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The Levenberg-Marquardt method applied to a parameter estimation problem arising from electrical resistivity tomography
Authors:A Kleefeld  M Reißel
Institution:a Department of Mathematical Sciences, University of Wisconsin-Milwaukee, Milwaukee, WI 53201-0413, USA
b Fachbereich Medizintechnik und Technomathematik, Fachhochschule Aachen, Standort Jülich, Ginsterweg 1, 52428 Jülich, Germany
Abstract:An efficient and robust electrical resistivity tomographic inversion algorithm based on the Levenberg-Marquardt method is considered to obtain quantities like grain size, spatial scale and particle size distribution of mineralized rocks. The corresponding model in two dimensions is based on the Maxwell equations and leads to a partial differential equation with mixed Dirichlet-Neumann boundary conditions. The forward problem is solved numerically with the finite-difference method. However, the inverse problem at hand is a classical nonlinear and ill-posed parameter estimation problem. Linearizing and applying the Tikhonov regularization method yields an iterative scheme, the Levenberg-Marquardt method. Several large systems of equations have to be solved efficiently in each iteration step which is accomplished by the conjugate gradient method without setting up the corresponding matrix. Instead fast matrix-vector multiplications are performed directly. Therefore, the derivative and its adjoint for the parameter-to-solution map are needed. Numerical results demonstrate the performance of our method as well as the possibility to reconstruct some of the desired parameters.
Keywords:Levenberg-Marquardt method  Fré  chet derivative  Nonlinear and ill-posed problem  Regularization  Parameter estimation problem
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