We consider accuracy assessment for the inverse problem of
recovery of unknown coefficient functions in differential
equations from data containing random errors. The set of PDEs
constituting the current forward model describes a special case
of two-phase porous-media flow. We are concerned mainly with two
issues. (1) When is it valid to calculate parameter accuracies
for the current nonlinear estimation problem by a linearized
method, linearized covariance analysis (LCA)? (2) Can the
validity of LCA be assessed without performing an accurate, but
computationally very expensive, Monte Carlo analysis (MCA)? For
both issues, special emphasis is put on parameter subsets for
which LCA predicts high accuracy.
The curvature measures of nonlinearity (CMNs) are a potential
alternative to MCA. CMNs are approximate, but considerably less
expensive to compute. In this paper, we apply LCA, CMNs and MCA
to several instances of the current model. We address issue 1 by
comparing LCA and MCA results, and issue 2 by including also CMN
results in the analysis. It is found that CMN and MCA results
lead to identical and negative conclusions concerning the
validity of LCA.
However, if the real concern is parameter subsets where LCA
predicts high accuracy, these conclusions, based on calculations
involving all of the parameters, were often misleading. Use of
specially designed subset CMNs is essential to avoid this. A
potential explanation, which may have implications also for
other parameter estimation problems, is presented.