Path-OED for infinite-dimensional Bayesian linear inverse problems governed by PDEs

Abstract: We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this setting. The proposed path optimal experimental design (path-OED) framework is established rigorously in a function space setting and elaborated for the case of Bayesian c-optimality, which quantifies the posterior variance in a linear functional of the inverse parameter. The latter is motivated by goal-oriented formulations, where we seek to minimize the uncertainty in a scalar prediction of interest. To facilitate computations, we complement the proposed infinite-dimensional framework with discretized formulations, in suitably weighted finite-dimensional inner product spaces, and derive efficient methods for finding optimal sensor paths. The resulting computational framework is flexible, scalable, and can be adapted to a broad range of linear inverse problems and design criteria. We also present extensive computational experiments, for a model inverse problem constrained by an advection-diffusion equation, to demonstrate the effectiveness of the proposed approach.