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A PENALTY METHOD FOR PDE-CONSTRAINED OPTIMIZATION
A PENALTY METHOD FOR PDE-CONSTRAINED OPTIMIZATION
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机译:PDE约束优化的惩罚方法
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摘要
The invention is directed to a computer-implemented method for obtaining a physical model having physical model parameters wherein solutions to one or more partial-differential-equations (PDE's) are calculated and wherein (i) an appropriate initial model is selected, (ii) setup a system of equations referred to as the data-augmented PDE for the field, comprising of the discretized PDE, the sampling operator, the source function and the observed data, and solve the data-augmented PDE in a suitable manner to obtain a field that both satisfies the PDE and fits the data to some degree, (iii) setup a system of equations by using the PDE, the source function and the field obtained in step (ii) and solve this system of equations in a suitable manner to obtain an update of the physical model parameters and repeat steps (ii)-(iii) until a predetermined stopping criterion is met.
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