Abstract. We consider the problem of estimating the uncertainty in large-scale linear statistical inverse problems with high-dimensional parameter spaces within the framework of Bayesian inference. When the noise and prior probability densities are Gaussian, the solution to the inverse problem is also Gaussian, and is thus characterized by the mean and covariance matrix of the posterior probability density. Unfortunately, explicitly computing the posterior covariance matrix requires as many forward solutions as there are parameters, and is thus prohibitive when the forward problem is expensive and the parameter dimension is large. However, for many ill-posed inverse problems, the Hessian matrix of the data misfit term has a spectrum that collapses rapidly to zero. We present a fast method for computation of an approximation to the posterior covariance that exploits the lowrank structure of the preconditioned (by the prior covariance) Hessian of the data misfit. Analysis of an infinite-dimensional model convection-diffusion problem, and numerical experiments on largescale 3D convection-diffusion inverse problems with up to 1.5 million parameters, demonstrate that the number of forward PDE solves required for an accurate low-rank approximation is independent of the problem dimension. This permits scalable estimation of the uncertainty in large-scale ill-posed linear inverse problems at a small multiple (independent of the problem dimension) of the cost of solving the forward problem.

We present the first-generation global tomographic model constructed based on adjoint tomography, an iterative full-waveform inversion technique. Synthetic seismograms were calculated using GPU-accelerated spectral-element simulations of global seismic wave propagation, accommodating effects due to 3-D anelastic crust & mantle structure, topography & bathymetry, the ocean load, ellipticity, rotation, and self-gravitation. Fréchet derivatives were calculated in 3-D anelastic models based on an adjoint-state method. The simulations were performed on the Cray XK7 named 'Titan', a computer with 18 688 GPU accelerators housed at Oak Ridge National Laboratory. The transversely isotropic global model is the result of 15 tomographic iterations, which systematically reduced differences between observed and simulated three-component seismograms. Our starting model combined 3-D mantle model S362ANI with 3-D crustal model Crust2.0. We simultaneously inverted for structure in the crust and mantle, thereby eliminating the need for widely used 'crustal corrections'. We used data from 253 earthquakes in the magnitude range 5.8 ≤ M w ≤ 7.0. We started inversions by combining ∼30 s body-wave data with ∼60 s surface-wave data. The shortest period of the surface waves was gradually decreased, and in the last three iterations we combined ∼17 s body waves with ∼45 s surface waves. We started using 180 min long seismograms after the 12th iteration and assimilated minor-and major-arc body and surface waves. The 15th iteration model features enhancements of well-known slabs, an enhanced image of the Samoa/Tahiti plume, as well as various other plumes and hotspots, such as Caroline, Galapagos, Yellowstone and Erebus. Furthermore, we see clear improvements in slab resolution along the Hellenic and Japan Arcs, as well as subduction along the East of Scotia Plate, which does not exist in the starting model. Point-spread function tests demonstrate that we are approaching the resolution of continentalscale studies in some areas, for example, underneath Yellowstone. This is a consequence of our multiscale smoothing strategy in which we define our smoothing operator as a function of the approximate Hessian kernel, thereby smoothing gradients less wherever we have good ray coverage, such as underneath North America.

SUMMARY Building on global adjoint tomography model GLAD-M15, we present transversely isotropic global model GLAD-M25, which is the result of 10 quasi-Newton tomographic iterations with an earthquake database consisting of 1480 events in the magnitude range 5.5 ≤ Mw ≤ 7.2, an almost sixfold increase over the first-generation model. We calculated fully 3-D synthetic seismograms with a shortest period of 17 s based on a GPU-accelerated spectral-element wave propagation solver which accommodates effects due to 3-D anelastic crust and mantle structure, topography and bathymetry, the ocean load, ellipticity, rotation and self-gravitation. We used an adjoint-state method to calculate Fréchet derivatives in 3-D anelastic Earth models facilitated by a parsimonious storage algorithm. The simulations were performed on the Cray XK7 ‘Titan’ and the IBM Power 9 ‘Summit’ at the Oak Ridge Leadership Computing Facility. We quantitatively evaluated GLAD-M25 by assessing misfit reductions and traveltime anomaly histograms in 12 measurement categories. We performed similar assessments for a held-out data set consisting of 360 earthquakes, with results comparable to the actual inversion. We highlight the new model for a variety of plumes and subduction zones.

MADNESS (multiresolution adaptive numerical environment for scientific simulation) is a high-level software environment for solving integral and differential equations in many dimensions that uses adaptive and fast harmonic analysis methods with guaranteed precision based on multiresolution analysis and separated representations. Underpinning the numerical capabilities is a powerful petascale parallel programming environment that aims to increase both programmer productivity and code scalability. This paper describes the features and capabilities of MADNESS and briefly discusses some current applications in chemistry and several areas of physics.

SUMMARYReduced-order models that are able to approximate output quantities of interest of high-fidelity computational models over a wide range of input parameters play an important role in making tractable large-scale optimal design, optimal control, and inverse problem applications. We consider the problem of determining a reduced model of an initial value problem that spans all important initial conditions, and pose the task of determining appropriate training sets for reduced-basis construction as a sequence of optimization problems. We show that, under certain assumptions, these optimization problems have an explicit solution in the form of an eigenvalue problem, yielding an efficient model reduction algorithm that scales well to systems with states of high dimension. Furthermore, tight upper bounds are given for the error in the outputs of the reduced models. The reduction methodology is demonstrated for a large-scale contaminant transport problem.