (SQ) to tackle the integration problem. For the models considered here and under certain assumptions, we prove that for forward UQ, Sparse Quadrature can attain dimension-independent convergence rates that out-perform MC. Typical CSEM models are large-scale and thus additional effort is made in this work to reduce the cost of obtaining forward solutions for each sampling parameter by utilising the weighted Reduced Basis method (RB) and the Empirical Interpolation Method (EIM). The proposed variant of a combined SQ-EIM-RB algorithm is based on an adaptive selection of training sets and a primal-dual, goal-oriented formulation for the EIM-RB approximation. Numerical examples show that the suggested computational framework can alleviate the computational costs associated with forward UQ for the pertinent large-scale models, thus providing a viable methodology for practical applications.

For many scientific applications, inverse problems have played a key role in solving important problems by enabling researchers to estimate desired parameters of a system from observed measurements. For example, large-scale inverse problems arise in many global problems and medical imaging problems such as greenhouse gas tracking and computational tomography reconstruction. This dissertation describes advancements in computational tools for solving large-scale inverse problems and for uncertainty quantification. Oftentimes, inverse problems are ill-posed and large-scale. Iterative projection methods have dramatically reduced the computational costs of solving large-scale inverse problems, and regularization methods have been critical in obtaining stable estimations by applying prior information of unknowns via Bayesian inference. However, by combining iterative projection methods and variational regularization methods, hybrid projection approaches, in particular generalized hybrid methods, create a powerful framework that can maximize the benefits of each method. In this dissertation, we describe various advancements and extensions of hybrid projection methods that we developed to address three recent open problems. First, we develop hybrid projection methods that incorporate mixed Gaussian priors, where we seek more sophisticated estimations where the unknowns can be treated as random variables from a mixture of distributions. Second, we describe hybrid projection methods for mean estimation in a hierarchical Bayesian approach. By including more than one prior covariance matrix (e.g., mixed Gaussian priors) or estimating unknowns and hyper-parameters simultaneously (e.g., hierarchical Gaussian priors), we show that better estimations can be obtained. Third, we develop computational tools for a respirometry system that incorporate various regularization methods for both linear and nonlinear respirometry inversions. For the nonlinear systems, blind deconvolution methods are developed and prior knowledge of nonlinear parameters are used to reduce the dimension of the nonlinear systems. Simulated and real-data experiments of the respirometry problems are provided. This dissertation provides advanced tools for computational inversion and uncertainty quantification. / Doctor of Philosophy / For many scientific applications, inverse problems have played a key role in solving important problems by enabling researchers to estimate desired parameters of a system from observed measurements. For example, large-scale inverse problems arise in many global problems such as greenhouse gas tracking where the problem of estimating the amount of added or removed greenhouse gas at the atmosphere gets more difficult. The number of observations has been increased with improvements in measurement technologies (e.g., satellite). Therefore, the inverse problems become large-scale and they are computationally hard to solve. Another example of an inverse problem arises in tomography, where the goal is to examine materials deep underground (e.g., to look for gas or oil) or reconstruct an image of the interior of the human body from exterior measurements (e.g., to look for tumors). For tomography applications, there are typically fewer measurements than unknowns, which results in non-unique solutions. In this dissertation, we treat unknowns as random variables with prior probability distributions in order to compensate for a deficiency in measurements. We consider various additional assumptions on the prior distribution and develop efficient and robust numerical methods for solving inverse problems and for performing uncertainty quantification. We apply our developed methods to many numerical applications such as greenhouse gas tracking, seismic tomography, spherical tomography problems, and the estimation of CO2 of living organisms.