WorldWideScience

Sample records for inverse optimization problem

  1. Optimization and inverse problems in electromagnetism

    CERN Document Server

    Wiak, Sławomir

    2003-01-01

    From 12 to 14 September 2002, the Academy of Humanities and Economics (AHE) hosted the workshop "Optimization and Inverse Problems in Electromagnetism". After this bi-annual event, a large number of papers were assembled and combined in this book. During the workshop recent developments and applications in optimization and inverse methodologies for electromagnetic fields were discussed. The contributions selected for the present volume cover a wide spectrum of inverse and optimal electromagnetic methodologies, ranging from theoretical to practical applications. A number of new optimal and inverse methodologies were proposed. There are contributions related to dedicated software. Optimization and Inverse Problems in Electromagnetism consists of three thematic chapters, covering: -General papers (survey of specific aspects of optimization and inverse problems in electromagnetism), -Methodologies, -Industrial Applications. The book can be useful to students of electrical and electronics engineering, computer sci...

  2. Multiparameter Optimization for Electromagnetic Inversion Problem

    Directory of Open Access Journals (Sweden)

    M. Elkattan

    2017-10-01

    Full Text Available Electromagnetic (EM methods have been extensively used in geophysical investigations such as mineral and hydrocarbon exploration as well as in geological mapping and structural studies. In this paper, we developed an inversion methodology for Electromagnetic data to determine physical parameters of a set of horizontal layers. We conducted Forward model using transmission line method. In the inversion part, we solved multi parameter optimization problem where, the parameters are conductivity, dielectric constant, and permeability of each layer. The optimization problem was solved by simulated annealing approach. The inversion methodology was tested using a set of models representing common geological formations.

  3. Particle Swarm Optimization and Uncertainty Assessment in Inverse Problems

    Directory of Open Access Journals (Sweden)

    José L. G. Pallero

    2018-01-01

    Full Text Available Most inverse problems in the industry (and particularly in geophysical exploration are highly underdetermined because the number of model parameters too high to achieve accurate data predictions and because the sampling of the data space is scarce and incomplete; it is always affected by different kinds of noise. Additionally, the physics of the forward problem is a simplification of the reality. All these facts result in that the inverse problem solution is not unique; that is, there are different inverse solutions (called equivalent, compatible with the prior information that fits the observed data within similar error bounds. In the case of nonlinear inverse problems, these equivalent models are located in disconnected flat curvilinear valleys of the cost-function topography. The uncertainty analysis consists of obtaining a representation of this complex topography via different sampling methodologies. In this paper, we focus on the use of a particle swarm optimization (PSO algorithm to sample the region of equivalence in nonlinear inverse problems. Although this methodology has a general purpose, we show its application for the uncertainty assessment of the solution of a geophysical problem concerning gravity inversion in sedimentary basins, showing that it is possible to efficiently perform this task in a sampling-while-optimizing mode. Particularly, we explain how to use and analyze the geophysical models sampled by exploratory PSO family members to infer different descriptors of nonlinear uncertainty.

  4. Comparison of optimal design methods in inverse problems

    International Nuclear Information System (INIS)

    Banks, H T; Holm, K; Kappel, F

    2011-01-01

    Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst–Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667–77; De Gaetano A and Arino O 2000 J. Math. Biol. 40 136–68; Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979–90)

  5. Comparison of optimal design methods in inverse problems

    Science.gov (United States)

    Banks, H. T.; Holm, K.; Kappel, F.

    2011-07-01

    Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).

  6. An inverse optimal control problem in the electrical discharge ...

    Indian Academy of Sciences (India)

    Marin Gostimirovic

    2018-05-10

    May 10, 2018 ... Keywords. EDM process; discharge energy; heat source parameters; inverse problem; optimization. 1. Introduction .... ation, thermal modeling of the EDM process would become ..... simulation of die-sinking EDM. CIRP Ann.

  7. Control and System Theory, Optimization, Inverse and Ill-Posed Problems

    Science.gov (United States)

    1988-09-14

    Justlfleatlen Distribut ion/ Availability Codes # AFOSR-87-0350 Avat’ and/or1987-1988 Dist Special *CONTROL AND SYSTEM THEORY , ~ * OPTIMIZATION, * INVERSE...considerable va- riety of research investigations within the grant areas (Control and system theory , Optimization, and Ill-posed problems]. The

  8. A penalty method for PDE-constrained optimization in inverse problems

    International Nuclear Information System (INIS)

    Leeuwen, T van; Herrmann, F J

    2016-01-01

    Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate. (paper)

  9. A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty.

    Directory of Open Access Journals (Sweden)

    Kai Zhang

    Full Text Available In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method, for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir model's parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively 'important' elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient.

  10. Inverse planning and optimization: a comparison of solutions

    Energy Technology Data Exchange (ETDEWEB)

    Ringor, Michael [School of Health Sciences, Purdue University, West Lafayette, IN (United States); Papiez, Lech [Department of Radiation Oncology, Indiana University, Indianapolis, IN (United States)

    1998-09-01

    The basic problem in radiation therapy treatment planning is to determine an appropriate set of treatment parameters that would induce an effective dose distribution inside a patient. One can approach this task as an inverse problem, or as an optimization problem. In this presentation, we compare both approaches. The inverse problem is presented as a dose reconstruction problem similar to tomography reconstruction. We formulate the optimization problem as linear and quadratic programs. Explicit comparisons are made between the solutions obtained by inversion and those obtained by optimization for the case in which scatter and attenuation are ignored (the NS-NA approximation)

  11. Optimization method for an evolutional type inverse heat conduction problem

    Science.gov (United States)

    Deng, Zui-Cha; Yu, Jian-Ning; Yang, Liu

    2008-01-01

    This paper deals with the determination of a pair (q, u) in the heat conduction equation u_t-u_{xx}+q(x,t)u=0, with initial and boundary conditions u(x,0)=u_0(x),\\qquad u_x|_{x=0}=u_x|_{x=1}=0, from the overspecified data u(x, t) = g(x, t). By the time semi-discrete scheme, the problem is transformed into a sequence of inverse problems in which the unknown coefficients are purely space dependent. Based on the optimal control framework, the existence, uniqueness and stability of the solution (q, u) are proved. A necessary condition which is a couple system of a parabolic equation and parabolic variational inequality is deduced.

  12. Optimization method for an evolutional type inverse heat conduction problem

    International Nuclear Information System (INIS)

    Deng Zuicha; Yu Jianning; Yang Liu

    2008-01-01

    This paper deals with the determination of a pair (q, u) in the heat conduction equation u t -u xx +q(x,t)u=0, with initial and boundary conditions u(x,0)=u 0 (x), u x vertical bar x=0 =u x vertical bar x=1 =0, from the overspecified data u(x, t) = g(x, t). By the time semi-discrete scheme, the problem is transformed into a sequence of inverse problems in which the unknown coefficients are purely space dependent. Based on the optimal control framework, the existence, uniqueness and stability of the solution (q, u) are proved. A necessary condition which is a couple system of a parabolic equation and parabolic variational inequality is deduced

  13. Sparse optimization for inverse problems in atmospheric modelling

    Czech Academy of Sciences Publication Activity Database

    Adam, Lukáš; Branda, Martin

    2016-01-01

    Roč. 79, č. 3 (2016), s. 256-266 ISSN 1364-8152 R&D Projects: GA MŠk(CZ) 7F14287 Institutional support: RVO:67985556 Keywords : Inverse modelling * Sparse optimization * Integer optimization * Least squares * European tracer experiment * Free Matlab codes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.404, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0457037.pdf

  14. Subspace-based optimization method for inverse scattering problems with an inhomogeneous background medium

    International Nuclear Information System (INIS)

    Chen, Xudong

    2010-01-01

    This paper proposes a version of the subspace-based optimization method to solve the inverse scattering problem with an inhomogeneous background medium where the known inhomogeneities are bounded in a finite domain. Although the background Green's function at each discrete point in the computational domain is not directly available in an inhomogeneous background scenario, the paper uses the finite element method to simultaneously obtain the Green's function at all discrete points. The essence of the subspace-based optimization method is that part of the contrast source is determined from the spectrum analysis without using any optimization, whereas the orthogonally complementary part is determined by solving a lower dimension optimization problem. This feature significantly speeds up the convergence of the algorithm and at the same time makes it robust against noise. Numerical simulations illustrate the efficacy of the proposed algorithm. The algorithm presented in this paper finds wide applications in nondestructive evaluation, such as through-wall imaging

  15. The Solution of Two-Phase Inverse Stefan Problem Based on a Hybrid Method with Optimization

    Directory of Open Access Journals (Sweden)

    Yang Yu

    2015-01-01

    Full Text Available The two-phase Stefan problem is widely used in industrial field. This paper focuses on solving the two-phase inverse Stefan problem when the interface moving is unknown, which is more realistic from the practical point of view. With the help of optimization method, the paper presents a hybrid method which combines the homotopy perturbation method with the improved Adomian decomposition method to solve this problem. Simulation experiment demonstrates the validity of this method. Optimization method plays a very important role in this paper, so we propose a modified spectral DY conjugate gradient method. And the convergence of this method is given. Simulation experiment illustrates the effectiveness of this modified spectral DY conjugate gradient method.

  16. Cohesive phase-field fracture and a PDE constrained optimization approach to fracture inverse problems

    Energy Technology Data Exchange (ETDEWEB)

    Tupek, Michael R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2016-06-30

    In recent years there has been a proliferation of modeling techniques for forward predictions of crack propagation in brittle materials, including: phase-field/gradient damage models, peridynamics, cohesive-zone models, and G/XFEM enrichment techniques. However, progress on the corresponding inverse problems has been relatively lacking. Taking advantage of key features of existing modeling approaches, we propose a parabolic regularization of Barenblatt cohesive models which borrows extensively from previous phase-field and gradient damage formulations. An efficient explicit time integration strategy for this type of nonlocal fracture model is then proposed and justified. In addition, we present a C++ computational framework for computing in- put parameter sensitivities efficiently for explicit dynamic problems using the adjoint method. This capability allows for solving inverse problems involving crack propagation to answer interesting engineering questions such as: 1) what is the optimal design topology and material placement for a heterogeneous structure to maximize fracture resistance, 2) what loads must have been applied to a structure for it to have failed in an observed way, 3) what are the existing cracks in a structure given various experimental observations, etc. In this work, we focus on the first of these engineering questions and demonstrate a capability to automatically and efficiently compute optimal designs intended to minimize crack propagation in structures.

  17. An inverse problem for evolution inclusions

    OpenAIRE

    Ton, Bui An

    2002-01-01

    An inverse problem, the determination of the shape and a convective coefficient on a part of the boundary from partial measurements of the solution, is studied using 2-person optimal control techniques.

  18. Distributed Cooperative Optimal Control for Multiagent Systems on Directed Graphs: An Inverse Optimal Approach.

    Science.gov (United States)

    Zhang, Huaguang; Feng, Tao; Yang, Guang-Hong; Liang, Hongjing

    2015-07-01

    In this paper, the inverse optimal approach is employed to design distributed consensus protocols that guarantee consensus and global optimality with respect to some quadratic performance indexes for identical linear systems on a directed graph. The inverse optimal theory is developed by introducing the notion of partial stability. As a result, the necessary and sufficient conditions for inverse optimality are proposed. By means of the developed inverse optimal theory, the necessary and sufficient conditions are established for globally optimal cooperative control problems on directed graphs. Basic optimal cooperative design procedures are given based on asymptotic properties of the resulting optimal distributed consensus protocols, and the multiagent systems can reach desired consensus performance (convergence rate and damping rate) asymptotically. Finally, two examples are given to illustrate the effectiveness of the proposed methods.

  19. Inverse problem for particle size distributions of atmospheric aerosols using stochastic particle swarm optimization

    International Nuclear Information System (INIS)

    Yuan Yuan; Yi Hongliang; Shuai Yong; Wang Fuqiang; Tan Heping

    2010-01-01

    As a part of resolving optical properties in atmosphere radiative transfer calculations, this paper focuses on obtaining aerosol optical thicknesses (AOTs) in the visible and near infrared wave band through indirect method by gleaning the values of aerosol particle size distribution parameters. Although various inverse techniques have been applied to obtain values for these parameters, we choose a stochastic particle swarm optimization (SPSO) algorithm to perform an inverse calculation. Computational performances of different inverse methods are investigated and the influence of swarm size on the inverse problem of computation particles is examined. Next, computational efficiencies of various particle size distributions and the influences of the measured errors on computational accuracy are compared. Finally, we recover particle size distributions for atmospheric aerosols over Beijing using the measured AOT data (at wavelengths λ=0.400, 0.690, 0.870, and 1.020 μm) obtained from AERONET at different times and then calculate other AOT values for this band based on the inverse results. With calculations agreeing with measured data, the SPSO algorithm shows good practicability.

  20. An inverse heat transfer problem for optimization of the thermal ...

    Indian Academy of Sciences (India)

    This paper takes a different approach towards identification of the thermal process in machining, using inverse heat transfer problem. Inverse heat transfer method allows the closest possible experimental and analytical approximation of thermal state for a machining process. Based on a temperature measured at any point ...

  1. Inverse feasibility problems of the inverse maximum flow problems

    Indian Academy of Sciences (India)

    199–209. c Indian Academy of Sciences. Inverse feasibility problems of the inverse maximum flow problems. ADRIAN DEACONU. ∗ and ELEONOR CIUREA. Department of Mathematics and Computer Science, Faculty of Mathematics and Informatics, Transilvania University of Brasov, Brasov, Iuliu Maniu st. 50,. Romania.

  2. Inverse problems in the design, modeling and testing of engineering systems

    Science.gov (United States)

    Alifanov, Oleg M.

    1991-01-01

    Formulations, classification, areas of application, and approaches to solving different inverse problems are considered for the design of structures, modeling, and experimental data processing. Problems in the practical implementation of theoretical-experimental methods based on solving inverse problems are analyzed in order to identify mathematical models of physical processes, aid in input data preparation for design parameter optimization, help in design parameter optimization itself, and to model experiments, large-scale tests, and real tests of engineering systems.

  3. A New Concept for Atmospheric Reentry Optimal Guidance: An Inverse Problem Inspired Approach

    Directory of Open Access Journals (Sweden)

    Davood Abbasi

    2013-01-01

    Full Text Available This paper presents a new concept for atmospheric reentry online optimal guidance and control using a method called MARE G&C that exploits the different time scale featured by reentry dynamics. The new technique reaches a quasi-analytical solution and simplified computations, even considering both lift-to-drag ratio and aerodynamic roll as control variables; in addition, the paper offers a solution for the challenging path constraints issue, getting inspiration from the inverse problem methodology. The final resulting algorithm seems suitable for onboard predictive guidance, a new need for future space missions.

  4. Bilinear Inverse Problems: Theory, Algorithms, and Applications

    Science.gov (United States)

    Ling, Shuyang

    We will discuss how several important real-world signal processing problems, such as self-calibration and blind deconvolution, can be modeled as bilinear inverse problems and solved by convex and nonconvex optimization approaches. In Chapter 2, we bring together three seemingly unrelated concepts, self-calibration, compressive sensing and biconvex optimization. We show how several self-calibration problems can be treated efficiently within the framework of biconvex compressive sensing via a new method called SparseLift. More specifically, we consider a linear system of equations y = DAx, where the diagonal matrix D (which models the calibration error) is unknown and x is an unknown sparse signal. By "lifting" this biconvex inverse problem and exploiting sparsity in this model, we derive explicit theoretical guarantees under which both x and D can be recovered exactly, robustly, and numerically efficiently. In Chapter 3, we study the question of the joint blind deconvolution and blind demixing, i.e., extracting a sequence of functions [special characters omitted] from observing only the sum of their convolutions [special characters omitted]. In particular, for the special case s = 1, it becomes the well-known blind deconvolution problem. We present a non-convex algorithm which guarantees exact recovery under conditions that are competitive with convex optimization methods, with the additional advantage of being computationally much more efficient. We discuss several applications of the proposed framework in image processing and wireless communications in connection with the Internet-of-Things. In Chapter 4, we consider three different self-calibration models of practical relevance. We show how their corresponding bilinear inverse problems can be solved by both the simple linear least squares approach and the SVD-based approach. As a consequence, the proposed algorithms are numerically extremely efficient, thus allowing for real-time deployment. Explicit theoretical

  5. Inverse problems of geophysics

    International Nuclear Information System (INIS)

    Yanovskaya, T.B.

    2003-07-01

    This report gives an overview and the mathematical formulation of geophysical inverse problems. General principles of statistical estimation are explained. The maximum likelihood and least square fit methods, the Backus-Gilbert method and general approaches for solving inverse problems are discussed. General formulations of linearized inverse problems, singular value decomposition and properties of pseudo-inverse solutions are given

  6. Optimization method for identifying the source term in an inverse wave equation

    Directory of Open Access Journals (Sweden)

    Arumugam Deiveegan

    2017-08-01

    Full Text Available In this work, we investigate the inverse problem of identifying a space-wise dependent source term of wave equation from the measurement on the boundary. On the basis of the optimal control framework, the inverse problem is transformed into an optimization problem. The existence and necessary condition of the minimizer for the cost functional are obtained. The projected gradient method and two-parameter model function method are applied to the minimization problem and numerical results are illustrated.

  7. Inverse problems basics, theory and applications in geophysics

    CERN Document Server

    Richter, Mathias

    2016-01-01

    The overall goal of the book is to provide access to the regularized solution of inverse problems relevant in geophysics without requiring more mathematical knowledge than is taught in undergraduate math courses for scientists and engineers. From abstract analysis only the concept of functions as vectors is needed. Function spaces are introduced informally in the course of the text, when needed. Additionally, a more detailed, but still condensed introduction is given in Appendix B. A second goal is to elaborate the single steps to be taken when solving an inverse problem: discretization, regularization and practical solution of the regularized optimization problem. These steps are shown in detail for model problems from the fields of inverse gravimetry and seismic tomography. The intended audience is mathematicians, physicists and engineers having a good working knowledge of linear algebra and analysis at the upper undergraduate level.

  8. On Stackelberg and Inverse Stackelberg Games and Their Applications in the Optimal Toll Design Problem, the Energy Markets Liberalization Problem, and in the Theory of Incentives

    Energy Technology Data Exchange (ETDEWEB)

    Stankova, K.

    2009-02-02

    Inverse (or reverse) Stackelberg games have become the subject of recent game theory research, as a special type or as an extension of Stackelberg games. So far, only very little theory about inverse Stackelberg games is available and the available theory is still in its infancy. In this thesis we focus on theoretically solving such problems and we propose to treat several challenging problems in various fields inside this framework. In Stackelberg games a so-called leader determines actions for one or more so-called followers. The problem of finding an optimal strategy for the leader in these games is in general extremely hard to solve, and often even completely unsolvable. Starting from simple static problems and proceeding to more difficult dynamic ones, we show how to find the optimal strategy for the leader in a heuristic manner. In this thesis, the application of game theory is proposed in the following domains: The optimal toll design problem, the electricity markets liberalization problem, and the theory of incentives. The optimal toll design problem is a game of the Stackelberg type in which a road authority acts as the leader and drivers in the road network act as the followers. The road authority sets tolls on some of the links in the network in order to maximize its objective function, while the drivers make their travel decisions in order to minimize their perceived travel costs. If the toll that the road authority sets is traffic-flow invariant, the problem is the 'classical' Stackelberg game; if the toll is traffic-flow dependent, the problem is of the inverse Stackelberg type. We determine the optimal traffic-flow dependent toll for the road authority for both static and dynamic variants of the problem. If the solution concept for the drivers' behavior is the deterministic user equilibrium, the problem can be dealt with analytically. If the stochastic user equilibrium applies, numerical methods have to be applied to find a solution

  9. On Stackelberg and Inverse Stackelberg Games and Their Applications in the Optimal Toll Design Problem, the Energy Markets Liberalization Problem, and in the Theory of Incentives

    International Nuclear Information System (INIS)

    Stankova, K.

    2009-01-01

    Inverse (or reverse) Stackelberg games have become the subject of recent game theory research, as a special type or as an extension of Stackelberg games. So far, only very little theory about inverse Stackelberg games is available and the available theory is still in its infancy. In this thesis we focus on theoretically solving such problems and we propose to treat several challenging problems in various fields inside this framework. In Stackelberg games a so-called leader determines actions for one or more so-called followers. The problem of finding an optimal strategy for the leader in these games is in general extremely hard to solve, and often even completely unsolvable. Starting from simple static problems and proceeding to more difficult dynamic ones, we show how to find the optimal strategy for the leader in a heuristic manner. In this thesis, the application of game theory is proposed in the following domains: The optimal toll design problem, the electricity markets liberalization problem, and the theory of incentives. The optimal toll design problem is a game of the Stackelberg type in which a road authority acts as the leader and drivers in the road network act as the followers. The road authority sets tolls on some of the links in the network in order to maximize its objective function, while the drivers make their travel decisions in order to minimize their perceived travel costs. If the toll that the road authority sets is traffic-flow invariant, the problem is the 'classical' Stackelberg game; if the toll is traffic-flow dependent, the problem is of the inverse Stackelberg type. We determine the optimal traffic-flow dependent toll for the road authority for both static and dynamic variants of the problem. If the solution concept for the drivers' behavior is the deterministic user equilibrium, the problem can be dealt with analytically. If the stochastic user equilibrium applies, numerical methods have to be applied to find a solution. As the problem

  10. Ensemble Kalman methods for inverse problems

    International Nuclear Information System (INIS)

    Iglesias, Marco A; Law, Kody J H; Stuart, Andrew M

    2013-01-01

    The ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 (Evensen 1994 J. Geophys. Res. 99 10143–62) as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application domains because of its robustness and ease of implementation, and numerical evidence of its accuracy. In this paper we propose the application of an iterative ensemble Kalman method for the solution of a wide class of inverse problems. In this context we show that the estimate of the unknown function that we obtain with the ensemble Kalman method lies in a subspace A spanned by the initial ensemble. Hence the resulting error may be bounded above by the error found from the best approximation in this subspace. We provide numerical experiments which compare the error incurred by the ensemble Kalman method for inverse problems with the error of the best approximation in A, and with variants on traditional least-squares approaches, restricted to the subspace A. In so doing we demonstrate that the ensemble Kalman method for inverse problems provides a derivative-free optimization method with comparable accuracy to that achieved by traditional least-squares approaches. Furthermore, we also demonstrate that the accuracy is of the same order of magnitude as that achieved by the best approximation. Three examples are used to demonstrate these assertions: inversion of a compact linear operator; inversion of piezometric head to determine hydraulic conductivity in a Darcy model of groundwater flow; and inversion of Eulerian velocity measurements at positive times to determine the initial condition in an incompressible fluid. (paper)

  11. Solving inversion problems with neural networks

    Science.gov (United States)

    Kamgar-Parsi, Behzad; Gualtieri, J. A.

    1990-01-01

    A class of inverse problems in remote sensing can be characterized by Q = F(x), where F is a nonlinear and noninvertible (or hard to invert) operator, and the objective is to infer the unknowns, x, from the observed quantities, Q. Since the number of observations is usually greater than the number of unknowns, these problems are formulated as optimization problems, which can be solved by a variety of techniques. The feasibility of neural networks for solving such problems is presently investigated. As an example, the problem of finding the atmospheric ozone profile from measured ultraviolet radiances is studied.

  12. Multi-objective optimization of inverse planning for accurate radiotherapy

    International Nuclear Information System (INIS)

    Cao Ruifen; Pei Xi; Cheng Mengyun; Li Gui; Hu Liqin; Wu Yican; Jing Jia; Li Guoli

    2011-01-01

    The multi-objective optimization of inverse planning based on the Pareto solution set, according to the multi-objective character of inverse planning in accurate radiotherapy, was studied in this paper. Firstly, the clinical requirements of a treatment plan were transformed into a multi-objective optimization problem with multiple constraints. Then, the fast and elitist multi-objective Non-dominated Sorting Genetic Algorithm (NSGA-II) was introduced to optimize the problem. A clinical example was tested using this method. The results show that an obtained set of non-dominated solutions were uniformly distributed and the corresponding dose distribution of each solution not only approached the expected dose distribution, but also met the dose-volume constraints. It was indicated that the clinical requirements were better satisfied using the method and the planner could select the optimal treatment plan from the non-dominated solution set. (authors)

  13. Decomposing Large Inverse Problems with an Augmented Lagrangian Approach: Application to Joint Inversion of Body-Wave Travel Times and Surface-Wave Dispersion Measurements

    Science.gov (United States)

    Reiter, D. T.; Rodi, W. L.

    2015-12-01

    Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.

  14. Eigenvectors phase correction in inverse modal problem

    Science.gov (United States)

    Qiao, Guandong; Rahmatalla, Salam

    2017-12-01

    The solution of the inverse modal problem for the spatial parameters of mechanical and structural systems is heavily dependent on the quality of the modal parameters obtained from the experiments. While experimental and environmental noises will always exist during modal testing, the resulting modal parameters are expected to be corrupted with different levels of noise. A novel methodology is presented in this work to mitigate the errors in the eigenvectors when solving the inverse modal problem for the spatial parameters. The phases of the eigenvector component were utilized as design variables within an optimization problem that minimizes the difference between the calculated and experimental transfer functions. The equation of motion in terms of the modal and spatial parameters was used as a constraint in the optimization problem. Constraints that reserve the positive and semi-positive definiteness and the inter-connectivity of the spatial matrices were implemented using semi-definite programming. Numerical examples utilizing noisy eigenvectors with augmented Gaussian white noise of 1%, 5%, and 10% were used to demonstrate the efficacy of the proposed method. The results showed that the proposed method is superior when compared with a known method in the literature.

  15. Optimization for nonlinear inverse problem

    International Nuclear Information System (INIS)

    Boyadzhiev, G.; Brandmayr, E.; Pinat, T.; Panza, G.F.

    2007-06-01

    The nonlinear inversion of geophysical data in general does not yield a unique solution, but a single model, representing the investigated field, is preferred for an easy geological interpretation of the observations. The analyzed region is constituted by a number of sub-regions where the multi-valued nonlinear inversion is applied, which leads to a multi-valued solution. Therefore, combining the values of the solution in each sub-region, many acceptable models are obtained for the entire region and this complicates the geological interpretation of geophysical investigations. In this paper are presented new methodologies, capable to select one model, among all acceptable ones, that satisfies different criteria of smoothness in the explored space of solutions. In this work we focus on the non-linear inversion of surface waves dispersion curves, which gives structural models of shear-wave velocity versus depth, but the basic concepts have a general validity. (author)

  16. A New Method for Optimal Regularization Parameter Determination in the Inverse Problem of Load Identification

    Directory of Open Access Journals (Sweden)

    Wei Gao

    2016-01-01

    Full Text Available According to the regularization method in the inverse problem of load identification, a new method for determining the optimal regularization parameter is proposed. Firstly, quotient function (QF is defined by utilizing the regularization parameter as a variable based on the least squares solution of the minimization problem. Secondly, the quotient function method (QFM is proposed to select the optimal regularization parameter based on the quadratic programming theory. For employing the QFM, the characteristics of the values of QF with respect to the different regularization parameters are taken into consideration. Finally, numerical and experimental examples are utilized to validate the performance of the QFM. Furthermore, the Generalized Cross-Validation (GCV method and the L-curve method are taken as the comparison methods. The results indicate that the proposed QFM is adaptive to different measuring points, noise levels, and types of dynamic load.

  17. Multidisciplinary Inverse Reliability Analysis Based on Collaborative Optimization with Combination of Linear Approximations

    Directory of Open Access Journals (Sweden)

    Xin-Jia Meng

    2015-01-01

    Full Text Available Multidisciplinary reliability is an important part of the reliability-based multidisciplinary design optimization (RBMDO. However, it usually has a considerable amount of calculation. The purpose of this paper is to improve the computational efficiency of multidisciplinary inverse reliability analysis. A multidisciplinary inverse reliability analysis method based on collaborative optimization with combination of linear approximations (CLA-CO is proposed in this paper. In the proposed method, the multidisciplinary reliability assessment problem is first transformed into a problem of most probable failure point (MPP search of inverse reliability, and then the process of searching for MPP of multidisciplinary inverse reliability is performed based on the framework of CLA-CO. This method improves the MPP searching process through two elements. One is treating the discipline analyses as the equality constraints in the subsystem optimization, and the other is using linear approximations corresponding to subsystem responses as the replacement of the consistency equality constraint in system optimization. With these two elements, the proposed method realizes the parallel analysis of each discipline, and it also has a higher computational efficiency. Additionally, there are no difficulties in applying the proposed method to problems with nonnormal distribution variables. One mathematical test problem and an electronic packaging problem are used to demonstrate the effectiveness of the proposed method.

  18. Germinal Center Optimization Applied to Neural Inverse Optimal Control for an All-Terrain Tracked Robot

    Directory of Open Access Journals (Sweden)

    Carlos Villaseñor

    2017-12-01

    Full Text Available Nowadays, there are several meta-heuristics algorithms which offer solutions for multi-variate optimization problems. These algorithms use a population of candidate solutions which explore the search space, where the leadership plays a big role in the exploration-exploitation equilibrium. In this work, we propose to use a Germinal Center Optimization algorithm (GCO which implements temporal leadership through modeling a non-uniform competitive-based distribution for particle selection. GCO is used to find an optimal set of parameters for a neural inverse optimal control applied to all-terrain tracked robot. In the Neural Inverse Optimal Control (NIOC scheme, a neural identifier, based on Recurrent High Orden Neural Network (RHONN trained with an extended kalman filter algorithm, is used to obtain a model of the system, then, a control law is design using such model with the inverse optimal control approach. The RHONN identifier is developed without knowledge of the plant model or its parameters, on the other hand, the inverse optimal control is designed for tracking velocity references. Applicability of the proposed scheme is illustrated using simulations results as well as real-time experimental results with an all-terrain tracked robot.

  19. Numerical approach to the inverse convection-diffusion problem

    International Nuclear Information System (INIS)

    Yang, X-H; She, D-X; Li, J-Q

    2008-01-01

    In this paper, the inverse problem on source term identification in convection-diffusion equation is transformed into an optimization problem. To reduce the computational cost and improve computational accuracy for the optimization problem, a new algorithm, chaos real-coded hybrid-accelerating evolution algorithm (CRHAEA), is proposed, in which an initial population is generated by chaos mapping, and new chaos mutation and simplex evolution operation are used. With the shrinking of searching range, CRHAEA gradually directs to an optimal result with the excellent individuals obtained by real-coded evolution algorithm. Its convergence is analyzed. Its efficiency is demonstrated by 15 test functions. Numerical simulation shows that CRHAEA has some advantages over the real-coded accelerated evolution algorithm, the chaos algorithm and the pure random search algorithm

  20. Inverse Problem of Air Filtration of Nanoparticles: Optimal Quality Factors of Fibrous Filters

    Directory of Open Access Journals (Sweden)

    Dahua Shou

    2015-01-01

    Full Text Available Application of nanofibers has become an emerging approach to enhance filtration efficiency, but questions arise about the decrease in Quality factor (QF for certain particles due to the rapidly increasing pressure drop. In this paper, we theoretically investigate the QF of dual-layer filters for filtration of monodisperse and polydisperse nanoparticles. The inverse problem of air filtration, as defined in this work, consists in determining the optimal construction of the two-layer fibrous filter with the maximum QF. In comparison to a single-layer substrate, improved QF values for dual-layer filters are found when a second layer with proper structural parameters is added. The influences of solidity, fiber diameter, filter thickness, face velocity, and particle size on the optimization of QF are studied. The maximum QF values for realistic polydisperse particles with a lognormal size distribution are also found. Furthermore, we propose a modified QF (MQF accounting for the effects of energy cost and flow velocity, which are significant in certain operations. The optimal MQF of the dual-layer filter is found to be over twice that of the first layer. This work provides a quick tool for designing and optimizing fibrous structures with better performance for the air filtration of specific nanoparticles.

  1. An inverse problem strategy based on forward model evaluations: Gradient-based optimization without adjoint solves

    Energy Technology Data Exchange (ETDEWEB)

    Aguilo Valentin, Miguel Alejandro [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2016-07-01

    This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.

  2. An inverse heat transfer problem for optimization of the thermal ...

    Indian Academy of Sciences (India)

    Department of Production Engineering, Faculty of Technical Science, ... ductivity of manufacturing and high levels of machining quality and accuracy, are the most ... inverse problems are today successfully applied in identification, design, control and optimiza- ...... of Machine Tools and Manufacture, 35(5): 751–760.

  3. A Stochastic Inversion Method for Potential Field Data: Ant Colony Optimization

    Science.gov (United States)

    Liu, Shuang; Hu, Xiangyun; Liu, Tianyou

    2014-07-01

    Simulating natural ants' foraging behavior, the ant colony optimization (ACO) algorithm performs excellently in combinational optimization problems, for example the traveling salesman problem and the quadratic assignment problem. However, the ACO is seldom used to inverted for gravitational and magnetic data. On the basis of the continuous and multi-dimensional objective function for potential field data optimization inversion, we present the node partition strategy ACO (NP-ACO) algorithm for inversion of model variables of fixed shape and recovery of physical property distributions of complicated shape models. We divide the continuous variables into discrete nodes and ants directionally tour the nodes by use of transition probabilities. We update the pheromone trails by use of Gaussian mapping between the objective function value and the quantity of pheromone. It can analyze the search results in real time and promote the rate of convergence and precision of inversion. Traditional mapping, including the ant-cycle system, weaken the differences between ant individuals and lead to premature convergence. We tested our method by use of synthetic data and real data from scenarios involving gravity and magnetic anomalies. The inverted model variables and recovered physical property distributions were in good agreement with the true values. The ACO algorithm for binary representation imaging and full imaging can recover sharper physical property distributions than traditional linear inversion methods. The ACO has good optimization capability and some excellent characteristics, for example robustness, parallel implementation, and portability, compared with other stochastic metaheuristics.

  4. Analog fault diagnosis by inverse problem technique

    KAUST Repository

    Ahmed, Rania F.

    2011-12-01

    A novel algorithm for detecting soft faults in linear analog circuits based on the inverse problem concept is proposed. The proposed approach utilizes optimization techniques with the aid of sensitivity analysis. The main contribution of this work is to apply the inverse problem technique to estimate the actual parameter values of the tested circuit and so, to detect and diagnose single fault in analog circuits. The validation of the algorithm is illustrated through applying it to Sallen-Key second order band pass filter and the results show that the detecting percentage efficiency was 100% and also, the maximum error percentage of estimating the parameter values is 0.7%. This technique can be applied to any other linear circuit and it also can be extended to be applied to non-linear circuits. © 2011 IEEE.

  5. Statistical perspectives on inverse problems

    DEFF Research Database (Denmark)

    Andersen, Kim Emil

    of the interior of an object from electrical boundary measurements. One part of this thesis concerns statistical approaches for solving, possibly non-linear, inverse problems. Thus inverse problems are recasted in a form suitable for statistical inference. In particular, a Bayesian approach for regularisation...... problem is given in terms of probability distributions. Posterior inference is obtained by Markov chain Monte Carlo methods and new, powerful simulation techniques based on e.g. coupled Markov chains and simulated tempering is developed to improve the computational efficiency of the overall simulation......Inverse problems arise in many scientific disciplines and pertain to situations where inference is to be made about a particular phenomenon from indirect measurements. A typical example, arising in diffusion tomography, is the inverse boundary value problem for non-invasive reconstruction...

  6. Inverse problem of the vibrational band gap of periodically supported beam

    Science.gov (United States)

    Shi, Xiaona; Shu, Haisheng; Dong, Fuzhen; Zhao, Lei

    2017-04-01

    The researches of periodic structures have a long history with the main contents confined in the field of forward problem. In this paper, the inverse problem is considered and an overall frame is proposed which includes two main stages, i.e., the band gap criterion and its optimization. As a preliminary investigation, the inverse problem of the flexural vibrational band gap of a periodically supported beam is analyzed. According to existing knowledge of its forward problem, the band gap criterion is given in implicit form. Then, two cases with three independent parameters, namely the double supported case and the triple one, are studied in detail and the explicit expressions of the feasible domain are constructed by numerical fitting. Finally, the parameter optimization of the double supported case with three variables is conducted using genetic algorithm aiming for the best mean attenuation within specified frequency band.

  7. Inverse logarithmic potential problem

    CERN Document Server

    Cherednichenko, V G

    1996-01-01

    The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.

  8. Solving inverse problems of mathematical physics by means of the PHOENICS software package

    Energy Technology Data Exchange (ETDEWEB)

    Matsevity, Y; Lushpenko, S [Institute for Problems in Machinery, National Academy of Sciences of Ukraine Pozharskogo, Kharkov (Ukraine)

    1998-12-31

    Several approaches on organizing solution of inverse problems by means of PHOENICS on the basis of the technique of automated fitting are proposing. A version of a `nondestructive` method of using PHOENICS in the inverse problem solution regime and the ways of altering the program in the case of introducing optimization facilities in it are under consideration. (author) 12 refs.

  9. Solving inverse problems of mathematical physics by means of the PHOENICS software package

    Energy Technology Data Exchange (ETDEWEB)

    Matsevity, Y.; Lushpenko, S. [Institute for Problems in Machinery, National Academy of Sciences of Ukraine Pozharskogo, Kharkov (Ukraine)

    1997-12-31

    Several approaches on organizing solution of inverse problems by means of PHOENICS on the basis of the technique of automated fitting are proposing. A version of a `nondestructive` method of using PHOENICS in the inverse problem solution regime and the ways of altering the program in the case of introducing optimization facilities in it are under consideration. (author) 12 refs.

  10. A frozen Gaussian approximation-based multi-level particle swarm optimization for seismic inversion

    Energy Technology Data Exchange (ETDEWEB)

    Li, Jinglai, E-mail: jinglaili@sjtu.edu.cn [Institute of Natural Sciences, Department of Mathematics, and MOE Key Laboratory of Scientific and Engineering Computing, Shanghai Jiao Tong University, Shanghai 200240 (China); Lin, Guang, E-mail: lin491@purdue.edu [Department of Mathematics, School of Mechanical Engineering, Purdue University, West Lafayette, IN 47907 (United States); Computational Sciences and Mathematics Division, Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Yang, Xu, E-mail: xuyang@math.ucsb.edu [Department of Mathematics, University of California, Santa Barbara, CA 93106 (United States)

    2015-09-01

    In this paper, we propose a frozen Gaussian approximation (FGA)-based multi-level particle swarm optimization (MLPSO) method for seismic inversion of high-frequency wave data. The method addresses two challenges in it: First, the optimization problem is highly non-convex, which makes hard for gradient-based methods to reach global minima. This is tackled by MLPSO which can escape from undesired local minima. Second, the character of high-frequency of seismic waves requires a large number of grid points in direct computational methods, and thus renders an extremely high computational demand on the simulation of each sample in MLPSO. We overcome this difficulty by three steps: First, we use FGA to compute high-frequency wave propagation based on asymptotic analysis on phase plane; Then we design a constrained full waveform inversion problem to prevent the optimization search getting into regions of velocity where FGA is not accurate; Last, we solve the constrained optimization problem by MLPSO that employs FGA solvers with different fidelity. The performance of the proposed method is demonstrated by a two-dimensional full-waveform inversion example of the smoothed Marmousi model.

  11. Inverse problems in the Bayesian framework

    International Nuclear Information System (INIS)

    Calvetti, Daniela; Somersalo, Erkki; Kaipio, Jari P

    2014-01-01

    The history of Bayesian methods dates back to the original works of Reverend Thomas Bayes and Pierre-Simon Laplace: the former laid down some of the basic principles on inverse probability in his classic article ‘An essay towards solving a problem in the doctrine of chances’ that was read posthumously in the Royal Society in 1763. Laplace, on the other hand, in his ‘Memoirs on inverse probability’ of 1774 developed the idea of updating beliefs and wrote down the celebrated Bayes’ formula in the form we know today. Although not identified yet as a framework for investigating inverse problems, Laplace used the formalism very much in the spirit it is used today in the context of inverse problems, e.g., in his study of the distribution of comets. With the evolution of computational tools, Bayesian methods have become increasingly popular in all fields of human knowledge in which conclusions need to be drawn based on incomplete and noisy data. Needless to say, inverse problems, almost by definition, fall into this category. Systematic work for developing a Bayesian inverse problem framework can arguably be traced back to the 1980s, (the original first edition being published by Elsevier in 1987), although articles on Bayesian methodology applied to inverse problems, in particular in geophysics, had appeared much earlier. Today, as testified by the articles in this special issue, the Bayesian methodology as a framework for considering inverse problems has gained a lot of popularity, and it has integrated very successfully with many traditional inverse problems ideas and techniques, providing novel ways to interpret and implement traditional procedures in numerical analysis, computational statistics, signal analysis and data assimilation. The range of applications where the Bayesian framework has been fundamental goes from geophysics, engineering and imaging to astronomy, life sciences and economy, and continues to grow. There is no question that Bayesian

  12. On multiple level-set regularization methods for inverse problems

    International Nuclear Information System (INIS)

    DeCezaro, A; Leitão, A; Tai, X-C

    2009-01-01

    We analyze a multiple level-set method for solving inverse problems with piecewise constant solutions. This method corresponds to an iterated Tikhonov method for a particular Tikhonov functional G α based on TV–H 1 penalization. We define generalized minimizers for our Tikhonov functional and establish an existence result. Moreover, we prove convergence and stability results of the proposed Tikhonov method. A multiple level-set algorithm is derived from the first-order optimality conditions for the Tikhonov functional G α , similarly as the iterated Tikhonov method. The proposed multiple level-set method is tested on an inverse potential problem. Numerical experiments show that the method is able to recover multiple objects as well as multiple contrast levels

  13. Direct Problems and Inverse Problems in Biometric Systems

    OpenAIRE

    Mihailescu Marius Iulian

    2013-01-01

    The article purpose is to describe the two sides of biometrics technologies, direct problems and inverse problems. The advance that we face today in field of Information Technology makes Information Security an inseparable part. The authentication has a huge role when we deal about security. The problems that can appear in implementing and developing biometrics systems is raising many problems, and one of the goal of this article is to focus on direct and inverse problems which is a new and c...

  14. Topological inversion for solution of geodesy-constrained geophysical problems

    Science.gov (United States)

    Saltogianni, Vasso; Stiros, Stathis

    2015-04-01

    Geodetic data, mostly GPS observations, permit to measure displacements of selected points around activated faults and volcanoes, and on the basis of geophysical models, to model the underlying physical processes. This requires inversion of redundant systems of highly non-linear equations with >3 unknowns; a situation analogous to the adjustment of geodetic networks. However, in geophysical problems inversion cannot be based on conventional least-squares techniques, and is based on numerical inversion techniques (a priori fixing of some variables, optimization in steps with values of two variables each time to be regarded fixed, random search in the vicinity of approximate solutions). Still these techniques lead to solutions trapped in local minima, to correlated estimates and to solutions with poor error control (usually sampling-based approaches). To overcome these problems, a numerical-topological, grid-search based technique in the RN space is proposed (N the number of unknown variables). This technique is in fact a generalization and refinement of techniques used in lighthouse positioning and in some cases of low-accuracy 2-D positioning using Wi-Fi etc. The basic concept is to assume discrete possible ranges of each variable, and from these ranges to define a grid G in the RN space, with some of the gridpoints to approximate the true solutions of the system. Each point of hyper-grid G is then tested whether it satisfies the observations, given their uncertainty level, and successful grid points define a sub-space of G containing the true solutions. The optimal (minimal) space containing one or more solutions is obtained using a trial-and-error approach, and a single optimization factor. From this essentially deterministic identification of the set of gridpoints satisfying the system of equations, at a following step, a stochastic optimal solution is computed corresponding to the center of gravity of this set of gridpoints. This solution corresponds to a

  15. Parameter estimation and inverse problems

    CERN Document Server

    Aster, Richard C; Thurber, Clifford H

    2005-01-01

    Parameter Estimation and Inverse Problems primarily serves as a textbook for advanced undergraduate and introductory graduate courses. Class notes have been developed and reside on the World Wide Web for faciliting use and feedback by teaching colleagues. The authors'' treatment promotes an understanding of fundamental and practical issus associated with parameter fitting and inverse problems including basic theory of inverse problems, statistical issues, computational issues, and an understanding of how to analyze the success and limitations of solutions to these probles. The text is also a practical resource for general students and professional researchers, where techniques and concepts can be readily picked up on a chapter-by-chapter basis.Parameter Estimation and Inverse Problems is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who may not have an extensive mathematical background. It is accompanied by a Web site that...

  16. Optimized nonlinear inversion of surface-wave dispersion data

    International Nuclear Information System (INIS)

    Raykova, Reneta B.

    2014-01-01

    A new code for inversion of surface wave dispersion data is developed to obtain Earth’s crustal and upper mantle velocity structure. The author developed Optimized Non–Linear Inversion ( ONLI ) software, based on Monte-Carlo search. The values of S–wave velocity VS and thickness h for a number of horizontal homogeneous layers are parameterized. Velocity of P–wave VP and density ρ of relevant layers are calculated by empirical or theoretical relations. ONLI explores parameters space in two modes, selective and full search, and the main innovation of software is evaluation of tested models. Theoretical dispersion curves are calculated if tested model satisfied specific conditions only, reducing considerably the computation time. A number of tests explored impact of parameterization and proved the ability of ONLI approach to deal successfully with non–uniqueness of inversion problem. Key words: Earth’s structure, surface–wave dispersion, non–linear inversion, software

  17. Inverse Diffusion Curves Using Shape Optimization.

    Science.gov (United States)

    Zhao, Shuang; Durand, Fredo; Zheng, Changxi

    2018-07-01

    The inverse diffusion curve problem focuses on automatic creation of diffusion curve images that resemble user provided color fields. This problem is challenging since the 1D curves have a nonlinear and global impact on resulting color fields via a partial differential equation (PDE). We introduce a new approach complementary to previous methods by optimizing curve geometry. In particular, we propose a novel iterative algorithm based on the theory of shape derivatives. The resulting diffusion curves are clean and well-shaped, and the final image closely approximates the input. Our method provides a user-controlled parameter to regularize curve complexity, and generalizes to handle input color fields represented in a variety of formats.

  18. Inverse and Ill-posed Problems Theory and Applications

    CERN Document Server

    Kabanikhin, S I

    2011-01-01

    The text demonstrates the methods for proving the existence (if et all) and finding of inverse and ill-posed problems solutions in linear algebra, integral and operator equations, integral geometry, spectral inverse problems, and inverse scattering problems. It is given comprehensive background material for linear ill-posed problems and for coefficient inverse problems for hyperbolic, parabolic, and elliptic equations. A lot of examples for inverse problems from physics, geophysics, biology, medicine, and other areas of application of mathematics are included.

  19. Inverse problems for Maxwell's equations

    CERN Document Server

    Romanov, V G

    1994-01-01

    The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.

  20. Redundant interferometric calibration as a complex optimization problem

    Science.gov (United States)

    Grobler, T. L.; Bernardi, G.; Kenyon, J. S.; Parsons, A. R.; Smirnov, O. M.

    2018-05-01

    Observations of the redshifted 21 cm line from the epoch of reionization have recently motivated the construction of low-frequency radio arrays with highly redundant configurations. These configurations provide an alternative calibration strategy - `redundant calibration' - and boost sensitivity on specific spatial scales. In this paper, we formulate calibration of redundant interferometric arrays as a complex optimization problem. We solve this optimization problem via the Levenberg-Marquardt algorithm. This calibration approach is more robust to initial conditions than current algorithms and, by leveraging an approximate matrix inversion, allows for further optimization and an efficient implementation (`redundant STEFCAL'). We also investigated using the preconditioned conjugate gradient method as an alternative to the approximate matrix inverse, but found that its computational performance is not competitive with respect to `redundant STEFCAL'. The efficient implementation of this new algorithm is made publicly available.

  1. A hybrid algorithm for solving inverse problems in elasticity

    Directory of Open Access Journals (Sweden)

    Barabasz Barbara

    2014-12-01

    Full Text Available The paper offers a new approach to handling difficult parametric inverse problems in elasticity and thermo-elasticity, formulated as global optimization ones. The proposed strategy is composed of two phases. In the first, global phase, the stochastic hp-HGS algorithm recognizes the basins of attraction of various objective minima. In the second phase, the local objective minimizers are closer approached by steepest descent processes executed singly in each basin of attraction. The proposed complex strategy is especially dedicated to ill-posed problems with multimodal objective functionals. The strategy offers comparatively low computational and memory costs resulting from a double-adaptive technique in both forward and inverse problem domains. We provide a result on the Lipschitz continuity of the objective functional composed of the elastic energy and the boundary displacement misfits with respect to the unknown constitutive parameters. It allows common scaling of the accuracy of solving forward and inverse problems, which is the core of the introduced double-adaptive technique. The capability of the proposed method of finding multiple solutions is illustrated by a computational example which consists in restoring all feasible Young modulus distributions minimizing an objective functional in a 3D domain of a photo polymer template obtained during step and flash imprint lithography.

  2. EDITORIAL: Inverse Problems in Engineering

    Science.gov (United States)

    West, Robert M.; Lesnic, Daniel

    2007-01-01

    Presented here are 11 noteworthy papers selected from the Fifth International Conference on Inverse Problems in Engineering: Theory and Practice held in Cambridge, UK during 11-15 July 2005. The papers have been peer-reviewed to the usual high standards of this journal and the contributions of reviewers are much appreciated. The conference featured a good balance of the fundamental mathematical concepts of inverse problems with a diverse range of important and interesting applications, which are represented here by the selected papers. Aspects of finite-element modelling and the performance of inverse algorithms are investigated by Autrique et al and Leduc et al. Statistical aspects are considered by Emery et al and Watzenig et al with regard to Bayesian parameter estimation and inversion using particle filters. Electrostatic applications are demonstrated by van Berkel and Lionheart and also Nakatani et al. Contributions to the applications of electrical techniques and specifically electrical tomographies are provided by Wakatsuki and Kagawa, Kim et al and Kortschak et al. Aspects of inversion in optical tomography are investigated by Wright et al and Douiri et al. The authors are representative of the worldwide interest in inverse problems relating to engineering applications and their efforts in producing these excellent papers will be appreciated by many readers of this journal.

  3. PREFACE: First International Congress of the International Association of Inverse Problems (IPIA): Applied Inverse Problems 2007: Theoretical and Computational Aspects

    Science.gov (United States)

    Uhlmann, Gunther

    2008-07-01

    This volume represents the proceedings of the fourth Applied Inverse Problems (AIP) international conference and the first congress of the Inverse Problems International Association (IPIA) which was held in Vancouver, Canada, June 25 29, 2007. The organizing committee was formed by Uri Ascher, University of British Columbia, Richard Froese, University of British Columbia, Gary Margrave, University of Calgary, and Gunther Uhlmann, University of Washington, chair. The conference was part of the activities of the Pacific Institute of Mathematical Sciences (PIMS) Collaborative Research Group on inverse problems (http://www.pims.math.ca/scientific/collaborative-research-groups/past-crgs). This event was also supported by grants from NSF and MITACS. Inverse Problems (IP) are problems where causes for a desired or an observed effect are to be determined. They lie at the heart of scientific inquiry and technological development. The enormous increase in computing power and the development of powerful algorithms have made it possible to apply the techniques of IP to real-world problems of growing complexity. Applications include a number of medical as well as other imaging techniques, location of oil and mineral deposits in the earth's substructure, creation of astrophysical images from telescope data, finding cracks and interfaces within materials, shape optimization, model identification in growth processes and, more recently, modelling in the life sciences. The series of Applied Inverse Problems (AIP) Conferences aims to provide a primary international forum for academic and industrial researchers working on all aspects of inverse problems, such as mathematical modelling, functional analytic methods, computational approaches, numerical algorithms etc. The steering committee of the AIP conferences consists of Heinz Engl (Johannes Kepler Universität, Austria), Joyce McLaughlin (RPI, USA), William Rundell (Texas A&M, USA), Erkki Somersalo (Helsinki University of Technology

  4. Inverse scattering problems with multi-frequencies

    International Nuclear Information System (INIS)

    Bao, Gang; Li, Peijun; Lin, Junshan; Triki, Faouzi

    2015-01-01

    This paper is concerned with computational approaches and mathematical analysis for solving inverse scattering problems in the frequency domain. The problems arise in a diverse set of scientific areas with significant industrial, medical, and military applications. In addition to nonlinearity, there are two common difficulties associated with the inverse problems: ill-posedness and limited resolution (diffraction limit). Due to the diffraction limit, for a given frequency, only a low spatial frequency part of the desired parameter can be observed from measurements in the far field. The main idea developed here is that if the reconstruction is restricted to only the observable part, then the inversion will become stable. The challenging task is how to design stable numerical methods for solving these inverse scattering problems inspired by the diffraction limit. Recently, novel recursive linearization based algorithms have been presented in an attempt to answer the above question. These methods require multi-frequency scattering data and proceed via a continuation procedure with respect to the frequency from low to high. The objective of this paper is to give a brief review of these methods, their error estimates, and the related mathematical analysis. More attention is paid to the inverse medium and inverse source problems. Numerical experiments are included to illustrate the effectiveness of these methods. (topical review)

  5. Invisibility problem in acoustics, electromagnetism and heat transfer. Inverse design method

    Science.gov (United States)

    Alekseev, G.; Tokhtina, A.; Soboleva, O.

    2017-10-01

    Two approaches (direct design and inverse design methods) for solving problems of designing devices providing invisibility of material bodies of detection using different physical fields - electromagnetic, acoustic and static are discussed. The second method is applied for solving problems of designing cloaking devices for the 3D stationary thermal scattering model. Based on this method the design problems under study are reduced to respective control problems. The material parameters (radial and tangential heat conductivities) of the inhomogeneous anisotropic medium filling the thermal cloak and the density of auxiliary heat sources play the role of controls. A unique solvability of direct thermal scattering problem in the Sobolev space is proved and the new estimates of solutions are established. Using these results, the solvability of control problem is proved and the optimality system is derived. Based on analysis of optimality system, the stability estimates of optimal solutions are established and numerical algorithms for solving particular thermal cloaking problem are proposed.

  6. BOOK REVIEW: Inverse Problems. Activities for Undergraduates

    Science.gov (United States)

    Yamamoto, Masahiro

    2003-06-01

    This book is a valuable introduction to inverse problems. In particular, from the educational point of view, the author addresses the questions of what constitutes an inverse problem and how and why we should study them. Such an approach has been eagerly awaited for a long time. Professor Groetsch, of the University of Cincinnati, is a world-renowned specialist in inverse problems, in particular the theory of regularization. Moreover, he has made a remarkable contribution to educational activities in the field of inverse problems, which was the subject of his previous book (Groetsch C W 1993 Inverse Problems in the Mathematical Sciences (Braunschweig: Vieweg)). For this reason, he is one of the most qualified to write an introductory book on inverse problems. Without question, inverse problems are important, necessary and appear in various aspects. So it is crucial to introduce students to exercises in inverse problems. However, there are not many introductory books which are directly accessible by students in the first two undergraduate years. As a consequence, students often encounter diverse concrete inverse problems before becoming aware of their general principles. The main purpose of this book is to present activities to allow first-year undergraduates to learn inverse theory. To my knowledge, this book is a rare attempt to do this and, in my opinion, a great success. The author emphasizes that it is very important to teach inverse theory in the early years. He writes; `If students consider only the direct problem, they are not looking at the problem from all sides .... The habit of always looking at problems from the direct point of view is intellectually limiting ...' (page 21). The book is very carefully organized so that teachers will be able to use it as a textbook. After an introduction in chapter 1, sucessive chapters deal with inverse problems in precalculus, calculus, differential equations and linear algebra. In order to let one gain some insight

  7. Inverse Problem in Self-assembly

    Science.gov (United States)

    Tkachenko, Alexei

    2012-02-01

    By decorating colloids and nanoparticles with DNA, one can introduce highly selective key-lock interactions between them. This leads to a new class of systems and problems in soft condensed matter physics. In particular, this opens a possibility to solve inverse problem in self-assembly: how to build an arbitrary desired structure with the bottom-up approach? I will present a theoretical and computational analysis of the hierarchical strategy in attacking this problem. It involves self-assembly of particular building blocks (``octopus particles''), that in turn would assemble into the target structure. On a conceptual level, our approach combines elements of three different brands of programmable self assembly: DNA nanotechnology, nanoparticle-DNA assemblies and patchy colloids. I will discuss the general design principles, theoretical and practical limitations of this approach, and illustrate them with our simulation results. Our crucial result is that not only it is possible to design a system that has a given nanostructure as a ground state, but one can also program and optimize the kinetic pathway for its self-assembly.

  8. Inverse Problem and Variation Method to Optimize Cascade Heat Exchange Network in Central Heating System

    Institute of Scientific and Technical Information of China (English)

    ZHANG Yin; WEI Zhiyuan; ZHANG Yinping; WANG Xin

    2017-01-01

    Urban heating in northern China accounts for 40% of total building energy usage.In central heating systems,heat is often transfened from heat source to users by the heat network where several heat exchangers arc installed at heat source,substations and terminals respectively.For given overall heating capacity and heat source temperarure,increasing the terminal fluid temperature is an effective way to improve the thermal performance of such cascade heat exchange network for energy saving.In this paper,the mathematical optimization model of the cascade heat exchange network with three-stage heat exchangers in series is established.Aim at maximizing the cold fluid temperature for given hot fluid temperature and overall heating capacity,the optimal heat exchange area distribution and the medium fluids' flow rates are determined through inverse problem and variation method.The preliminary results show that the heat exchange areas should be distributed equally for each heat exchanger.It also indicates that in order to improve the thernmal performance of the whole system,more heat exchange areas should be allocated to the heat exchanger where flow rate difference between two fluids is relatively small.This work is important for guiding the optimization design of practical cascade heating systems.

  9. Inverse problems in linear transport theory

    International Nuclear Information System (INIS)

    Dressler, K.

    1988-01-01

    Inverse problems for a class of linear kinetic equations are investigated. The aim is to identify the scattering kernel of a transport equation (corresponding to the structure of a background medium) by observing the 'albedo' part of the solution operator for the corresponding direct initial boundary value problem. This means to get information on some integral operator in an integrodifferential equation through on overdetermined boundary value problem. We first derive a constructive method for solving direct halfspace problems and prove a new factorization theorem for the solutions. Using this result we investigate stationary inverse problems with respect to well posedness (e.g. reduce them to classical ill-posed problems, such as integral equations of first kind). In the time-dependent case we show that a quite general inverse problem is well posed and solve it constructively. (orig.)

  10. Methane combustion kinetic rate constants determination: an ill-posed inverse problem analysis

    Directory of Open Access Journals (Sweden)

    Bárbara D. L. Ferreira

    2013-01-01

    Full Text Available Methane combustion was studied by the Westbrook and Dryer model. This well-established simplified mechanism is very useful in combustion science, for computational effort can be notably reduced. In the inversion procedure to be studied, rate constants are obtained from [CO] concentration data. However, when inherent experimental errors in chemical concentrations are considered, an ill-conditioned inverse problem must be solved for which appropriate mathematical algorithms are needed. A recurrent neural network was chosen due to its numerical stability and robustness. The proposed methodology was compared against Simplex and Levenberg-Marquardt, the most used methods for optimization problems.

  11. Inverse problems for the Boussinesq system

    International Nuclear Information System (INIS)

    Fan, Jishan; Jiang, Yu; Nakamura, Gen

    2009-01-01

    We obtain two results on inverse problems for a 2D Boussinesq system. One is that we prove the Lipschitz stability for the inverse source problem of identifying a time-independent external force in the system with observation data in an arbitrary sub-domain over a time interval of the velocity and the data of velocity and temperature at a fixed positive time t 0 > 0 over the whole spatial domain. The other one is that we prove a conditional stability estimate for an inverse problem of identifying the two initial conditions with a single observation on a sub-domain

  12. ITOUGH2: Solving TOUGH inverse problems

    Energy Technology Data Exchange (ETDEWEB)

    Finsterle, S.; Pruess, K. [Lawrence Berkeley Laboratory, CA (United States)

    1995-03-01

    ITOUGH2 is a program that provides inverse modeling capabilities for the TOUGH2 code. While the main purpose of ITOUGH2 is to estimate two-phase hydraulic properties of calibrating a TOUGH2 model to laboratory or field data, the information obtained by evaluating parameter sensitivities can also be used to optimize the design of an experiment, and to analyze the uncertainty of model predictions. ITOUGH2 has been applied to a number of laboratory and field experiments on different scales. Three examples are discussed in this paper, demonstrating the code`s capability to support test design, data analysis, and model predictions for a variety of TOUGH problems.

  13. Microlocal analysis of a seismic linearized inverse problem

    NARCIS (Netherlands)

    Stolk, C.C.

    1999-01-01

    The seismic inverse problem is to determine the wavespeed c x in the interior of a medium from measurements at the boundary In this paper we analyze the linearized inverse problem in general acoustic media The problem is to nd a left inverse of the linearized forward map F or equivalently to nd the

  14. On an inverse source problem for enhanced oil recovery by wave motion maximization in reservoirs

    KAUST Repository

    Karve, Pranav M.

    2014-12-28

    © 2014, Springer International Publishing Switzerland. We discuss an optimization methodology for focusing wave energy to subterranean formations using strong motion actuators placed on the ground surface. The motivation stems from the desire to increase the mobility of otherwise entrapped oil. The goal is to arrive at the spatial and temporal description of surface sources that are capable of maximizing mobility in the target reservoir. The focusing problem is posed as an inverse source problem. The underlying wave propagation problems are abstracted in two spatial dimensions, and the semi-infinite extent of the physical domain is negotiated by a buffer of perfectly-matched-layers (PMLs) placed at the domain’s truncation boundary. We discuss two possible numerical implementations: Their utility for deciding the tempo-spatial characteristics of optimal wave sources is shown via numerical experiments. Overall, the simulations demonstrate the inverse source method’s ability to simultaneously optimize load locations and time signals leading to the maximization of energy delivery to a target formation.

  15. The Adjoint Method for the Inverse Problem of Option Pricing

    Directory of Open Access Journals (Sweden)

    Shou-Lei Wang

    2014-01-01

    Full Text Available The estimation of implied volatility is a typical PDE inverse problem. In this paper, we propose the TV-L1 model for identifying the implied volatility. The optimal volatility function is found by minimizing the cost functional measuring the discrepancy. The gradient is computed via the adjoint method which provides us with an exact value of the gradient needed for the minimization procedure. We use the limited memory quasi-Newton algorithm (L-BFGS to find the optimal and numerical examples shows the effectiveness of the presented method.

  16. Inverse Estimation of Surface Radiation Properties Using Repulsive Particle Swarm Optimization Algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Kyun Ho [Sejong University, Sejong (Korea, Republic of); Kim, Ki Wan [Agency for Defense Development, Daejeon (Korea, Republic of)

    2014-09-15

    The heat transfer mechanism for radiation is directly related to the emission of photons and electromagnetic waves. Depending on the participation of the medium, the radiation can be classified into two forms: surface and gas radiation. In the present study, unknown radiation properties were estimated using an inverse boundary analysis of surface radiation in an axisymmetric cylindrical enclosure. For efficiency, a repulsive particle swarm optimization (RPSO) algorithm, which is a relatively recent heuristic search method, was used as inverse solver. By comparing the convergence rates and accuracies with the results of a genetic algorithm (GA), the performances of the proposed RPSO algorithm as an inverse solver was verified when applied to the inverse analysis of the surface radiation problem.

  17. Inverse Estimation of Surface Radiation Properties Using Repulsive Particle Swarm Optimization Algorithm

    International Nuclear Information System (INIS)

    Lee, Kyun Ho; Kim, Ki Wan

    2014-01-01

    The heat transfer mechanism for radiation is directly related to the emission of photons and electromagnetic waves. Depending on the participation of the medium, the radiation can be classified into two forms: surface and gas radiation. In the present study, unknown radiation properties were estimated using an inverse boundary analysis of surface radiation in an axisymmetric cylindrical enclosure. For efficiency, a repulsive particle swarm optimization (RPSO) algorithm, which is a relatively recent heuristic search method, was used as inverse solver. By comparing the convergence rates and accuracies with the results of a genetic algorithm (GA), the performances of the proposed RPSO algorithm as an inverse solver was verified when applied to the inverse analysis of the surface radiation problem

  18. FOREWORD: 5th International Workshop on New Computational Methods for Inverse Problems

    Science.gov (United States)

    Vourc'h, Eric; Rodet, Thomas

    2015-11-01

    , convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2015 was a one-day workshop held in May 2015 which attracted around 70 attendees. Each of the submitted papers has been reviewed by two reviewers. There have been 15 accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks: GDR ISIS, GDR MIA, GDR MOA and GDR Ondes. The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA and SATIE.

  19. A domain derivative-based method for solving elastodynamic inverse obstacle scattering problems

    International Nuclear Information System (INIS)

    Le Louër, Frédérique

    2015-01-01

    The present work is concerned with the shape reconstruction problem of isotropic elastic inclusions from far-field data obtained by the scattering of a finite number of time-harmonic incident plane waves. This paper aims at completing the theoretical framework which is necessary for the application of geometric optimization tools to the inverse transmission problem in elastodynamics. The forward problem is reduced to systems of boundary integral equations following the direct and indirect methods initially developed for solving acoustic transmission problems. We establish the Fréchet differentiability of the boundary to far-field operator and give a characterization of the first Fréchet derivative and its adjoint operator. Using these results we propose an inverse scattering algorithm based on the iteratively regularized Gauß–Newton method and show numerical experiments in the special case of star-shaped obstacles. (paper)

  20. Fast Bayesian optimal experimental design for seismic source inversion

    KAUST Repository

    Long, Quan

    2015-07-01

    We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by elastodynamic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the "true" parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem. © 2015 Elsevier B.V.

  1. Fast Bayesian Optimal Experimental Design for Seismic Source Inversion

    KAUST Repository

    Long, Quan

    2016-01-06

    We develop a fast method for optimally designing experiments [1] in the context of statistical seismic source inversion [2]. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by the elastic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the true parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem.

  2. Fast Bayesian Optimal Experimental Design for Seismic Source Inversion

    KAUST Repository

    Long, Quan; Motamed, Mohammad; Tempone, Raul

    2016-01-01

    We develop a fast method for optimally designing experiments [1] in the context of statistical seismic source inversion [2]. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by the elastic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the true parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem.

  3. Introduction to inverse problems for differential equations

    CERN Document Server

    Hasanov Hasanoğlu, Alemdar

    2017-01-01

    This book presents a systematic exposition of the main ideas and methods in treating inverse problems for PDEs arising in basic mathematical models, though it makes no claim to being exhaustive. Mathematical models of most physical phenomena are governed by initial and boundary value problems for PDEs, and inverse problems governed by these equations arise naturally in nearly all branches of science and engineering. The book’s content, especially in the Introduction and Part I, is self-contained and is intended to also be accessible for beginning graduate students, whose mathematical background includes only basic courses in advanced calculus, PDEs and functional analysis. Further, the book can be used as the backbone for a lecture course on inverse and ill-posed problems for partial differential equations. In turn, the second part of the book consists of six nearly-independent chapters. The choice of these chapters was motivated by the fact that the inverse coefficient and source problems considered here a...

  4. Obtaining sparse distributions in 2D inverse problems

    OpenAIRE

    Reci, A; Sederman, Andrew John; Gladden, Lynn Faith

    2017-01-01

    The mathematics of inverse problems has relevance across numerous estimation problems in science and engineering. L1 regularization has attracted recent attention in reconstructing the system properties in the case of sparse inverse problems; i.e., when the true property sought is not adequately described by a continuous distribution, in particular in Compressed Sensing image reconstruction. In this work, we focus on the application of L1 regularization to a class of inverse problems; relaxat...

  5. Size Estimates in Inverse Problems

    KAUST Repository

    Di Cristo, Michele

    2014-01-06

    Detection of inclusions or obstacles inside a body by boundary measurements is an inverse problems very useful in practical applications. When only finite numbers of measurements are available, we try to detect some information on the embedded object such as its size. In this talk we review some recent results on several inverse problems. The idea is to provide constructive upper and lower estimates of the area/volume of the unknown defect in terms of a quantity related to the work that can be expressed with the available boundary data.

  6. On two-spectra inverse problems

    OpenAIRE

    Guliyev, Namig J.

    2018-01-01

    We consider a two-spectra inverse problem for the one-dimensional Schr\\"{o}dinger equation with boundary conditions containing rational Herglotz--Nevanlinna functions of the eigenvalue parameter and provide a complete solution of this problem.

  7. Present-day Problems and Methods of Optimization in Mechatronics

    Directory of Open Access Journals (Sweden)

    Tarnowski Wojciech

    2017-06-01

    Full Text Available It is justified that design is an inverse problem, and the optimization is a paradigm. Classes of design problems are proposed and typical obstacles are recognized. Peculiarities of the mechatronic designing are specified as a proof of a particle importance of optimization in the mechatronic design. Two main obstacles of optimization are discussed: a complexity of mathematical models and an uncertainty of the value system, in concrete case. Then a set of non-standard approaches and methods are presented and discussed, illustrated by examples: a fuzzy description, a constraint-based iterative optimization, AHP ranking method and a few MADM functions in Matlab.

  8. 3rd Annual Workshop on Inverse Problem

    CERN Document Server

    2015-01-01

    This proceeding volume is based on papers presented on the Third Annual Workshop on Inverse Problems which was organized by the Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, and took place in May 2013 in Stockholm. The purpose of this workshop was to present new analytical developments and numerical techniques for solution of inverse problems for a wide range of applications in acoustics, electromagnetics, optical fibers, medical imaging, geophysics, etc. The contributions in this volume reflect these themes and will be beneficial to researchers who are working in the area of applied inverse problems.

  9. Automatic differentiation in geophysical inverse problems

    Science.gov (United States)

    Sambridge, M.; Rickwood, P.; Rawlinson, N.; Sommacal, S.

    2007-07-01

    Automatic differentiation (AD) is the technique whereby output variables of a computer code evaluating any complicated function (e.g. the solution to a differential equation) can be differentiated with respect to the input variables. Often AD tools take the form of source to source translators and produce computer code without the need for deriving and hand coding of explicit mathematical formulae by the user. The power of AD lies in the fact that it combines the generality of finite difference techniques and the accuracy and efficiency of analytical derivatives, while at the same time eliminating `human' coding errors. It also provides the possibility of accurate, efficient derivative calculation from complex `forward' codes where no analytical derivatives are possible and finite difference techniques are too cumbersome. AD is already having a major impact in areas such as optimization, meteorology and oceanography. Similarly it has considerable potential for use in non-linear inverse problems in geophysics where linearization is desirable, or for sensitivity analysis of large numerical simulation codes, for example, wave propagation and geodynamic modelling. At present, however, AD tools appear to be little used in the geosciences. Here we report on experiments using a state of the art AD tool to perform source to source code translation in a range of geoscience problems. These include calculating derivatives for Gibbs free energy minimization, seismic receiver function inversion, and seismic ray tracing. Issues of accuracy and efficiency are discussed.

  10. Classical limit of the quantum inverse scattering problem

    International Nuclear Information System (INIS)

    Bogdanov, I.V.

    1986-01-01

    This paper studies the passage to the limit of classical mechanics which is realized in the formalism of Marchenko's method for a spherically symmetric inverse problem of quantum scattering for fixed angular momentum. The limit is considered for the general case of partial waves with arbitrary values of the orbital number 1>0 in the lowest order of perturbation theory. It is shown how in the limit h→0 in the quantum inverse problem the integral Able transformation characteristic of classical inverse problems arises. The classical inversion formula with delay time is derived from the Marchenko equation

  11. Inverse planning IMRT

    International Nuclear Information System (INIS)

    Rosenwald, J.-C.

    2008-01-01

    The lecture addressed the following topics: Optimizing radiotherapy dose distribution; IMRT contributes to optimization of energy deposition; Inverse vs direct planning; Main steps of IMRT; Background of inverse planning; General principle of inverse planning; The 3 main components of IMRT inverse planning; The simplest cost function (deviation from prescribed dose); The driving variable : the beamlet intensity; Minimizing a 'cost function' (or 'objective function') - the walker (or skier) analogy; Application to IMRT optimization (the gradient method); The gradient method - discussion; The simulated annealing method; The optimization criteria - discussion; Hard and soft constraints; Dose volume constraints; Typical user interface for definition of optimization criteria; Biological constraints (Equivalent Uniform Dose); The result of the optimization process; Semi-automatic solutions for IMRT; Generalisation of the optimization problem; Driving and driven variables used in RT optimization; Towards multi-criteria optimization; and Conclusions for the optimization phase. (P.A.)

  12. The inverse conductivity problem with limited data and applications

    International Nuclear Information System (INIS)

    Isakov, Victor

    2007-01-01

    This paper describes recent uniqueness results in inverse problems for semiconductor devices and in the inverse conductivity problem. We remind basic inverse probelsm in semiconductor theory and outline use of an adjoint equation and a proof of uniqueness of piecewise constant doping profile. For the inverse conductivity problem we give a first uniqueness proof when the Dirichlet-to-Neumann map is given at an arbitrarily small part of the boundary of a three-dimensional domain

  13. Escript: Open Source Environment For Solving Large-Scale Geophysical Joint Inversion Problems in Python

    Science.gov (United States)

    Gross, Lutz; Altinay, Cihan; Fenwick, Joel; Smith, Troy

    2014-05-01

    The program package escript has been designed for solving mathematical modeling problems using python, see Gross et al. (2013). Its development and maintenance has been funded by the Australian Commonwealth to provide open source software infrastructure for the Australian Earth Science community (recent funding by the Australian Geophysical Observing System EIF (AGOS) and the AuScope Collaborative Research Infrastructure Scheme (CRIS)). The key concepts of escript are based on the terminology of spatial functions and partial differential equations (PDEs) - an approach providing abstraction from the underlying spatial discretization method (i.e. the finite element method (FEM)). This feature presents a programming environment to the user which is easy to use even for complex models. Due to the fact that implementations are independent from data structures simulations are easily portable across desktop computers and scalable compute clusters without modifications to the program code. escript has been successfully applied in a variety of applications including modeling mantel convection, melting processes, volcanic flow, earthquakes, faulting, multi-phase flow, block caving and mineralization (see Poulet et al. 2013). The recent escript release (see Gross et al. (2013)) provides an open framework for solving joint inversion problems for geophysical data sets (potential field, seismic and electro-magnetic). The strategy bases on the idea to formulate the inversion problem as an optimization problem with PDE constraints where the cost function is defined by the data defect and the regularization term for the rock properties, see Gross & Kemp (2013). This approach of first-optimize-then-discretize avoids the assemblage of the - in general- dense sensitivity matrix as used in conventional approaches where discrete programming techniques are applied to the discretized problem (first-discretize-then-optimize). In this paper we will discuss the mathematical framework for

  14. Approximation of Bayesian Inverse Problems for PDEs

    OpenAIRE

    Cotter, S. L.; Dashti, M.; Stuart, A. M.

    2010-01-01

    Inverse problems are often ill posed, with solutions that depend sensitively on data.n any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is based on an approach to regularization, employing a Bayesian formulation of the problem, which leads to a notion of well posedness for inverse problems, at the level of probability measures. The stability which results from this well posedness may be used as t...

  15. Inverse problems for ODEs using contraction maps and suboptimality of the 'collage method'

    Science.gov (United States)

    Kunze, H. E.; Hicken, J. E.; Vrscay, E. R.

    2004-06-01

    Broad classes of inverse problems in differential and integral equations can be cast in the following framework: the optimal approximation of a target x of a suitable metric space X by the fixed point \\bar x of a contraction map T on X. The 'collage method' attempts to solve such inverse problems by finding an operator Tc that maps the target x as close as possible to itself. In the case of ODEs, the appropriate contraction maps are integral Picard operators. In practice, the target solutions possibly arise from an interpolation of experimental data points. In this paper, we investigate the suboptimality of the collage method. A simple inequality that provides upper bounds on the improvement over collage coding is presented and some examples are studied. We conclude that, at worst, the collage method provides an excellent starting point for further optimization, in contrast to more traditional searching methods that must first select a good starting point.

  16. Formulas in inverse and ill-posed problems

    CERN Document Server

    Anikonov, Yu E

    1997-01-01

    The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.

  17. A Closed Loop Inverse Kinematics Solver Intended for Offline Calculation Optimized with GA

    Directory of Open Access Journals (Sweden)

    Emil Dale Bjoerlykhaug

    2018-01-01

    Full Text Available This paper presents a simple approach to building a robotic control system. Instead of a conventional control system which solves the inverse kinematics in real-time as the robot moves, an alternative approach where the inverse kinematics is calculated ahead of time is presented. This approach reduces the complexity and code necessary for the control system. Robot control systems are usually implemented in low level programming language. This new approach enables the use of high level programming for the complex inverse kinematics problem. For our approach, we implement a program to solve the inverse kinematics, called the Inverse Kinematics Solver (IKS, in Java, with a simple graphical user interface (GUI to load a file with desired end effector poses and edit the configuration of the robot using the Denavit-Hartenberg (DH convention. The program uses the closed-loop inverse kinematics (CLIK algorithm to solve the inverse kinematics problem. As an example, the IKS was set up to solve the kinematics for a custom built serial link robot. The kinematics for the custom robot is presented, and an example of input and output files is also presented. Additionally, the gain of the loop in the IKS is optimized using a GA, resulting in almost a 50% decrease in computational time.

  18. A multilevel, level-set method for optimizing eigenvalues in shape design problems

    International Nuclear Information System (INIS)

    Haber, E.

    2004-01-01

    In this paper, we consider optimal design problems that involve shape optimization. The goal is to determine the shape of a certain structure such that it is either as rigid or as soft as possible. To achieve this goal we combine two new ideas for an efficient solution of the problem. First, we replace the eigenvalue problem with an approximation by using inverse iteration. Second, we use a level set method but rather than propagating the front we use constrained optimization methods combined with multilevel continuation techniques. Combining these two ideas we obtain a robust and rapid method for the solution of the optimal design problem

  19. A Survey on Inverse Problems for Applied Sciences

    Directory of Open Access Journals (Sweden)

    Fatih Yaman

    2013-01-01

    Full Text Available The aim of this paper is to introduce inversion-based engineering applications and to investigate some of the important ones from mathematical point of view. To do this we employ acoustic, electromagnetic, and elastic waves for presenting different types of inverse problems. More specifically, we first study location, shape, and boundary parameter reconstruction algorithms for the inaccessible targets in acoustics. The inverse problems for the time-dependent differential equations of isotropic and anisotropic elasticity are reviewed in the following section of the paper. These problems were the objects of the study by many authors in the last several decades. The physical interpretations for almost all of these problems are given, and the geophysical applications for some of them are described. In our last section, an introduction with many links into the literature is given for modern algorithms which combine techniques from classical inverse problems with stochastic tools into ensemble methods both for data assimilation as well as for forecasting.

  20. Estimation of physical properties of laminated composites via the method of inverse vibration problem

    Energy Technology Data Exchange (ETDEWEB)

    Balci, Murat [Dept. of Mechanical Engineering, Bayburt University, Bayburt (Turkmenistan); Gundogdu, Omer [Dept. of Mechanical Engineering, Ataturk University, Erzurum (Turkmenistan)

    2017-01-15

    In this study, estimation of some physical properties of a laminated composite plate was conducted via the inverse vibration problem. Laminated composite plate was modelled and simulated to obtain vibration responses for different length-to-thickness ratio in ANSYS. Furthermore, a numerical finite element model was developed for the laminated composite utilizing the Kirchhoff plate theory and programmed in MATLAB for simulations. Optimizing the difference between these two vibration responses, inverse vibration problem was solved to obtain some of the physical properties of the laminated composite using genetic algorithms. The estimated parameters are compared with the theoretical results, and a very good correspondence was observed.

  1. Estimation of physical properties of laminated composites via the method of inverse vibration problem

    International Nuclear Information System (INIS)

    Balci, Murat; Gundogdu, Omer

    2017-01-01

    In this study, estimation of some physical properties of a laminated composite plate was conducted via the inverse vibration problem. Laminated composite plate was modelled and simulated to obtain vibration responses for different length-to-thickness ratio in ANSYS. Furthermore, a numerical finite element model was developed for the laminated composite utilizing the Kirchhoff plate theory and programmed in MATLAB for simulations. Optimizing the difference between these two vibration responses, inverse vibration problem was solved to obtain some of the physical properties of the laminated composite using genetic algorithms. The estimated parameters are compared with the theoretical results, and a very good correspondence was observed

  2. Reconstruction Methods for Inverse Problems with Partial Data

    DEFF Research Database (Denmark)

    Hoffmann, Kristoffer

    This thesis presents a theoretical and numerical analysis of a general mathematical formulation of hybrid inverse problems in impedance tomography. This includes problems from several existing hybrid imaging modalities such as Current Density Impedance Imaging, Magnetic Resonance Electrical...... Impedance Tomography, and Ultrasound Modulated Electrical Impedance Tomography. After giving an introduction to hybrid inverse problems in impedance tomography and the mathematical tools that facilitate the related analysis, we explain in detail the stability properties associated with the classification...... of a linearised hybrid inverse problem. This is done using pseudo-differential calculus and theory for overdetermined boundary value problem. Using microlocal analysis we then present novel results on the propagation of singularities, which give a precise description of the distinct features of solutions...

  3. Gradient-type methods in inverse parabolic problems

    International Nuclear Information System (INIS)

    Kabanikhin, Sergey; Penenko, Aleksey

    2008-01-01

    This article is devoted to gradient-based methods for inverse parabolic problems. In the first part, we present a priori convergence theorems based on the conditional stability estimates for linear inverse problems. These theorems are applied to backwards parabolic problem and sideways parabolic problem. The convergence conditions obtained coincide with sourcewise representability in the self-adjoint backwards parabolic case but they differ in the sideways case. In the second part, a variational approach is formulated for a coefficient identification problem. Using adjoint equations, a formal gradient of an objective functional is constructed. A numerical test illustrates the performance of conjugate gradient algorithm with the formal gradient.

  4. An investigation on the solutions for the linear inverse problem in gamma ray tomography

    International Nuclear Information System (INIS)

    Araujo, Bruna G.M.; Dantas, Carlos C.; Santos, Valdemir A. dos; Finkler, Christine L.L.; Oliveira, Eric F. de; Melo, Silvio B.; Santos, M. Graca dos

    2009-01-01

    This paper the results obtained in single beam gamma ray tomography are investigated according to direct problem formulation and the applied solution for the linear system of equations. By image reconstruction based algebraic computational algorithms are used. The sparse under and over-determined linear system of equations was analyzed. Build in functions of Matlab software were applied and optimal solutions were investigate. Experimentally a section of the tube is scanned from various positions and at different angles. The solution, to find the vector of coefficients μ, from the vector of measured p values through the W matrix inversion, constitutes an inverse problem. A industrial tomography process requires a numerical solution of the system of equations. The definition of inverse problem according to Hadmard's is considered and as well the requirement of a well posed problem to find stable solutions. The formulation of the basis function and the computational algorithm to structure the weight matrix W were analyzed. For W full rank matrix the obtained solution is unique as expected. Total Least Squares was implemented which theory and computation algorithm gives adequate treatment for the problems due to non-unique solutions of the system of equations. Stability of the solution was investigating by means of a regularization technique and the comparison shows that it improves the results. An optimal solution as a function of the image quality, computation time and minimum residuals were quantified. The corresponding reconstructed images are shown in 3D graphics in order to compare with the solution. (author)

  5. PREFACE: Inverse Problems in Applied Sciences—towards breakthrough

    Science.gov (United States)

    Cheng, Jin; Iso, Yuusuke; Nakamura, Gen; Yamamoto, Masahiro

    2007-06-01

    These are the proceedings of the international conference `Inverse Problems in Applied Sciences—towards breakthrough' which was held at Hokkaido University, Sapporo, Japan on 3-7 July 2006 (http://coe.math.sci.hokudai.ac.jp/sympo/inverse/). There were 88 presentations and more than 100 participants, and we are proud to say that the conference was very successful. Nowadays, many new activities on inverse problems are flourishing at many centers of research around the world, and the conference has successfully gathered a world-wide variety of researchers. We believe that this volume contains not only main papers, but also conveys the general status of current research into inverse problems. This conference was the third biennial international conference on inverse problems, the core of which is the Pan-Pacific Asian area. The purpose of this series of conferences is to establish and develop constant international collaboration, especially among the Pan-Pacific Asian countries, and to lead the organization of activities concerning inverse problems centered in East Asia. The first conference was held at City University of Hong Kong in January 2002 and the second was held at Fudan University in June 2004. Following the preceding two successes, the third conference was organized in order to extend the scope of activities and build useful bridges to the next conference in Seoul in 2008. Therefore this third biennial conference was intended not only to establish collaboration and links between researchers in Asia and leading researchers worldwide in inverse problems but also to nurture interdisciplinary collaboration in theoretical fields such as mathematics, applied fields and evolving aspects of inverse problems. For these purposes, we organized tutorial lectures, serial lectures and a panel discussion as well as conference research presentations. This volume contains three lecture notes from the tutorial and serial lectures, and 22 papers. Especially at this

  6. FOREWORD: 4th International Workshop on New Computational Methods for Inverse Problems (NCMIP2014)

    Science.gov (United States)

    2014-10-01

    workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2014 was a one-day workshop held in May 2014 which attracted around sixty attendees. Each of the submitted papers has been reviewed by two reviewers. There have been nine accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks (GDR ISIS, GDR MIA, GDR MOA, GDR Ondes). The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA, SATIE. Eric Vourc'h and Thomas Rodet

  7. Optimal needle placement for the accurate magnetic material quantification based on uncertainty analysis in the inverse approach

    International Nuclear Information System (INIS)

    Abdallh, A; Crevecoeur, G; Dupré, L

    2010-01-01

    The measured voltage signals picked up by the needle probe method can be interpreted by a numerical method so as to identify the magnetic material properties of the magnetic circuit of an electromagnetic device. However, when solving this electromagnetic inverse problem, the uncertainties in the numerical method give rise to recovery errors since the calculated needle signals in the forward problem are sensitive to these uncertainties. This paper proposes a stochastic Cramér–Rao bound method for determining the optimal sensor placement in the experimental setup. The numerical method is computationally time efficient where the geometrical parameters need to be provided. We apply the method for the non-destructive magnetic material characterization of an EI inductor where we ascertain the optimal experiment design. This design corresponds to the highest possible resolution that can be obtained when solving the inverse problem. Moreover, the presented results are validated by comparison with the exact material characteristics. The results show that the proposed methodology is independent of the values of the material parameter so that it can be applied before solving the inverse problem, i.e. as a priori estimation stage

  8. Weak unique continuation property and a related inverse source problem for time-fractional diffusion-advection equations

    Science.gov (United States)

    Jiang, Daijun; Li, Zhiyuan; Liu, Yikan; Yamamoto, Masahiro

    2017-05-01

    In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic equations. The result is weaker than its parabolic counterpart in the sense that we additionally impose the homogeneous boundary condition. As a direct application, we prove the uniqueness for an inverse problem on determining the spatial component in the source term by interior measurements. Numerically, we reformulate our inverse source problem as an optimization problem, and propose an iterative thresholding algorithm. Finally, several numerical experiments are presented to show the accuracy and efficiency of the algorithm.

  9. Inverse radiative transfer problems in two-dimensional heterogeneous media

    International Nuclear Information System (INIS)

    Tito, Mariella Janette Berrocal

    2001-01-01

    The analysis of inverse problems in participating media where emission, absorption and scattering take place has several relevant applications in engineering and medicine. Some of the techniques developed for the solution of inverse problems have as a first step the solution of the direct problem. In this work the discrete ordinates method has been used for the solution of the linearized Boltzmann equation in two dimensional cartesian geometry. The Levenberg - Marquardt method has been used for the solution of the inverse problem of internal source and absorption and scattering coefficient estimation. (author)

  10. Inverse Modelling Problems in Linear Algebra Undergraduate Courses

    Science.gov (United States)

    Martinez-Luaces, Victor E.

    2013-01-01

    This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…

  11. Stochastic inverse problems: Models and metrics

    International Nuclear Information System (INIS)

    Sabbagh, Elias H.; Sabbagh, Harold A.; Murphy, R. Kim; Aldrin, John C.; Annis, Charles; Knopp, Jeremy S.

    2015-01-01

    In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds

  12. Stochastic inverse problems: Models and metrics

    Science.gov (United States)

    Sabbagh, Elias H.; Sabbagh, Harold A.; Murphy, R. Kim; Aldrin, John C.; Annis, Charles; Knopp, Jeremy S.

    2015-03-01

    In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds.

  13. One-dimensional inverse problems of mathematical physics

    CERN Document Server

    Lavrent'ev, M M; Yakhno, V G; Schulenberger, J R

    1986-01-01

    This monograph deals with the inverse problems of determining a variable coefficient and right side for hyperbolic and parabolic equations on the basis of known solutions at fixed points of space for all times. The problems are one-dimensional in nature since the desired coefficient of the equation is a function of only one coordinate, while the desired right side is a function only of time. The authors use methods based on the spectral theory of ordinary differential operators of second order and also methods which make it possible to reduce the investigation of the inverse problems to the in

  14. A hopfield-like artificial neural network for solving inverse radiation transport problems

    International Nuclear Information System (INIS)

    Lee, Sang Hoon

    1997-02-01

    In this thesis, we solve inverse radiation transport problems by an Artificial Neural Network(ANN) approach. ANNs have many interesting properties such as nonlinear, parallel, and distributed processing. Some of the promising applications of ANNs are optimization, image and signal processing, system control, etc. In some optimization problems, Hopfield Neural Network(HNN) which has one-layered and fully interconnected neurons with feed-back topology showed that it worked well with acceptable fault tolerance and efficiency. The identification of radioactive source in a medium with a limited number of external detectors is treated as an inverse radiation transport problem in this work. This kind of inverse problem is usually ill-posed and severely under-determined; however, its applications are very useful in many fields including medical diagnosis and nondestructive assay of nuclear materials. Therefore, it is desired to develop efficient and robust solution algorithms. Firstly, we study a representative ANN model which has learning ability and fault tolerance, i.e., feed-forward neural network. It has an error backpropagation learning algorithm processed by reducing error in learning patterns that are usually results of test or calculation. Although it has enough fault tolerance and efficiency, a major obstacle is 'curse of dimensionality'--required number of learning patterns and learning time increase exponentially proportional to the problem size. Therefore, in this thesis, this type of ANN is used as benchmarking the reliability of the solution. Secondly, another approach for solving inverse problems, a modified version of HNN is proposed. When diagonal elements of the interconnection matrix are not zero, HNN may become unstable. However, most problems including this identification problem contain non-zero diagonal elements when programmed on neural networks. According to Soulie et al., discrete random iterations could produce the stable minimum state

  15. Optimal Inversion Parameters for Full Waveform Inversion using OBS Data Set

    Science.gov (United States)

    Kim, S.; Chung, W.; Shin, S.; Kim, D.; Lee, D.

    2017-12-01

    In recent years, full Waveform Inversion (FWI) has been the most researched technique in seismic data processing. It uses the residuals between observed and modeled data as an objective function; thereafter, the final subsurface velocity model is generated through a series of iterations meant to minimize the residuals.Research on FWI has expanded from acoustic media to elastic media. In acoustic media, the subsurface property is defined by P-velocity; however, in elastic media, properties are defined by multiple parameters, such as P-velocity, S-velocity, and density. Further, the elastic media can also be defined by Lamé constants, density or impedance PI, SI; consequently, research is being carried out to ascertain the optimal parameters.From results of advanced exploration equipment and Ocean Bottom Seismic (OBS) survey, it is now possible to obtain multi-component seismic data. However, to perform FWI on these data and generate an accurate subsurface model, it is important to determine optimal inversion parameters among (Vp, Vs, ρ), (λ, μ, ρ), and (PI, SI) in elastic media. In this study, staggered grid finite difference method was applied to simulate OBS survey. As in inversion, l2-norm was set as objective function. Further, the accurate computation of gradient direction was performed using the back-propagation technique and its scaling was done using the Pseudo-hessian matrix.In acoustic media, only Vp is used as the inversion parameter. In contrast, various sets of parameters, such as (Vp, Vs, ρ) and (λ, μ, ρ) can be used to define inversion in elastic media. Therefore, it is important to ascertain the parameter that gives the most accurate result for inversion with OBS data set.In this study, we generated Vp and Vs subsurface models by using (λ, μ, ρ) and (Vp, Vs, ρ) as inversion parameters in every iteration, and compared the final two FWI results.This research was supported by the Basic Research Project(17-3312) of the Korea Institute of

  16. Size Estimates in Inverse Problems

    KAUST Repository

    Di Cristo, Michele

    2014-01-01

    Detection of inclusions or obstacles inside a body by boundary measurements is an inverse problems very useful in practical applications. When only finite numbers of measurements are available, we try to detect some information on the embedded

  17. Simultaneous time-optimal control of the inversion of two spin-(1/2) particles

    International Nuclear Information System (INIS)

    Assemat, E.; Lapert, M.; Sugny, D.; Zhang, Y.; Braun, M.; Glaser, S. J.

    2010-01-01

    We analyze the simultaneous time-optimal control of two-spin systems. The two noncoupled spins, which differ in the value of their chemical offsets, are controlled by the same magnetic fields. Using an appropriate rotating frame, we restrict the study to the case of opposite shifts. We then show that the optimal solution of the inversion problem in a rotating frame is composed of a pulse sequence of maximum intensity and is similar to the optimal solution for inverting only one spin by using a nonresonant control field in the laboratory frame. An example is implemented experimentally using nuclear magnetic resonance techniques.

  18. Methods and Algorithms for Solving Inverse Problems for Fractional Advection-Dispersion Equations

    KAUST Repository

    Aldoghaither, Abeer

    2015-11-12

    observations. An analytic solution for the non-homogeneous case is derived and existence and uniqueness of the solution are established. In addition, the uniqueness and stability of the inverse problem is studied. Moreover, the modulating functions-based method is used to solve the problem and it is compared to a standard Tikhono-based optimization technique.

  19. Discrete-time inverse optimal control for nonlinear systems

    CERN Document Server

    Sanchez, Edgar N

    2013-01-01

    Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th

  20. Inverse problems in vision and 3D tomography

    CERN Document Server

    Mohamad-Djafari, Ali

    2013-01-01

    The concept of an inverse problem is a familiar one to most scientists and engineers, particularly in the field of signal and image processing, imaging systems (medical, geophysical, industrial non-destructive testing, etc.) and computer vision. In imaging systems, the aim is not just to estimate unobserved images, but also their geometric characteristics from observed quantities that are linked to these unobserved quantities through the forward problem. This book focuses on imagery and vision problems that can be clearly written in terms of an inverse problem where an estimate for the image a

  1. REGULARIZED D-BAR METHOD FOR THE INVERSE CONDUCTIVITY PROBLEM

    DEFF Research Database (Denmark)

    Knudsen, Kim; Lassas, Matti; Mueller, Jennifer

    2009-01-01

    A strategy for regularizing the inversion procedure for the two-dimensional D-bar reconstruction algorithm based on the global uniqueness proof of Nachman [Ann. Math. 143 (1996)] for the ill-posed inverse conductivity problem is presented. The strategy utilizes truncation of the boundary integral...... the convergence of the reconstructed conductivity to the true conductivity as the noise level tends to zero. The results provide a link between two traditions of inverse problems research: theory of regularization and inversion methods based on complex geometrical optics. Also, the procedure is a novel...

  2. Solving inverse two-point boundary value problems using collage coding

    Science.gov (United States)

    Kunze, H.; Murdock, S.

    2006-08-01

    The method of collage coding, with its roots in fractal imaging, is the central tool in a recently established rigorous framework for solving inverse initial value problems for ordinary differential equations (Kunze and Vrscay 1999 Inverse Problems 15 745-70). We extend these ideas to solve the following inverse problem: given a function u(x) on [A, B] (which may be the interpolation of data points), determine a two-point boundary value problem on [A, B] which admits u(x) as a solution as closely as desired. The solution of such inverse problems may be useful in parameter estimation or determination of potential functional forms of the underlying differential equation. We discuss ways to improve results, including the development of a partitioning scheme. Several examples are considered.

  3. Modeling of uncertainties in statistical inverse problems

    International Nuclear Information System (INIS)

    Kaipio, Jari

    2008-01-01

    In all real world problems, the models that tie the measurements to the unknowns of interest, are at best only approximations for reality. While moderate modeling and approximation errors can be tolerated with stable problems, inverse problems are a notorious exception. Typical modeling errors include inaccurate geometry, unknown boundary and initial data, properties of noise and other disturbances, and simply the numerical approximations of the physical models. In principle, the Bayesian approach to inverse problems, in which all uncertainties are modeled as random variables, is capable of handling these uncertainties. Depending on the type of uncertainties, however, different strategies may be adopted. In this paper we give an overview of typical modeling errors and related strategies within the Bayesian framework.

  4. Mixed-norm estimates for the M/EEG inverse problem using accelerated gradient methods.

    Science.gov (United States)

    Gramfort, Alexandre; Kowalski, Matthieu; Hämäläinen, Matti

    2012-04-07

    Magneto- and electroencephalography (M/EEG) measure the electromagnetic fields produced by the neural electrical currents. Given a conductor model for the head, and the distribution of source currents in the brain, Maxwell's equations allow one to compute the ensuing M/EEG signals. Given the actual M/EEG measurements and the solution of this forward problem, one can localize, in space and in time, the brain regions that have produced the recorded data. However, due to the physics of the problem, the limited number of sensors compared to the number of possible source locations, and measurement noise, this inverse problem is ill-posed. Consequently, additional constraints are needed. Classical inverse solvers, often called minimum norm estimates (MNE), promote source estimates with a small ℓ₂ norm. Here, we consider a more general class of priors based on mixed norms. Such norms have the ability to structure the prior in order to incorporate some additional assumptions about the sources. We refer to such solvers as mixed-norm estimates (MxNE). In the context of M/EEG, MxNE can promote spatially focal sources with smooth temporal estimates with a two-level ℓ₁/ℓ₂ mixed-norm, while a three-level mixed-norm can be used to promote spatially non-overlapping sources between different experimental conditions. In order to efficiently solve the optimization problems of MxNE, we introduce fast first-order iterative schemes that for the ℓ₁/ℓ₂ norm give solutions in a few seconds making such a prior as convenient as the simple MNE. Furthermore, thanks to the convexity of the optimization problem, we can provide optimality conditions that guarantee global convergence. The utility of the methods is demonstrated both with simulations and experimental MEG data.

  5. The Neuroelectromagnetic Inverse Problem and the Zero Dipole Localization Error

    Directory of Open Access Journals (Sweden)

    Rolando Grave de Peralta

    2009-01-01

    Full Text Available A tomography of neural sources could be constructed from EEG/MEG recordings once the neuroelectromagnetic inverse problem (NIP is solved. Unfortunately the NIP lacks a unique solution and therefore additional constraints are needed to achieve uniqueness. Researchers are then confronted with the dilemma of choosing one solution on the basis of the advantages publicized by their authors. This study aims to help researchers to better guide their choices by clarifying what is hidden behind inverse solutions oversold by their apparently optimal properties to localize single sources. Here, we introduce an inverse solution (ANA attaining perfect localization of single sources to illustrate how spurious sources emerge and destroy the reconstruction of simultaneously active sources. Although ANA is probably the simplest and robust alternative for data generated by a single dominant source plus noise, the main contribution of this manuscript is to show that zero localization error of single sources is a trivial and largely uninformative property unable to predict the performance of an inverse solution in presence of simultaneously active sources. We recommend as the most logical strategy for solving the NIP the incorporation of sound additional a priori information about neural generators that supplements the information contained in the data.

  6. A model for the inverse 1-median problem on trees under uncertain costs

    Directory of Open Access Journals (Sweden)

    Kien Trung Nguyen

    2016-01-01

    Full Text Available We consider the problem of justifying vertex weights of a tree under uncertain costs so that a prespecified vertex become optimal and the total cost should be optimal in the uncertainty scenario. We propose a model which delivers the information about the optimal cost which respect to each confidence level \\(\\alpha \\in [0,1]\\. To obtain this goal, we first define an uncertain variable with respect to the minimum cost in each confidence level. If all costs are independently linear distributed, we present the inverse distribution function of this uncertain variable in \\(O(n^{2}\\log n\\ time, where \\(n\\ is the number of vertices in the tree.

  7. Inverse problems in ordinary differential equations and applications

    CERN Document Server

    Llibre, Jaume

    2016-01-01

    This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties. The Nambu bracket is the central tool in developing this approach. The authors start characterizing the ordinary differential equations in R^N which have a given set of partial integrals or first integrals. The results obtained are applied first to planar polynomial differential systems with a given set of such integrals, second to solve the 16th Hilbert problem restricted to generic algebraic limit cycles, third for solving the inverse problem for constrained Lagrangian and Hamiltonian mechanical systems, fourth for studying the integrability of a constrained rigid body. Finally the authors conclude with an analysis on nonholonomic mechanics, a generalization of the Hamiltonian principle, and the statement an solution of the inverse problem in vakonomic mechanics.

  8. An inverse problem approach to pattern recognition in industry

    Directory of Open Access Journals (Sweden)

    Ali Sever

    2015-01-01

    Full Text Available Many works have shown strong connections between learning and regularization techniques for ill-posed inverse problems. A careful analysis shows that a rigorous connection between learning and regularization for inverse problem is not straightforward. In this study, pattern recognition will be viewed as an ill-posed inverse problem and applications of methods from the theory of inverse problems to pattern recognition are studied. A new learning algorithm derived from a well-known regularization model is generated and applied to the task of reconstruction of an inhomogeneous object as pattern recognition. Particularly, it is demonstrated that pattern recognition can be reformulated in terms of inverse problems defined by a Riesz-type kernel. This reformulation can be employed to design a learning algorithm based on a numerical solution of a system of linear equations. Finally, numerical experiments have been carried out with synthetic experimental data considering a reasonable level of noise. Good recoveries have been achieved with this methodology, and the results of these simulations are compatible with the existing methods. The comparison results show that the Regularization-based learning algorithm (RBA obtains a promising performance on the majority of the test problems. In prospects, this method can be used for the creation of automated systems for diagnostics, testing, and control in various fields of scientific and applied research, as well as in industry.

  9. A tutorial on inverse problems for anomalous diffusion processes

    International Nuclear Information System (INIS)

    Jin, Bangti; Rundell, William

    2015-01-01

    Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately described by fractional differential equations, which involves fractional derivatives in time or/and space. The fractional derivatives describe either history mechanism or long range interactions of particle motions at a microscopic level. The new physics can change dramatically the behavior of the forward problems. For example, the solution operator of the time fractional diffusion diffusion equation has only limited smoothing property, whereas the solution for the space fractional diffusion equation may contain weak singularity. Naturally one expects that the new physics will impact related inverse problems in terms of uniqueness, stability, and degree of ill-posedness. The last aspect is especially important from a practical point of view, i.e., stably reconstructing the quantities of interest. In this paper, we employ a formal analytic and numerical way, especially the two-parameter Mittag-Leffler function and singular value decomposition, to examine the degree of ill-posedness of several ‘classical’ inverse problems for fractional differential equations involving a Djrbashian–Caputo fractional derivative in either time or space, which represent the fractional analogues of that for classical integral order differential equations. We discuss four inverse problems, i.e., backward fractional diffusion, sideways problem, inverse source problem and inverse potential problem for time fractional diffusion, and inverse Sturm–Liouville problem, Cauchy problem, backward fractional diffusion and sideways problem for space fractional diffusion. It is found that contrary to the wide belief, the influence of anomalous diffusion on the degree of ill-posedness is not definitive: it can either significantly improve or worsen the conditioning

  10. Introduction to the 30th volume of Inverse Problems

    Science.gov (United States)

    Louis, Alfred K.

    2014-01-01

    The field of inverse problems is a fast-developing domain of research originating from the practical demands of finding the cause when a result is observed. The woodpecker, searching for insects, is probing a tree using sound waves: the information searched for is whether there is an insect or not, hence a 0-1 decision. When the result has to contain more information, ad hoc solutions are not at hand and more sophisticated methods have to be developed. Right from its first appearance, the field of inverse problems has been characterized by an interdisciplinary nature: the interpretation of measured data, reinforced by mathematical models serving the analyzing questions of observability, stability and resolution, developing efficient, stable and accurate algorithms to gain as much information as possible from the input and to feedback to the questions of optimal measurement configuration. As is typical for a new area of research, facets of it are separated and studied independently. Hence, fields such as the theory of inverse scattering, tomography in general and regularization methods have developed. However, all aspects have to be reassembled to arrive at the best possible solution to the problem at hand. This development is reflected by the first and still leading journal in the field, Inverse Problems. Founded by pioneers Roy Pike from London and Pierre Sabatier from Montpellier, who enjoyably describes the journal's nascence in his book Rêves et Combats d'un Enseignant-Chercheur, Retour Inverse [1], the journal has developed successfully over the last few decades. Neither the Editors-in-Chief, formerly called Honorary Editors, nor the board or authors could have set the path to success alone. Their fruitful interplay, complemented by the efficient and highly competent publishing team at IOP Publishing, has been fundamental. As such it is my honor and pleasure to follow my renowned colleagues Pierre Sabatier, Mario Bertero, Frank Natterer, Alberto Grünbaum and

  11. The inverse spectral problem for pencils of differential operators

    International Nuclear Information System (INIS)

    Guseinov, I M; Nabiev, I M

    2007-01-01

    The inverse problem of spectral analysis for a quadratic pencil of Sturm-Liouville operators on a finite interval is considered. A uniqueness theorem is proved, a solution algorithm is presented, and sufficient conditions for the solubility of the inverse problem are obtained. Bibliography: 31 titles.

  12. Research on inverse methods and optimization in Italy

    Science.gov (United States)

    Larocca, Francesco

    1991-01-01

    The research activities in Italy on inverse design and optimization are reviewed. The review is focused on aerodynamic aspects in turbomachinery and wing section design. Inverse design of blade rows and ducts of turbomachinery in subsonic and transonic regime are illustrated by the Politecnico di Torino and turbomachinery industry (FIAT AVIO).

  13. Applications of elliptic Carleman inequalities to Cauchy and inverse problems

    CERN Document Server

    Choulli, Mourad

    2016-01-01

    This book presents a unified approach to studying the stability of both elliptic Cauchy problems and selected inverse problems. Based on elementary Carleman inequalities, it establishes three-ball inequalities, which are the key to deriving logarithmic stability estimates for elliptic Cauchy problems and are also useful in proving stability estimates for certain elliptic inverse problems. The book presents three inverse problems, the first of which consists in determining the surface impedance of an obstacle from the far field pattern. The second problem investigates the detection of corrosion by electric measurement, while the third concerns the determination of an attenuation coefficient from internal data, which is motivated by a problem encountered in biomedical imaging.

  14. Inverse Optimization and Forecasting Techniques Applied to Decision-making in Electricity Markets

    DEFF Research Database (Denmark)

    Saez Gallego, Javier

    patterns that the load traditionally exhibited. On the other hand, this thesis is motivated by the decision-making processes of market players. In response to these challenges, this thesis provides mathematical models for decision-making under uncertainty in electricity markets. Demand-side bidding refers......This thesis deals with the development of new mathematical models that support the decision-making processes of market players. It addresses the problems of demand-side bidding, price-responsive load forecasting and reserve determination. From a methodological point of view, we investigate a novel...... approach to model the response of aggregate price-responsive load as a constrained optimization model, whose parameters are estimated from data by using inverse optimization techniques. The problems tackled in this dissertation are motivated, on one hand, by the increasing penetration of renewable energy...

  15. Inverse source problems in elastodynamics

    Science.gov (United States)

    Bao, Gang; Hu, Guanghui; Kian, Yavar; Yin, Tao

    2018-04-01

    We are concerned with time-dependent inverse source problems in elastodynamics. The source term is supposed to be the product of a spatial function and a temporal function with compact support. We present frequency-domain and time-domain approaches to show uniqueness in determining the spatial function from wave fields on a large sphere over a finite time interval. The stability estimate of the temporal function from the data of one receiver and the uniqueness result using partial boundary data are proved. Our arguments rely heavily on the use of the Fourier transform, which motivates inversion schemes that can be easily implemented. A Landweber iterative algorithm for recovering the spatial function and a non-iterative inversion scheme based on the uniqueness proof for recovering the temporal function are proposed. Numerical examples are demonstrated in both two and three dimensions.

  16. Inverse planning for x-ray rotation therapy: a general solution of the inverse problem

    International Nuclear Information System (INIS)

    Oelfke, U.; Bortfeld, T.

    1999-01-01

    Rotation therapy with photons is currently under investigation for the delivery of intensity modulated radiotherapy (IMRT). An analytical approach for inverse treatment planning of this radiotherapy technique is described. The inverse problem for the delivery of arbitrary 2D dose profiles is first formulated and then solved analytically. In contrast to previously applied strategies for solving the inverse problem, it is shown that the most general solution for the fluence profiles consists of two independent solutions of different parity. A first analytical expression for both fluence profiles is derived. The mathematical derivation includes two different strategies, an elementary expansion of fluence and dose into polynomials and a more practical approach in terms of Fourier transforms. The obtained results are discussed in the context of previous work on this problem. (author)

  17. Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

    Science.gov (United States)

    Wu, Sheng-Jhih; Chu, Moody T.

    2017-08-01

    An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing-Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations.

  18. Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

    International Nuclear Information System (INIS)

    Wu, Sheng-Jhih; Chu, Moody T

    2017-01-01

    An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing–Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations. (paper)

  19. Particle Swarm Optimization algorithms for geophysical inversion, practical hints

    Science.gov (United States)

    Garcia Gonzalo, E.; Fernandez Martinez, J.; Fernandez Alvarez, J.; Kuzma, H.; Menendez Perez, C.

    2008-12-01

    PSO is a stochastic optimization technique that has been successfully used in many different engineering fields. PSO algorithm can be physically interpreted as a stochastic damped mass-spring system (Fernandez Martinez and Garcia Gonzalo 2008). Based on this analogy we present a whole family of PSO algorithms and their respective first order and second order stability regions. Their performance is also checked using synthetic functions (Rosenbrock and Griewank) showing a degree of ill-posedness similar to that found in many geophysical inverse problems. Finally, we present the application of these algorithms to the analysis of a Vertical Electrical Sounding inverse problem associated to a seawater intrusion in a coastal aquifer in South Spain. We analyze the role of PSO parameters (inertia, local and global accelerations and discretization step), both in convergence curves and in the a posteriori sampling of the depth of an intrusion. Comparison is made with binary genetic algorithms and simulated annealing. As result of this analysis, practical hints are given to select the correct algorithm and to tune the corresponding PSO parameters. Fernandez Martinez, J.L., Garcia Gonzalo, E., 2008a. The generalized PSO: a new door to PSO evolution. Journal of Artificial Evolution and Applications. DOI:10.1155/2008/861275.

  20. Integral geometry and inverse problems for hyperbolic equations

    CERN Document Server

    Romanov, V G

    1974-01-01

    There are currently many practical situations in which one wishes to determine the coefficients in an ordinary or partial differential equation from known functionals of its solution. These are often called "inverse problems of mathematical physics" and may be contrasted with problems in which an equation is given and one looks for its solution under initial and boundary conditions. Although inverse problems are often ill-posed in the classical sense, their practical importance is such that they may be considered among the pressing problems of current mathematical re­ search. A. N. Tihonov showed [82], [83] that there is a broad class of inverse problems for which a particular non-classical definition of well-posed ness is appropriate. This new definition requires that a solution be unique in a class of solutions belonging to a given subset M of a function space. The existence of a solution in this set is assumed a priori for some set of data. The classical requirement of continuous dependence of the solutio...

  1. The inverse problem for Schwinger pair production

    Directory of Open Access Journals (Sweden)

    F. Hebenstreit

    2016-02-01

    Full Text Available The production of electron–positron pairs in time-dependent electric fields (Schwinger mechanism depends non-linearly on the applied field profile. Accordingly, the resulting momentum spectrum is extremely sensitive to small variations of the field parameters. Owing to this non-linear dependence it is so far unpredictable how to choose a field configuration such that a predetermined momentum distribution is generated. We show that quantum kinetic theory along with optimal control theory can be used to approximately solve this inverse problem for Schwinger pair production. We exemplify this by studying the superposition of a small number of harmonic components resulting in predetermined signatures in the asymptotic momentum spectrum. In the long run, our results could facilitate the observation of this yet unobserved pair production mechanism in quantum electrodynamics by providing suggestions for tailored field configurations.

  2. The inverse problem of the magnetostatic nondestructive testing

    International Nuclear Information System (INIS)

    Pechenkov, A.N.; Shcherbinin, V.E.

    2006-01-01

    The inverse problem of magnetostatic nondestructive testing consists in the calculation of the shape and magnetic characteristics of a flaw in a uniform magnetized body with measurement of static magnetic field beyond the body. If the flaw does not contain any magnetic material, the inverse problem is reduced to identification of the shape and magnetic susceptibility of the substance. This case has been considered in the study [ru

  3. Inverse problems in systems biology

    International Nuclear Information System (INIS)

    Engl, Heinz W; Lu, James; Müller, Stefan; Flamm, Christoph; Schuster, Peter; Kügler, Philipp

    2009-01-01

    Systems biology is a new discipline built upon the premise that an understanding of how cells and organisms carry out their functions cannot be gained by looking at cellular components in isolation. Instead, consideration of the interplay between the parts of systems is indispensable for analyzing, modeling, and predicting systems' behavior. Studying biological processes under this premise, systems biology combines experimental techniques and computational methods in order to construct predictive models. Both in building and utilizing models of biological systems, inverse problems arise at several occasions, for example, (i) when experimental time series and steady state data are used to construct biochemical reaction networks, (ii) when model parameters are identified that capture underlying mechanisms or (iii) when desired qualitative behavior such as bistability or limit cycle oscillations is engineered by proper choices of parameter combinations. In this paper we review principles of the modeling process in systems biology and illustrate the ill-posedness and regularization of parameter identification problems in that context. Furthermore, we discuss the methodology of qualitative inverse problems and demonstrate how sparsity enforcing regularization allows the determination of key reaction mechanisms underlying the qualitative behavior. (topical review)

  4. The philosophical aspect of learning inverse problems of mathematical physics

    Directory of Open Access Journals (Sweden)

    Виктор Семенович Корнилов

    2018-12-01

    Full Text Available The article describes specific questions student learning inverse problems of mathematical physics. When teaching inverse problems of mathematical physics to the understanding of the students brought the information that the inverse problems of mathematical physics with a philosophical point of view are the problems of determining the unknown causes of known consequences, and the search for their solutions have great scientific and educational potential. The reasons are specified in the form of unknown coefficients, right side, initial conditions of the mathematical model of inverse problems, and as a consequence are functionals of the solution of this mathematical model. In the process of learning the inverse problems of mathematical physics focuses on the philosophical aspects of the phenomenon of information and identify cause-effect relations. It is emphasized that in the process of logical analysis applied and humanitarian character, students realize that information is always related to the fundamental philosophical questions that the analysis applied and the humanitarian aspects of the obtained results the inverse problem of mathematical physics allows students to make appropriate inferences about the studied process and to, ultimately, new information, to study its properties and understand its value. Philosophical understanding of the notion of information opens up to students a new methodological opportunities to comprehend the world and helps us to reinterpret existing science and philosophy of the theory related to the disclosure of the interrelationship of all phenomena of reality.

  5. When does treatment plan optimization require inverse planning?

    International Nuclear Information System (INIS)

    Sherouse, George W.

    1995-01-01

    Increasing maturity of image-based computer-aided design of three-dimensional conformal radiotherapy has recently sparked a great deal of work in the area of treatment plan optimization. Optimization of a conformal photon beam treatment plan is that exercise through which a set of intensity-modulated static beams or arcs is specified such that, when the plan is executed, 1) a region of homogeneous dose is produced in the patient with a shape which geometrically conforms (within a specified tolerance) to the three-dimensional shape of a designated target volume and 2) acceptably low incidental dose is delivered to non-target tissues. Interest in conformal radiotherapy arise from a fundamental assumption that there is significant value to be gained from aggressive customization of the treatment for each individual patient In our efforts to design optimal treatments, however, it is important to remember that, given the biological and economic realities of clinical radiotherapy, mathematical optimization of dose distribution metrics with respect to some minimal constraint set is not a necessary or even sufficient condition for design of a clinically optimal treatment. There is wide variation in the complexity of the clinical situations encountered in practice and there are a number of non-physical criteria to be considered in planning. There is also a complementary variety of computational and engineering means for achieving optimization. To date, the scientific dialogue regarding these techniques has concentrated on development of solutions to worst-case scenarios, largely in the absence of consideration of appropriate matching of solution complexity to problem complexity. It is the aim of this presentation to propose a provisional stratification of treatment planning problems, stratified by relative complexity, and to identify a corresponding stratification of necessary treatment planning techniques. It is asserted that the subset of clinical radiotherapy cases for

  6. An Improved Genetic Algorithm for Single-Machine Inverse Scheduling Problem

    Directory of Open Access Journals (Sweden)

    Jianhui Mou

    2014-01-01

    Full Text Available The goal of the scheduling is to arrange operations on suitable machines with optimal sequence for corresponding objectives. In order to meet market requirements, scheduling systems must own enough flexibility against uncertain events. These events can change production status or processing parameters, even causing the original schedule to no longer be optimal or even to be infeasible. Traditional scheduling strategies, however, cannot cope with these cases. Therefore, a new idea of scheduling called inverse scheduling has been proposed. In this paper, the inverse scheduling with weighted completion time (SMISP is considered in a single-machine shop environment. In this paper, an improved genetic algorithm (IGA with a local searching strategy is proposed. To improve the performance of IGA, efficient encoding scheme, fitness evaluation mechanism, feasible initialization methods, and a local search procedure have been employed in the paper. Because of the local improving method, the proposed IGA can balance its exploration ability and exploitation ability. We adopt 27 instances to verify the effectiveness of the proposed algorithm. The experimental results illustrated that the proposed algorithm can generate satisfactory solutions. This approach also has been applied to solve the scheduling problem in the real Chinese shipyard and can bring some benefits.

  7. The optimized gradient method for full waveform inversion and its spectral implementation

    KAUST Repository

    Wu, Zedong; Alkhalifah, Tariq Ali

    2016-01-01

    At the heart of the full waveform inversion (FWI) implementation is wavefield extrapolation, and specifically its accuracy and cost. To obtain accurate, dispersion free wavefields, the extrapolation for modelling is often expensive. Combining an efficient extrapolation with a novel gradient preconditioning can render an FWI implementation that efficiently converges to an accurate model. We, specifically, recast the extrapolation part of the inversion in terms of its spectral components for both data and gradient calculation. This admits dispersion free wavefields even at large extrapolation time steps, which improves the efficiency of the inversion. An alternative spectral representation of the depth axis in terms of sine functions allows us to impose a free surface boundary condition, which reflects our medium boundaries more accurately. Using a newly derived perfectly matched layer formulation for this spectral implementation, we can define a finite model with absorbing boundaries. In order to reduce the nonlinearity in FWI, we propose a multiscale conditioning of the objective function through combining the different directional components of the gradient to optimally update the velocity. Through solving a simple optimization problem, it specifically admits the smoothest approximate update while guaranteeing its ascending direction. An application to the Marmousi model demonstrates the capability of the proposed approach and justifies our assertions with respect to cost and convergence.

  8. The optimized gradient method for full waveform inversion and its spectral implementation

    KAUST Repository

    Wu, Zedong

    2016-03-28

    At the heart of the full waveform inversion (FWI) implementation is wavefield extrapolation, and specifically its accuracy and cost. To obtain accurate, dispersion free wavefields, the extrapolation for modelling is often expensive. Combining an efficient extrapolation with a novel gradient preconditioning can render an FWI implementation that efficiently converges to an accurate model. We, specifically, recast the extrapolation part of the inversion in terms of its spectral components for both data and gradient calculation. This admits dispersion free wavefields even at large extrapolation time steps, which improves the efficiency of the inversion. An alternative spectral representation of the depth axis in terms of sine functions allows us to impose a free surface boundary condition, which reflects our medium boundaries more accurately. Using a newly derived perfectly matched layer formulation for this spectral implementation, we can define a finite model with absorbing boundaries. In order to reduce the nonlinearity in FWI, we propose a multiscale conditioning of the objective function through combining the different directional components of the gradient to optimally update the velocity. Through solving a simple optimization problem, it specifically admits the smoothest approximate update while guaranteeing its ascending direction. An application to the Marmousi model demonstrates the capability of the proposed approach and justifies our assertions with respect to cost and convergence.

  9. 6th International Workshop on New Computational Methods for Inverse Problems

    International Nuclear Information System (INIS)

    2016-01-01

    methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, nondestructive evaluation...). NCMIP 2016 was a one-day workshop held in May 2016 which attracted around seventy attendees. Each of the submitted papers has been reviewed by two reviewers. There have been eleven accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks: GDR ISIS, GDR MIA, GDR MOA, GDR Ondes. The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA and SATIE. Eric Vourc'h and Thomas Rodet Workshop co-chairs: Eric Vourc'h, SATIE laboratory, Ecole Normale Supérieure de Cachan, CNRS, France Thomas Rodet, SATIE laboratory, Ecole Normale Supérieure de Cachan, CNRS, France Technical program committee: Alexandre Baussard, ENSTA Bretagne, Lab-STICC, France Marc Bonnet, ENSTA, ParisTech, France Laure Blanc-Féraud, I3S laboratory and INRIA Nice Sophia-Antipolis, France Antonin Chambolle, CMAP, Ecole Polytechnique, CNRS, France Oliver Dorn, School of Mathematics, University of Manchester, UK Cécile Durieu, SATIE, ENS Cachan, CNRS, France Laurent Fribourg, LSV, ENS Cachan, CNRS, France Jerôme Idier, IRCCyN Laboratory, Ecole Centrale de Nantes, France Pierre-Yves Joubert, IEF, Paris-Sud University, CNRS, France Marc Lambert, Geeps Laboratory, CNRS, CentraleSupElec, Paris-Sud University, France Giacomo Oliveri, eledia research center/eledia@L2S group, University of Trento, Italy Dominique Lesselier, L2S Laboratory, CNRS, CentraleSupElec, Paris-Sud University, France Matteo Pastorino, DIBE, University of Genoa, Italy Gabriel Peyré, Ceremade laboratory, University of Paris Dauphine, France Anthony Quinn

  10. Real-time dynamic MLC tracking for inversely optimized arc radiotherapy

    DEFF Research Database (Denmark)

    Falk, Marianne; af Rosenschöld, Per Munck; Keall, Paul

    2010-01-01

    Motion compensation with MLC tracking was tested for inversely optimized arc radiotherapy with special attention to the impact of the size of the target displacements and the angle of the leaf trajectory.......Motion compensation with MLC tracking was tested for inversely optimized arc radiotherapy with special attention to the impact of the size of the target displacements and the angle of the leaf trajectory....

  11. Numerical solution to a multi-dimensional linear inverse heat conduction problem by a splitting-based conjugate gradient method

    International Nuclear Information System (INIS)

    Dinh Nho Hao; Nguyen Trung Thanh; Sahli, Hichem

    2008-01-01

    In this paper we consider a multi-dimensional inverse heat conduction problem with time-dependent coefficients in a box, which is well-known to be severely ill-posed, by a variational method. The gradient of the functional to be minimized is obtained by aids of an adjoint problem and the conjugate gradient method with a stopping rule is then applied to this ill-posed optimization problem. To enhance the stability and the accuracy of the numerical solution to the problem we apply this scheme to the discretized inverse problem rather than to the continuous one. The difficulties with large dimensions of discretized problems are overcome by a splitting method which only requires the solution of easy-to-solve one-dimensional problems. The numerical results provided by our method are very good and the techniques seem to be very promising.

  12. Pareto-Optimal Multi-objective Inversion of Geophysical Data

    Science.gov (United States)

    Schnaidt, Sebastian; Conway, Dennis; Krieger, Lars; Heinson, Graham

    2018-01-01

    In the process of modelling geophysical properties, jointly inverting different data sets can greatly improve model results, provided that the data sets are compatible, i.e., sensitive to similar features. Such a joint inversion requires a relationship between the different data sets, which can either be analytic or structural. Classically, the joint problem is expressed as a scalar objective function that combines the misfit functions of multiple data sets and a joint term which accounts for the assumed connection between the data sets. This approach suffers from two major disadvantages: first, it can be difficult to assess the compatibility of the data sets and second, the aggregation of misfit terms introduces a weighting of the data sets. We present a pareto-optimal multi-objective joint inversion approach based on an existing genetic algorithm. The algorithm treats each data set as a separate objective, avoiding forced weighting and generating curves of the trade-off between the different objectives. These curves are analysed by their shape and evolution to evaluate data set compatibility. Furthermore, the statistical analysis of the generated solution population provides valuable estimates of model uncertainty.

  13. Solving iTOUGH2 simulation and optimization problems using the PEST protocol

    Energy Technology Data Exchange (ETDEWEB)

    Finsterle, S.A.; Zhang, Y.

    2011-02-01

    The PEST protocol has been implemented into the iTOUGH2 code, allowing the user to link any simulation program (with ASCII-based inputs and outputs) to iTOUGH2's sensitivity analysis, inverse modeling, and uncertainty quantification capabilities. These application models can be pre- or post-processors of the TOUGH2 non-isothermal multiphase flow and transport simulator, or programs that are unrelated to the TOUGH suite of codes. PEST-style template and instruction files are used, respectively, to pass input parameters updated by the iTOUGH2 optimization routines to the model, and to retrieve the model-calculated values that correspond to observable variables. We summarize the iTOUGH2 capabilities and demonstrate the flexibility added by the PEST protocol for the solution of a variety of simulation-optimization problems. In particular, the combination of loosely coupled and tightly integrated simulation and optimization routines provides both the flexibility and control needed to solve challenging inversion problems for the analysis of multiphase subsurface flow and transport systems.

  14. Inverse problems in classical and quantum physics

    International Nuclear Information System (INIS)

    Almasy, A.A.

    2007-01-01

    The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to represent a system in the real world. We study two inverse problems in the fields of classical and quantum physics: QCD condensates from tau-decay data and the inverse conductivity problem. Despite a concentrated effort by physicists extending over many years, an understanding of QCD from first principles continues to be elusive. Fortunately, data continues to appear which provide a rather direct probe of the inner workings of the strong interactions. We use a functional method which allows us to extract within rather general assumptions phenomenological parameters of QCD (the condensates) from a comparison of the time-like experimental data with asymptotic space-like results from theory. The price to be paid for the generality of assumptions is relatively large errors in the values of the extracted parameters. Although we do not claim that our method is superior to other approaches, we hope that our results lend additional confidence to the numerical results obtained with the help of methods based on QCD sum rules. EIT is a technology developed to image the electrical conductivity distribution of a conductive medium. The technique works by performing simultaneous measurements of direct or alternating electric currents and voltages on the boundary of an object. These are the data used by an image reconstruction algorithm to determine the electrical conductivity distribution within the object. In this thesis, two approaches of EIT image reconstruction are proposed. The first is based on reformulating the inverse problem in terms of integral equations. This method uses only a single set of measurements for the reconstruction. The second approach is an algorithm based on linearisation which uses more then one set of measurements. A

  15. Inverse problems in classical and quantum physics

    Energy Technology Data Exchange (ETDEWEB)

    Almasy, A.A.

    2007-06-29

    The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to represent a system in the real world. We study two inverse problems in the fields of classical and quantum physics: QCD condensates from tau-decay data and the inverse conductivity problem. Despite a concentrated effort by physicists extending over many years, an understanding of QCD from first principles continues to be elusive. Fortunately, data continues to appear which provide a rather direct probe of the inner workings of the strong interactions. We use a functional method which allows us to extract within rather general assumptions phenomenological parameters of QCD (the condensates) from a comparison of the time-like experimental data with asymptotic space-like results from theory. The price to be paid for the generality of assumptions is relatively large errors in the values of the extracted parameters. Although we do not claim that our method is superior to other approaches, we hope that our results lend additional confidence to the numerical results obtained with the help of methods based on QCD sum rules. EIT is a technology developed to image the electrical conductivity distribution of a conductive medium. The technique works by performing simultaneous measurements of direct or alternating electric currents and voltages on the boundary of an object. These are the data used by an image reconstruction algorithm to determine the electrical conductivity distribution within the object. In this thesis, two approaches of EIT image reconstruction are proposed. The first is based on reformulating the inverse problem in terms of integral equations. This method uses only a single set of measurements for the reconstruction. The second approach is an algorithm based on linearisation which uses more then one set of measurements. A

  16. Inverse kinematics problem in robotics using neural networks

    Science.gov (United States)

    Choi, Benjamin B.; Lawrence, Charles

    1992-01-01

    In this paper, Multilayer Feedforward Networks are applied to the robot inverse kinematic problem. The networks are trained with endeffector position and joint angles. After training, performance is measured by having the network generate joint angles for arbitrary endeffector trajectories. A 3-degree-of-freedom (DOF) spatial manipulator is used for the study. It is found that neural networks provide a simple and effective way to both model the manipulator inverse kinematics and circumvent the problems associated with algorithmic solution methods.

  17. An inverse-source problem for maximization of pore-fluid oscillation within poroelastic formations

    KAUST Repository

    Jeong, C.; Kallivokas, L. F.

    2016-01-01

    This paper discusses a mathematical and numerical modeling approach for identification of an unknown optimal loading time signal of a wave source, atop the ground surface, that can maximize the relative wave motion of a single-phase pore fluid within fluid-saturated porous permeable (poroelastic) rock formations, surrounded by non-permeable semi-infinite elastic solid rock formations, in a one-dimensional setting. The motivation stems from a set of field observations, following seismic events and vibrational tests, suggesting that shaking an oil reservoir is likely to improve oil production rates. This maximization problem is cast into an inverse-source problem, seeking an optimal loading signal that minimizes an objective functional – the reciprocal of kinetic energy in terms of relative pore-fluid wave motion within target poroelastic layers. We use the finite element method to obtain the solution of the governing wave physics of a multi-layered system, where the wave equations for the target poroelastic layers and the elastic wave equation for the surrounding non-permeable layers are coupled with each other. We use a partial-differential-equation-constrained-optimization framework (a state-adjoint-control problem approach) to tackle the minimization problem. The numerical results show that the numerical optimizer recovers optimal loading signals, whose dominant frequencies correspond to amplification frequencies, which can also be obtained by a frequency sweep, leading to larger amplitudes of relative pore-fluid wave motion within the target hydrocarbon formation than other signals.

  18. An inverse-source problem for maximization of pore-fluid oscillation within poroelastic formations

    KAUST Repository

    Jeong, C.

    2016-07-04

    This paper discusses a mathematical and numerical modeling approach for identification of an unknown optimal loading time signal of a wave source, atop the ground surface, that can maximize the relative wave motion of a single-phase pore fluid within fluid-saturated porous permeable (poroelastic) rock formations, surrounded by non-permeable semi-infinite elastic solid rock formations, in a one-dimensional setting. The motivation stems from a set of field observations, following seismic events and vibrational tests, suggesting that shaking an oil reservoir is likely to improve oil production rates. This maximization problem is cast into an inverse-source problem, seeking an optimal loading signal that minimizes an objective functional – the reciprocal of kinetic energy in terms of relative pore-fluid wave motion within target poroelastic layers. We use the finite element method to obtain the solution of the governing wave physics of a multi-layered system, where the wave equations for the target poroelastic layers and the elastic wave equation for the surrounding non-permeable layers are coupled with each other. We use a partial-differential-equation-constrained-optimization framework (a state-adjoint-control problem approach) to tackle the minimization problem. The numerical results show that the numerical optimizer recovers optimal loading signals, whose dominant frequencies correspond to amplification frequencies, which can also be obtained by a frequency sweep, leading to larger amplitudes of relative pore-fluid wave motion within the target hydrocarbon formation than other signals.

  19. GEMSFITS: Code package for optimization of geochemical model parameters and inverse modeling

    International Nuclear Information System (INIS)

    Miron, George D.; Kulik, Dmitrii A.; Dmytrieva, Svitlana V.; Wagner, Thomas

    2015-01-01

    geochemical relevance of GEMSFITS is demonstrated by examples of typical classes of problems that include fitting of parameters of thermodynamic mixing models, optimization of standard state Gibbs energies of aqueous species and solid-solution end-members, thermobarometry, inverse titrations, and optimization problems that combine several parameter- and property types

  20. A Projected Non-linear Conjugate Gradient Method for Interactive Inverse Kinematics

    DEFF Research Database (Denmark)

    Engell-Nørregård, Morten; Erleben, Kenny

    2009-01-01

    Inverse kinematics is the problem of posing an articulated figure to obtain a wanted goal, without regarding inertia and forces. Joint limits are modeled as bounds on individual degrees of freedom, leading to a box-constrained optimization problem. We present A projected Non-linear Conjugate...... Gradient optimization method suitable for box-constrained optimization problems for inverse kinematics. We show application on inverse kinematics positioning of a human figure. Performance is measured and compared to a traditional Jacobian Transpose method. Visual quality of the developed method...

  1. Viscoelastic material inversion using Sierra-SD and ROL

    Energy Technology Data Exchange (ETDEWEB)

    Walsh, Timothy [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Aquino, Wilkins [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Ridzal, Denis [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Kouri, Drew Philip [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); van Bloemen Waanders, Bart Gustaaf [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Urbina, Angel [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2014-11-01

    In this report we derive frequency-domain methods for inverse characterization of the constitutive parameters of viscoelastic materials. The inverse problem is cast in a PDE-constrained optimization framework with efficient computation of gradients and Hessian vector products through matrix free operations. The abstract optimization operators for first and second derivatives are derived from first principles. Various methods from the Rapid Optimization Library (ROL) are tested on the viscoelastic inversion problem. The methods described herein are applied to compute the viscoelastic bulk and shear moduli of a foam block model, which was recently used in experimental testing for viscoelastic property characterization.

  2. Physics-based Inverse Problem to Deduce Marine Atmospheric Boundary Layer Parameters

    Science.gov (United States)

    2017-03-07

    knowledge and capabilities in the use and development of inverse problem techniques to deduce atmospheric parameters. WORK COMPLETED The research completed...please find the Final Technical Report with SF 298 for Dr. Erin E. Hackett’s ONR grant entitled Physics -based Inverse Problem to Deduce Marine...From- To) 07/03/2017 Final Technica l Dec 2012- Dec 2016 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Physics -based Inverse Problem to Deduce Marine

  3. Riemann–Hilbert problem approach for two-dimensional flow inverse scattering

    Energy Technology Data Exchange (ETDEWEB)

    Agaltsov, A. D., E-mail: agalets@gmail.com [Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, 119991 Moscow (Russian Federation); Novikov, R. G., E-mail: novikov@cmap.polytechnique.fr [CNRS (UMR 7641), Centre de Mathématiques Appliquées, Ecole Polytechnique, 91128 Palaiseau (France); IEPT RAS, 117997 Moscow (Russian Federation); Moscow Institute of Physics and Technology, Dolgoprudny (Russian Federation)

    2014-10-15

    We consider inverse scattering for the time-harmonic wave equation with first-order perturbation in two dimensions. This problem arises in particular in the acoustic tomography of moving fluid. We consider linearized and nonlinearized reconstruction algorithms for this problem of inverse scattering. Our nonlinearized reconstruction algorithm is based on the non-local Riemann–Hilbert problem approach. Comparisons with preceding results are given.

  4. Riemann–Hilbert problem approach for two-dimensional flow inverse scattering

    International Nuclear Information System (INIS)

    Agaltsov, A. D.; Novikov, R. G.

    2014-01-01

    We consider inverse scattering for the time-harmonic wave equation with first-order perturbation in two dimensions. This problem arises in particular in the acoustic tomography of moving fluid. We consider linearized and nonlinearized reconstruction algorithms for this problem of inverse scattering. Our nonlinearized reconstruction algorithm is based on the non-local Riemann–Hilbert problem approach. Comparisons with preceding results are given

  5. SU-E-J-161: Inverse Problems for Optical Parameters in Laser Induced Thermal Therapy

    International Nuclear Information System (INIS)

    Fahrenholtz, SJ; Stafford, RJ; Fuentes, DT

    2014-01-01

    Purpose: Magnetic resonance-guided laser-induced thermal therapy (MRgLITT) is investigated as a neurosurgical intervention for oncological applications throughout the body by active post market studies. Real-time MR temperature imaging is used to monitor ablative thermal delivery in the clinic. Additionally, brain MRgLITT could improve through effective planning for laser fiber's placement. Mathematical bioheat models have been extensively investigated but require reliable patient specific physical parameter data, e.g. optical parameters. This abstract applies an inverse problem algorithm to characterize optical parameter data obtained from previous MRgLITT interventions. Methods: The implemented inverse problem has three primary components: a parameter-space search algorithm, a physics model, and training data. First, the parameter-space search algorithm uses a gradient-based quasi-Newton method to optimize the effective optical attenuation coefficient, μ-eff. A parameter reduction reduces the amount of optical parameter-space the algorithm must search. Second, the physics model is a simplified bioheat model for homogeneous tissue where closed-form Green's functions represent the exact solution. Third, the training data was temperature imaging data from 23 MRgLITT oncological brain ablations (980 nm wavelength) from seven different patients. Results: To three significant figures, the descriptive statistics for μ-eff were 1470 m −1 mean, 1360 m −1 median, 369 m −1 standard deviation, 933 m −1 minimum and 2260 m −1 maximum. The standard deviation normalized by the mean was 25.0%. The inverse problem took <30 minutes to optimize all 23 datasets. Conclusion: As expected, the inferred average is biased by underlying physics model. However, the standard deviation normalized by the mean is smaller than literature values and indicates an increased precision in the characterization of the optical parameters needed to plan MRgLITT procedures. This investigation

  6. Comparison result of inversion of gravity data of a fault by particle swarm optimization and Levenberg-Marquardt methods.

    Science.gov (United States)

    Toushmalani, Reza

    2013-01-01

    The purpose of this study was to compare the performance of two methods for gravity inversion of a fault. First method [Particle swarm optimization (PSO)] is a heuristic global optimization method and also an optimization algorithm, which is based on swarm intelligence. It comes from the research on the bird and fish flock movement behavior. Second method [The Levenberg-Marquardt algorithm (LM)] is an approximation to the Newton method used also for training ANNs. In this paper first we discussed the gravity field of a fault, then describes the algorithms of PSO and LM And presents application of Levenberg-Marquardt algorithm, and a particle swarm algorithm in solving inverse problem of a fault. Most importantly the parameters for the algorithms are given for the individual tests. Inverse solution reveals that fault model parameters are agree quite well with the known results. A more agreement has been found between the predicted model anomaly and the observed gravity anomaly in PSO method rather than LM method.

  7. An Entropic Estimator for Linear Inverse Problems

    Directory of Open Access Journals (Sweden)

    Amos Golan

    2012-05-01

    Full Text Available In this paper we examine an Information-Theoretic method for solving noisy linear inverse estimation problems which encompasses under a single framework a whole class of estimation methods. Under this framework, the prior information about the unknown parameters (when such information exists, and constraints on the parameters can be incorporated in the statement of the problem. The method builds on the basics of the maximum entropy principle and consists of transforming the original problem into an estimation of a probability density on an appropriate space naturally associated with the statement of the problem. This estimation method is generic in the sense that it provides a framework for analyzing non-normal models, it is easy to implement and is suitable for all types of inverse problems such as small and or ill-conditioned, noisy data. First order approximation, large sample properties and convergence in distribution are developed as well. Analytical examples, statistics for model comparisons and evaluations, that are inherent to this method, are discussed and complemented with explicit examples.

  8. Parametric optimization of inverse trapezoid oleophobic surfaces

    DEFF Research Database (Denmark)

    Cavalli, Andrea; Bøggild, Peter; Okkels, Fridolin

    2012-01-01

    In this paper, we introduce a comprehensive and versatile approach to the parametric shape optimization of oleophobic surfaces. We evaluate the performance of inverse trapezoid microstructures in terms of three objective parameters: apparent contact angle, maximum sustainable hydrostatic pressure...

  9. Geostatistical regularization operators for geophysical inverse problems on irregular meshes

    Science.gov (United States)

    Jordi, C.; Doetsch, J.; Günther, T.; Schmelzbach, C.; Robertsson, J. OA

    2018-05-01

    Irregular meshes allow to include complicated subsurface structures into geophysical modelling and inverse problems. The non-uniqueness of these inverse problems requires appropriate regularization that can incorporate a priori information. However, defining regularization operators for irregular discretizations is not trivial. Different schemes for calculating smoothness operators on irregular meshes have been proposed. In contrast to classical regularization constraints that are only defined using the nearest neighbours of a cell, geostatistical operators include a larger neighbourhood around a particular cell. A correlation model defines the extent of the neighbourhood and allows to incorporate information about geological structures. We propose an approach to calculate geostatistical operators for inverse problems on irregular meshes by eigendecomposition of a covariance matrix that contains the a priori geological information. Using our approach, the calculation of the operator matrix becomes tractable for 3-D inverse problems on irregular meshes. We tested the performance of the geostatistical regularization operators and compared them against the results of anisotropic smoothing in inversions of 2-D surface synthetic electrical resistivity tomography (ERT) data as well as in the inversion of a realistic 3-D cross-well synthetic ERT scenario. The inversions of 2-D ERT and seismic traveltime field data with geostatistical regularization provide results that are in good accordance with the expected geology and thus facilitate their interpretation. In particular, for layered structures the geostatistical regularization provides geologically more plausible results compared to the anisotropic smoothness constraints.

  10. Carleman estimates and applications to inverse problems for hyperbolic systems

    CERN Document Server

    Bellassoued, Mourad

    2017-01-01

    This book is a self-contained account of the method based on Carleman estimates for inverse problems of determining spatially varying functions of differential equations of the hyperbolic type by non-overdetermining data of solutions. The formulation is different from that of Dirichlet-to-Neumann maps and can often prove the global uniqueness and Lipschitz stability even with a single measurement. These types of inverse problems include coefficient inverse problems of determining physical parameters in inhomogeneous media that appear in many applications related to electromagnetism, elasticity, and related phenomena. Although the methodology was created in 1981 by Bukhgeim and Klibanov, its comprehensive development has been accomplished only recently. In spite of the wide applicability of the method, there are few monographs focusing on combined accounts of Carleman estimates and applications to inverse problems. The aim in this book is to fill that gap. The basic tool is Carleman estimates, the theory of wh...

  11. Optimization and Inverse Design of Pump Impeller

    International Nuclear Information System (INIS)

    Miyauchi, S; Matsumoto, H; Sano, M; Kassai, N; Zhu, B; Luo, X; Piao, B

    2012-01-01

    As for pump impellers, the meridional flow channel and blade-to-blade flow channel, which are relatively independent of each other but greatly affect performance, are designed in parallel. And the optimization design is used for the former and the inverse design is used for the latter. To verify this new design method, a mixed-flow impeller was made. Next, we use Tani's inverse design method for the blade loading of inverse design. It is useful enough to change a deceleration rate freely and greatly. And it can integrally express the rear blade loading of various methods by NACA, Zangeneh and Stratford. We controlled the deceleration rate by shape parameter m, and its value became almost same with Tani's recommended value of the laminar airfoil.

  12. Direct and inverse source problems for a space fractional advection dispersion equation

    KAUST Repository

    Aldoghaither, Abeer

    2016-05-15

    In this paper, direct and inverse problems for a space fractional advection dispersion equation on a finite domain are studied. The inverse problem consists in determining the source term from final observations. We first derive the analytic solution to the direct problem which we use to prove the uniqueness and the unstability of the inverse source problem using final measurements. Finally, we illustrate the results with a numerical example.

  13. Inverse optimization of objective function weights for treatment planning using clinical dose-volume histograms

    Science.gov (United States)

    Babier, Aaron; Boutilier, Justin J.; Sharpe, Michael B.; McNiven, Andrea L.; Chan, Timothy C. Y.

    2018-05-01

    We developed and evaluated a novel inverse optimization (IO) model to estimate objective function weights from clinical dose-volume histograms (DVHs). These weights were used to solve a treatment planning problem to generate ‘inverse plans’ that had similar DVHs to the original clinical DVHs. Our methodology was applied to 217 clinical head and neck cancer treatment plans that were previously delivered at Princess Margaret Cancer Centre in Canada. Inverse plan DVHs were compared to the clinical DVHs using objective function values, dose-volume differences, and frequency of clinical planning criteria satisfaction. Median differences between the clinical and inverse DVHs were within 1.1 Gy. For most structures, the difference in clinical planning criteria satisfaction between the clinical and inverse plans was at most 1.4%. For structures where the two plans differed by more than 1.4% in planning criteria satisfaction, the difference in average criterion violation was less than 0.5 Gy. Overall, the inverse plans were very similar to the clinical plans. Compared with a previous inverse optimization method from the literature, our new inverse plans typically satisfied the same or more clinical criteria, and had consistently lower fluence heterogeneity. Overall, this paper demonstrates that DVHs, which are essentially summary statistics, provide sufficient information to estimate objective function weights that result in high quality treatment plans. However, as with any summary statistic that compresses three-dimensional dose information, care must be taken to avoid generating plans with undesirable features such as hotspots; our computational results suggest that such undesirable spatial features were uncommon. Our IO-based approach can be integrated into the current clinical planning paradigm to better initialize the planning process and improve planning efficiency. It could also be embedded in a knowledge-based planning or adaptive radiation therapy framework to

  14. Bayesian probability theory and inverse problems

    International Nuclear Information System (INIS)

    Kopec, S.

    1994-01-01

    Bayesian probability theory is applied to approximate solving of the inverse problems. In order to solve the moment problem with the noisy data, the entropic prior is used. The expressions for the solution and its error bounds are presented. When the noise level tends to zero, the Bayesian solution tends to the classic maximum entropy solution in the L 2 norm. The way of using spline prior is also shown. (author)

  15. Inverse source problems for eddy current equations

    International Nuclear Information System (INIS)

    Rodríguez, Ana Alonso; Valli, Alberto; Camaño, Jessika

    2012-01-01

    We study the inverse source problem for the eddy current approximation of Maxwell equations. As for the full system of Maxwell equations, we show that a volume current source cannot be uniquely identified by knowledge of the tangential components of the electromagnetic fields on the boundary, and we characterize the space of non-radiating sources. On the other hand, we prove that the inverse source problem has a unique solution if the source is supported on the boundary of a subdomain or if it is the sum of a finite number of dipoles. We address the applicability of this result for the localization of brain activity from electroencephalography and magnetoencephalography measurements. (paper)

  16. Moebius inverse problem for distorted black holes

    International Nuclear Information System (INIS)

    Rosu, H.

    1993-01-01

    Hawking ''thermal'' radiation could be a means to detect black holes of micron sizes, which may be hovering through the universe. We consider these micro-black holes to be distorted by the presence of some distribution of matter representing a convolution factor for their Hawking radiation. One may hope to determine from their Hawking signals the temperature distribution of their material shells by the inverse black body problem. In 1990, Nan-xian Chen has used a so-called modified Moebius transform to solve the inverse black body problem. We discuss and apply this technique to Hawking radiation. Some comments on supersymmetric applications of Moebius function and transform are also added. (author). 22 refs

  17. Collage-based approaches for elliptic partial differential equations inverse problems

    Science.gov (United States)

    Yodzis, Michael; Kunze, Herb

    2017-01-01

    The collage method for inverse problems has become well-established in the literature in recent years. Initial work developed a collage theorem, based upon Banach's fixed point theorem, for treating inverse problems for ordinary differential equations (ODEs). Amongst the subsequent work was a generalized collage theorem, based upon the Lax-Milgram representation theorem, useful for treating inverse problems for elliptic partial differential equations (PDEs). Each of these two different approaches can be applied to elliptic PDEs in one space dimension. In this paper, we explore and compare how the two different approaches perform for the estimation of the diffusivity for a steady-state heat equation.

  18. General inverse problems for regular variation

    DEFF Research Database (Denmark)

    Damek, Ewa; Mikosch, Thomas Valentin; Rosinski, Jan

    2014-01-01

    Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components ...

  19. Inverse problem of solar oscillations

    International Nuclear Information System (INIS)

    Sekii, T.; Shibahashi, H.

    1987-01-01

    The authors present some preliminary results of numerical simulation to infer the sound velocity distribution in the solar interior from the oscillation data of the Sun as the inverse problem. They analyze the acoustic potential itself by taking account of some factors other than the sound velocity, and infer the sound velocity distribution in the deep interior of the Sun

  20. Development of a Preventive HIV Vaccine Requires Solving Inverse Problems Which Is Unattainable by Rational Vaccine Design

    Directory of Open Access Journals (Sweden)

    Marc H. V. Van Regenmortel

    2018-01-01

    Full Text Available Hypotheses and theories are essential constituents of the scientific method. Many vaccinologists are unaware that the problems they try to solve are mostly inverse problems that consist in imagining what could bring about a desired outcome. An inverse problem starts with the result and tries to guess what are the multiple causes that could have produced it. Compared to the usual direct scientific problems that start with the causes and derive or calculate the results using deductive reasoning and known mechanisms, solving an inverse problem uses a less reliable inductive approach and requires the development of a theoretical model that may have different solutions or none at all. Unsuccessful attempts to solve inverse problems in HIV vaccinology by reductionist methods, systems biology and structure-based reverse vaccinology are described. The popular strategy known as rational vaccine design is unable to solve the multiple inverse problems faced by HIV vaccine developers. The term “rational” is derived from “rational drug design” which uses the 3D structure of a biological target for designing molecules that will selectively bind to it and inhibit its biological activity. In vaccine design, however, the word “rational” simply means that the investigator is concentrating on parts of the system for which molecular information is available. The economist and Nobel laureate Herbert Simon introduced the concept of “bounded rationality” to explain why the complexity of the world economic system makes it impossible, for instance, to predict an event like the financial crash of 2007–2008. Humans always operate under unavoidable constraints such as insufficient information, a limited capacity to process huge amounts of data and a limited amount of time available to reach a decision. Such limitations always prevent us from achieving the complete understanding and optimization of a complex system that would be needed to achieve a truly

  1. Hybrid Taguchi DNA Swarm Intelligence for Optimal Inverse Kinematics Redundancy Resolution of Six-DOF Humanoid Robot Arms

    Directory of Open Access Journals (Sweden)

    Hsu-Chih Huang

    2014-01-01

    Full Text Available This paper presents a hybrid Taguchi deoxyribonucleic acid (DNA swarm intelligence for solving the inverse kinematics redundancy problem of six degree-of-freedom (DOF humanoid robot arms. The inverse kinematics problem of the multi-DOF humanoid robot arm is redundant and has no general closed-form solutions or analytical solutions. The optimal joint configurations are obtained by minimizing the predefined performance index in DNA algorithm for real-world humanoid robotics application. The Taguchi method is employed to determine the DNA parameters to search for the joint solutions of the six-DOF robot arms more efficiently. This approach circumvents the disadvantage of time-consuming tuning procedure in conventional DNA computing. Simulation results are conducted to illustrate the effectiveness and merit of the proposed methods. This Taguchi-based DNA (TDNA solver outperforms the conventional solvers, such as geometric solver, Jacobian-based solver, genetic algorithm (GA solver and ant, colony optimization (ACO solver.

  2. Limits to Nonlinear Inversion

    DEFF Research Database (Denmark)

    Mosegaard, Klaus

    2012-01-01

    For non-linear inverse problems, the mathematical structure of the mapping from model parameters to data is usually unknown or partly unknown. Absence of information about the mathematical structure of this function prevents us from presenting an analytical solution, so our solution depends on our......-heuristics are inefficient for large-scale, non-linear inverse problems, and that the 'no-free-lunch' theorem holds. We discuss typical objections to the relevance of this theorem. A consequence of the no-free-lunch theorem is that algorithms adapted to the mathematical structure of the problem perform more efficiently than...... pure meta-heuristics. We study problem-adapted inversion algorithms that exploit the knowledge of the smoothness of the misfit function of the problem. Optimal sampling strategies exist for such problems, but many of these problems remain hard. © 2012 Springer-Verlag....

  3. The seismic reflection inverse problem

    International Nuclear Information System (INIS)

    Symes, W W

    2009-01-01

    The seismic reflection method seeks to extract maps of the Earth's sedimentary crust from transient near-surface recording of echoes, stimulated by explosions or other controlled sound sources positioned near the surface. Reasonably accurate models of seismic energy propagation take the form of hyperbolic systems of partial differential equations, in which the coefficients represent the spatial distribution of various mechanical characteristics of rock (density, stiffness, etc). Thus the fundamental problem of reflection seismology is an inverse problem in partial differential equations: to find the coefficients (or at least some of their properties) of a linear hyperbolic system, given the values of a family of solutions in some part of their domains. The exploration geophysics community has developed various methods for estimating the Earth's structure from seismic data and is also well aware of the inverse point of view. This article reviews mathematical developments in this subject over the last 25 years, to show how the mathematics has both illuminated innovations of practitioners and led to new directions in practice. Two themes naturally emerge: the importance of single scattering dominance and compensation for spectral incompleteness by spatial redundancy. (topical review)

  4. Efficient generalized Golub-Kahan based methods for dynamic inverse problems

    Science.gov (United States)

    Chung, Julianne; Saibaba, Arvind K.; Brown, Matthew; Westman, Erik

    2018-02-01

    We consider efficient methods for computing solutions to and estimating uncertainties in dynamic inverse problems, where the parameters of interest may change during the measurement procedure. Compared to static inverse problems, incorporating prior information in both space and time in a Bayesian framework can become computationally intensive, in part, due to the large number of unknown parameters. In these problems, explicit computation of the square root and/or inverse of the prior covariance matrix is not possible, so we consider efficient, iterative, matrix-free methods based on the generalized Golub-Kahan bidiagonalization that allow automatic regularization parameter and variance estimation. We demonstrate that these methods for dynamic inversion can be more flexible than standard methods and develop efficient implementations that can exploit structure in the prior, as well as possible structure in the forward model. Numerical examples from photoacoustic tomography, space-time deblurring, and passive seismic tomography demonstrate the range of applicability and effectiveness of the described approaches. Specifically, in passive seismic tomography, we demonstrate our approach on both synthetic and real data. To demonstrate the scalability of our algorithm, we solve a dynamic inverse problem with approximately 43 000 measurements and 7.8 million unknowns in under 40 s on a standard desktop.

  5. Maximum a posteriori probability estimates in infinite-dimensional Bayesian inverse problems

    International Nuclear Information System (INIS)

    Helin, T; Burger, M

    2015-01-01

    A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic and difficult to analyse. Current inverse problem literature often approaches the problem by considering suitable point estimators for the task. Typically the choice is made between the maximum a posteriori (MAP) or the conditional mean (CM) estimate. The benefits of either choice are not well-understood from the perspective of infinite-dimensional theory. Most importantly, there exists no general scheme regarding how to connect the topological description of a MAP estimate to a variational problem. The recent results by Dashti and others (Dashti et al 2013 Inverse Problems 29 095017) resolve this issue for nonlinear inverse problems in Gaussian framework. In this work we improve the current understanding by introducing a novel concept called the weak MAP (wMAP) estimate. We show that any MAP estimate in the sense of Dashti et al (2013 Inverse Problems 29 095017) is a wMAP estimate and, moreover, how the wMAP estimate connects to a variational formulation in general infinite-dimensional non-Gaussian problems. The variational formulation enables to study many properties of the infinite-dimensional MAP estimate that were earlier impossible to study. In a recent work by the authors (Burger and Lucka 2014 Maximum a posteriori estimates in linear inverse problems with logconcave priors are proper bayes estimators preprint) the MAP estimator was studied in the context of the Bayes cost method. Using Bregman distances, proper convex Bayes cost functions were introduced for which the MAP estimator is the Bayes estimator. Here, we generalize these results to the infinite-dimensional setting. Moreover, we discuss the implications of our results for some examples of prior models such as the Besov prior and hierarchical prior. (paper)

  6. Inverse problems in complex material design: Applications to non-crystalline solids

    Science.gov (United States)

    Biswas, Parthapratim; Drabold, David; Elliott, Stephen

    The design of complex amorphous materials is one of the fundamental problems in disordered condensed-matter science. While impressive developments of ab-initio simulation methods during the past several decades have brought tremendous success in understanding materials property from micro- to mesoscopic length scales, a major drawback is that they fail to incorporate existing knowledge of the materials in simulation methodologies. Since an essential feature of materials design is the synergy between experiment and theory, a properly developed approach to design materials should be able to exploit all available knowledge of the materials from measured experimental data. In this talk, we will address the design of complex disordered materials as an inverse problem involving experimental data and available empirical information. We show that the problem can be posed as a multi-objective non-convex optimization program, which can be addressed using a number of recently-developed bio-inspired global optimization techniques. In particular, we will discuss how a population-based stochastic search procedure can be used to determine the structure of non-crystalline solids (e.g. a-SiH, a-SiO2, amorphous graphene, and Fe and Ni clusters). The work is partially supported by NSF under Grant Nos. DMR 1507166 and 1507670.

  7. Method and software to solution of inverse and inverse design fluid flow and heat transfer problems is compatible with CFD-software

    Energy Technology Data Exchange (ETDEWEB)

    Krukovsky, P G [Institute of Engineering Thermophysics, National Academy of Sciences of Ukraine, Kiev (Ukraine)

    1998-12-31

    The description of method and software FRIEND which provide a possibility of solution of inverse and inverse design problems on the basis of existing (base) CFD-software for solution of direct problems (in particular, heat-transfer and fluid-flow problems using software PHOENICS) are presented. FRIEND is an independent additional module that widens the operational capacities of the base software unified with this module. This unifying does not require any change or addition to the base software. Interfacing of FRIEND and the base software takes place through input and output files of the base software. A brief description of the computational technique applied for the inverse problem solution, same detailed information on the interfacing of FRIEND and CFD-software and solution results for testing inverse and inverse design problems, obtained using the tandem CFD-software PHOENICS and FRIEND, are presented. (author) 9 refs.

  8. Method and software to solution of inverse and inverse design fluid flow and heat transfer problems is compatible with CFD-software

    Energy Technology Data Exchange (ETDEWEB)

    Krukovsky, P.G. [Institute of Engineering Thermophysics, National Academy of Sciences of Ukraine, Kiev (Ukraine)

    1997-12-31

    The description of method and software FRIEND which provide a possibility of solution of inverse and inverse design problems on the basis of existing (base) CFD-software for solution of direct problems (in particular, heat-transfer and fluid-flow problems using software PHOENICS) are presented. FRIEND is an independent additional module that widens the operational capacities of the base software unified with this module. This unifying does not require any change or addition to the base software. Interfacing of FRIEND and the base software takes place through input and output files of the base software. A brief description of the computational technique applied for the inverse problem solution, same detailed information on the interfacing of FRIEND and CFD-software and solution results for testing inverse and inverse design problems, obtained using the tandem CFD-software PHOENICS and FRIEND, are presented. (author) 9 refs.

  9. AI-guided parameter optimization in inverse treatment planning

    International Nuclear Information System (INIS)

    Yan Hui; Yin Fangfang; Guan Huaiqun; Kim, Jae Ho

    2003-01-01

    An artificial intelligence (AI)-guided inverse planning system was developed to optimize the combination of parameters in the objective function for intensity-modulated radiation therapy (IMRT). In this system, the empirical knowledge of inverse planning was formulated with fuzzy if-then rules, which then guide the parameter modification based on the on-line calculated dose. Three kinds of parameters (weighting factor, dose specification, and dose prescription) were automatically modified using the fuzzy inference system (FIS). The performance of the AI-guided inverse planning system (AIGIPS) was examined using the simulated and clinical examples. Preliminary results indicate that the expected dose distribution was automatically achieved using the AI-guided inverse planning system, with the complicated compromising between different parameters accomplished by the fuzzy inference technique. The AIGIPS provides a highly promising method to replace the current trial-and-error approach

  10. Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization

    KAUST Repository

    Gower, Robert M.

    2018-02-12

    We present the first accelerated randomized algorithm for solving linear systems in Euclidean spaces. One essential problem of this type is the matrix inversion problem. In particular, our algorithm can be specialized to invert positive definite matrices in such a way that all iterates (approximate solutions) generated by the algorithm are positive definite matrices themselves. This opens the way for many applications in the field of optimization and machine learning. As an application of our general theory, we develop the {\\\\em first accelerated (deterministic and stochastic) quasi-Newton updates}. Our updates lead to provably more aggressive approximations of the inverse Hessian, and lead to speed-ups over classical non-accelerated rules in numerical experiments. Experiments with empirical risk minimization show that our rules can accelerate training of machine learning models.

  11. Potentials of the inverse scattering problem in the three-nucleon problem

    International Nuclear Information System (INIS)

    Pushkash, A.M.; Simenog, I.V.; Shapoval, D.V.

    1993-01-01

    Possibilities of using the method of the inverse scattering problem for describing simultaneously the two-nucleon and the low-energy three-nucleon data in the S-interaction approximation are examined. 20 refs., 3 figs., 1 tab

  12. Third International Conference on Inverse Design Concepts and Optimization in Engineering Sciences (ICIDES-3)

    Science.gov (United States)

    Dulikravich, George S. (Editor)

    1991-01-01

    Papers from the Third International Conference on Inverse Design Concepts and Optimization in Engineering Sciences (ICIDES) are presented. The papers discuss current research in the general field of inverse, semi-inverse, and direct design and optimization in engineering sciences. The rapid growth of this relatively new field is due to the availability of faster and larger computing machines.

  13. An inverse boundary value problem for the Schroedinger operator with vector potentials in two dimensions

    International Nuclear Information System (INIS)

    Ziqi Sun

    1993-01-01

    During the past few years a considerable interest has been focused on the inverse boundary value problem for the Schroedinger operator with a scalar (electric) potential. The popularity gained by this subject seems to be due to its connection with the inverse scattering problem at fixed energy, the inverse conductivity problem and other important inverse problems. This paper deals with an inverse boundary value problem for the Schroedinger operator with vector (electric and magnetic) potentials. As in the case of the scalar potential, results of this study would have immediate consequences in the inverse scattering problem for magnetic field at fixed energy. On the other hand, inverse boundary value problems for elliptic operators are of independent interest. The study is partly devoted to the understanding of the inverse boundary value problem for a class of general elliptic operator of second order. Note that a self-adjoint elliptic operator of second order with Δ as its principal symbol can always be written as a Schroedinger operator with vector potentials

  14. An efficient inverse radiotherapy planning method for VMAT using quadratic programming optimization.

    Science.gov (United States)

    Hoegele, W; Loeschel, R; Merkle, N; Zygmanski, P

    2012-01-01

    The purpose of this study is to investigate the feasibility of an inverse planning optimization approach for the Volumetric Modulated Arc Therapy (VMAT) based on quadratic programming and the projection method. The performance of this method is evaluated against a reference commercial planning system (eclipse(TM) for rapidarc(TM)) for clinically relevant cases. The inverse problem is posed in terms of a linear combination of basis functions representing arclet dose contributions and their respective linear coefficients as degrees of freedom. MLC motion is decomposed into basic motion patterns in an intuitive manner leading to a system of equations with a relatively small number of equations and unknowns. These equations are solved using quadratic programming under certain limiting physical conditions for the solution, such as the avoidance of negative dose during optimization and Monitor Unit reduction. The modeling by the projection method assures a unique treatment plan with beneficial properties, such as the explicit relation between organ weightings and the final dose distribution. Clinical cases studied include prostate and spine treatments. The optimized plans are evaluated by comparing isodose lines, DVH profiles for target and normal organs, and Monitor Units to those obtained by the clinical treatment planning system eclipse(TM). The resulting dose distributions for a prostate (with rectum and bladder as organs at risk), and for a spine case (with kidneys, liver, lung and heart as organs at risk) are presented. Overall, the results indicate that similar plan qualities for quadratic programming (QP) and rapidarc(TM) could be achieved at significantly more efficient computational and planning effort using QP. Additionally, results for the quasimodo phantom [Bohsung et al., "IMRT treatment planning: A comparative inter-system and inter-centre planning exercise of the estro quasimodo group," Radiother. Oncol. 76(3), 354-361 (2005)] are presented as an example

  15. Inverse Problems in Systems Biology: A Critical Review.

    Science.gov (United States)

    Guzzi, Rodolfo; Colombo, Teresa; Paci, Paola

    2018-01-01

    Systems Biology may be assimilated to a symbiotic cyclic interplaying between the forward and inverse problems. Computational models need to be continuously refined through experiments and in turn they help us to make limited experimental resources more efficient. Every time one does an experiment we know that there will be some noise that can disrupt our measurements. Despite the noise certainly is a problem, the inverse problems already involve the inference of missing information, even if the data is entirely reliable. So the addition of a certain limited noise does not fundamentally change the situation but can be used to solve the so-called ill-posed problem, as defined by Hadamard. It can be seen as an extra source of information. Recent studies have shown that complex systems, among others the systems biology, are poorly constrained and ill-conditioned because it is difficult to use experimental data to fully estimate their parameters. For these reasons was born the concept of sloppy models, a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. Furthermore the concept of sloppy models contains also the concept of un-identifiability, because the models are characterized by many parameters that are poorly constrained by experimental data. Then a strategy needs to be designed to infer, analyze, and understand biological systems. The aim of this work is to provide a critical review to the inverse problems in systems biology defining a strategy to determine the minimal set of information needed to overcome the problems arising from dynamic biological models that generally may have many unknown, non-measurable parameters.

  16. 3D Frequency-Domain Seismic Inversion with Controlled Sloppiness

    NARCIS (Netherlands)

    Herrmann, F.; van Leeuwen, T.

    2014-01-01

    Seismic waveform inversion aims at obtaining detailed estimates of subsurface medium parameters, such as the spatial distribution of soundspeed, from multiexperiment seismic data. A formulation of this inverse problem in the frequency domain leads to an optimization problem constrained by a

  17. 3D Frequency-Domain Seismic Inversion with Controlled Sloppiness.

    NARCIS (Netherlands)

    T. van Leeuwen (Tristan); F.J. Herrmann

    2014-01-01

    htmlabstractSeismic waveform inversion aims at obtaining detailed estimates of subsurface medium parameters, such as the spatial distribution of soundspeed, from multiexperiment seismic data. A formulation of this inverse problem in the frequency domain leads to an optimization problem constrained

  18. Inverse scattering problem in turbulent magnetic fluctuations

    Directory of Open Access Journals (Sweden)

    R. A. Treumann

    2016-08-01

    Full Text Available We apply a particular form of the inverse scattering theory to turbulent magnetic fluctuations in a plasma. In the present note we develop the theory, formulate the magnetic fluctuation problem in terms of its electrodynamic turbulent response function, and reduce it to the solution of a special form of the famous Gelfand–Levitan–Marchenko equation of quantum mechanical scattering theory. The last of these applies to transmission and reflection in an active medium. The theory of turbulent magnetic fluctuations does not refer to such quantities. It requires a somewhat different formulation. We reduce the theory to the measurement of the low-frequency electromagnetic fluctuation spectrum, which is not the turbulent spectral energy density. The inverse theory in this form enables obtaining information about the turbulent response function of the medium. The dynamic causes of the electromagnetic fluctuations are implicit to it. Thus, it is of vital interest in low-frequency magnetic turbulence. The theory is developed until presentation of the equations in applicable form to observations of turbulent electromagnetic fluctuations as input from measurements. Solution of the final integral equation should be done by standard numerical methods based on iteration. We point to the possibility of treating power law fluctuation spectra as an example. Formulation of the problem to include observations of spectral power densities in turbulence is not attempted. This leads to severe mathematical problems and requires a reformulation of inverse scattering theory. One particular aspect of the present inverse theory of turbulent fluctuations is that its structure naturally leads to spatial information which is obtained from the temporal information that is inherent to the observation of time series. The Taylor assumption is not needed here. This is a consequence of Maxwell's equations, which couple space and time evolution. The inversion procedure takes

  19. Direct and inverse source problems for a space fractional advection dispersion equation

    KAUST Repository

    Aldoghaither, Abeer; Laleg-Kirati, Taous-Meriem; Liu, Da Yan

    2016-01-01

    In this paper, direct and inverse problems for a space fractional advection dispersion equation on a finite domain are studied. The inverse problem consists in determining the source term from final observations. We first derive the analytic

  20. An inverse Sturm–Liouville problem with a fractional derivative

    KAUST Repository

    Jin, Bangti; Rundell, William

    2012-01-01

    In this paper, we numerically investigate an inverse problem of recovering the potential term in a fractional Sturm-Liouville problem from one spectrum. The qualitative behaviors of the eigenvalues and eigenfunctions are discussed, and numerical

  1. An inverse problem for a one-dimensional time-fractional diffusion problem

    KAUST Repository

    Jin, Bangti; Rundell, William

    2012-01-01

    We study an inverse problem of recovering a spatially varying potential term in a one-dimensional time-fractional diffusion equation from the flux measurements taken at a single fixed time corresponding to a given set of input sources. The unique

  2. Inverse problem in nuclear physics

    International Nuclear Information System (INIS)

    Zakhariev, B.N.

    1976-01-01

    The method of reconstruction of interaction from the scattering data is formulated in the frame of the R-matrix theory in which the potential is determined by position of resonance Esub(lambda) and their reduced widths γ 2 lambda. In finite difference approximation for the Schroedinger equation this new approach allows to make the logics of the inverse problem IP more clear. A possibility of applications of IP formalism to various nuclear systems is discussed. (author)

  3. Numerical investigation of the inverse blackbody radiation problem

    International Nuclear Information System (INIS)

    Xin Tan, Guo-zhen Yang, Ben-yuan Gu

    1994-01-01

    A numerical algorithm for the inverse blackbody radiation problem, which is the determination of the temperature distribution of a thermal radiator (TDTR) from its total radiated power spectrum (TRPS), is presented, based on the general theory of amplitude-phase retrieval. With application of this new algorithm, the ill-posed nature of the Fredholm equation of the first kind can be largely overcome and a convergent solution to high accuracy can be obtained. By incorporation of the hybrid input-output algorithm into our algorithm, the convergent process can be substantially expedited and the stagnation problem of the solution can be averted. From model calculations it is found that the new algorithm can also provide a robust reconstruction of the TDTR from the noise-corrupted data of the TRPS. Therefore the new algorithm may offer a useful approach to solving the ill-posed inverse problem. 18 refs., 9 figs

  4. Variational structure of inverse problems in wave propagation and vibration

    Energy Technology Data Exchange (ETDEWEB)

    Berryman, J.G.

    1995-03-01

    Practical algorithms for solving realistic inverse problems may often be viewed as problems in nonlinear programming with the data serving as constraints. Such problems are most easily analyzed when it is possible to segment the solution space into regions that are feasible (satisfying all the known constraints) and infeasible (violating some of the constraints). Then, if the feasible set is convex or at least compact, the solution to the problem will normally lie on the boundary of the feasible set. A nonlinear program may seek the solution by systematically exploring the boundary while satisfying progressively more constraints. Examples of inverse problems in wave propagation (traveltime tomography) and vibration (modal analysis) will be presented to illustrate how the variational structure of these problems may be used to create nonlinear programs using implicit variational constraints.

  5. Inverse Optimization: A New Perspective on the Black-Litterman Model

    Science.gov (United States)

    Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.

    2014-01-01

    The Black-Litterman (BL) model is a widely used asset allocation model in the financial industry. In this paper, we provide a new perspective. The key insight is to replace the statistical framework in the original approach with ideas from inverse optimization. This insight allows us to significantly expand the scope and applicability of the BL model. We provide a richer formulation that, unlike the original model, is flexible enough to incorporate investor information on volatility and market dynamics. Equally importantly, our approach allows us to move beyond the traditional mean-variance paradigm of the original model and construct “BL”-type estimators for more general notions of risk such as coherent risk measures. Computationally, we introduce and study two new “BL”-type estimators and their corresponding portfolios: a Mean Variance Inverse Optimization (MV-IO) portfolio and a Robust Mean Variance Inverse Optimization (RMV-IO) portfolio. These two approaches are motivated by ideas from arbitrage pricing theory and volatility uncertainty. Using numerical simulation and historical backtesting, we show that both methods often demonstrate a better risk-reward tradeoff than their BL counterparts and are more robust to incorrect investor views. PMID:25382873

  6. Inverse Optimization: A New Perspective on the Black-Litterman Model.

    Science.gov (United States)

    Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch

    2012-12-11

    The Black-Litterman (BL) model is a widely used asset allocation model in the financial industry. In this paper, we provide a new perspective. The key insight is to replace the statistical framework in the original approach with ideas from inverse optimization. This insight allows us to significantly expand the scope and applicability of the BL model. We provide a richer formulation that, unlike the original model, is flexible enough to incorporate investor information on volatility and market dynamics. Equally importantly, our approach allows us to move beyond the traditional mean-variance paradigm of the original model and construct "BL"-type estimators for more general notions of risk such as coherent risk measures. Computationally, we introduce and study two new "BL"-type estimators and their corresponding portfolios: a Mean Variance Inverse Optimization (MV-IO) portfolio and a Robust Mean Variance Inverse Optimization (RMV-IO) portfolio. These two approaches are motivated by ideas from arbitrage pricing theory and volatility uncertainty. Using numerical simulation and historical backtesting, we show that both methods often demonstrate a better risk-reward tradeoff than their BL counterparts and are more robust to incorrect investor views.

  7. Statistical method for resolving the photon-photoelectron-counting inversion problem

    International Nuclear Information System (INIS)

    Wu Jinlong; Li Tiejun; Peng, Xiang; Guo Hong

    2011-01-01

    A statistical inversion method is proposed for the photon-photoelectron-counting statistics in quantum key distribution experiment. With the statistical viewpoint, this problem is equivalent to the parameter estimation for an infinite binomial mixture model. The coarse-graining idea and Bayesian methods are applied to deal with this ill-posed problem, which is a good simple example to show the successful application of the statistical methods to the inverse problem. Numerical results show the applicability of the proposed strategy. The coarse-graining idea for the infinite mixture models should be general to be used in the future.

  8. An Inverse Eigenvalue Problem for a Vibrating String with Two Dirichlet Spectra

    KAUST Repository

    Rundell, William; Sacks, Paul

    2013-01-01

    A classical inverse problem is "can you hear the density of a string clamped at both ends?" The mathematical model gives rise to an inverse Sturm-Liouville problem for the unknown density ñ, and it is well known that the answer is negative

  9. Inverse acoustic problem of N homogeneous scatterers

    DEFF Research Database (Denmark)

    Berntsen, Svend

    2002-01-01

    The three-dimensional inverse acoustic medium problem of N homogeneous objects with known geometry and location is considered. It is proven that one scattering experiment is sufficient for the unique determination of the complex wavenumbers of the objects. The mapping from the scattered fields...

  10. Direct and inverse problems of infrared tomography

    DEFF Research Database (Denmark)

    Sizikov, Valery S.; Evseev, Vadim; Fateev, Alexander

    2016-01-01

    The problems of infrared tomography-direct (the modeling of measured functions) and inverse (the reconstruction of gaseous medium parameters)-are considered with a laboratory burner flame as an example of an application. The two measurement modes are used: active (ON) with an external IR source...

  11. Identification of the Thermophysical Properties of the Soil by Inverse Problem

    OpenAIRE

    Mansour , Salwa; Canot , Édouard; Muhieddine , Mohamad

    2016-01-01

    International audience; This paper introduces a numerical strategy to estimate the thermophysical properties of a saturated porous medium (volumetric heat capacity (ρC)s , thermal conductivity λs and porosity φ) where a phase change problem (liquid/vapor) appears due strong heating. The estimation of these properties is done by inverse problem knowing the heating curves at selected points of the medium. To solve the inverse problem, we use both the Damped Gauss Newton and the Levenberg Marqua...

  12. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    KAUST Repository

    Dashti, M.; Law, K. J H; Stuart, A. M.; Voss, J.

    2013-01-01

    with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. © 2013 IOP Publishing Ltd.

  13. Inverse problem in radionuclide transport

    International Nuclear Information System (INIS)

    Yu, C.

    1988-01-01

    The disposal of radioactive waste must comply with the performance objectives set forth in 10 CFR 61 for low-level waste (LLW) and 10 CFR 60 for high-level waste (HLW). To determine probable compliance, the proposed disposal system can be modeled to predict its performance. One of the difficulties encountered in such a study is modeling the migration of radionuclides through a complex geologic medium for the long term. Although many radionuclide transport models exist in the literature, the accuracy of the model prediction is highly dependent on the model parameters used. The problem of using known parameters in a radionuclide transport model to predict radionuclide concentrations is a direct problem (DP); whereas the reverse of DP, i.e., the parameter identification problem of determining model parameters from known radionuclide concentrations, is called the inverse problem (IP). In this study, a procedure to solve IP is tested, using the regression technique. Several nonlinear regression programs are examined, and the best one is recommended. 13 refs., 1 tab

  14. Eddy current imaging. Limits of the born approximation and advantages of an exact solution to the inverse problem

    International Nuclear Information System (INIS)

    Hamman, E.; Zorgati, R.

    1995-01-01

    Eddy current non-destructive testing is used by EDF to detect flaws affecting conductive objects such as steam generator tubes. With a view to obtaining ever more accurate information on equipment integrity, thereby facilitating diagnosis, studies aimed at using measurements to reconstruct an image of the flaw have been proceeding now for about ten years. In this context, our approach to eddy current imaging is based on inverse problem formalism. The direct problem, involving a mathematical model linking measurements provided by a probe with variables characterizing the defect, is dealt with elsewhere. Using the model results, we study the possibility of inverting it, i.e. of reconstructing an image of the flaw from the measurements. We first give an overview of the different inversion techniques, representative of the state of the art and all based on linearization of the inverse problem by means of the Born approximation. The model error resulting from an excessive Born approximation nevertheless severely limits the quantity of the images which can be obtained. In order to counteract this often critical error and extend the eddy current imaging application field, we have to del with the non-linear inverse problem. A method derived from recent research is proposed and implemented to ensure consistency with the exact model. Based on an 'optimization' type approach and provided with a convergence theorem, the method is highly efficient. (authors). 17 refs., 7 figs., 1 append

  15. Efficient Monte Carlo sampling of inverse problems using a neural network-based forward—applied to GPR crosshole traveltime inversion

    Science.gov (United States)

    Hansen, T. M.; Cordua, K. S.

    2017-12-01

    Probabilistically formulated inverse problems can be solved using Monte Carlo-based sampling methods. In principle, both advanced prior information, based on for example, complex geostatistical models and non-linear forward models can be considered using such methods. However, Monte Carlo methods may be associated with huge computational costs that, in practice, limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical forward response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival traveltime inversion of crosshole ground penetrating radar data. An accurate forward model, based on 2-D full-waveform modeling followed by automatic traveltime picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the accurate and computationally expensive forward model, and also considerably faster and more accurate (i.e. with better resolution), than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of non-linear and non-Gaussian inverse problems that have to be solved using Monte Carlo sampling techniques.

  16. Binary Cockroach Swarm Optimization for Combinatorial Optimization Problem

    Directory of Open Access Journals (Sweden)

    Ibidun Christiana Obagbuwa

    2016-09-01

    Full Text Available The Cockroach Swarm Optimization (CSO algorithm is inspired by cockroach social behavior. It is a simple and efficient meta-heuristic algorithm and has been applied to solve global optimization problems successfully. The original CSO algorithm and its variants operate mainly in continuous search space and cannot solve binary-coded optimization problems directly. Many optimization problems have their decision variables in binary. Binary Cockroach Swarm Optimization (BCSO is proposed in this paper to tackle such problems and was evaluated on the popular Traveling Salesman Problem (TSP, which is considered to be an NP-hard Combinatorial Optimization Problem (COP. A transfer function was employed to map a continuous search space CSO to binary search space. The performance of the proposed algorithm was tested firstly on benchmark functions through simulation studies and compared with the performance of existing binary particle swarm optimization and continuous space versions of CSO. The proposed BCSO was adapted to TSP and applied to a set of benchmark instances of symmetric TSP from the TSP library. The results of the proposed Binary Cockroach Swarm Optimization (BCSO algorithm on TSP were compared to other meta-heuristic algorithms.

  17. Bayesian inverse problems for functions and applications to fluid mechanics

    International Nuclear Information System (INIS)

    Cotter, S L; Dashti, M; Robinson, J C; Stuart, A M

    2009-01-01

    In this paper we establish a mathematical framework for a range of inverse problems for functions, given a finite set of noisy observations. The problems are hence underdetermined and are often ill-posed. We study these problems from the viewpoint of Bayesian statistics, with the resulting posterior probability measure being defined on a space of functions. We develop an abstract framework for such problems which facilitates application of an infinite-dimensional version of Bayes theorem, leads to a well-posedness result for the posterior measure (continuity in a suitable probability metric with respect to changes in data), and also leads to a theory for the existence of maximizing the posterior probability (MAP) estimators for such Bayesian inverse problems on function space. A central idea underlying these results is that continuity properties and bounds on the forward model guide the choice of the prior measure for the inverse problem, leading to the desired results on well-posedness and MAP estimators; the PDE analysis and probability theory required are thus clearly dileneated, allowing a straightforward derivation of results. We show that the abstract theory applies to some concrete applications of interest by studying problems arising from data assimilation in fluid mechanics. The objective is to make inference about the underlying velocity field, on the basis of either Eulerian or Lagrangian observations. We study problems without model error, in which case the inference is on the initial condition, and problems with model error in which case the inference is on the initial condition and on the driving noise process or, equivalently, on the entire time-dependent velocity field. In order to undertake a relatively uncluttered mathematical analysis we consider the two-dimensional Navier–Stokes equation on a torus. The case of Eulerian observations—direct observations of the velocity field itself—is then a model for weather forecasting. The case of

  18. Proximal methods for the resolution of inverse problems: application to positron emission tomography

    International Nuclear Information System (INIS)

    Pustelnik, N.

    2010-12-01

    The objective of this work is to propose reliable, efficient and fast methods for minimizing convex criteria, that are found in inverse problems for imagery. We focus on restoration/reconstruction problems when data is degraded with both a linear operator and noise, where the latter is not assumed to be necessarily additive.The reliability of the method is ensured through the use of proximal algorithms, the convergence of which is guaranteed when a convex criterion is considered. Efficiency is sought through the choice of criteria adapted to the noise characteristics, the linear operators and the image specificities. Of particular interest are regularization terms based on total variation and/or sparsity of signal frame coefficients. As a consequence of the use of frames, two approaches are investigated, depending on whether the analysis or the synthesis formulation is chosen. Fast processing requirements lead us to consider proximal algorithms with a parallel structure. Theoretical results are illustrated on several large size inverse problems arising in image restoration, stereoscopy, multi-spectral imagery and decomposition into texture and geometry components. We focus on a particular application, namely Positron Emission Tomography (PET), which is particularly difficult because of the presence of a projection operator combined with Poisson noise, leading to highly corrupted data. To optimize the quality of the reconstruction, we make use of the spatio-temporal characteristics of brain tissue activity. (author)

  19. Moving Least Squares Method for a One-Dimensional Parabolic Inverse Problem

    Directory of Open Access Journals (Sweden)

    Baiyu Wang

    2014-01-01

    Full Text Available This paper investigates the numerical solution of a class of one-dimensional inverse parabolic problems using the moving least squares approximation; the inverse problem is the determination of an unknown source term depending on time. The collocation method is used for solving the equation; some numerical experiments are presented and discussed to illustrate the stability and high efficiency of the method.

  20. Coefficient Inverse Problem for Poisson's Equation in a Cylinder

    NARCIS (Netherlands)

    Solov'ev, V. V.

    2011-01-01

    The inverse problem of determining the coefficient on the right-hand side of Poisson's equation in a cylindrical domain is considered. The Dirichlet boundary value problem is studied. Two types of additional information (overdetermination) can be specified: (i) the trace of the solution to the

  1. NUMERICAL SOLUTION OF SINGULAR INVERSE NODAL PROBLEM BY USING CHEBYSHEV POLYNOMIALS

    OpenAIRE

    NEAMATY, ABDOLALI; YILMAZ, EMRAH; AKBARPOOR, SHAHRBANOO; DABBAGHIAN, ABDOLHADI

    2017-01-01

    In this study, we consider Sturm-Liouville problem in two cases: the first case having no singularity and the second case having a singularity at zero. Then, we calculate the eigenvalues and the nodal points and present the uniqueness theorem for the solution of the inverse problem by using a dense subset of the nodal points in two given cases. Also, we use Chebyshev polynomials of the first kind for calculating the approximate solution of the inverse nodal problem in these cases. Finally, we...

  2. Regularization method for solving the inverse scattering problem

    International Nuclear Information System (INIS)

    Denisov, A.M.; Krylov, A.S.

    1985-01-01

    The inverse scattering problem for the Schroedinger radial equation consisting in determining the potential according to the scattering phase is considered. The problem of potential restoration according to the phase specified with fixed error in a finite range is solved by the regularization method based on minimization of the Tikhonov's smoothing functional. The regularization method is used for solving the problem of neutron-proton potential restoration according to the scattering phases. The determined potentials are given in the table

  3. PREFACE: The Second International Conference on Inverse Problems: Recent Theoretical Developments and Numerical Approaches

    Science.gov (United States)

    Cheng, Jin; Hon, Yiu-Chung; Seo, Jin Keun; Yamamoto, Masahiro

    2005-01-01

    The Second International Conference on Inverse Problems: Recent Theoretical Developments and Numerical Approaches was held at Fudan University, Shanghai from 16-21 June 2004. The first conference in this series was held at the City University of Hong Kong in January 2002 and it was agreed to hold the conference once every two years in a Pan-Pacific Asian country. The next conference is scheduled to be held at Hokkaido University, Sapporo, Japan in July 2006. The purpose of this series of biennial conferences is to establish and develop constant international collaboration, especially among the Pan-Pacific Asian countries. In recent decades, interest in inverse problems has been flourishing all over the globe because of both the theoretical interest and practical requirements. In particular, in Asian countries, one is witnessing remarkable new trends of research in inverse problems as well as the participation of many young talents. Considering these trends, the second conference was organized with the chairperson Professor Li Tat-tsien (Fudan University), in order to provide forums for developing research cooperation and to promote activities in the field of inverse problems. Because solutions to inverse problems are needed in various applied fields, we entertained a total of 92 participants at the second conference and arranged various talks which ranged from mathematical analyses to solutions of concrete inverse problems in the real world. This volume contains 18 selected papers, all of which have undergone peer review. The 18 papers are classified as follows: Surveys: four papers give reviews of specific inverse problems. Theoretical aspects: six papers investigate the uniqueness, stability, and reconstruction schemes. Numerical methods: four papers devise new numerical methods and their applications to inverse problems. Solutions to applied inverse problems: four papers discuss concrete inverse problems such as scattering problems and inverse problems in

  4. Time-reversal and Bayesian inversion

    Science.gov (United States)

    Debski, Wojciech

    2017-04-01

    Probabilistic inversion technique is superior to the classical optimization-based approach in all but one aspects. It requires quite exhaustive computations which prohibit its use in huge size inverse problems like global seismic tomography or waveform inversion to name a few. The advantages of the approach are, however, so appealing that there is an ongoing continuous afford to make the large inverse task as mentioned above manageable with the probabilistic inverse approach. One of the perspective possibility to achieve this goal relays on exploring the internal symmetry of the seismological modeling problems in hand - a time reversal and reciprocity invariance. This two basic properties of the elastic wave equation when incorporating into the probabilistic inversion schemata open a new horizons for Bayesian inversion. In this presentation we discuss the time reversal symmetry property, its mathematical aspects and propose how to combine it with the probabilistic inverse theory into a compact, fast inversion algorithm. We illustrate the proposed idea with the newly developed location algorithm TRMLOC and discuss its efficiency when applied to mining induced seismic data.

  5. Differential equations inverse and direct problems

    CERN Document Server

    Favini, Angelo

    2006-01-01

    DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA

  6. Multi-Body Ski Jumper Model with Nonlinear Dynamic Inversion Muscle Control for Trajectory Optimization

    Directory of Open Access Journals (Sweden)

    Patrick Piprek

    2018-02-01

    Full Text Available This paper presents an approach to model a ski jumper as a multi-body system for an optimal control application. The modeling is based on the constrained Newton-Euler-Equations. Within this paper the complete multi-body modeling methodology as well as the musculoskeletal modeling is considered. For the musculoskeletal modeling and its incorporation in the optimization model, we choose a nonlinear dynamic inversion control approach. This approach uses the muscle models as nonlinear reference models and links them to the ski jumper movement by a control law. This strategy yields a linearized input-output behavior, which makes the optimal control problem easier to solve. The resulting model of the ski jumper can then be used for trajectory optimization whose results are compared to literature jumps. Ultimately, this enables the jumper to get a very detailed feedback of the flight. To achieve the maximal jump length, exact positioning of his body with respect to the air can be displayed.

  7. Solution of 3D inverse scattering problems by combined inverse equivalent current and finite element methods

    International Nuclear Information System (INIS)

    Kılıç, Emre; Eibert, Thomas F.

    2015-01-01

    An approach combining boundary integral and finite element methods is introduced for the solution of three-dimensional inverse electromagnetic medium scattering problems. Based on the equivalence principle, unknown equivalent electric and magnetic surface current densities on a closed surface are utilized to decompose the inverse medium problem into two parts: a linear radiation problem and a nonlinear cavity problem. The first problem is formulated by a boundary integral equation, the computational burden of which is reduced by employing the multilevel fast multipole method (MLFMM). Reconstructed Cauchy data on the surface allows the utilization of the Lorentz reciprocity and the Poynting's theorems. Exploiting these theorems, the noise level and an initial guess are estimated for the cavity problem. Moreover, it is possible to determine whether the material is lossy or not. In the second problem, the estimated surface currents form inhomogeneous boundary conditions of the cavity problem. The cavity problem is formulated by the finite element technique and solved iteratively by the Gauss–Newton method to reconstruct the properties of the object. Regularization for both the first and the second problems is achieved by a Krylov subspace method. The proposed method is tested against both synthetic and experimental data and promising reconstruction results are obtained

  8. Solution of 3D inverse scattering problems by combined inverse equivalent current and finite element methods

    Energy Technology Data Exchange (ETDEWEB)

    Kılıç, Emre, E-mail: emre.kilic@tum.de; Eibert, Thomas F.

    2015-05-01

    An approach combining boundary integral and finite element methods is introduced for the solution of three-dimensional inverse electromagnetic medium scattering problems. Based on the equivalence principle, unknown equivalent electric and magnetic surface current densities on a closed surface are utilized to decompose the inverse medium problem into two parts: a linear radiation problem and a nonlinear cavity problem. The first problem is formulated by a boundary integral equation, the computational burden of which is reduced by employing the multilevel fast multipole method (MLFMM). Reconstructed Cauchy data on the surface allows the utilization of the Lorentz reciprocity and the Poynting's theorems. Exploiting these theorems, the noise level and an initial guess are estimated for the cavity problem. Moreover, it is possible to determine whether the material is lossy or not. In the second problem, the estimated surface currents form inhomogeneous boundary conditions of the cavity problem. The cavity problem is formulated by the finite element technique and solved iteratively by the Gauss–Newton method to reconstruct the properties of the object. Regularization for both the first and the second problems is achieved by a Krylov subspace method. The proposed method is tested against both synthetic and experimental data and promising reconstruction results are obtained.

  9. Solving of L0 norm constrained EEG inverse problem.

    Science.gov (United States)

    Xu, Peng; Lei, Xu; Hu, Xiao; Yao, Dezhong

    2009-01-01

    l(0) norm is an effective constraint used to solve EEG inverse problem for a sparse solution. However, due to the discontinuous and un-differentiable properties, it is an open issue to solve the l(0) norm constrained problem, which is usually instead solved by using some alternative functions like l(1) norm to approximate l(0) norm. In this paper, a continuous and differentiable function having the same form as the transfer function of Butterworth low-pass filter is introduced to approximate l(0) norm constraint involved in EEG inverse problem. The new approximation based approach was compared with l(1) norm and LORETA solutions on a realistic head model using simulated sources. The preliminary results show that this alternative approximation to l(0) norm is promising for the estimation of EEG sources with sparse distribution.

  10. Adaptive Inverse Optimal Control for Rehabilitation Robot Systems Using Actor-Critic Algorithm

    Directory of Open Access Journals (Sweden)

    Fancheng Meng

    2014-01-01

    Full Text Available The higher goal of rehabilitation robot is to aid a person to achieve a desired functional task (e.g., tracking trajectory based on assisted-as-needed principle. To this goal, a new adaptive inverse optimal hybrid control (AHC combining inverse optimal control and actor-critic learning is proposed. Specifically, an uncertain nonlinear rehabilitation robot model is firstly developed that includes human motor behavior dynamics. Then, based on this model, an open-loop error system is formed; thereafter, an inverse optimal control input is designed to minimize the cost functional and a NN-based actor-critic feedforward signal is responsible for the nonlinear dynamic part contaminated by uncertainties. Finally, the AHC controller is proven (through a Lyapunov-based stability analysis to yield a global uniformly ultimately bounded stability result, and the resulting cost functional is meaningful. Simulation and experiment on rehabilitation robot demonstrate the effectiveness of the proposed control scheme.

  11. On the inverse windowed Fourier transform

    OpenAIRE

    Rebollo Neira, Laura; Fernández Rubio, Juan Antonio

    1999-01-01

    The inversion problem concerning the windowed Fourier transform is considered. It is shown that, out of the infinite solutions that the problem admits, the windowed Fourier transform is the "optimal" solution according to a maximum-entropy selection criterion. Peer Reviewed

  12. On the MSE Performance and Optimization of Regularized Problems

    KAUST Repository

    Alrashdi, Ayed

    2016-11-01

    The amount of data that has been measured, transmitted/received, and stored in the recent years has dramatically increased. So, today, we are in the world of big data. Fortunately, in many applications, we can take advantages of possible structures and patterns in the data to overcome the curse of dimensionality. The most well known structures include sparsity, low-rankness, block sparsity. This includes a wide range of applications such as machine learning, medical imaging, signal processing, social networks and computer vision. This also led to a specific interest in recovering signals from noisy compressed measurements (Compressed Sensing (CS) problem). Such problems are generally ill-posed unless the signal is structured. The structure can be captured by a regularizer function. This gives rise to a potential interest in regularized inverse problems, where the process of reconstructing the structured signal can be modeled as a regularized problem. This thesis particularly focuses on finding the optimal regularization parameter for such problems, such as ridge regression, LASSO, square-root LASSO and low-rank Generalized LASSO. Our goal is to optimally tune the regularizer to minimize the mean-squared error (MSE) of the solution when the noise variance or structure parameters are unknown. The analysis is based on the framework of the Convex Gaussian Min-max Theorem (CGMT) that has been used recently to precisely predict performance errors.

  13. On the reformulation of topology optimization problems as linear or convex quadratic mixed 0-1 programs

    DEFF Research Database (Denmark)

    Stolpe, Mathias

    2004-01-01

    of structures subjected to either static or periodic loads, design of composite materials with prescribed homogenized properties using the inverse homogenization approach, optimization of fluids in Stokes flow, design of band gap structures, and multi-physics problems involving coupled steady-state heat...

  14. A regularized matrix factorization approach to induce structured sparse-low-rank solutions in the EEG inverse problem

    DEFF Research Database (Denmark)

    Montoya-Martinez, Jair; Artes-Rodriguez, Antonio; Pontil, Massimiliano

    2014-01-01

    We consider the estimation of the Brain Electrical Sources (BES) matrix from noisy electroencephalographic (EEG) measurements, commonly named as the EEG inverse problem. We propose a new method to induce neurophysiological meaningful solutions, which takes into account the smoothness, structured...... sparsity, and low rank of the BES matrix. The method is based on the factorization of the BES matrix as a product of a sparse coding matrix and a dense latent source matrix. The structured sparse-low-rank structure is enforced by minimizing a regularized functional that includes the ℓ21-norm of the coding...... matrix and the squared Frobenius norm of the latent source matrix. We develop an alternating optimization algorithm to solve the resulting nonsmooth-nonconvex minimization problem. We analyze the convergence of the optimization procedure, and we compare, under different synthetic scenarios...

  15. A dynamical regularization algorithm for solving inverse source problems of elliptic partial differential equations

    Science.gov (United States)

    Zhang, Ye; Gong, Rongfang; Cheng, Xiaoliang; Gulliksson, Mårten

    2018-06-01

    This study considers the inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary data. The unknown source term is to be determined by additional boundary conditions. Unlike the existing methods found in the literature, which usually employ the first-order in time gradient-like system (such as the steepest descent methods) for numerically solving the regularized optimization problem with a fixed regularization parameter, we propose a novel method with a second-order in time dissipative gradient-like system and a dynamical selected regularization parameter. A damped symplectic scheme is proposed for the numerical solution. Theoretical analysis is given for both the continuous model and the numerical algorithm. Several numerical examples are provided to show the robustness of the proposed algorithm.

  16. Inverse problem for in vivo NMR spatial localization

    International Nuclear Information System (INIS)

    Hasenfeld, A.C.

    1985-11-01

    The basic physical problem of NMR spatial localization is considered. To study diseased sites, one must solve the problem of adequately localizing the NMR signal. We formulate this as an inverse problem. As the NMR Bloch equations determine the motion of nuclear spins in applied magnetic fields, a theoretical study is undertaken to answer the question of how to design magnetic field configurations to achieve these localized excited spin populations. Because of physical constraints in the production of the relevant radiofrequency fields, the problem factors into a temporal one and a spatial one. We formulate the temporal problem as a nonlinear transformation, called the Bloch Transform, from the rf input to the magnetization response. In trying to invert this transformation, both linear (for the Fourier Transform) and nonlinear (for the Bloch Transform) modes of radiofrequency excitation are constructed. The spatial problem is essentially a statics problem for the Maxwell equations of electromagnetism, as the wavelengths of the radiation considered are on the order of ten meters, and so propagation effects are negligible. In the general case, analytic solutions are unavailable, and so the methods of computer simulation are used to map the rf field spatial profiles. Numerical experiments are also performed to verify the theoretical analysis, and experimental confirmation of the theory is carried out on the 0.5 Tesla IBM/Oxford Imaging Spectrometer at the LBL NMR Medical Imaging Facility. While no explicit inverse is constructed to ''solve'' this problem, the combined theoretical/numerical analysis is validated experimentally, justifying the approximations made. 56 refs., 31 figs

  17. Inverse problem for in vivo NMR spatial localization

    Energy Technology Data Exchange (ETDEWEB)

    Hasenfeld, A.C.

    1985-11-01

    The basic physical problem of NMR spatial localization is considered. To study diseased sites, one must solve the problem of adequately localizing the NMR signal. We formulate this as an inverse problem. As the NMR Bloch equations determine the motion of nuclear spins in applied magnetic fields, a theoretical study is undertaken to answer the question of how to design magnetic field configurations to achieve these localized excited spin populations. Because of physical constraints in the production of the relevant radiofrequency fields, the problem factors into a temporal one and a spatial one. We formulate the temporal problem as a nonlinear transformation, called the Bloch Transform, from the rf input to the magnetization response. In trying to invert this transformation, both linear (for the Fourier Transform) and nonlinear (for the Bloch Transform) modes of radiofrequency excitation are constructed. The spatial problem is essentially a statics problem for the Maxwell equations of electromagnetism, as the wavelengths of the radiation considered are on the order of ten meters, and so propagation effects are negligible. In the general case, analytic solutions are unavailable, and so the methods of computer simulation are used to map the rf field spatial profiles. Numerical experiments are also performed to verify the theoretical analysis, and experimental confirmation of the theory is carried out on the 0.5 Tesla IBM/Oxford Imaging Spectrometer at the LBL NMR Medical Imaging Facility. While no explicit inverse is constructed to ''solve'' this problem, the combined theoretical/numerical analysis is validated experimentally, justifying the approximations made. 56 refs., 31 figs.

  18. An improved version of Inverse Distance Weighting metamodel assisted Harmony Search algorithm for truss design optimization

    Directory of Open Access Journals (Sweden)

    Y. Gholipour

    Full Text Available This paper focuses on a metamodel-based design optimization algorithm. The intention is to improve its computational cost and convergence rate. Metamodel-based optimization method introduced here, provides the necessary means to reduce the computational cost and convergence rate of the optimization through a surrogate. This algorithm is a combination of a high quality approximation technique called Inverse Distance Weighting and a meta-heuristic algorithm called Harmony Search. The outcome is then polished by a semi-tabu search algorithm. This algorithm adopts a filtering system and determines solution vectors where exact simulation should be applied. The performance of the algorithm is evaluated by standard truss design problems and there has been a significant decrease in the computational effort and improvement of convergence rate.

  19. Multidimensional inverse heat conduction problem: optimization of sensor locations and utilization of thermal-strain measurements

    International Nuclear Information System (INIS)

    Blanc, Gilles

    1996-01-01

    This work is devoted to the solution of the inverse multidimensional heat conduction problem. The first part is the determination of a methodology for determining the minimum number of sensors and the best sensor locations. The method is applied to a 20 problem but the extension to 30 problems is quite obvious. This methodology is based on the study of the rate of representation. This new concept allows to determine the quantity and the quality of the information obtain from the various sensors. The rate of representation is a useful tool for experimental design. lt can be determined very quickly by the transposed matrix method. This approach was validated with an experimental set-up. The second part is the development of a method that uses thermal strain measurement instead of temperature measurements to estimate the unknown thermal boundary conditions. We showed that this new sensor has two advantages in comparison with the classical temperature measurements: higher frequency can be estimated and smaller number of sensors can be used for 20 problems. The main weakness is, presently, the fact that the method can only be applied to beams. The results obtained from the numerical simulations were validated by the analysis of experimental data obtained on an experimental set-up especially designed and built for this study. (author) [fr

  20. The algebraic method of the scattering inverse problem solution under untraditional statements

    CERN Document Server

    Popushnoj, M N

    2001-01-01

    The algebraic method of the scattering inverse problem solution under untraditional statements is proposed consistently in this review, in the framework of which some quantum theory od scattering charged particles problem were researched afterwards. The inverse problem of scattering theory of charged particles on the complex plane of the Coulomb coupling constant (CCC) is considered. A procedure of interaction potential restoration is established for the case when the energy, orbital moment quadrate and CCC are linearly dependent. The relation between one-parametric problems of the potential scattering of charged particles is investigated

  1. Optimization of importance factors in inverse planning

    International Nuclear Information System (INIS)

    Xing, L.

    1999-01-01

    Inverse treatment planning starts with a treatment objective and obtains the solution by optimizing an objective function. The clinical objectives are usually multifaceted and potentially incompatible with one another. A set of importance factors is often incorporated in the objective function to parametrize trade-off strategies and to prioritize the dose conformality in different anatomical structures. Whereas the general formalism remains the same, different sets of importance factors characterize plans of obviously different flavour and thus critically determine the final plan. Up to now, the determination of these parameters has been a 'guessing' game based on empirical knowledge because the final dose distribution depends on the parameters in a complex and implicit way. The influence of these parameters is not known until the plan optimization is completed. In order to compromise properly the conflicting requirements of the target and sensitive structures, the parameters are usually adjusted through a trial-and-error process. In this paper, a method to estimate these parameters computationally is proposed and an iterative computer algorithm is described to determine these parameters numerically. The treatment plan selection is done in two steps. First, a set of importance factors are chosen and the corresponding beam parameters (e.g. beam profiles) are optimized under the guidance of a quadratic objective function using an iterative algorithm reported earlier. The 'optimal' plan is then evaluated by an additional scoring function. The importance factors in the objective function are accordingly adjusted to improve the ranking of the plan. For every change in the importance factors, the beam parameters need to be re-optimized. This process continues in an iterative fashion until the scoring function is saturated. The algorithm was applied to two clinical cases and the results demonstrated that it has the potential to improve significantly the existing method of

  2. Optimized emission in nanorod arrays through quasi-aperiodic inverse design.

    Science.gov (United States)

    Anderson, P Duke; Povinelli, Michelle L

    2015-06-01

    We investigate a new class of quasi-aperiodic nanorod structures for the enhancement of incoherent light emission. We identify one optimized structure using an inverse design algorithm and the finite-difference time-domain method. We carry out emission calculations on both the optimized structure as well as a simple periodic array. The optimized structure achieves nearly perfect light extraction while maintaining a high spontaneous emission rate. Overall, the optimized structure can achieve a 20%-42% increase in external quantum efficiency relative to a simple periodic design, depending on material quality.

  3. Inverse problem theory methods for data fitting and model parameter estimation

    CERN Document Server

    Tarantola, A

    2002-01-01

    Inverse Problem Theory is written for physicists, geophysicists and all scientists facing the problem of quantitative interpretation of experimental data. Although it contains a lot of mathematics, it is not intended as a mathematical book, but rather tries to explain how a method of acquisition of information can be applied to the actual world.The book provides a comprehensive, up-to-date description of the methods to be used for fitting experimental data, or to estimate model parameters, and to unify these methods into the Inverse Problem Theory. The first part of the book deals wi

  4. THE DIDACTIC ANALYSIS OF STUDIES ON THE INVERSE PROBLEMS FOR THE DIFFERENTIAL EQUATIONS

    Directory of Open Access Journals (Sweden)

    В С Корнилов

    2017-12-01

    Full Text Available In article results of the didactic analysis of the organization and carrying out seminar classes in the inverse problems for the differential equations for students of higher educational institutions of the physical and mathematical directions of preparation are discussed. Such analysis includes a general characteristic of mathematical content of seminar occupations, the analysis of structure of seminar occupation, the analysis of realization of the developing and educational purposes, allocation of didactic units and informative means which have to be acquired by students when training each section of content of training in the inverse problems and other important psychology and pedagogical aspects. The attention to establishment of compliance to those of seminar occupations to lecture material and identification of functions in teaching and educational process which are carried out at the solution of the inverse problems, and also is paid to need to show various mathematical receptions and methods of their decision. Such didactic analysis helps not only to reveal such inverse problems at which solution students can collectively join in creative process of search of their decision, but also effectively organize control of assimilation of knowledge and abilities of students on the inverse problems for the differential equations.

  5. Resampling: An optimization method for inverse planning in robotic radiosurgery

    International Nuclear Information System (INIS)

    Schweikard, Achim; Schlaefer, Alexander; Adler, John R. Jr.

    2006-01-01

    By design, the range of beam directions in conventional radiosurgery are constrained to an isocentric array. However, the recent introduction of robotic radiosurgery dramatically increases the flexibility of targeting, and as a consequence, beams need be neither coplanar nor isocentric. Such a nonisocentric design permits a large number of distinct beam directions to be used in one single treatment. These major technical differences provide an opportunity to improve upon the well-established principles for treatment planning used with GammaKnife or LINAC radiosurgery. With this objective in mind, our group has developed over the past decade an inverse planning tool for robotic radiosurgery. This system first computes a set of beam directions, and then during an optimization step, weights each individual beam. Optimization begins with a feasibility query, the answer to which is derived through linear programming. This approach offers the advantage of completeness and avoids local optima. Final beam selection is based on heuristics. In this report we present and evaluate a new strategy for utilizing the advantages of linear programming to improve beam selection. Starting from an initial solution, a heuristically determined set of beams is added to the optimization problem, while beams with zero weight are removed. This process is repeated to sample a set of beams much larger compared with typical optimization. Experimental results indicate that the planning approach efficiently finds acceptable plans and that resampling can further improve its efficiency

  6. Advanced Gradient Based Optimization Techniques Applied on Sheet Metal Forming

    International Nuclear Information System (INIS)

    Endelt, Benny; Nielsen, Karl Brian

    2005-01-01

    The computational-costs for finite element simulations of general sheet metal forming processes are considerable, especially measured in time. In combination with optimization, the performance of the optimization algorithm is crucial for the overall performance of the system, i.e. the optimization algorithm should gain as much information about the system in each iteration as possible. Least-square formulation of the object function is widely applied for solution of inverse problems, due to the superior performance of this formulation.In this work focus will be on small problems which are defined as problems with less than 1000 design parameters; as the majority of real life optimization and inverse problems, represented in literature, can be characterized as small problems, typically with less than 20 design parameters.We will show that the least square formulation is well suited for two classes of inverse problems; identification of constitutive parameters and process optimization.The scalability and robustness of the approach are illustrated through a number of process optimizations and inverse material characterization problems; tube hydro forming, two step hydro forming, flexible aluminum tubes, inverse identification of material parameters

  7. Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems

    International Nuclear Information System (INIS)

    Haber, E; Horesh, L; Tenorio, L

    2010-01-01

    Design of experiments for discrete ill-posed problems is a relatively new area of research. While there has been some limited work concerning the linear case, little has been done to study design criteria and numerical methods for ill-posed nonlinear problems. We present an algorithmic framework for nonlinear experimental design with an efficient numerical implementation. The data are modeled as indirect, noisy observations of the model collected via a set of plausible experiments. An inversion estimate based on these data is obtained by a weighted Tikhonov regularization whose weights control the contribution of the different experiments to the data misfit term. These weights are selected by minimization of an empirical estimate of the Bayes risk that is penalized to promote sparsity. This formulation entails a bilevel optimization problem that is solved using a simple descent method. We demonstrate the viability of our design with a problem in electromagnetic imaging based on direct current resistivity and magnetotelluric data

  8. Solving probabilistic inverse problems rapidly with prior samples

    NARCIS (Netherlands)

    Käufl, Paul; Valentine, Andrew P.; de Wit, Ralph W.; Trampert, Jeannot

    2016-01-01

    Owing to the increasing availability of computational resources, in recent years the probabilistic solution of non-linear, geophysical inverse problems by means of sampling methods has become increasingly feasible. Nevertheless, we still face situations in which a Monte Carlo approach is not

  9. SIAM conference on inverse problems: Geophysical applications. Final technical report

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1995-12-31

    This conference was the second in a series devoted to a particular area of inverse problems. The theme of this series is to discuss problems of major scientific importance in a specific area from a mathematical perspective. The theme of this symposium was geophysical applications. In putting together the program we tried to include a wide range of mathematical scientists and to interpret geophysics in as broad a sense as possible. Our speaker came from industry, government laboratories, and diverse departments in academia. We managed to attract a geographically diverse audience with participation from five continents. There were talks devoted to seismology, hydrology, determination of the earth`s interior on a global scale as well as oceanographic and atmospheric inverse problems.

  10. Inverse radiation problem of temperature distribution in one-dimensional isotropically scattering participating slab with variable refractive index

    International Nuclear Information System (INIS)

    Namjoo, A.; Sarvari, S.M. Hosseini; Behzadmehr, A.; Mansouri, S.H.

    2009-01-01

    In this paper, an inverse analysis is performed for estimation of source term distribution from the measured exit radiation intensities at the boundary surfaces in a one-dimensional absorbing, emitting and isotropically scattering medium between two parallel plates with variable refractive index. The variation of refractive index is assumed to be linear. The radiative transfer equation is solved by the constant quadrature discrete ordinate method. The inverse problem is formulated as an optimization problem for minimizing an objective function which is expressed as the sum of square deviations between measured and estimated exit radiation intensities at boundary surfaces. The conjugate gradient method is used to solve the inverse problem through an iterative procedure. The effects of various variables on source estimation are investigated such as type of source function, errors in the measured data and system parameters, gradient of refractive index across the medium, optical thickness, single scattering albedo and boundary emissivities. The results show that in the case of noisy input data, variation of system parameters may affect the inverse solution, especially at high error values in the measured data. The error in measured data plays more important role than the error in radiative system parameters except the refractive index distribution; however the accuracy of source estimation is very sensitive toward error in refractive index distribution. Therefore, refractive index distribution and measured exit intensities should be measured accurately with a limited error bound, in order to have an accurate estimation of source term in a graded index medium.

  11. Reconstruction formula for a 3-d phaseless inverse scattering problem for the Schrodinger equation

    OpenAIRE

    Klibanov, Michael V.; Romanov, Vladimir G.

    2014-01-01

    The inverse scattering problem of the reconstruction of the unknown potential with compact support in the 3-d Schr\\"odinger equation is considered. Only the modulus of the scattering complex valued wave field is known, whereas the phase is unknown. It is shown that the unknown potential can be reconstructed via the inverse Radon transform. Therefore, a long standing problem posed in 1977 by K. Chadan and P.C. Sabatier in their book "Inverse Problems in Quantum Scattering Theory" is solved.

  12. Relevance vector machine technique for the inverse scattering problem

    International Nuclear Information System (INIS)

    Wang Fang-Fang; Zhang Ye-Rong

    2012-01-01

    A novel method based on the relevance vector machine (RVM) for the inverse scattering problem is presented in this paper. The nonlinearity and the ill-posedness inherent in this problem are simultaneously considered. The nonlinearity is embodied in the relation between the scattered field and the target property, which can be obtained through the RVM training process. Besides, rather than utilizing regularization, the ill-posed nature of the inversion is naturally accounted for because the RVM can produce a probabilistic output. Simulation results reveal that the proposed RVM-based approach can provide comparative performances in terms of accuracy, convergence, robustness, generalization, and improved performance in terms of sparse property in comparison with the support vector machine (SVM) based approach. (general)

  13. FOREWORD: 2nd International Workshop on New Computational Methods for Inverse Problems (NCMIP 2012)

    Science.gov (United States)

    Blanc-Féraud, Laure; Joubert, Pierre-Yves

    2012-09-01

    Conference logo This volume of Journal of Physics: Conference Series is dedicated to the scientific contributions presented during the 2nd International Workshop on New Computational Methods for Inverse Problems, (NCMIP 2012). This workshop took place at Ecole Normale Supérieure de Cachan, in Cachan, France, on 15 May 2012, at the initiative of Institut Farman. The first edition of NCMIP also took place in Cachan, France, within the scope of the ValueTools Conference, in May 2011 (http://www.ncmip.org/2011/). The NCMIP Workshop focused on recent advances in the resolution of inverse problems. Indeed inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finance. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition

  14. FOREWORD: 3rd International Workshop on New Computational Methods for Inverse Problems (NCMIP 2013)

    Science.gov (United States)

    Blanc-Féraud, Laure; Joubert, Pierre-Yves

    2013-10-01

    aspects of inversion, Bayesian estimation, kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2013 was a one-day workshop held in May 2013 which attracted around 60 attendees. Each of the submitted papers has been reviewed by three reviewers. Among the accepted papers, there are seven oral presentations, five posters and one invited poster (On a deconvolution challenge presented by C Vonesch from EPFL, Switzerland). In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks (GDR ISIS, GDR Ondes, GDR MOA, GDR MSPC). The program committee acknowledges the following research laboratories CMLA, LMT, LSV, LURPA, SATIE. Laure Blanc-Féraud and Pierre-Yves Joubert Workshop co-chair Laure Blanc-Féraud, I3S laboratory and INRIA Nice Sophia-Antipolis, France Pierre-Yves Joubert, IEF, Paris-Sud University, CNRS, France Technical program committee Gilles Aubert, J-A Dieudonné Laboratory, CNRS and University of Nice-Sophia Antipolis, France Nabil Anwer, LURPA, ENS Cachan, France Alexandre Baussard, ENSTA Bretagne, Lab-STICC, France Marc Bonnet, ENSTA, ParisTech, France Antonin Chambolle, CMAP, Ecole Polytechnique, CNRS, France Oliver Dorn, School of Mathematics, University of Manchester, UK Cécile Durieu, SATIE, ENS Cachan, CNRS, France Gérard Favier, I3S Laboratory, University of Nice Sophia-Antipolis, France Mário Figueiredo, Instituto Superior Técnico, Lisbon, Portugal Laurent Fribourg, LSV, ENS Cachan, CNRS, France Marc Lambert, L2S Laboratory, CNRS, SupElec, Paris-Sud University, France Dominique Lesselier, L2S Laboratory, CNRS, SupElec, Paris-Sud University, France Matteo

  15. A Frequency Matching Method: Solving Inverse Problems by Use of Geologically Realistic Prior Information

    DEFF Research Database (Denmark)

    Lange, Katrine; Frydendall, Jan; Cordua, Knud Skou

    2012-01-01

    The frequency matching method defines a closed form expression for a complex prior that quantifies the higher order statistics of a proposed solution model to an inverse problem. While existing solution methods to inverse problems are capable of sampling the solution space while taking into account...... arbitrarily complex a priori information defined by sample algorithms, it is not possible to directly compute the maximum a posteriori model, as the prior probability of a solution model cannot be expressed. We demonstrate how the frequency matching method enables us to compute the maximum a posteriori...... solution model to an inverse problem by using a priori information based on multiple point statistics learned from training images. We demonstrate the applicability of the suggested method on a synthetic tomographic crosshole inverse problem....

  16. Mini-batch optimized full waveform inversion with geological constrained gradient filtering

    Science.gov (United States)

    Yang, Hui; Jia, Junxiong; Wu, Bangyu; Gao, Jinghuai

    2018-05-01

    High computation cost and generating solutions without geological sense have hindered the wide application of Full Waveform Inversion (FWI). Source encoding technique is a way to dramatically reduce the cost of FWI but subject to fix-spread acquisition setup requirement and slow convergence for the suppression of cross-talk. Traditionally, gradient regularization or preconditioning is applied to mitigate the ill-posedness. An isotropic smoothing filter applied on gradients generally gives non-geological inversion results, and could also introduce artifacts. In this work, we propose to address both the efficiency and ill-posedness of FWI by a geological constrained mini-batch gradient optimization method. The mini-batch gradient descent optimization is adopted to reduce the computation time by choosing a subset of entire shots for each iteration. By jointly applying the structure-oriented smoothing to the mini-batch gradient, the inversion converges faster and gives results with more geological meaning. Stylized Marmousi model is used to show the performance of the proposed method on realistic synthetic model.

  17. Optimized simultaneous inversion of primary and multiple reflections; Inversion linearisee simultanee des reflexions primaires et des reflexions multiples

    Energy Technology Data Exchange (ETDEWEB)

    Pelle, L.

    2003-12-01

    The removal of multiple reflections remains a real problem in seismic imaging. Many preprocessing methods have been developed to attenuate multiples in seismic data but none of them is satisfactory in 3D. The objective of this thesis is to develop a new method to remove multiples, extensible in 3D. Contrary to the existing methods, our approach is not a preprocessing step: we directly include the multiple removal in the imaging process by means of a simultaneous inversion of primaries and multiples. We then propose to improve the standard linearized inversion so as to make it insensitive to the presence of multiples in the data. We exploit kinematics differences between primaries and multiples. We propose to pick in the data the kinematics of the multiples we want to remove. The wave field is decomposed into primaries and multiples. Primaries are modeled by the Ray+Born operator from perturbations of the logarithm of impedance, given the velocity field. Multiples are modeled by the Transport operator from an initial trace, given the picking. The inverse problem simultaneously fits primaries and multiples to the data. To solve this problem with two unknowns, we take advantage of the isometric nature of the Transport operator, which allows to drastically reduce the CPU time: this simultaneous inversion is this almost as fast as the standard linearized inversion. This gain of time opens the way to different applications to multiple removal and in particular, allows to foresee the straightforward 3D extension. (author)

  18. An Augmented Lagrangian Method for a Class of Inverse Quadratic Programming Problems

    International Nuclear Information System (INIS)

    Zhang Jianzhong; Zhang Liwei

    2010-01-01

    We consider an inverse quadratic programming (QP) problem in which the parameters in the objective function of a given QP problem are adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a minimization problem with a positive semidefinite cone constraint and its dual is a linearly constrained semismoothly differentiable (SC 1 ) convex programming problem with fewer variables than the original one. We demonstrate the global convergence of the augmented Lagrangian method for the dual problem and prove that the convergence rate of primal iterates, generated by the augmented Lagrange method, is proportional to 1/r, and the rate of multiplier iterates is proportional to 1/√r, where r is the penalty parameter in the augmented Lagrangian. As the objective function of the dual problem is a SC 1 function involving the projection operator onto the cone of symmetrically semi-definite matrices, the analysis requires extensive tools such as the singular value decomposition of matrices, an implicit function theorem for semismooth functions, and properties of the projection operator in the symmetric-matrix space. Furthermore, the semismooth Newton method with Armijo line search is applied to solve the subproblems in the augmented Lagrange approach, which is proven to have global convergence and local quadratic rate. Finally numerical results, implemented by the augmented Lagrangian method, are reported.

  19. On the reformulation of topology optimization problems as linear or convex quadratic mixed 0–1 programs

    DEFF Research Database (Denmark)

    Stolpe, Mathias

    2007-01-01

    of structures subjected to static or periodic loads, design of composite materials with prescribed homogenized properties using the inverse homogenization approach, optimization of fluids in Stokes flow, design of band gap structures, and multi-physics problems involving coupled steady-state heat conduction...

  20. Continuity of the direct and inverse problems in one-dimensional scattering theory and numerical solution of the inverse problem

    International Nuclear Information System (INIS)

    Moura, C.A. de.

    1976-09-01

    We propose an algorithm for computing the potential V(x) associated to the one-dimensional Schroedinger operator E identical to - d 2 /dx 2 + V(x) -infinite < x< infinite from knowledge of the S.matrix, more exactly, of one of the reelection coefficients. The convergence of the algorithm is guaranteed by the stability results obtained for both the direct and inverse problems

  1. Angle-domain inverse scattering migration/inversion in isotropic media

    Science.gov (United States)

    Li, Wuqun; Mao, Weijian; Li, Xuelei; Ouyang, Wei; Liang, Quan

    2018-07-01

    The classical seismic asymptotic inversion can be transformed into a problem of inversion of generalized Radon transform (GRT). In such methods, the combined parameters are linearly attached to the scattered wave-field by Born approximation and recovered by applying an inverse GRT operator to the scattered wave-field data. Typical GRT-style true-amplitude inversion procedure contains an amplitude compensation process after the weighted migration via dividing an illumination associated matrix whose elements are integrals of scattering angles. It is intuitional to some extent that performs the generalized linear inversion and the inversion of GRT together by this process for direct inversion. However, it is imprecise to carry out such operation when the illumination at the image point is limited, which easily leads to the inaccuracy and instability of the matrix. This paper formulates the GRT true-amplitude inversion framework in an angle-domain version, which naturally degrades the external integral term related to the illumination in the conventional case. We solve the linearized integral equation for combined parameters of different fixed scattering angle values. With this step, we obtain high-quality angle-domain common-image gathers (CIGs) in the migration loop which provide correct amplitude-versus-angle (AVA) behavior and reasonable illumination range for subsurface image points. Then we deal with the over-determined problem to solve each parameter in the combination by a standard optimization operation. The angle-domain GRT inversion method keeps away from calculating the inaccurate and unstable illumination matrix. Compared with the conventional method, the angle-domain method can obtain more accurate amplitude information and wider amplitude-preserved range. Several model tests demonstrate the effectiveness and practicability.

  2. Hybrid inverse problems for a system of Maxwell’s equations

    International Nuclear Information System (INIS)

    Bal, Guillaume; Zhou, Ting

    2014-01-01

    This paper concerns the quantitative step of the medical imaging modality thermo-acoustic tomography (TAT). We model the radiation propagation by a system of Maxwell’s equations. We show that the index of refraction of light and the absorption coefficient (conductivity) can be uniquely and stably reconstructed from a sufficiently large number of TAT measurements. Our method is based on verifying that the linearization of the inverse problem forms a redundant elliptic system of equations. We also observe that the reconstructions are qualitatively quite different from the setting where radiation is modeled by a scalar Helmholtz equation as in Bal G et al (2011 Inverse Problems 27 055007). (paper)

  3. Inverse problems with Poisson data: statistical regularization theory, applications and algorithms

    International Nuclear Information System (INIS)

    Hohage, Thorsten; Werner, Frank

    2016-01-01

    Inverse problems with Poisson data arise in many photonic imaging modalities in medicine, engineering and astronomy. The design of regularization methods and estimators for such problems has been studied intensively over the last two decades. In this review we give an overview of statistical regularization theory for such problems, the most important applications, and the most widely used algorithms. The focus is on variational regularization methods in the form of penalized maximum likelihood estimators, which can be analyzed in a general setup. Complementing a number of recent convergence rate results we will establish consistency results. Moreover, we discuss estimators based on a wavelet-vaguelette decomposition of the (necessarily linear) forward operator. As most prominent applications we briefly introduce Positron emission tomography, inverse problems in fluorescence microscopy, and phase retrieval problems. The computation of a penalized maximum likelihood estimator involves the solution of a (typically convex) minimization problem. We also review several efficient algorithms which have been proposed for such problems over the last five years. (topical review)

  4. Collage-type approach to inverse problems for elliptic PDEs on perforated domains

    Directory of Open Access Journals (Sweden)

    Herb E. Kunze

    2015-02-01

    Full Text Available We present a collage-based method for solving inverse problems for elliptic partial differential equations on a perforated domain. The main results of this paper establish a link between the solution of an inverse problem on a perforated domain and the solution of the same model on a domain with no holes. The numerical examples at the end of the paper show the goodness of this approach.

  5. A gradient based algorithm to solve inverse plane bimodular problems of identification

    Science.gov (United States)

    Ran, Chunjiang; Yang, Haitian; Zhang, Guoqing

    2018-02-01

    This paper presents a gradient based algorithm to solve inverse plane bimodular problems of identifying constitutive parameters, including tensile/compressive moduli and tensile/compressive Poisson's ratios. For the forward bimodular problem, a FE tangent stiffness matrix is derived facilitating the implementation of gradient based algorithms, for the inverse bimodular problem of identification, a two-level sensitivity analysis based strategy is proposed. Numerical verification in term of accuracy and efficiency is provided, and the impacts of initial guess, number of measurement points, regional inhomogeneity, and noisy data on the identification are taken into accounts.

  6. Inverse Reliability Task: Artificial Neural Networks and Reliability-Based Optimization Approaches

    OpenAIRE

    Lehký , David; Slowik , Ondřej; Novák , Drahomír

    2014-01-01

    Part 7: Genetic Algorithms; International audience; The paper presents two alternative approaches to solve inverse reliability task – to determine the design parameters to achieve desired target reliabilities. The first approach is based on utilization of artificial neural networks and small-sample simulation Latin hypercube sampling. The second approach considers inverse reliability task as reliability-based optimization task using double-loop method and also small-sample simulation. Efficie...

  7. Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

    Directory of Open Access Journals (Sweden)

    Ahmet Demir

    2017-01-01

    Full Text Available In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an important role on providing software related techniques to improve the associated literature. Today, intelligent optimization techniques based on Artificial Intelligence are widely used for optimization problems. The objective of this paper is to provide a comparative study on the employment of classical optimization solutions and Artificial Intelligence solutions for enabling readers to have idea about the potential of intelligent optimization techniques. At this point, two recently developed intelligent optimization algorithms, Vortex Optimization Algorithm (VOA and Cognitive Development Optimization Algorithm (CoDOA, have been used to solve some multidisciplinary optimization problems provided in the source book Thomas' Calculus 11th Edition and the obtained results have compared with classical optimization solutions. 

  8. Physics-based models for measurement correlations: application to an inverse Sturm–Liouville problem

    International Nuclear Information System (INIS)

    Bal, Guillaume; Ren Kui

    2009-01-01

    In many inverse problems, the measurement operator, which maps objects of interest to available measurements, is a smoothing (regularizing) operator. Its inverse is therefore unbounded and as a consequence, only the low-frequency component of the object of interest is accessible from inevitably noisy measurements. In many inverse problems however, the neglected high-frequency component may significantly affect the measured data. Using simple scaling arguments, we characterize the influence of the high-frequency component. We then consider situations where the correlation function of such an influence may be estimated by asymptotic expansions, for instance as a random corrector in homogenization theory. This allows us to consistently eliminate the high-frequency component and derive a closed form, more accurate, inverse problem for the low-frequency component of the object of interest. We present the asymptotic expression of the correlation matrix of the eigenvalues in a Sturm–Liouville problem with unknown potential. We propose an iterative algorithm for the reconstruction of the potential from knowledge of the eigenvalues and show that using the approximate correlation matrix significantly improves the reconstructions

  9. Fast wavelet based sparse approximate inverse preconditioner

    Energy Technology Data Exchange (ETDEWEB)

    Wan, W.L. [Univ. of California, Los Angeles, CA (United States)

    1996-12-31

    Incomplete LU factorization is a robust preconditioner for both general and PDE problems but unfortunately not easy to parallelize. Recent study of Huckle and Grote and Chow and Saad showed that sparse approximate inverse could be a potential alternative while readily parallelizable. However, for special class of matrix A that comes from elliptic PDE problems, their preconditioners are not optimal in the sense that independent of mesh size. A reason may be that no good sparse approximate inverse exists for the dense inverse matrix. Our observation is that for this kind of matrices, its inverse entries typically have piecewise smooth changes. We can take advantage of this fact and use wavelet compression techniques to construct a better sparse approximate inverse preconditioner. We shall show numerically that our approach is effective for this kind of matrices.

  10. Solving inverse problem for Markov chain model of customer lifetime value using flower pollination algorithm

    Science.gov (United States)

    Al-Ma'shumah, Fathimah; Permana, Dony; Sidarto, Kuntjoro Adji

    2015-12-01

    Customer Lifetime Value is an important and useful concept in marketing. One of its benefits is to help a company for budgeting marketing expenditure for customer acquisition and customer retention. Many mathematical models have been introduced to calculate CLV considering the customer retention/migration classification scheme. A fairly new class of these models which will be described in this paper uses Markov Chain Models (MCM). This class of models has the major advantage for its flexibility to be modified to several different cases/classification schemes. In this model, the probabilities of customer retention and acquisition play an important role. From Pfeifer and Carraway, 2000, the final formula of CLV obtained from MCM usually contains nonlinear form of the transition probability matrix. This nonlinearity makes the inverse problem of CLV difficult to solve. This paper aims to solve this inverse problem, yielding the approximate transition probabilities for the customers, by applying metaheuristic optimization algorithm developed by Yang, 2013, Flower Pollination Algorithm. The major interpretation of obtaining the transition probabilities are to set goals for marketing teams in keeping the relative frequencies of customer acquisition and customer retention.

  11. Data-Driven Model Order Reduction for Bayesian Inverse Problems

    KAUST Repository

    Cui, Tiangang; Youssef, Marzouk; Willcox, Karen

    2014-01-01

    One of the major challenges in using MCMC for the solution of inverse problems is the repeated evaluation of computationally expensive numerical models. We develop a data-driven projection- based model order reduction technique to reduce

  12. Solving inverse problems through a smooth formulation of multiple-point geostatistics

    DEFF Research Database (Denmark)

    Melnikova, Yulia

    be inferred, for instance, from a conceptual geological model termed a training image.The main motivation for this study was the challenge posed by history matching, an inverse problem aimed at estimating rock properties from production data. We addressed two main difficulties of the history matching problem...... corresponding inverse problems. However, noise in data, non-linear relationships and sparse observations impede creation of realistic reservoir models. Including complex a priori information on reservoir parameters facilitates the process of obtaining acceptable solutions. Such a priori knowledge may...... strategies including both theoretical motivation and practical aspects of implementation. Finally, it is complemented by six research papers submitted, reviewed and/or published in the period 2010 - 2013....

  13. Well-posedness of inverse problems for systems with time dependent parameters

    DEFF Research Database (Denmark)

    Banks, H. T.; Pedersen, Michael

    2009-01-01

    on the data of the problem. We also consider well-posedness as well as finite element type approximations in associated inverse problems. The problem above is a weak formulation that includes models in abstract differential operator form that include plate, beam and shell equations with several important...

  14. Review of the inverse scattering problem at fixed energy in quantum mechanics

    Science.gov (United States)

    Sabatier, P. C.

    1972-01-01

    Methods of solution of the inverse scattering problem at fixed energy in quantum mechanics are presented. Scattering experiments of a beam of particles at a nonrelativisitic energy by a target made up of particles are analyzed. The Schroedinger equation is used to develop the quantum mechanical description of the system and one of several functions depending on the relative distance of the particles. The inverse problem is the construction of the potentials from experimental measurements.

  15. SOCIAL NETWORK OPTIMIZATION A NEW METHAHEURISTIC FOR GENERAL OPTIMIZATION PROBLEMS

    Directory of Open Access Journals (Sweden)

    Hassan Sherafat

    2017-12-01

    Full Text Available In the recent years metaheuristics were studied and developed as powerful technics for hard optimization problems. Some of well-known technics in this field are: Genetic Algorithms, Tabu Search, Simulated Annealing, Ant Colony Optimization, and Swarm Intelligence, which are applied successfully to many complex optimization problems. In this paper, we introduce a new metaheuristic for solving such problems based on social networks concept, named as Social Network Optimization – SNO. We show that a wide range of np-hard optimization problems may be solved by SNO.

  16. Rapid processing of data based on high-performance algorithms for solving inverse problems and 3D-simulation of the tsunami and earthquakes

    Science.gov (United States)

    Marinin, I. V.; Kabanikhin, S. I.; Krivorotko, O. I.; Karas, A.; Khidasheli, D. G.

    2012-04-01

    We consider new techniques and methods for earthquake and tsunami related problems, particularly - inverse problems for the determination of tsunami source parameters, numerical simulation of long wave propagation in soil and water and tsunami risk estimations. In addition, we will touch upon the issue of database management and destruction scenario visualization. New approaches and strategies, as well as mathematical tools and software are to be shown. The long joint investigations by researchers of the Institute of Mathematical Geophysics and Computational Mathematics SB RAS and specialists from WAPMERR and Informap have produced special theoretical approaches, numerical methods, and software tsunami and earthquake modeling (modeling of propagation and run-up of tsunami waves on coastal areas), visualization, risk estimation of tsunami, and earthquakes. Algorithms are developed for the operational definition of the origin and forms of the tsunami source. The system TSS numerically simulates the source of tsunami and/or earthquakes and includes the possibility to solve the direct and the inverse problem. It becomes possible to involve advanced mathematical results to improve models and to increase the resolution of inverse problems. Via TSS one can construct maps of risks, the online scenario of disasters, estimation of potential damage to buildings and roads. One of the main tools for the numerical modeling is the finite volume method (FVM), which allows us to achieve stability with respect to possible input errors, as well as to achieve optimum computing speed. Our approach to the inverse problem of tsunami and earthquake determination is based on recent theoretical results concerning the Dirichlet problem for the wave equation. This problem is intrinsically ill-posed. We use the optimization approach to solve this problem and SVD-analysis to estimate the degree of ill-posedness and to find the quasi-solution. The software system we developed is intended to

  17. Class and Home Problems: Optimization Problems

    Science.gov (United States)

    Anderson, Brian J.; Hissam, Robin S.; Shaeiwitz, Joseph A.; Turton, Richard

    2011-01-01

    Optimization problems suitable for all levels of chemical engineering students are available. These problems do not require advanced mathematical techniques, since they can be solved using typical software used by students and practitioners. The method used to solve these problems forces students to understand the trends for the different terms…

  18. Accounting for imperfect forward modeling in geophysical inverse problems — Exemplified for crosshole tomography

    DEFF Research Database (Denmark)

    Hansen, Thomas Mejer; Cordua, Knud Skou; Holm Jacobsen, Bo

    2014-01-01

    forward models, can be more than an order of magnitude larger than the measurement uncertainty. We also found that the modeling error is strongly linked to the spatial variability of the assumed velocity field, i.e., the a priori velocity model.We discovered some general tools by which the modeling error...... synthetic ground-penetrating radar crosshole tomographic inverse problems. Ignoring the modeling error can lead to severe artifacts, which erroneously appear to be well resolved in the solution of the inverse problem. Accounting for the modeling error leads to a solution of the inverse problem consistent...

  19. LinvPy : a Python package for linear inverse problems

    OpenAIRE

    Beaud, Guillaume François Paul

    2016-01-01

    The goal of this project is to make a Python package including the tau-estimator algorithm to solve linear inverse problems. The package must be distributed, well documented, easy to use and easy to extend for future developers.

  20. Inverse scattering problem for a magnetic field in the Glauber approximation

    International Nuclear Information System (INIS)

    Bogdanov, I.V.

    1985-01-01

    New results in the general theory of scattering are obtained. An inverse problem at fixed energy for an axisymmetric magnetic field is formulated and solved within the frames of the quantum-mechanical Glauber approximation. The solution is found in quadratures in the form of an explicit inversion algorithm reproducing a vector potential by the angular dependence of the scattering amplitude. Extreme transitions from the eikonal inversion method to the classical and Born ones are investigated. Integral and differential equations are derived for the eikonal amplitude that ensure the real value of the vector potential and its energy independence. Magnetoelectric analogies the existence of equivalent axisymmetric electric and magnetic fields scattering charged particles in the same manner both in the Glauber and Born approximation are established. The mentioned analogies permit to simulate ion-potential scattering by potential one that is of interest from the practical viewpoint. Three-dimensional (excentral) eikonal inverse problems for the electric and magnetic fields are discussed. The results of the paper can be used in electron optics

  1. Point source reconstruction principle of linear inverse problems

    International Nuclear Information System (INIS)

    Terazono, Yasushi; Matani, Ayumu; Fujimaki, Norio; Murata, Tsutomu

    2010-01-01

    Exact point source reconstruction for underdetermined linear inverse problems with a block-wise structure was studied. In a block-wise problem, elements of a source vector are partitioned into blocks. Accordingly, a leadfield matrix, which represents the forward observation process, is also partitioned into blocks. A point source is a source having only one nonzero block. An example of such a problem is current distribution estimation in electroencephalography and magnetoencephalography, where a source vector represents a vector field and a point source represents a single current dipole. In this study, the block-wise norm, a block-wise extension of the l p -norm, was defined as the family of cost functions of the inverse method. The main result is that a set of three conditions was found to be necessary and sufficient for block-wise norm minimization to ensure exact point source reconstruction for any leadfield matrix that admit such reconstruction. The block-wise norm that satisfies the conditions is the sum of the cost of all the observations of source blocks, or in other words, the block-wisely extended leadfield-weighted l 1 -norm. Additional results are that minimization of such a norm always provides block-wisely sparse solutions and that its solutions form cones in source space

  2. Posterior consistency for Bayesian inverse problems through stability and regression results

    International Nuclear Information System (INIS)

    Vollmer, Sebastian J

    2013-01-01

    In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes’ formula, giving rise to the posterior distribution on the unknown input. In this setting we prove posterior consistency for nonlinear inverse problems: a sequence of data is considered, with diminishing fluctuations around a single truth and it is then of interest to show that the resulting sequence of posterior measures arising from this sequence of data concentrates around the truth used to generate the data. Posterior consistency justifies the use of the Bayesian approach very much in the same way as error bounds and convergence results for regularization techniques do. As a guiding example, we consider the inverse problem of reconstructing the diffusion coefficient from noisy observations of the solution to an elliptic PDE in divergence form. This problem is approached by splitting the forward operator into the underlying continuum model and a simpler observation operator based on the output of the model. In general, these splittings allow us to conclude posterior consistency provided a deterministic stability result for the underlying inverse problem and a posterior consistency result for the Bayesian regression problem with the push-forward prior. Moreover, we prove posterior consistency for the Bayesian regression problem based on the regularity, the tail behaviour and the small ball probabilities of the prior. (paper)

  3. The use of inverse systems in computerized operator support systems for load-following control

    International Nuclear Information System (INIS)

    Klebau, J.; Hentschel, B.; Ziegenbein, D.

    1987-01-01

    The basic problem in load-following control of nuclear power reactors consists in calculation of control rod movement to realize desired local power density distribution in the reactor. Well-known solutions are based on optimal control theory. The paper describes the concept of systems inverses which makes it possible to solve the load-following control problem not in an optimal but in an 'ideal' way, vanishing the optimization criterion of the classical approaches. The advantages of inverse systems are simple calculation procedures, low on-line-storage capacity and low on-line computational amount. This makes it attractive to use inverse systems in computerized operator support systems. 19 refs. (author)

  4. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    KAUST Repository

    Dashti, M.

    2013-09-01

    We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ0. We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μy. Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager-Machlup functional defined on the Cameron-Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. © 2013 IOP Publishing Ltd.

  5. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    International Nuclear Information System (INIS)

    Dashti, M; Law, K J H; Stuart, A M; Voss, J

    2013-01-01

    We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map G applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ 0 . We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μ y . Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager–Machlup functional defined on the Cameron–Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of G(u) can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier–Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. (paper)

  6. Nonlinear problems in fluid dynamics and inverse scattering: Nonlinear waves and inverse scattering

    Science.gov (United States)

    Ablowitz, Mark J.

    1994-12-01

    Research investigations involving the fundamental understanding and applications of nonlinear wave motion and related studies of inverse scattering and numerical computation have been carried out and a number of significant results have been obtained. A class of nonlinear wave equations which can be solved by the inverse scattering transform (IST) have been studied, including the Kadaomtsev-Petviashvili (KP) equation, the Davey-Stewartson equation, and the 2+1 Toda system. The solutions obtained by IST correspond to the Cauchy initial value problem with decaying initial data. We have also solved two important systems via the IST method: a 'Volterra' system in 2+1 dimensions and a new one dimensional nonlinear equation which we refer to as the Toda differential-delay equation. Research in computational chaos in moderate to long time numerical simulations continues.

  7. Unfolding in particle physics: A window on solving inverse problems

    International Nuclear Information System (INIS)

    Spano, F.

    2013-01-01

    Unfolding is the ensemble of techniques aimed at resolving inverse, ill-posed problems. A pedagogical introduction to the origin and main problems related to unfolding is presented and used as the the stepping stone towards the illustration of some of the most common techniques that are currently used in particle physics experiments. (authors)

  8. Near constant-time optimal piecewise LDR to HDR inverse tone mapping

    Science.gov (United States)

    Chen, Qian; Su, Guan-Ming; Yin, Peng

    2015-02-01

    In a backward compatible HDR image/video compression, it is a general approach to reconstruct HDR from compressed LDR as a prediction to original HDR, which is referred to as inverse tone mapping. Experimental results show that 2- piecewise 2nd order polynomial has the best mapping accuracy than 1 piece high order or 2-piecewise linear, but it is also the most time-consuming method because to find the optimal pivot point to split LDR range to 2 pieces requires exhaustive search. In this paper, we propose a fast algorithm that completes optimal 2-piecewise 2nd order polynomial inverse tone mapping in near constant time without quality degradation. We observe that in least square solution, each entry in the intermediate matrix can be written as the sum of some basic terms, which can be pre-calculated into look-up tables. Since solving the matrix becomes looking up values in tables, computation time barely differs regardless of the number of points searched. Hence, we can carry out the most thorough pivot point search to find the optimal pivot that minimizes MSE in near constant time. Experiment shows that our proposed method achieves the same PSNR performance while saving 60 times computation time compared to the traditional exhaustive search in 2-piecewise 2nd order polynomial inverse tone mapping with continuous constraint.

  9. Seismic waveform inversion best practices: regional, global and exploration test cases

    Science.gov (United States)

    Modrak, Ryan; Tromp, Jeroen

    2016-09-01

    Reaching the global minimum of a waveform misfit function requires careful choices about the nonlinear optimization, preconditioning and regularization methods underlying an inversion. Because waveform inversion problems are susceptible to erratic convergence associated with strong nonlinearity, one or two test cases are not enough to reliably inform such decisions. We identify best practices, instead, using four seismic near-surface problems, one regional problem and two global problems. To make meaningful quantitative comparisons between methods, we carry out hundreds of inversions, varying one aspect of the implementation at a time. Comparing nonlinear optimization algorithms, we find that limited-memory BFGS provides computational savings over nonlinear conjugate gradient methods in a wide range of test cases. Comparing preconditioners, we show that a new diagonal scaling derived from the adjoint of the forward operator provides better performance than two conventional preconditioning schemes. Comparing regularization strategies, we find that projection, convolution, Tikhonov regularization and total variation regularization are effective in different contexts. Besides questions of one strategy or another, reliability and efficiency in waveform inversion depend on close numerical attention and care. Implementation details involving the line search and restart conditions have a strong effect on computational cost, regardless of the chosen nonlinear optimization algorithm.

  10. An inverse hyperbolic heat conduction problem in estimating surface heat flux by the conjugate gradient method

    International Nuclear Information System (INIS)

    Huang, C.-H.; Wu, H.-H.

    2006-01-01

    In the present study an inverse hyperbolic heat conduction problem is solved by the conjugate gradient method (CGM) in estimating the unknown boundary heat flux based on the boundary temperature measurements. Results obtained in this inverse problem will be justified based on the numerical experiments where three different heat flux distributions are to be determined. Results show that the inverse solutions can always be obtained with any arbitrary initial guesses of the boundary heat flux. Moreover, the drawbacks of the previous study for this similar inverse problem, such as (1) the inverse solution has phase error and (2) the inverse solution is sensitive to measurement error, can be avoided in the present algorithm. Finally, it is concluded that accurate boundary heat flux can be estimated in this study

  11. Inverse problem of radiofrequency sounding of ionosphere

    Science.gov (United States)

    Velichko, E. N.; Yu. Grishentsev, A.; Korobeynikov, A. G.

    2016-01-01

    An algorithm for the solution of the inverse problem of vertical ionosphere sounding and a mathematical model of noise filtering are presented. An automated system for processing and analysis of spectrograms of vertical ionosphere sounding based on our algorithm is described. It is shown that the algorithm we suggest has a rather high efficiency. This is supported by the data obtained at the ionospheric stations of the so-called “AIS-M” type.

  12. An inverse problem in a parabolic equation

    Directory of Open Access Journals (Sweden)

    Zhilin Li

    1998-11-01

    Full Text Available In this paper, an inverse problem in a parabolic equation is studied. An unknown function in the equation is related to two integral equations in terms of heat kernel. One of the integral equations is well-posed while another is ill-posed. A regularization approach for constructing an approximate solution to the ill-posed integral equation is proposed. Theoretical analysis and numerical experiment are provided to support the method.

  13. The study of NMR relaxation time spectra multi-exponential inversion based on Lloyd–Max optimal quantization

    International Nuclear Information System (INIS)

    Li, Xuewei; Kong, Li; Cheng, Jingjing; Wu, Lei

    2015-01-01

    The multi-exponential inversion of a NMR relaxation signal plays a key role in core analysis and logging interpretation in the formation of porous media. To find an efficient metod of inverting high-resolution relaxation time spectra rapidly, this paper studies the effect of inversion which is based on the discretization of the original echo in a time domain by using a simulation model. This paper analyzes the ill-condition of discrete equations on the basis of the NMR inversion model and method, determines the appropriate number of discrete echoes and acquires the optimal distribution of discrete echo points by the Lloyd–Max optimal quantization method, in considering the inverse precision and computational complexity comprehensively. The result shows that this method can effectively improve the efficiency of the relaxation time spectra inversion while guaranteeing inversed accuracy. (paper)

  14. Pinsker estimators for local helioseismology: inversion of travel times for mass-conserving flows

    International Nuclear Information System (INIS)

    Fournier, Damien; Holzke, Martin; Hohage, Thorsten; Gizon, Laurent

    2016-01-01

    A major goal of helioseismology is the three-dimensional reconstruction of the three velocity components of convective flows in the solar interior from sets of wave travel-time measurements. For small amplitude flows, the forward problem is described in good approximation by a large system of convolution equations. The input observations are highly noisy random vectors with a known dense covariance matrix. This leads to a large statistical linear inverse problem. Whereas for deterministic linear inverse problems several computationally efficient minimax optimal regularization methods exist, only one minimax-optimal linear estimator exists for statistical linear inverse problems: the Pinsker estimator. However, it is often computationally inefficient because it requires a singular value decomposition of the forward operator or it is not applicable because of an unknown noise covariance matrix, so it is rarely used for real-world problems. These limitations do not apply in helioseismology. We present a simplified proof of the optimality properties of the Pinsker estimator and show that it yields significantly better reconstructions than traditional inversion methods used in helioseismology, i.e. regularized least squares (Tikhonov regularization) and SOLA (approximate inverse) methods. Moreover, we discuss the incorporation of the mass conservation constraint in the Pinsker scheme using staggered grids. With this improvement we can reconstruct not only horizontal, but also vertical velocity components that are much smaller in amplitude. (paper)

  15. Inverse Problems and Uncertainty Quantification

    KAUST Repository

    Litvinenko, Alexander

    2014-01-06

    In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) modelare strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time- consuming and slowly convergent Monte Carlo sampling. The developed sampling- free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisa- tion to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.

  16. Inverse Problems and Uncertainty Quantification

    KAUST Repository

    Litvinenko, Alexander; Matthies, Hermann G.

    2014-01-01

    In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) modelare strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time- consuming and slowly convergent Monte Carlo sampling. The developed sampling- free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisa- tion to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.

  17. Inverse problems and uncertainty quantification

    KAUST Repository

    Litvinenko, Alexander

    2013-12-18

    In a Bayesian setting, inverse problems and uncertainty quantification (UQ)— the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time- consuming and slowly convergent Monte Carlo sampling. The developed sampling- free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisa- tion to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.

  18. Software tool for resolution of inverse problems using artificial intelligence techniques: an application in neutron spectrometry

    International Nuclear Information System (INIS)

    Castaneda M, V. H.; Martinez B, M. R.; Solis S, L. O.; Castaneda M, R.; Leon P, A. A.; Hernandez P, C. F.; Espinoza G, J. G.; Ortiz R, J. M.; Vega C, H. R.; Mendez, R.; Gallego, E.; Sousa L, M. A.

    2016-10-01

    The Taguchi methodology has proved to be highly efficient to solve inverse problems, in which the values of some parameters of the model must be obtained from the observed data. There are intrinsic mathematical characteristics that make a problem known as inverse. Inverse problems appear in many branches of science, engineering and mathematics. To solve this type of problem, researches have used different techniques. Recently, the use of techniques based on Artificial Intelligence technology is being explored by researches. This paper presents the use of a software tool based on artificial neural networks of generalized regression in the solution of inverse problems with application in high energy physics, specifically in the solution of the problem of neutron spectrometry. To solve this problem we use a software tool developed in the Mat Lab programming environment, which employs a friendly user interface, intuitive and easy to use for the user. This computational tool solves the inverse problem involved in the reconstruction of the neutron spectrum based on measurements made with a Bonner spheres spectrometric system. Introducing this information, the neural network is able to reconstruct the neutron spectrum with high performance and generalization capability. The tool allows that the end user does not require great training or technical knowledge in development and/or use of software, so it facilitates the use of the program for the resolution of inverse problems that are in several areas of knowledge. The techniques of Artificial Intelligence present singular veracity to solve inverse problems, given the characteristics of artificial neural networks and their network topology, therefore, the tool developed has been very useful, since the results generated by the Artificial Neural Network require few time in comparison to other techniques and are correct results comparing them with the actual data of the experiment. (Author)

  19. An inverse method for radiation transport

    Energy Technology Data Exchange (ETDEWEB)

    Favorite, J. A. (Jeffrey A.); Sanchez, R. (Richard)

    2004-01-01

    Adjoint functions have been used with forward functions to compute gradients in implicit (iterative) solution methods for inverse problems in optical tomography, geoscience, thermal science, and other fields, but only once has this approach been used for inverse solutions to the Boltzmann transport equation. In this paper, this approach is used to develop an inverse method that requires only angle-independent flux measurements, rather than angle-dependent measurements as was done previously. The method is applied to a simplified form of the transport equation that does not include scattering. The resulting procedure uses measured values of gamma-ray fluxes of discrete, characteristic energies to determine interface locations in a multilayer shield. The method was implemented with a Newton-Raphson optimization algorithm, and it worked very well in numerical one-dimensional spherical test cases. A more sophisticated optimization method would better exploit the potential of the inverse method.

  20. Expected treatment dose construction and adaptive inverse planning optimization: Implementation for offline head and neck cancer adaptive radiotherapy

    Energy Technology Data Exchange (ETDEWEB)

    Yan Di; Liang Jian [Department of Radiation Oncology, Beaumont Health System, Royal Oak, Michigan 48073 (United States)

    2013-02-15

    Purpose: To construct expected treatment dose for adaptive inverse planning optimization, and evaluate it on head and neck (h and n) cancer adaptive treatment modification. Methods: Adaptive inverse planning engine was developed and integrated in our in-house adaptive treatment control system. The adaptive inverse planning engine includes an expected treatment dose constructed using the daily cone beam (CB) CT images in its objective and constrains. Feasibility of the adaptive inverse planning optimization was evaluated retrospectively using daily CBCT images obtained from the image guided IMRT treatment of 19 h and n cancer patients. Adaptive treatment modification strategies with respect to the time and the number of adaptive inverse planning optimization during the treatment course were evaluated using the cumulative treatment dose in organs of interest constructed using all daily CBCT images. Results: Expected treatment dose was constructed to include both the delivered dose, to date, and the estimated dose for the remaining treatment during the adaptive treatment course. It was used in treatment evaluation, as well as in constructing the objective and constraints for adaptive inverse planning optimization. The optimization engine is feasible to perform planning optimization based on preassigned treatment modification schedule. Compared to the conventional IMRT, the adaptive treatment for h and n cancer illustrated clear dose-volume improvement for all critical normal organs. The dose-volume reductions of right and left parotid glands, spine cord, brain stem and mandible were (17 {+-} 6)%, (14 {+-} 6)%, (11 {+-} 6)%, (12 {+-} 8)%, and (5 {+-} 3)% respectively with the single adaptive modification performed after the second treatment week; (24 {+-} 6)%, (22 {+-} 8)%, (21 {+-} 5)%, (19 {+-} 8)%, and (10 {+-} 6)% with three weekly modifications; and (28 {+-} 5)%, (25 {+-} 9)%, (26 {+-} 5)%, (24 {+-} 8)%, and (15 {+-} 9)% with five weekly modifications. Conclusions

  1. Study on hybrid multi-objective optimization algorithm for inverse treatment planning of radiation therapy

    International Nuclear Information System (INIS)

    Li Guoli; Song Gang; Wu Yican

    2007-01-01

    Inverse treatment planning for radiation therapy is a multi-objective optimization process. The hybrid multi-objective optimization algorithm is studied by combining the simulated annealing(SA) and genetic algorithm(GA). Test functions are used to analyze the efficiency of algorithms. The hybrid multi-objective optimization SA algorithm, which displacement is based on the evolutionary strategy of GA: crossover and mutation, is implemented in inverse planning of external beam radiation therapy by using two kinds of objective functions, namely the average dose distribution based and the hybrid dose-volume constraints based objective functions. The test calculations demonstrate that excellent converge speed can be achieved. (authors)

  2. Application of the kernel method to the inverse geosounding problem.

    Science.gov (United States)

    Hidalgo, Hugo; Sosa León, Sonia; Gómez-Treviño, Enrique

    2003-01-01

    Determining the layered structure of the earth demands the solution of a variety of inverse problems; in the case of electromagnetic soundings at low induction numbers, the problem is linear, for the measurements may be represented as a linear functional of the electrical conductivity distribution. In this paper, an application of the support vector (SV) regression technique to the inversion of electromagnetic data is presented. We take advantage of the regularizing properties of the SV learning algorithm and use it as a modeling technique with synthetic and field data. The SV method presents better recovery of synthetic models than Tikhonov's regularization. As the SV formulation is solved in the space of the data, which has a small dimension in this application, a smaller problem than that considered with Tikhonov's regularization is produced. For field data, the SV formulation develops models similar to those obtained via linear programming techniques, but with the added characteristic of robustness.

  3. On uniqueness of an inverse problem in electromagnetic obstacle scattering for an impedance cylinder

    International Nuclear Information System (INIS)

    Nakamura, Gen; Wang, Haibing; Sleeman, Brian D

    2012-01-01

    We consider an inverse problem for the scattering of an obliquely incident electromagnetic wave by an impedance cylinder. In previous work, we have shown that the direct scattering problem is governed by a pair of Helmholtz equations subject to coupled oblique boundary conditions, where the wave number depends on the frequency and the incident angle with respect to the axis of the cylinder. In this paper, we are concerned with the inverse problem of uniquely identifying the cross-section of an unknown cylinder and the impedance function from the far-field patterns at fixed frequency and a range of incident angles. A uniqueness result for such an inverse scattering problem is established. Our method is based on the analyticity of solution to the direct scattering problem, which is justified by using the Lax–Phillips method together with the perturbation theory of Fredholm operators. (paper)

  4. Integral equations of the first kind, inverse problems and regularization: a crash course

    International Nuclear Information System (INIS)

    Groetsch, C W

    2007-01-01

    This paper is an expository survey of the basic theory of regularization for Fredholm integral equations of the first kind and related background material on inverse problems. We begin with an historical introduction to the field of integral equations of the first kind, with special emphasis on model inverse problems that lead to such equations. The basic theory of linear Fredholm equations of the first kind, paying particular attention to E. Schmidt's singular function analysis, Picard's existence criterion, and the Moore-Penrose theory of generalized inverses is outlined. The fundamentals of the theory of Tikhonov regularization are then treated and a collection of exercises and a bibliography are provided

  5. Formal solutions of inverse scattering problems. III

    International Nuclear Information System (INIS)

    Prosser, R.T.

    1980-01-01

    The formal solutions of certain three-dimensional inverse scattering problems presented in papers I and II of this series [J. Math. Phys. 10, 1819 (1969); 17 1175 (1976)] are obtained here as fixed points of a certain nonlinear mapping acting on a suitable Banach space of integral kernels. When the scattering data are sufficiently restricted, this mapping is shown to be a contraction, thereby establishing the existence, uniqueness, and continuous dependence on the data of these formal solutions

  6. Optimal Experimental Design for Large-Scale Bayesian Inverse Problems

    KAUST Repository

    Ghattas, Omar

    2014-01-01

    We develop a Bayesian framework for the optimal experimental design of the shock tube experiments which are being carried out at the KAUST Clean Combustion Research Center. The unknown parameters are the pre-exponential parameters and the activation

  7. Data-Driven Model Order Reduction for Bayesian Inverse Problems

    KAUST Repository

    Cui, Tiangang

    2014-01-06

    One of the major challenges in using MCMC for the solution of inverse problems is the repeated evaluation of computationally expensive numerical models. We develop a data-driven projection- based model order reduction technique to reduce the computational cost of numerical PDE evaluations in this context.

  8. Sensitivity computation of the l1 minimization problem and its application to dictionary design of ill-posed problems

    International Nuclear Information System (INIS)

    Horesh, L; Haber, E

    2009-01-01

    The l 1 minimization problem has been studied extensively in the past few years. Recently, there has been a growing interest in its application for inverse problems. Most studies have concentrated in devising ways for sparse representation of a solution using a given prototype dictionary. Very few studies have addressed the more challenging problem of optimal dictionary construction, and even these were primarily devoted to the simplistic sparse coding application. In this paper, sensitivity analysis of the inverse solution with respect to the dictionary is presented. This analysis reveals some of the salient features and intrinsic difficulties which are associated with the dictionary design problem. Equipped with these insights, we propose an optimization strategy that alleviates these hurdles while utilizing the derived sensitivity relations for the design of a locally optimal dictionary. Our optimality criterion is based on local minimization of the Bayesian risk, given a set of training models. We present a mathematical formulation and an algorithmic framework to achieve this goal. The proposed framework offers the design of dictionaries for inverse problems that incorporate non-trivial, non-injective observation operators, where the data and the recovered parameters may reside in different spaces. We test our algorithm and show that it yields improved dictionaries for a diverse set of inverse problems in geophysics and medical imaging

  9. Sensitivity computation of the ell1 minimization problem and its application to dictionary design of ill-posed problems

    Science.gov (United States)

    Horesh, L.; Haber, E.

    2009-09-01

    The ell1 minimization problem has been studied extensively in the past few years. Recently, there has been a growing interest in its application for inverse problems. Most studies have concentrated in devising ways for sparse representation of a solution using a given prototype dictionary. Very few studies have addressed the more challenging problem of optimal dictionary construction, and even these were primarily devoted to the simplistic sparse coding application. In this paper, sensitivity analysis of the inverse solution with respect to the dictionary is presented. This analysis reveals some of the salient features and intrinsic difficulties which are associated with the dictionary design problem. Equipped with these insights, we propose an optimization strategy that alleviates these hurdles while utilizing the derived sensitivity relations for the design of a locally optimal dictionary. Our optimality criterion is based on local minimization of the Bayesian risk, given a set of training models. We present a mathematical formulation and an algorithmic framework to achieve this goal. The proposed framework offers the design of dictionaries for inverse problems that incorporate non-trivial, non-injective observation operators, where the data and the recovered parameters may reside in different spaces. We test our algorithm and show that it yields improved dictionaries for a diverse set of inverse problems in geophysics and medical imaging.

  10. Variational approach to direct and inverse problems of atmospheric pollution studies

    Science.gov (United States)

    Penenko, Vladimir; Tsvetova, Elena; Penenko, Alexey

    2016-04-01

    We present the development of a variational approach for solving interrelated problems of atmospheric hydrodynamics and chemistry concerning air pollution transport and transformations. The proposed approach allows us to carry out complex studies of different-scale physical and chemical processes using the methods of direct and inverse modeling [1-3]. We formulate the problems of risk/vulnerability and uncertainty assessment, sensitivity studies, variational data assimilation procedures [4], etc. A computational technology of constructing consistent mathematical models and methods of their numerical implementation is based on the variational principle in the weak constraint formulation specifically designed to account for uncertainties in models and observations. Algorithms for direct and inverse modeling are designed with the use of global and local adjoint problems. Implementing the idea of adjoint integrating factors provides unconditionally monotone and stable discrete-analytic approximations for convection-diffusion-reaction problems [5,6]. The general framework is applied to the direct and inverse problems for the models of transport and transformation of pollutants in Siberian and Arctic regions. The work has been partially supported by the RFBR grant 14-01-00125 and RAS Presidium Program I.33P. References: 1. V. Penenko, A.Baklanov, E. Tsvetova and A. Mahura . Direct and inverse problems in a variational concept of environmental modeling //Pure and Applied Geoph.(2012) v.169: 447-465. 2. V. V. Penenko, E. A. Tsvetova, and A. V. Penenko Development of variational approach for direct and inverse problems of atmospheric hydrodynamics and chemistry, Izvestiya, Atmospheric and Oceanic Physics, 2015, Vol. 51, No. 3, p. 311-319, DOI: 10.1134/S0001433815030093. 3. V.V. Penenko, E.A. Tsvetova, A.V. Penenko. Methods based on the joint use of models and observational data in the framework of variational approach to forecasting weather and atmospheric composition

  11. Inverse problems for partial differential equations

    CERN Document Server

    Isakov, Victor

    2017-01-01

    This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...

  12. Inverse Problems in Geosciences: Modelling the Rock Properties of an Oil Reservoir

    DEFF Research Database (Denmark)

    Lange, Katrine

    . We have developed and implemented the Frequency Matching method that uses the closed form expression of the a priori probability density function to formulate an inverse problem and compute the maximum a posteriori solution to it. Other methods for computing models that simultaneously fit data...... of the subsurface of the reservoirs. Hence the focus of this work has been on acquiring models of spatial parameters describing rock properties of the subsurface using geostatistical a priori knowledge and available geophysical data. Such models are solutions to often severely under-determined, inverse problems...

  13. A variational Bayesian method to inverse problems with impulsive noise

    KAUST Repository

    Jin, Bangti

    2012-01-01

    We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise to achieve robustness with respect to outliers. A hierarchical model with all hyper-parameters automatically determined from the given data is described. An algorithm of variational type by minimizing the Kullback-Leibler divergence between the true posteriori distribution and a separable approximation is developed. The numerical method is illustrated on several one- and two-dimensional linear and nonlinear inverse problems arising from heat conduction, including estimating boundary temperature, heat flux and heat transfer coefficient. The results show its robustness to outliers and the fast and steady convergence of the algorithm. © 2011 Elsevier Inc.

  14. Solving inverse problems for biological models using the collage method for differential equations.

    Science.gov (United States)

    Capasso, V; Kunze, H E; La Torre, D; Vrscay, E R

    2013-07-01

    In the first part of this paper we show how inverse problems for differential equations can be solved using the so-called collage method. Inverse problems can be solved by minimizing the collage distance in an appropriate metric space. We then provide several numerical examples in mathematical biology. We consider applications of this approach to the following areas: population dynamics, mRNA and protein concentration, bacteria and amoeba cells interaction, tumor growth.

  15. SCIENTIFIC AND METHODICAL ASPECTS OF FORMATION OF SUBJECT CONTENT OF TRAINING COURSESFOR INVERSE PROBLEMS FOR DIFFERENTIAL EQUATIONS

    Directory of Open Access Journals (Sweden)

    В С Корнилов

    2016-12-01

    Full Text Available The article presents scientific and methodical aspects of forming the content of education inverse problems for differential equations for students of higher educational institutions of physical, mathematical and natural science training areas. The goals are formulated and the principles of training are the content of learning inverse problems for differential equations. Attention is drawn to the particular issues of teaching courses inverse problems. Describes the classification criteria and target modules that play the role of tools to create and analyze the model and curriculum, forming learning content inverse problems for differential equations. The content classification features and target modules. Formulate conclusions that learning the inverse problems for differential equations has scientific, educational and humanitarian potential of students and as a result of this training they gain the fundamental knowledge in the applied and computational mathematics, and also develop scientific worldview, applied, environmental, information thinking.

  16. Iterative Reconstruction Methods for Hybrid Inverse Problems in Impedance Tomography

    DEFF Research Database (Denmark)

    Hoffmann, Kristoffer; Knudsen, Kim

    2014-01-01

    For a general formulation of hybrid inverse problems in impedance tomography the Picard and Newton iterative schemes are adapted and four iterative reconstruction algorithms are developed. The general problem formulation includes several existing hybrid imaging modalities such as current density...... impedance imaging, magnetic resonance electrical impedance tomography, and ultrasound modulated electrical impedance tomography, and the unified approach to the reconstruction problem encompasses several algorithms suggested in the literature. The four proposed algorithms are implemented numerically in two...

  17. Inverse and Control Problems in Electromagnetics

    Science.gov (United States)

    1994-10-14

    subject of multicriteria optimization has been most thoroughly developed in the literature of mathematical economics and is most often associated there...8217, Lecture Notes in Economics and Marhemcrical Systems. Vol. 152. Springer. Berlin. 1978. 6. Kirsch. A. and Wilde. P., "Tie optimization of directivity and...indentation D, The geometry of the problem is shown in Fig. 1. The domain the upper half wace , and a such that (E. H) and (E’, HI) of interest is that

  18. Toward precise solution of one-dimensional velocity inverse problems

    International Nuclear Information System (INIS)

    Gray, S.; Hagin, F.

    1980-01-01

    A family of one-dimensional inverse problems are considered with the goal of reconstructing velocity profiles to reasonably high accuracy. The travel-time variable change is used together with an iteration scheme to produce an effective algorithm for computation. Under modest assumptions the scheme is shown to be convergent

  19. Multi-objective thermodynamic optimization of combined Brayton and inverse Brayton cycles using genetic algorithms

    International Nuclear Information System (INIS)

    Besarati, S.M.; Atashkari, K.; Jamali, A.; Hajiloo, A.; Nariman-zadeh, N.

    2010-01-01

    This paper presents a simultaneous optimization study of two outputs performance of a previously proposed combined Brayton and inverse Brayton cycles. It has been carried out by varying the upper cycle pressure ratio, the expansion pressure of the bottom cycle and using variable, above atmospheric, bottom cycle inlet pressure. Multi-objective genetic algorithms are used for Pareto approach optimization of the cycle outputs. The two important conflicting thermodynamic objectives that have been considered in this work are net specific work (w s ) and thermal efficiency (η th ). It is shown that some interesting features among optimal objective functions and decision variables involved in the Baryton and inverse Brayton cycles can be discovered consequently.

  20. Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

    OpenAIRE

    Ahmet Demir; Utku kose

    2017-01-01

    In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an...

  1. A Bayesian optimal design for degradation tests based on the inverse Gaussian process

    Energy Technology Data Exchange (ETDEWEB)

    Peng, Weiwen; Liu, Yu; Li, Yan Feng; Zhu, Shun Peng; Huang, Hong Zhong [University of Electronic Science and Technology of China, Chengdu (China)

    2014-10-15

    The inverse Gaussian process is recently introduced as an attractive and flexible stochastic process for degradation modeling. This process has been demonstrated as a valuable complement for models that are developed on the basis of the Wiener and gamma processes. We investigate the optimal design of the degradation tests on the basis of the inverse Gaussian process. In addition to an optimal design with pre-estimated planning values of model parameters, we also address the issue of uncertainty in the planning values by using the Bayesian method. An average pre-posterior variance of reliability is used as the optimization criterion. A trade-off between sample size and number of degradation observations is investigated in the degradation test planning. The effects of priors on the optimal designs and on the value of prior information are also investigated and quantified. The degradation test planning of a GaAs Laser device is performed to demonstrate the proposed method.

  2. Optimal Experimental Design for Large-Scale Bayesian Inverse Problems

    KAUST Repository

    Ghattas, Omar

    2014-01-06

    We develop a Bayesian framework for the optimal experimental design of the shock tube experiments which are being carried out at the KAUST Clean Combustion Research Center. The unknown parameters are the pre-exponential parameters and the activation energies in the reaction rate expressions. The control parameters are the initial mixture composition and the temperature. The approach is based on first building a polynomial based surrogate model for the observables relevant to the shock tube experiments. Based on these surrogates, a novel MAP based approach is used to estimate the expected information gain in the proposed experiments, and to select the best experimental set-ups yielding the optimal expected information gains. The validity of the approach is tested using synthetic data generated by sampling the PC surrogate. We finally outline a methodology for validation using actual laboratory experiments, and extending experimental design methodology to the cases where the control parameters are noisy.

  3. From inverse problems to learning: a Statistical Mechanics approach

    Science.gov (United States)

    Baldassi, Carlo; Gerace, Federica; Saglietti, Luca; Zecchina, Riccardo

    2018-01-01

    We present a brief introduction to the statistical mechanics approaches for the study of inverse problems in data science. We then provide concrete new results on inferring couplings from sampled configurations in systems characterized by an extensive number of stable attractors in the low temperature regime. We also show how these result are connected to the problem of learning with realistic weak signals in computational neuroscience. Our techniques and algorithms rely on advanced mean-field methods developed in the context of disordered systems.

  4. An inverse Sturm–Liouville problem with a fractional derivative

    KAUST Repository

    Jin, Bangti

    2012-05-01

    In this paper, we numerically investigate an inverse problem of recovering the potential term in a fractional Sturm-Liouville problem from one spectrum. The qualitative behaviors of the eigenvalues and eigenfunctions are discussed, and numerical reconstructions of the potential with a Newton method from finite spectral data are presented. Surprisingly, it allows very satisfactory reconstructions for both smooth and discontinuous potentials, provided that the order . α∈. (1,. 2) of fractional derivative is sufficiently away from 2. © 2012 Elsevier Inc.

  5. A direct sampling method to an inverse medium scattering problem

    KAUST Repository

    Ito, Kazufumi; Jin, Bangti; Zou, Jun

    2012-01-01

    In this work we present a novel sampling method for time harmonic inverse medium scattering problems. It provides a simple tool to directly estimate the shape of the unknown scatterers (inhomogeneous media), and it is applicable even when

  6. Inverse Problems in a Bayesian Setting

    KAUST Repository

    Matthies, Hermann G.

    2016-02-13

    In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.

  7. Inverse Problems in a Bayesian Setting

    KAUST Repository

    Matthies, Hermann G.; Zander, Elmar; Rosić, Bojana V.; Litvinenko, Alexander; Pajonk, Oliver

    2016-01-01

    In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.

  8. FOREWORD: Tackling inverse problems in a Banach space environment: from theory to applications Tackling inverse problems in a Banach space environment: from theory to applications

    Science.gov (United States)

    Schuster, Thomas; Hofmann, Bernd; Kaltenbacher, Barbara

    2012-10-01

    Inverse problems can usually be modelled as operator equations in infinite-dimensional spaces with a forward operator acting between Hilbert or Banach spaces—a formulation which quite often also serves as the basis for defining and analyzing solution methods. The additional amount of structure and geometric interpretability provided by the concept of an inner product has rendered these methods amenable to a convergence analysis, a fact which has led to a rigorous and comprehensive study of regularization methods in Hilbert spaces over the last three decades. However, for numerous problems such as x-ray diffractometry, certain inverse scattering problems and a number of parameter identification problems in PDEs, the reasons for using a Hilbert space setting seem to be based on conventions rather than an appropriate and realistic model choice, so often a Banach space setting would be closer to reality. Furthermore, non-Hilbertian regularization and data fidelity terms incorporating a priori information on solution and noise, such as general Lp-norms, TV-type norms, or the Kullback-Leibler divergence, have recently become very popular. These facts have motivated intensive investigations on regularization methods in Banach spaces, a topic which has emerged as a highly active research field within the area of inverse problems. Meanwhile some of the most well-known regularization approaches, such as Tikhonov-type methods requiring the solution of extremal problems, and iterative ones like the Landweber method, the Gauss-Newton method, as well as the approximate inverse method, have been investigated for linear and nonlinear operator equations in Banach spaces. Convergence with rates has been proven and conditions on the solution smoothness and on the structure of nonlinearity have been formulated. Still, beyond the existing results a large number of challenging open questions have arisen, due to the more involved handling of general Banach spaces and the larger variety

  9. Method of T2 spectrum inversion with conjugate gradient algorithm from NMR data

    International Nuclear Information System (INIS)

    Li Pengju; Shi Shangming; Song Yanjie

    2010-01-01

    Based on the optimization techniques, the T 2 spectrum inversion method of conjugate gradient that is easy to realize non-negativity constraint of T2 spectrum is proposed. The method transforms the linear mixed-determined problem of T2 spectrum inversion into the typical optimization problem of searching the minimum of objective function by building up the objective function according to the basic idea of geophysics modeling. The optimization problem above is solved with the conjugate gradient algorithm that has quick convergence rate and quadratic termination. The method has been applied to the inversion of noise free echo train generated from artificial spectrum, artificial echo train with signal-to-noise ratio (SNR)=25 and NMR experimental data of drilling core. The comparison between the inversion results of this paper and artificial spectrum or the result of software imported in NMR laboratory shows that the method can correctly invert T 2 spectrum from artificial NMR relaxation data even though SNR=25 and that inversion T 2 spectrum with good continuity and smoothness from core NMR experimental data accords perfectly with that of laboratory software imported, and moreover,the absolute error between the NMR porosity computed from T 2 spectrum and helium (He) porosity in laboratory is 0.65%. (authors)

  10. A mathematical framework for inverse wave problems in heterogeneous media

    NARCIS (Netherlands)

    Blazek, K.D.; Stolk, C.; Symes, W.W.

    2013-01-01

    This paper provides a theoretical foundation for some common formulations of inverse problems in wave propagation, based on hyperbolic systems of linear integro-differential equations with bounded and measurable coefficients. The coefficients of these time-dependent partial differential equations

  11. The shape gradient of the least-squares objective functional in optimal shape design problems of radiative heat transfer

    International Nuclear Information System (INIS)

    Rukolaine, Sergey A.

    2010-01-01

    Optimal shape design problems of steady-state radiative heat transfer are considered. The optimal shape design problem (in the three-dimensional space) is formulated as an inverse one, i.e., in the form of an operator equation of the first kind with respect to a surface to be optimized. The operator equation is reduced to a minimization problem via a least-squares objective functional. The minimization problem has to be solved numerically. Gradient minimization methods need the gradient of a functional to be minimized. In this paper the shape gradient of the least-squares objective functional is derived with the help of the shape sensitivity analysis and adjoint problem method. In practice a surface to be optimized may be (or, most likely, is to be) given in a parametric form by a finite number of parameters. In this case the objective functional is, in fact, a function in a finite-dimensional space and the shape gradient becomes an ordinary gradient. The gradient of the objective functional, in the case that the surface to be optimized is given in a finite-parametric form, is derived from the shape gradient. A particular case, that a surface to be optimized is a 'two-dimensional' polyhedral one, is considered. The technique, developed in the paper, is applied to a synthetic problem of designing a 'two-dimensional' radiant enclosure.

  12. A variational Bayesian method to inverse problems with impulsive noise

    KAUST Repository

    Jin, Bangti

    2012-01-01

    We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise to achieve

  13. A Problem on Optimal Transportation

    Science.gov (United States)

    Cechlarova, Katarina

    2005-01-01

    Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…

  14. Inverse optimal design of the radiant heating in materials processing and manufacturing

    Science.gov (United States)

    Fedorov, A. G.; Lee, K. H.; Viskanta, R.

    1998-12-01

    Combined convective, conductive, and radiative heat transfer is analyzed during heating of a continuously moving load in the industrial radiant oven. A transient, quasi-three-dimensional model of heat transfer between a continuous load of parts moving inside an oven on a conveyor belt at a constant speed and an array of radiant heaters/burners placed inside the furnace enclosure is developed. The model accounts for radiative exchange between the heaters and the load, heat conduction in the load, and convective heat transfer between the moving load and oven environment. The thermal model developed has been used to construct a general framework for an inverse optimal design of an industrial oven as an example. In particular, the procedure based on the Levenberg-Marquardt nonlinear least squares optimization algorithm has been developed to obtain the optimal temperatures of the heaters/burners that need to be specified to achieve a prescribed temperature distribution of the surface of a load. The results of calculations for several sample cases are reported to illustrate the capabilities of the procedure developed for the optimal inverse design of an industrial radiant oven.

  15. Inverse kinematics for the variable geometry truss manipulator via a Lagrangian dual method

    Directory of Open Access Journals (Sweden)

    Yanchun Zhao

    2016-11-01

    Full Text Available This article studies the inverse kinematics problem of the variable geometry truss manipulator. The problem is cast as an optimization process which can be divided into two steps. Firstly, according to the information about the location of the end effector and fixed base, an optimal center curve and the corresponding distribution of the intermediate platforms along this center line are generated. This procedure is implemented by solving a non-convex optimization problem that has a quadratic objective function subject to quadratic constraints. Then, in accordance with the distribution of the intermediate platforms along the optimal center curve, all lengths of the actuators are calculated via the inverse kinematics of each variable geometry truss module. Hence, the approach that we present is an optimization procedure that attempts to generate the optimal intermediate platform distribution along the optimal central curve, while the performance index and kinematic constraints are satisfied. By using the Lagrangian duality theory, a closed-form optimal solution of the original optimization is given. The numerical simulation substantiates the effectiveness of the introduced approach.

  16. Inverse problem for the mean-field monomer-dimer model with attractive interaction

    International Nuclear Information System (INIS)

    Contucci, Pierluigi; Luzi, Rachele; Vernia, Cecilia

    2017-01-01

    The inverse problem method is tested for a class of monomer-dimer statistical mechanics models that contain also an attractive potential and display a mean-field critical point at a boundary of a coexistence line. The inversion is obtained by analytically identifying the parameters in terms of the correlation functions and via the maximum-likelihood method. The precision is tested in the whole phase space and, when close to the coexistence line, the algorithm is used together with a clustering method to take care of the underlying possible ambiguity of the inversion. (paper)

  17. NON-INVASIVE INVERSE PROBLEM IN CIVIL ENGINEERING

    Directory of Open Access Journals (Sweden)

    Jan Havelka

    2017-11-01

    Full Text Available In this contribution we focus on recovery of spatial distribution of material parameters utilizing only non-invasive boundary measurements. Such methods has gained its importance as imaging techniques in medicine, geophysics or archaeology. We apply similar principles for non-stationary heat transfer in civil engineering. In oppose to standard technique which rely on external loading devices, we assume the natural fluctuation of temperature throughout day and night can provide sufficient information to recover the underlying material parameters. The inverse problem was solved by a modified regularised Gauss-Newton iterative scheme and the underlying forward problem is solved with a finite element space-time discretisation. We show a successful reconstruction of material parameters on a synthetic example with real measurements. The virtual experiment also reveals the insensitivity to practical precision of sensor measurements.

  18. Oblique projections and standard-form transformations for discrete inverse problems

    DEFF Research Database (Denmark)

    Hansen, Per Christian

    2013-01-01

    This tutorial paper considers a specific computational tool for the numerical solution of discrete inverse problems, known as the standard-form transformation, by which we can treat general Tikhonov regularization problems efficiently. In the tradition of B. N. Datta's expositions of numerical li...... linear algebra, we use the close relationship between oblique projections, pseudoinverses, and matrix computations to derive a simple geometric motivation and algebraic formulation of the standard-form transformation....

  19. The Inverse Optimal Control Problem for a Three-Loop Missile Autopilot

    Science.gov (United States)

    Hwang, Donghyeok; Tahk, Min-Jea

    2018-04-01

    The performance characteristics of the autopilot must have a fast response to intercept a maneuvering target and reasonable robustness for system stability under the effect of un-modeled dynamics and noise. By the conventional approach, the three-loop autopilot design is handled by time constant, damping factor and open-loop crossover frequency to achieve the desired performance requirements. Note that the general optimal theory can be also used to obtain the same gain as obtained from the conventional approach. The key idea of using optimal control technique for feedback gain design revolves around appropriate selection and interpretation of the performance index for which the control is optimal. This paper derives an explicit expression, which relates the weight parameters appearing in the quadratic performance index to the design parameters such as open-loop crossover frequency, phase margin, damping factor, or time constant, etc. Since all set of selection of design parameters do not guarantee existence of optimal control law, explicit inequalities, which are named the optimality criteria for the three-loop autopilot (OC3L), are derived to find out all set of design parameters for which the control law is optimal. Finally, based on OC3L, an efficient gain selection procedure is developed, where time constant is set to design objective and open-loop crossover frequency and phase margin as design constraints. The effectiveness of the proposed technique is illustrated through numerical simulations.

  20. Two numerical methods for an inverse problem for the 2-D Helmholtz equation

    CERN Document Server

    Gryazin, Y A; Lucas, T R

    2003-01-01

    Two solution methods for the inverse problem for the 2-D Helmholtz equation are developed, tested, and compared. The proposed approaches are based on a marching finite-difference scheme which requires the solution of an overdetermined system at each step. The preconditioned conjugate gradient method is used for rapid solutions of these systems and an efficient preconditioner has been developed for this class of problems. Underlying target applications include the imaging of land mines, unexploded ordinance, and pollutant plumes in environmental cleanup sites, each formulated as an inverse problem for a 2-D Helmholtz equation. The images represent the electromagnetic properties of the respective underground regions. Extensive numerical results are presented.

  1. Use of Genetic Algorithms to solve Inverse Problems in Relativistic Hydrodynamics

    Science.gov (United States)

    Guzmán, F. S.; González, J. A.

    2018-04-01

    We present the use of Genetic Algorithms (GAs) as a strategy to solve inverse problems associated with models of relativistic hydrodynamics. The signal we consider to emulate an observation is the density of a relativistic gas, measured at a point where a shock is traveling. This shock is generated numerically out of a Riemann problem with mildly relativistic conditions. The inverse problem we propose is the prediction of the initial conditions of density, velocity and pressure of the Riemann problem that gave origin to that signal. For this we use the density, velocity and pressure of the gas at both sides of the discontinuity, as the six genes of an organism, initially with random values within a tolerance. We then prepare an initial population of N of these organisms and evolve them using methods based on GAs. In the end, the organism with the best fitness of each generation is compared to the signal and the process ends when the set of initial conditions of the organisms of a later generation fit the Signal within a tolerance.

  2. Solution of Milne problem by Laplace transformation with numerical inversion

    International Nuclear Information System (INIS)

    Campos Velho, H.F. de.

    1987-12-01

    The Milne problem for monoenergetic neutrons, by Laplace Transform of the neutron transport integral equation with numerical inversion of the transformed solution by gaussian quadrature, using the fatorization of the dispersion function. The resulted is solved compared its analitical solution. (author) [pt

  3. Random fixed point equations and inverse problems using "collage method" for contraction mappings

    Science.gov (United States)

    Kunze, H. E.; La Torre, D.; Vrscay, E. R.

    2007-10-01

    In this paper we are interested in the direct and inverse problems for the following class of random fixed point equations T(w,x(w))=x(w) where is a given operator, [Omega] is a probability space and X is a Polish metric space. The inverse problem is solved by recourse to the collage theorem for contractive maps. We then consider two applications: (i) random integral equations, and (ii) random iterated function systems with greyscale maps (RIFSM), for which noise is added to the classical IFSM.

  4. Solution of the Inverse Problem for Thin Film Patterning by Electrohydrodynamic Forces

    Science.gov (United States)

    Zhou, Chengzhe; Troian, Sandra

    2017-11-01

    Micro- and nanopatterning techniques for applications ranging from optoelectronics to biofluidics have multiplied in number over the past decade to include adaptations of mature technologies as well as novel lithographic techniques based on periodic spatial modulation of surface stresses. We focus here on one such technique which relies on shape changes in nanofilms responding to a patterned counter-electrode. The interaction of a patterned electric field with the polarization charges at the liquid interface causes a patterned electrostatic pressure counterbalanced by capillary pressure which leads to 3D protrusions whose shape and evolution can be terminated as needed. All studies to date, however, have investigated the evolution of the liquid film in response to a preset counter-electrode pattern. In this talk, we present solution of the inverse problem for the thin film equation governing the electrohydrodynamic response by treating the system as a transient control problem. Optimality conditions are derived and an efficient corresponding solution algorithm is presented. We demonstrate such implementation of film control to achieve periodic, free surface shapes ranging from simple circular cap arrays to more complex square and sawtooth patterns.

  5. A function space framework for structural total variation regularization with applications in inverse problems

    Science.gov (United States)

    Hintermüller, Michael; Holler, Martin; Papafitsoros, Kostas

    2018-06-01

    In this work, we introduce a function space setting for a wide class of structural/weighted total variation (TV) regularization methods motivated by their applications in inverse problems. In particular, we consider a regularizer that is the appropriate lower semi-continuous envelope (relaxation) of a suitable TV type functional initially defined for sufficiently smooth functions. We study examples where this relaxation can be expressed explicitly, and we also provide refinements for weighted TV for a wide range of weights. Since an integral characterization of the relaxation in function space is, in general, not always available, we show that, for a rather general linear inverse problems setting, instead of the classical Tikhonov regularization problem, one can equivalently solve a saddle-point problem where no a priori knowledge of an explicit formulation of the structural TV functional is needed. In particular, motivated by concrete applications, we deduce corresponding results for linear inverse problems with norm and Poisson log-likelihood data discrepancy terms. Finally, we provide proof-of-concept numerical examples where we solve the saddle-point problem for weighted TV denoising as well as for MR guided PET image reconstruction.

  6. Solution to the inversely stated transient source-receptor problem

    International Nuclear Information System (INIS)

    Sajo, E.; Sheff, J.R.

    1995-01-01

    Transient source-receptor problems are traditionally handled via the Boltzmann equation or through one of its variants. In the atmospheric transport of pollutants, meteorological uncertainties in the planetary boundary layer render only a few approximations to the Boltzmann equation useful. Often, due to the high number of unknowns, the atmospheric source-receptor problem is ill-posed. Moreover, models to estimate downwind concentration invariably assume that the source term is known. In this paper, an inverse methodology is developed, based on downwind measurement of concentration and that of meterological parameters to estimate the source term

  7. Numerical Methods for Bayesian Inverse Problems

    KAUST Repository

    Ernst, Oliver

    2014-01-06

    We present recent results on Bayesian inversion for a groundwater flow problem with an uncertain conductivity field. In particular, we show how direct and indirect measurements can be used to obtain a stochastic model for the unknown. The main tool here is Bayes’ theorem which merges the indirect data with the stochastic prior model for the conductivity field obtained by the direct measurements. Further, we demonstrate how the resulting posterior distribution of the quantity of interest, in this case travel times of radionuclide contaminants, can be obtained by Markov Chain Monte Carlo (MCMC) simulations. Moreover, we investigate new, promising MCMC methods which exploit geometrical features of the posterior and which are suited to infinite dimensions.

  8. Numerical Methods for Bayesian Inverse Problems

    KAUST Repository

    Ernst, Oliver; Sprungk, Bjorn; Cliffe, K. Andrew; Starkloff, Hans-Jorg

    2014-01-01

    We present recent results on Bayesian inversion for a groundwater flow problem with an uncertain conductivity field. In particular, we show how direct and indirect measurements can be used to obtain a stochastic model for the unknown. The main tool here is Bayes’ theorem which merges the indirect data with the stochastic prior model for the conductivity field obtained by the direct measurements. Further, we demonstrate how the resulting posterior distribution of the quantity of interest, in this case travel times of radionuclide contaminants, can be obtained by Markov Chain Monte Carlo (MCMC) simulations. Moreover, we investigate new, promising MCMC methods which exploit geometrical features of the posterior and which are suited to infinite dimensions.

  9. From capture to simulation: connecting forward and inverse problems in fluids

    KAUST Repository

    Gregson, James; Ihrke, Ivo; Thuerey, Nils; Heidrich, Wolfgang

    2014-01-01

    We explore the connection between fluid capture, simulation and proximal methods, a class of algorithms commonly used for inverse problems in image processing and computer vision. Our key finding is that the proximal operator constraining fluid velocities to be divergence-free is directly equivalent to the pressure-projection methods commonly used in incompressible flow solvers. This observation lets us treat the inverse problem of fluid tracking as a constrained flow problem all while working in an efficient, modular framework. In addition it lets us tightly couple fluid simulation into flow tracking, providing a global prior that significantly increases tracking accuracy and temporal coherence as compared to previous techniques. We demonstrate how we can use these improved results for a variety of applications, such as re-simulation, detail enhancement, and domain modification. We furthermore give an outlook of the applications beyond fluid tracking that our proximal operator framework could enable by exploring the connection of deblurring and fluid guiding.

  10. From capture to simulation: connecting forward and inverse problems in fluids

    KAUST Repository

    Gregson, James

    2014-07-27

    We explore the connection between fluid capture, simulation and proximal methods, a class of algorithms commonly used for inverse problems in image processing and computer vision. Our key finding is that the proximal operator constraining fluid velocities to be divergence-free is directly equivalent to the pressure-projection methods commonly used in incompressible flow solvers. This observation lets us treat the inverse problem of fluid tracking as a constrained flow problem all while working in an efficient, modular framework. In addition it lets us tightly couple fluid simulation into flow tracking, providing a global prior that significantly increases tracking accuracy and temporal coherence as compared to previous techniques. We demonstrate how we can use these improved results for a variety of applications, such as re-simulation, detail enhancement, and domain modification. We furthermore give an outlook of the applications beyond fluid tracking that our proximal operator framework could enable by exploring the connection of deblurring and fluid guiding.

  11. The boundary element method for the solution of the multidimensional inverse heat conduction problem

    International Nuclear Information System (INIS)

    Lagier, Guy-Laurent

    1999-01-01

    This work focuses on the solution of the inverse heat conduction problem (IHCP), which consists in the determination of boundary conditions from a given set of internal temperature measurements. This problem is difficult to solve due to its ill-posedness and high sensitivity to measurement error. As a consequence, numerical regularization procedures are required to solve this problem. However, most of these methods depend on the dimension and the nature, stationary or transient, of the problem. Furthermore, these methods introduce parameters, called hyper-parameters, which have to be chosen optimally, but can not be determined a priori. So, a new general method is proposed for solving the IHCP. This method is based on a Boundary Element Method formulation, and the use of the Singular Values Decomposition as a regularization procedure. Thanks to this method, it's possible to identify and eliminate the directions of the solution where the measurement error plays the major role. This algorithm is first validated on two-dimensional stationary and one-dimensional transient problems. Some criteria are presented in order to choose the hyper-parameters. Then, the methodology is applied to two-dimensional and three-dimensional, theoretical or experimental, problems. The results are compared with those obtained by a standard method and show the accuracy of the method, its generality, and the validity of the proposed criteria. (author) [fr

  12. Solution of axisymmetric transient inverse heat conduction problems using parameter estimation and multi block methods

    International Nuclear Information System (INIS)

    Azimi, A.; Hannani, S.K.; Farhanieh, B.

    2005-01-01

    In this article, a comparison between two iterative inverse techniques to solve simultaneously two unknown functions of axisymmetric transient inverse heat conduction problems in semi complex geometries is presented. The multi-block structured grid together with blocked-interface nodes is implemented for geometric decomposition of physical domain. Numerical scheme for solution of transient heat conduction equation is the finite element method with frontal technique to solve algebraic system of discrete equations. The inverse heat conduction problem involves simultaneous unknown time varying heat generation and time-space varying boundary condition estimation. Two parameter-estimation techniques are considered, Levenberg-Marquardt scheme and conjugate gradient method with adjoint problem. Numerically computed exact and noisy data are used for the measured transient temperature data needed in the inverse solution. The results of the present study for a configuration including two joined disks with different heights are compared to those of exact heat source and temperature boundary condition, and show good agreement. (author)

  13. Generalized Benders’ Decomposition for topology optimization problems

    DEFF Research Database (Denmark)

    Munoz Queupumil, Eduardo Javier; Stolpe, Mathias

    2011-01-01

    ) problems with discrete design variables to global optimality. We present the theoretical aspects of the method, including a proof of finite convergence and conditions for obtaining global optimal solutions. The method is also linked to, and compared with, an Outer-Approximation approach and a mixed 0......–1 semi definite programming formulation of the considered problem. Several ways to accelerate the method are suggested and an implementation is described. Finally, a set of truss topology optimization problems are numerically solved to global optimality.......This article considers the non-linear mixed 0–1 optimization problems that appear in topology optimization of load carrying structures. The main objective is to present a Generalized Benders’ Decomposition (GBD) method for solving single and multiple load minimum compliance (maximum stiffness...

  14. Incremental projection approach of regularization for inverse problems

    Energy Technology Data Exchange (ETDEWEB)

    Souopgui, Innocent, E-mail: innocent.souopgui@usm.edu [The University of Southern Mississippi, Department of Marine Science (United States); Ngodock, Hans E., E-mail: hans.ngodock@nrlssc.navy.mil [Naval Research Laboratory (United States); Vidard, Arthur, E-mail: arthur.vidard@imag.fr; Le Dimet, François-Xavier, E-mail: ledimet@imag.fr [Laboratoire Jean Kuntzmann (France)

    2016-10-15

    This paper presents an alternative approach to the regularized least squares solution of ill-posed inverse problems. Instead of solving a minimization problem with an objective function composed of a data term and a regularization term, the regularization information is used to define a projection onto a convex subspace of regularized candidate solutions. The objective function is modified to include the projection of each iterate in the place of the regularization. Numerical experiments based on the problem of motion estimation for geophysical fluid images, show the improvement of the proposed method compared with regularization methods. For the presented test case, the incremental projection method uses 7 times less computation time than the regularization method, to reach the same error target. Moreover, at convergence, the incremental projection is two order of magnitude more accurate than the regularization method.

  15. Optimal control of quantum systems by chirped pulses

    DEFF Research Database (Denmark)

    Amstrup, Bjarne; Doll, J. D.; Sauerbrey, R. A.

    1993-01-01

    treated are pulsed population inversion between electronic levels, and optimization of vibronic excitation in the presence of another electronic level. In the problem of population inversion effective potentials of displaced harmonic oscillators are used. For optimizing vibronic excitation the CsI model...

  16. Topology optimization of flow problems

    DEFF Research Database (Denmark)

    Gersborg, Allan Roulund

    2007-01-01

    This thesis investigates how to apply topology optimization using the material distribution technique to steady-state viscous incompressible flow problems. The target design applications are fluid devices that are optimized with respect to minimizing the energy loss, characteristic properties...... transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the thesis gives a proof-of-concept for the application of the method within fluid dynamic problems and it remains of interest for the design of microfluidic devices. Furthermore, the thesis contributes...... at the Technical University of Denmark. Large topology optimization problems with 2D and 3D Stokes flow modeling are solved with direct and iterative strategies employing the parallelized Sun Performance Library and the OpenMP parallelization technique, respectively....

  17. Topology Optimization for Convection Problems

    DEFF Research Database (Denmark)

    Alexandersen, Joe

    2011-01-01

    This report deals with the topology optimization of convection problems.That is, the aim of the project is to develop, implement and examine topology optimization of purely thermal and coupled thermomechanical problems,when the design-dependent eects of convection are taken into consideration.......This is done by the use of a self-programmed FORTRAN-code, which builds on an existing 2D-plane thermomechanical nite element code implementing during the course `41525 FEM-Heavy'. The topology optimizationfeatures have been implemented from scratch, and allows the program to optimize elastostatic mechanical...

  18. Using Inverse Problem Methods with Surveillance Data in Pneumococcal Vaccination

    Science.gov (United States)

    Sutton, Karyn L.; Banks, H. T.; Castillo-Chavez, Carlos

    2010-01-01

    The design and evaluation of epidemiological control strategies is central to public health policy. While inverse problem methods are routinely used in many applications, this remains an area in which their use is relatively rare, although their potential impact is great. We describe methods particularly relevant to epidemiological modeling at the population level. These methods are then applied to the study of pneumococcal vaccination strategies as a relevant example which poses many challenges common to other infectious diseases. We demonstrate that relevant yet typically unknown parameters may be estimated, and show that a calibrated model may used to assess implemented vaccine policies through the estimation of parameters if vaccine history is recorded along with infection and colonization information. Finally, we show how one might determine an appropriate level of refinement or aggregation in the age-structured model given age-stratified observations. These results illustrate ways in which the collection and analysis of surveillance data can be improved using inverse problem methods. PMID:20209093

  19. Inverse design of dielectric materials by topology optimization

    DEFF Research Database (Denmark)

    Otomori, M.; Andkjær, Jacob Anders; Sigmund, Ole

    2012-01-01

    The capabilities and operation of electromagnetic devices can be dramatically enhanced if artificial materials that provide certain prescribed properties can be designed and fabricated. This paper presents a systematic methodology for the design of dielectric materials with prescribed electric...... permittivity. A gradient-based topology optimization method is used to find the distribution of dielectric material for the unit cell of a periodic microstructure composed of one or two dielectric materials. The optimization problem is formulated as a problem to minimize the square of the difference between...

  20. Energy spectrum inverse problem of q -deformed harmonic oscillator and WBK approximation

    International Nuclear Information System (INIS)

    Sang, Nguyen Anh; Thuy, Do Thi Thu; Loan, Nguyen Thi Ha; Lan, Nguyen Tri; Viet, Nguyen Ai

    2016-01-01

    Using the connection between q-deformed harmonic oscillator and Morse-like anharmonic potential we investigate the energy spectrum inverse problem. Consider some energy levels of energy spectrum of q -deformed harmonic oscillator are known, we construct the corresponding Morse-like potential then find out the deform parameter q . The application possibility of using the WKB approximation in the energy spectrum inverse problem was discussed for the cases of parabolic potential (harmonic oscillator), Morse-like potential ( q -deformed harmonic oscillator). so we consider our deformed-three-levels simple model, where the set-parameters of Morse potential and the corresponding set-parameters of level deformations are easily and explicitly defined. For practical problems, we propose the deformed- three-levels simple model, where the set-parameters of Morse potential and the corresponding set-parameters of level deformations are easily and explicitly defined. (paper)

  1. Weyl functions, the inverse problem and special solutions for the system auxiliary to the nonlinear optics equation

    International Nuclear Information System (INIS)

    Sakhnovich, Alexander

    2008-01-01

    A Borg–Marchenko-type uniqueness theorem (in terms of the Weyl function) is obtained here for the system auxiliary to the N-wave equation. A procedure to solve the inverse problem is used for this purpose. The asymptotic condition on the Weyl function, under which the inverse problem is uniquely solvable, is completed by a new and simple sufficient condition on the potential, which implies this asymptotic condition. The evolution of the Weyl function is discussed and the solution of an initial-boundary-value problem for the N-wave equation follows. Explicit solutions of an inverse problem are obtained. The system with a shifted argument is treated

  2. A general approach to posterior contraction in nonparametric inverse problems

    NARCIS (Netherlands)

    Knapik, Bartek; Salomond, Jean Bernard

    In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related

  3. Inverse radiative transfer problems in two-dimensional heterogeneous media; Problemas inversos em transferencia radiativa em meios heterogeneos bidimensionais

    Energy Technology Data Exchange (ETDEWEB)

    Tito, Mariella Janette Berrocal

    2001-01-01

    The analysis of inverse problems in participating media where emission, absorption and scattering take place has several relevant applications in engineering and medicine. Some of the techniques developed for the solution of inverse problems have as a first step the solution of the direct problem. In this work the discrete ordinates method has been used for the solution of the linearized Boltzmann equation in two dimensional cartesian geometry. The Levenberg - Marquardt method has been used for the solution of the inverse problem of internal source and absorption and scattering coefficient estimation. (author)

  4. A general approach to regularizing inverse problems with regional data using Slepian wavelets

    Science.gov (United States)

    Michel, Volker; Simons, Frederik J.

    2017-12-01

    Slepian functions are orthogonal function systems that live on subdomains (for example, geographical regions on the Earth’s surface, or bandlimited portions of the entire spectrum). They have been firmly established as a useful tool for the synthesis and analysis of localized (concentrated or confined) signals, and for the modeling and inversion of noise-contaminated data that are only regionally available or only of regional interest. In this paper, we consider a general abstract setup for inverse problems represented by a linear and compact operator between Hilbert spaces with a known singular-value decomposition (svd). In practice, such an svd is often only given for the case of a global expansion of the data (e.g. on the whole sphere) but not for regional data distributions. We show that, in either case, Slepian functions (associated to an arbitrarily prescribed region and the given compact operator) can be determined and applied to construct a regularization for the ill-posed regional inverse problem. Moreover, we describe an algorithm for constructing the Slepian basis via an algebraic eigenvalue problem. The obtained Slepian functions can be used to derive an svd for the combination of the regionalizing projection and the compact operator. As a result, standard regularization techniques relying on a known svd become applicable also to those inverse problems where the data are regionally given only. In particular, wavelet-based multiscale techniques can be used. An example for the latter case is elaborated theoretically and tested on two synthetic numerical examples.

  5. Hybrid intelligent optimization methods for engineering problems

    Science.gov (United States)

    Pehlivanoglu, Yasin Volkan

    quantification studies, we improved new mutation strategies and operators to provide beneficial diversity within the population. We called this new approach as multi-frequency vibrational GA or PSO. They were applied to different aeronautical engineering problems in order to study the efficiency of these new approaches. These implementations were: applications to selected benchmark test functions, inverse design of two-dimensional (2D) airfoil in subsonic flow, optimization of 2D airfoil in transonic flow, path planning problems of autonomous unmanned aerial vehicle (UAV) over a 3D terrain environment, 3D radar cross section minimization problem for a 3D air vehicle, and active flow control over a 2D airfoil. As demonstrated by these test cases, we observed that new algorithms outperform the current popular algorithms. The principal role of this multi-frequency approach was to determine which individuals or particles should be mutated, when they should be mutated, and which ones should be merged into the population. The new mutation operators, when combined with a mutation strategy and an artificial intelligent method, such as, neural networks or fuzzy logic process, they provided local and global diversities during the reproduction phases of the generations. Additionally, the new approach also introduced random and controlled diversity. Due to still being population-based techniques, these methods were as robust as the plain GA or PSO algorithms. Based on the results obtained, it was concluded that the variants of the present multi-frequency vibrational GA and PSO were efficient algorithms, since they successfully avoided all local optima within relatively short optimization cycles.

  6. Simultaneous inversion for the space-dependent diffusion coefficient and the fractional order in the time-fractional diffusion equation

    International Nuclear Information System (INIS)

    Li, Gongsheng; Zhang, Dali; Jia, Xianzheng; Yamamoto, Masahiro

    2013-01-01

    This paper deals with an inverse problem of simultaneously identifying the space-dependent diffusion coefficient and the fractional order in the 1D time-fractional diffusion equation with smooth initial functions by using boundary measurements. The uniqueness results for the inverse problem are proved on the basis of the inverse eigenvalue problem, and the Lipschitz continuity of the solution operator is established. A modified optimal perturbation algorithm with a regularization parameter chosen by a sigmoid-type function is put forward for the discretization of the minimization problem. Numerical inversions are performed for the diffusion coefficient taking on different functional forms and the additional data having random noise. Several factors which have important influences on the realization of the algorithm are discussed, including the approximate space of the diffusion coefficient, the regularization parameter and the initial iteration. The inversion solutions are good approximations to the exact solutions with stability and adaptivity demonstrating that the optimal perturbation algorithm with the sigmoid-type regularization parameter is efficient for the simultaneous inversion. (paper)

  7. Reconstructing the Hopfield network as an inverse Ising problem

    International Nuclear Information System (INIS)

    Huang Haiping

    2010-01-01

    We test four fast mean-field-type algorithms on Hopfield networks as an inverse Ising problem. The equilibrium behavior of Hopfield networks is simulated through Glauber dynamics. In the low-temperature regime, the simulated annealing technique is adopted. Although performances of these network reconstruction algorithms on the simulated network of spiking neurons are extensively studied recently, the analysis of Hopfield networks is lacking so far. For the Hopfield network, we found that, in the retrieval phase favored when the network wants to memory one of stored patterns, all the reconstruction algorithms fail to extract interactions within a desired accuracy, and the same failure occurs in the spin-glass phase where spurious minima show up, while in the paramagnetic phase, albeit unfavored during the retrieval dynamics, the algorithms work well to reconstruct the network itself. This implies that, as an inverse problem, the paramagnetic phase is conversely useful for reconstructing the network while the retrieval phase loses all the information about interactions in the network except for the case where only one pattern is stored. The performances of algorithms are studied with respect to the system size, memory load, and temperature; sample-to-sample fluctuations are also considered.

  8. Inverse planning in brachytherapy from radium to high rate 192 iridium afterloading

    International Nuclear Information System (INIS)

    Lahanas, M.; Mould, R.F.; Baltas, D.; Karauzakis, K.; Giannouli, S.; Baltas, D.

    2004-01-01

    We consider the inverse planning problem in brachytherapy, i.e. the problem to determine an optimal number of catheters, number of sources for low-dose rate brachytherapy (LDR) and the optimal dwell times for high-dose rate brachytherapy (HDR) necessary to obtain an optimal as possible dose distribution. Starting from the 1930s, inverse planning for LDR brachytherapy used geometrically derived rules to determine the optimal placement of sources in order to achieve a uniform dose distribution of a specific level in planes, spheres and cylinders. Rules and nomograms were derived which still are widely used. With the rapid development of 3D imaging technologies and the rapidly increasing computer power we have now entered the new era of computer-based inverse planning in brachytherapy. The inverse planning is now an optimisation process adapted to the individual geometry of the patient. New inverse planning optimisation algorithms are anatomy-based that consider the real anatomy of the tumour and the organs at risk (OAR). Computer-based inverse planning considers various effects such as stability of solutions for seed misplacements which cannot ever be solved analytically without gross simplifications. In the last few years multiobjective (MO) inverse planning algorithms have been developed which recognise the MO optimisation problem which is inherent in inverse planning in brachytherapy. Previous methods used a trial and error method to obtain a satisfactory solution. MO optimisation replaces this trial and error process by presenting a representative set of dose distributions that can be obtained. With MO optimisation it is possible to obtain information that can be used to obtain the optimum number of catheters, their position and the optimum distribution of dwell times for HDR brachytherapy. For LDR brachytherapy also the stability of solutions due to seed migration can also be improved. A spectrum of alternative solutions is available and the treatment planner

  9. Fractal-Based Methods and Inverse Problems for Differential Equations: Current State of the Art

    Directory of Open Access Journals (Sweden)

    Herb E. Kunze

    2014-01-01

    Full Text Available We illustrate, in this short survey, the current state of the art of fractal-based techniques and their application to the solution of inverse problems for ordinary and partial differential equations. We review several methods based on the Collage Theorem and its extensions. We also discuss two innovative applications: the first one is related to a vibrating string model while the second one considers a collage-based approach for solving inverse problems for partial differential equations on a perforated domain.

  10. Data quality for the inverse lsing problem

    International Nuclear Information System (INIS)

    Decelle, Aurélien; Ricci-Tersenghi, Federico; Zhang, Pan

    2016-01-01

    There are many methods proposed for inferring parameters of the Ising model from given data, that is a set of configurations generated according to the model itself. However little attention has been paid until now to the data, e.g. how the data is generated, whether the inference error using one set of data could be smaller than using another set of data, etc. In this paper we discuss the data quality problem in the inverse Ising problem, using as a benchmark the kinetic Ising model. We quantify the quality of data using effective rank of the correlation matrix, and show that data gathered in a out-of-equilibrium regime has a better quality than data gathered in equilibrium for coupling reconstruction. We also propose a matrix-perturbation based method for tuning the quality of given data and for removing bad-quality (i.e. redundant) configurations from data. (paper)

  11. Optimization-Based Inverse Identification of the Parameters of a Concrete Cap Material Model

    Science.gov (United States)

    Král, Petr; Hokeš, Filip; Hušek, Martin; Kala, Jiří; Hradil, Petr

    2017-10-01

    Issues concerning the advanced numerical analysis of concrete building structures in sophisticated computing systems currently require the involvement of nonlinear mechanics tools. The efforts to design safer, more durable and mainly more economically efficient concrete structures are supported via the use of advanced nonlinear concrete material models and the geometrically nonlinear approach. The application of nonlinear mechanics tools undoubtedly presents another step towards the approximation of the real behaviour of concrete building structures within the framework of computer numerical simulations. However, the success rate of this application depends on having a perfect understanding of the behaviour of the concrete material models used and having a perfect understanding of the used material model parameters meaning. The effective application of nonlinear concrete material models within computer simulations often becomes very problematic because these material models very often contain parameters (material constants) whose values are difficult to obtain. However, getting of the correct values of material parameters is very important to ensure proper function of a concrete material model used. Today, one possibility, which permits successful solution of the mentioned problem, is the use of optimization algorithms for the purpose of the optimization-based inverse material parameter identification. Parameter identification goes hand in hand with experimental investigation while it trying to find parameter values of the used material model so that the resulting data obtained from the computer simulation will best approximate the experimental data. This paper is focused on the optimization-based inverse identification of the parameters of a concrete cap material model which is known under the name the Continuous Surface Cap Model. Within this paper, material parameters of the model are identified on the basis of interaction between nonlinear computer simulations

  12. Loading pattern calculated by inverse optimization vs traditional dosimetry systems of intracavitary brachytherapy of cervical cancer: a dosimetric study

    International Nuclear Information System (INIS)

    Jamema, S.V.; Deshpande, D.D.; Kirisits, C.; Trnkova, P.; Poetter, R.; Mahantshetty, U.; Shrivastava, S.K.; Dinshaw, K.A.

    2008-01-01

    In the recent past, inverse planning algorithms were introduced for intracavitary brachytherapy planning (ICBT) for cervical cancer. The loading pattern of these algorithms in comparison with traditional systems may not be similar. The purpose of this study was to objectively compare the loading patterns of traditional systems with the inverse optimization. Based on the outcome of the comparison, an attempt was made to obtain a loading pattern that takes into account the experience made with the inverse optimization

  13. Effect of objective function on multi-objective inverse planning of radiation therapy

    International Nuclear Information System (INIS)

    Li Guoli; Wu Yican; Song Gang; Wang Shifang

    2006-01-01

    There are two kinds of objective functions in radiotherapy inverse planning: dose distribution-based and Dose-Volume Histogram (DVH)-based functions. The treatment planning in our days is still a trial and error process because the multi-objective problem is solved by transforming it into a single objective problem using a specific set of weights for each object. This work investigates the problem of objective function setting based on Pareto multi-optimization theory, and compares the effect on multi-objective inverse planning of those two kinds of objective functions including calculation time, converge speed, etc. The basis of objective function setting on inverse planning is discussed. (authors)

  14. Analysis of forward and inverse problems in chemical dynamics and spectroscopy

    Energy Technology Data Exchange (ETDEWEB)

    Rabitz, H. [Princeton Univ., NJ (United States)

    1993-12-01

    The overall scope of this research concerns the development and application of forward and inverse analysis tools for problems in chemical dynamics and chemical kinetics. The chemical dynamics work is specifically associated with relating features in potential surfaces and resultant dynamical behavior. The analogous inverse research aims to provide stable algorithms for extracting potential surfaces from laboratory data. In the case of chemical kinetics, the focus is on the development of systematic means to reduce the complexity of chemical kinetic models. Recent progress in these directions is summarized below.

  15. Tutorial for Wave Equation Inversion of Skeletonized Data

    KAUST Repository

    Lu, Kai

    2017-04-25

    Full waveform inversion of seismic data is often plagued by cycle skipping problems so that an iterative optimization method often gets stuck in a local minimum. To avoid this problem we simplify the objective function so that the iterative solution can quickly converge to a solution in the vicinity of the global minimum. The objective function is simplified by only using parsimonious and important portions of the data, which are defined as skeletonized data. We now present a mostly non-mathematical tutorial that explains the theory of skeletonized inversion. We also show its effectiveness with examples.

  16. Uniqueness for inverse problems of determining orders of multi-term time-fractional derivatives of diffusion equation

    OpenAIRE

    Li, Zhiyuan; Yamamoto, Masahiro

    2014-01-01

    This article proves the uniqueness for two kinds of inverse problems of identifying fractional orders in diffusion equations with multiple time-fractional derivatives by pointwise observation. By means of eigenfunction expansion and Laplace transform, we reduce the uniqueness for our inverse problems to the uniqueness of expansions of some special function and complete the proof.

  17. Inverse Problems for a Parabolic Integrodifferential Equation in a Convolutional Weak Form

    Directory of Open Access Journals (Sweden)

    Kairi Kasemets

    2013-01-01

    Full Text Available We deduce formulas for the Fréchet derivatives of cost functionals of several inverse problems for a parabolic integrodifferential equation in a weak formulation. The method consists in the application of an integrated convolutional form of the weak problem and all computations are implemented in regular Sobolev spaces.

  18. BRAIN Journal - Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

    OpenAIRE

    Ahmet Demir; Utku Kose

    2016-01-01

    ABSTRACT In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Sc...

  19. Boundary Element Solution of Geometrical Inverse Heat Conduction Problems for Development of IR CAT Scan

    International Nuclear Information System (INIS)

    Choi, C. Y.; Park, C. T.; Kim, T. H.; Han, K. N.; Choe, S. H.

    1995-01-01

    A geometrical inverse heat conduction problem is solved for the development of Infrared Computerized-Axial-Tomography (IR CAT) Scan by using a boundary element method in conjunction with regularization procedure. In this problem, an overspecified temperature condition by infrared scanning is provided on the surface, and is used together with other conditions to solve the position of an unknown boundary (cavity). An auxiliary problem is introduced in the solution of this problem. By defining a hypothetical inner boundary for the auxiliary problem domain, the cavity is located interior to the domain and its position is determined by solving a potential problem. Boundary element method with regularization procedure is used to solve this problem, and the effects of regularization on the inverse solution method are investigated by means of numerical analysis

  20. Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution

    Energy Technology Data Exchange (ETDEWEB)

    Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhao, Changhong [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zamzam, Admed S. [University of Minnesota; Sidiropoulos, Nicholas D. [University of Minnesota; Taylor, Josh A. [University of Toronto

    2018-01-12

    This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successive convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.

  1. Variational methods for direct/inverse problems of atmospheric dynamics and chemistry

    Science.gov (United States)

    Penenko, Vladimir; Penenko, Alexey; Tsvetova, Elena

    2013-04-01

    We present a variational approach for solving direct and inverse problems of atmospheric hydrodynamics and chemistry. It is important that the accurate matching of numerical schemes has to be provided in the chain of objects: direct/adjoint problems - sensitivity relations - inverse problems, including assimilation of all available measurement data. To solve the problems we have developed a new enhanced set of cost-effective algorithms. The matched description of the multi-scale processes is provided by a specific choice of the variational principle functionals for the whole set of integrated models. Then all functionals of variational principle are approximated in space and time by splitting and decomposition methods. Such approach allows us to separately consider, for example, the space-time problems of atmospheric chemistry in the frames of decomposition schemes for the integral identity sum analogs of the variational principle at each time step and in each of 3D finite-volumes. To enhance the realization efficiency, the set of chemical reactions is divided on the subsets related to the operators of production and destruction. Then the idea of the Euler's integrating factors is applied in the frames of the local adjoint problem technique [1]-[3]. The analytical solutions of such adjoint problems play the role of integrating factors for differential equations describing atmospheric chemistry. With their help, the system of differential equations is transformed to the equivalent system of integral equations. As a result we avoid the construction and inversion of preconditioning operators containing the Jacobi matrixes which arise in traditional implicit schemes for ODE solution. This is the main advantage of our schemes. At the same time step but on the different stages of the "global" splitting scheme, the system of atmospheric dynamic equations is solved. For convection - diffusion equations for all state functions in the integrated models we have developed the

  2. Review on solving the inverse problem in EEG source analysis

    Directory of Open Access Journals (Sweden)

    Fabri Simon G

    2008-11-01

    Full Text Available Abstract In this primer, we give a review of the inverse problem for EEG source localization. This is intended for the researchers new in the field to get insight in the state-of-the-art techniques used to find approximate solutions of the brain sources giving rise to a scalp potential recording. Furthermore, a review of the performance results of the different techniques is provided to compare these different inverse solutions. The authors also include the results of a Monte-Carlo analysis which they performed to compare four non parametric algorithms and hence contribute to what is presently recorded in the literature. An extensive list of references to the work of other researchers is also provided. This paper starts off with a mathematical description of the inverse problem and proceeds to discuss the two main categories of methods which were developed to solve the EEG inverse problem, mainly the non parametric and parametric methods. The main difference between the two is to whether a fixed number of dipoles is assumed a priori or not. Various techniques falling within these categories are described including minimum norm estimates and their generalizations, LORETA, sLORETA, VARETA, S-MAP, ST-MAP, Backus-Gilbert, LAURA, Shrinking LORETA FOCUSS (SLF, SSLOFO and ALF for non parametric methods and beamforming techniques, BESA, subspace techniques such as MUSIC and methods derived from it, FINES, simulated annealing and computational intelligence algorithms for parametric methods. From a review of the performance of these techniques as documented in the literature, one could conclude that in most cases the LORETA solution gives satisfactory results. In situations involving clusters of dipoles, higher resolution algorithms such as MUSIC or FINES are however preferred. Imposing reliable biophysical and psychological constraints, as done by LAURA has given superior results. The Monte-Carlo analysis performed, comparing WMN, LORETA, sLORETA and SLF

  3. Greedy solution of ill-posed problems: error bounds and exact inversion

    International Nuclear Information System (INIS)

    Denis, L; Lorenz, D A; Trede, D

    2009-01-01

    The orthogonal matching pursuit (OMP) is a greedy algorithm to solve sparse approximation problems. Sufficient conditions for exact recovery are known with and without noise. In this paper we investigate the applicability of the OMP for the solution of ill-posed inverse problems in general, and in particular for two deconvolution examples from mass spectrometry and digital holography, respectively. In sparse approximation problems one often has to deal with the problem of redundancy of a dictionary, i.e. the atoms are not linearly independent. However, one expects them to be approximatively orthogonal and this is quantified by the so-called incoherence. This idea cannot be transferred to ill-posed inverse problems since here the atoms are typically far from orthogonal. The ill-posedness of the operator probably causes the correlation of two distinct atoms to become huge, i.e. that two atoms look much alike. Therefore, one needs conditions which take the structure of the problem into account and work without the concept of coherence. In this paper we develop results for the exact recovery of the support of noisy signals. In the two examples, mass spectrometry and digital holography, we show that our results lead to practically relevant estimates such that one may check a priori if the experimental setup guarantees exact deconvolution with OMP. Especially in the example from digital holography, our analysis may be regarded as a first step to calculate the resolution power of droplet holography

  4. Bayes procedures for adaptive inference in inverse problems for the white noise model

    NARCIS (Netherlands)

    Knapik, B.T.; Szabó, B.T.; van der Vaart, A.W.; van Zanten, J.H.

    2016-01-01

    We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies regularity. We prove that both methods we consider succeed

  5. Source localization in electromyography using the inverse potential problem

    Science.gov (United States)

    van den Doel, Kees; Ascher, Uri M.; Pai, Dinesh K.

    2011-02-01

    We describe an efficient method for reconstructing the activity in human muscles from an array of voltage sensors on the skin surface. MRI is used to obtain morphometric data which are segmented into muscle tissue, fat, bone and skin, from which a finite element model for volume conduction is constructed. The inverse problem of finding the current sources in the muscles is solved using a careful regularization technique which adds a priori information, yielding physically reasonable solutions from among those that satisfy the basic potential problem. Several regularization functionals are considered and numerical experiments on a 2D test model are performed to determine which performs best. The resulting scheme leads to numerical difficulties when applied to large-scale 3D problems. We clarify the nature of these difficulties and provide a method to overcome them, which is shown to perform well in the large-scale problem setting.

  6. Source localization in electromyography using the inverse potential problem

    International Nuclear Information System (INIS)

    Van den Doel, Kees; Ascher, Uri M; Pai, Dinesh K

    2011-01-01

    We describe an efficient method for reconstructing the activity in human muscles from an array of voltage sensors on the skin surface. MRI is used to obtain morphometric data which are segmented into muscle tissue, fat, bone and skin, from which a finite element model for volume conduction is constructed. The inverse problem of finding the current sources in the muscles is solved using a careful regularization technique which adds a priori information, yielding physically reasonable solutions from among those that satisfy the basic potential problem. Several regularization functionals are considered and numerical experiments on a 2D test model are performed to determine which performs best. The resulting scheme leads to numerical difficulties when applied to large-scale 3D problems. We clarify the nature of these difficulties and provide a method to overcome them, which is shown to perform well in the large-scale problem setting

  7. Inverse eigenvalue problems for Sturm-Liouville equations with spectral parameter linearly contained in one of the boundary conditions

    OpenAIRE

    Guliyev, Namig J.

    2008-01-01

    International audience; Inverse problems of recovering the coefficients of Sturm–Liouville problems with the eigenvalue parameter linearly contained in one of the boundary conditions are studied: 1) from the sequences of eigenvalues and norming constants; 2) from two spectra. Necessary and sufficient conditions for the solvability of these inverse problems are obtained.

  8. A Mathematical Optimization Problem in Bioinformatics

    Science.gov (United States)

    Heyer, Laurie J.

    2008-01-01

    This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…

  9. Problems of radiation protection optimization

    International Nuclear Information System (INIS)

    Morkunas, G.

    2003-01-01

    One of the basic principles - optimization of radiation protection - is rather well understood by everybody engaged in protection of humans from ionizing radiation. However, the practical application of this principle is very problematic. This fact can be explained by vagueness of concept of dose constraints, possible legal consequences of any decision based on this principle, traditions of prescriptive system of radiation protection requirements in some countries, insufficiency of qualified expertise. The examples of optimization problems are the different attention given to different kinds of practices, not optimized application of remedial measures, strict requirements for radioactive contamination of imported products, uncertainties in optimization in medical applications of ionizing radiation. Such tools as international co-operation including regional networks of information exchange, training of qualified experts, identification of measurable indicators used for judging about the level of optimization may be the helpful practical means in solving of these problems. It is evident that the principle of optimization can not be replaced by any other alternative despite its complexity. The means for its practical implementation shall be searched for. (author)

  10. Inversion based on computational simulations

    International Nuclear Information System (INIS)

    Hanson, K.M.; Cunningham, G.S.; Saquib, S.S.

    1998-01-01

    A standard approach to solving inversion problems that involve many parameters uses gradient-based optimization to find the parameters that best match the data. The authors discuss enabling techniques that facilitate application of this approach to large-scale computational simulations, which are the only way to investigate many complex physical phenomena. Such simulations may not seem to lend themselves to calculation of the gradient with respect to numerous parameters. However, adjoint differentiation allows one to efficiently compute the gradient of an objective function with respect to all the variables of a simulation. When combined with advanced gradient-based optimization algorithms, adjoint differentiation permits one to solve very large problems of optimization or parameter estimation. These techniques will be illustrated through the simulation of the time-dependent diffusion of infrared light through tissue, which has been used to perform optical tomography. The techniques discussed have a wide range of applicability to modeling including the optimization of models to achieve a desired design goal

  11. The inverse problems of reconstruction in the X-rays, gamma or positron tomographic imaging systems

    International Nuclear Information System (INIS)

    Grangeat, P.

    1999-01-01

    The revolution in imagery, brought by the tomographic technic in the years 70, allows the computation of local values cartography for the attenuation or the emission activity. The reconstruction techniques thus allow the connection from integral measurements to characteristic information distribution by inversion of the measurement equations. They are a main application of the solution technic for inverse problems. In a first part the author recalls the physical principles for measures in X-rays, gamma and positron imaging. Then he presents the various problems with their associated inversion techniques. The third part is devoted to the activity sector and examples, to conclude in the last part with the forecast. (A.L.B.)

  12. Intrinsic nonlinearity and method of disturbed observations in inverse problems of celestial mechanics

    Science.gov (United States)

    Avdyushev, Victor A.

    2017-12-01

    Orbit determination from a small sample of observations over a very short observed orbital arc is a strongly nonlinear inverse problem. In such problems an evaluation of orbital uncertainty due to random observation errors is greatly complicated, since linear estimations conventionally used are no longer acceptable for describing the uncertainty even as a rough approximation. Nevertheless, if an inverse problem is weakly intrinsically nonlinear, then one can resort to the so-called method of disturbed observations (aka observational Monte Carlo). Previously, we showed that the weaker the intrinsic nonlinearity, the more efficient the method, i.e. the more accurate it enables one to simulate stochastically the orbital uncertainty, while it is strictly exact only when the problem is intrinsically linear. However, as we ascertained experimentally, its efficiency was found to be higher than that of other stochastic methods widely applied in practice. In the present paper we investigate the intrinsic nonlinearity in complicated inverse problems of Celestial Mechanics when orbits are determined from little informative samples of observations, which typically occurs for recently discovered asteroids. To inquire into the question, we introduce an index of intrinsic nonlinearity. In asteroid problems it evinces that the intrinsic nonlinearity can be strong enough to affect appreciably probabilistic estimates, especially at the very short observed orbital arcs that the asteroids travel on for about a hundredth of their orbital periods and less. As it is known from regression analysis, the source of intrinsic nonlinearity is the nonflatness of the estimation subspace specified by a dynamical model in the observation space. Our numerical results indicate that when determining asteroid orbits it is actually very slight. However, in the parametric space the effect of intrinsic nonlinearity is exaggerated mainly by the ill-conditioning of the inverse problem. Even so, as for the

  13. A Riemann-Hilbert approach to the inverse problem for the Stark operator on the line

    Science.gov (United States)

    Its, A.; Sukhanov, V.

    2016-05-01

    The paper is concerned with the inverse scattering problem for the Stark operator on the line with a potential from the Schwartz class. In our study of the inverse problem, we use the Riemann-Hilbert formalism. This allows us to overcome the principal technical difficulties which arise in the more traditional approaches based on the Gel’fand-Levitan-Marchenko equations, and indeed solve the problem. We also produce a complete description of the relevant scattering data (which have not been obtained in the previous works on the Stark operator) and establish the bijection between the Schwartz class potentials and the scattering data.

  14. Presymplectic current and the inverse problem of the calculus of variations

    NARCIS (Netherlands)

    Khavkine, I.

    2013-01-01

    The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a

  15. An inverse spectral problem related to the Geng-Xue two-component peakon equation

    CERN Document Server

    Lundmark, Hans

    2016-01-01

    The authors solve a spectral and an inverse spectral problem arising in the computation of peakon solutions to the two-component PDE derived by Geng and Xue as a generalization of the Novikov and Degasperisâe"Procesi equations. Like the spectral problems for those equations, this one is of a âeoediscrete cubic stringâe typeâe"a nonselfadjoint generalization of a classical inhomogeneous stringâe"but presents some interesting novel features: there are two Lax pairs, both of which contribute to the correct complete spectral data, and the solution to the inverse problem can be expressed using quantities related to Cauchy biorthogonal polynomials with two different spectral measures. The latter extends the range of previous applications of Cauchy biorthogonal polynomials to peakons, which featured either two identical, or two closely related, measures. The method used to solve the spectral problem hinges on the hidden presence of oscillatory kernels of Gantmacherâe"Krein type, implying that the spectrum of...

  16. FIREWORKS ALGORITHM FOR UNCONSTRAINED FUNCTION OPTIMIZATION PROBLEMS

    Directory of Open Access Journals (Sweden)

    Evans BAIDOO

    2017-03-01

    Full Text Available Modern real world science and engineering problems can be classified as multi-objective optimisation problems which demand for expedient and efficient stochastic algorithms to respond to the optimization needs. This paper presents an object-oriented software application that implements a firework optimization algorithm for function optimization problems. The algorithm, a kind of parallel diffuse optimization algorithm is based on the explosive phenomenon of fireworks. The algorithm presented promising results when compared to other population or iterative based meta-heuristic algorithm after it was experimented on five standard benchmark problems. The software application was implemented in Java with interactive interface which allow for easy modification and extended experimentation. Additionally, this paper validates the effect of runtime on the algorithm performance.

  17. Review: Optimization methods for groundwater modeling and management

    Science.gov (United States)

    Yeh, William W.-G.

    2015-09-01

    Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

  18. An improved fast and elitist multi-objective genetic algorithm-ANSGA-II for multi-objective optimization of inverse radiotherapy treatment planning

    International Nuclear Information System (INIS)

    Cao Ruifen; Li Guoli; Song Gang; Zhao Pan; Lin Hui; Wu Aidong; Huang Chenyu; Wu Yican

    2007-01-01

    Objective: To provide a fast and effective multi-objective optimization algorithm for inverse radiotherapy treatment planning system. Methods: Non-dominated Sorting Genetic Algorithm-NSGA-II is a representative of multi-objective evolutionary optimization algorithms and excels the others. The paper produces ANSGA-II that makes use of advantage of NSGA-II, and uses adaptive crossover and mutation to improve its flexibility; according the character of inverse radiotherapy treatment planning, the paper uses the pre-known knowledge to generate individuals of every generation in the course of optimization, which enhances the convergent speed and improves efficiency. Results: The example of optimizing average dose of a sheet of CT, including PTV, OAR, NT, proves the algorithm could find satisfied solutions in several minutes. Conclusions: The algorithm could provide clinic inverse radiotherapy treatment planning system with selection of optimization algorithms. (authors)

  19. Quantum method of the inverse scattering problem. Pt. 1

    International Nuclear Information System (INIS)

    Sklyamin, E.K.; Takhtadzhyan, L.A.; Faddeev, L.D.

    1978-12-01

    In this work the authors use a formulation for the method of the inverse scattering problem for quantum-mechanical models of the field theory, that can be found in a quantization of these fully integrable systems. As the most important example serves the system (sinγ) 2 with the movement equation: γtt -γxx + m 2 /β sinβγ = 0 that is known under the specification Sine-Gordon-equation. (orig.) [de

  20. Topology optimization of Channel flow problems

    DEFF Research Database (Denmark)

    Gersborg-Hansen, Allan; Sigmund, Ole; Haber, R. B.

    2005-01-01

    function which measures either some local aspect of the velocity field or a global quantity, such as the rate of energy dissipation. We use the finite element method to model the flow, and we solve the optimization problem with a gradient-based math-programming algorithm that is driven by analytical......This paper describes a topology design method for simple two-dimensional flow problems. We consider steady, incompressible laminar viscous flows at low to moderate Reynolds numbers. This makes the flow problem non-linear and hence a non-trivial extension of the work of [Borrvall&Petersson 2002......]. Further, the inclusion of inertia effects significantly alters the physics, enabling solutions of new classes of optimization problems, such as velocity--driven switches, that are not addressed by the earlier method. Specifically, we determine optimal layouts of channel flows that extremize a cost...

  1. On the quantum inverse scattering problem

    International Nuclear Information System (INIS)

    Maillet, J.M.; Terras, V.

    2000-01-01

    A general method for solving the so-called quantum inverse scattering problem (namely the reconstruction of local quantum (field) operators in term of the quantum monodromy matrix satisfying a Yang-Baxter quadratic algebra governed by an R-matrix) for a large class of lattice quantum integrable models is given. The principal requirement being the initial condition (R(0)=P, the permutation operator) for the quantum R-matrix solving the Yang-Baxter equation, it applies not only to most known integrable fundamental lattice models (such as Heisenberg spin chains) but also to lattice models with arbitrary number of impurities and to the so-called fused lattice models (including integrable higher spin generalizations of Heisenberg chains). Our method is then applied to several important examples like the sl n XXZ model, the XYZ spin-((1)/(2)) chain and also to the spin-s Heisenberg chains

  2. Approximation in generalized Hardy classes and resolution of inverse problems for tokamaks

    International Nuclear Information System (INIS)

    Fisher, Y.

    2011-11-01

    This thesis concerns both the theoretical and constructive resolution of inverse problems for isotropic diffusion equation in planar domains, simply and doubly connected. From partial Cauchy boundary data (potential, flux), we look for those quantities on the remaining part of the boundary, where no information is available, as well as inside the domain. The proposed approach proceeds by considering solutions to the diffusion equation as real parts of complex valued solutions to some conjugated Beltrami equation. These particular generalized analytic functions allow to introduce Hardy classes, where the inverse problem is stated as a best constrained approximation issue (bounded extrema problem), and thereby is regularized. Hence, existence and smoothness properties, together with density results of traces on the boundary, ensure well-posedness. An application is studied, to a free boundary problem for a magnetically confined plasma in the tokamak Tore Supra (CEA Cadarache France). The resolution of the approximation problem on a suitable basis of functions (toroidal harmonics) leads to a qualification criterion for the estimated plasma boundary. A descent algorithm makes it decrease, and refines the estimations. The method does not require any integration of the solution in the overall domain. It furnishes very accurate numerical results, and could be extended to other devices, like JET or ITER. (author)

  3. Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

    Science.gov (United States)

    Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

    2015-04-01

    The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

  4. The isotope density inverse problem in multigroup neutron transport

    International Nuclear Information System (INIS)

    Zazula, J.M.

    1981-01-01

    The inverse problem for stationary multigroup anisotropic neutron transport is discussed in order to search for isotope densities in multielement medium. The spatial- and angular-integrated form of neutron transport equation, in terms of the flux in a group - density of an element spatial correlation, leads to a set of integral functionals for the densities weighted by the group fluxes. Some methods of approximation to make the problem uniquently solvable are proposed. Particularly P 0 angular flux information and the spherically-symetrical geometry of an infinite medium are considered. The numerical calculation using this method related to sooner evaluated direct problem data gives promising agreement with primary densities. This approach would be the basis for further application in an elemental analysis of a medium, using an isotopic neutron source and a moving, energy-dependent neutron detector. (author)

  5. Data inversion in coupled subsurface flow and geomechanics models

    International Nuclear Information System (INIS)

    Iglesias, Marco A; McLaughlin, Dennis

    2012-01-01

    We present an inverse modeling approach to estimate petrophysical and elastic properties of the subsurface. The aim is to use the fully coupled geomechanics-flow model of Girault et al (2011 Math. Models Methods Appl. Sci. 21 169–213) to jointly invert surface deformation and pressure data from wells. We use a functional-analytic framework to construct a forward operator (parameter-to-output map) that arises from the geomechanics-flow model of Girault et al. Then, we follow a deterministic approach to pose the inverse problem of finding parameter estimates from measurements of the output of the forward operator. We prove that this inverse problem is ill-posed in the sense of stability. The inverse problem is then regularized with the implementation of the Newton-conjugate gradient (CG) algorithm of Hanke (1997 Numer. Funct. Anal. Optim. 18 18–971). For a consistent application of the Newton-CG scheme, we establish the differentiability of the forward map and characterize the adjoint of its linearization. We provide assumptions under which the theory of Hanke ensures convergence and regularizing properties of the Newton-CG scheme. These properties are verified in our numerical experiments. In addition, our synthetic experiments display the capabilities of the proposed inverse approach to estimate parameters of the subsurface by means of data inversion. In particular, the added value of measurements of surface deformation in the estimation of absolute permeability is quantified with respect to the standard history matching approach of inverting production data with flow models. The proposed methodology can be potentially used to invert satellite geodetic data (e.g. InSAR and GPS) in combination with production data for optimal monitoring and characterization of the subsurface. (paper)

  6. On the solution of the inverse scattering problem on a ray

    International Nuclear Information System (INIS)

    Egikyan, R.S.; Zhidkov, E.P.

    1988-01-01

    Quantum inverse scattering problem (ISP) is considered within the framework of two-particle scattering for local interaction case depending only on the scattering between particles. Constructing the solution of secondary integral equation solution of ISP is described in the clear image. Numerical calculations are conducted using a direct method

  7. Biochemical systems identification by a random drift particle swarm optimization approach

    Science.gov (United States)

    2014-01-01

    Background Finding an efficient method to solve the parameter estimation problem (inverse problem) for nonlinear biochemical dynamical systems could help promote the functional understanding at the system level for signalling pathways. The problem is stated as a data-driven nonlinear regression problem, which is converted into a nonlinear programming problem with many nonlinear differential and algebraic constraints. Due to the typical ill conditioning and multimodality nature of the problem, it is in general difficult for gradient-based local optimization methods to obtain satisfactory solutions. To surmount this limitation, many stochastic optimization methods have been employed to find the global solution of the problem. Results This paper presents an effective search strategy for a particle swarm optimization (PSO) algorithm that enhances the ability of the algorithm for estimating the parameters of complex dynamic biochemical pathways. The proposed algorithm is a new variant of random drift particle swarm optimization (RDPSO), which is used to solve the above mentioned inverse problem and compared with other well known stochastic optimization methods. Two case studies on estimating the parameters of two nonlinear biochemical dynamic models have been taken as benchmarks, under both the noise-free and noisy simulation data scenarios. Conclusions The experimental results show that the novel variant of RDPSO algorithm is able to successfully solve the problem and obtain solutions of better quality than other global optimization methods used for finding the solution to the inverse problems in this study. PMID:25078435

  8. Space Objects Maneuvering Detection and Prediction via Inverse Reinforcement Learning

    Science.gov (United States)

    Linares, R.; Furfaro, R.

    This paper determines the behavior of Space Objects (SOs) using inverse Reinforcement Learning (RL) to estimate the reward function that each SO is using for control. The approach discussed in this work can be used to analyze maneuvering of SOs from observational data. The inverse RL problem is solved using the Feature Matching approach. This approach determines the optimal reward function that a SO is using while maneuvering by assuming that the observed trajectories are optimal with respect to the SO's own reward function. This paper uses estimated orbital elements data to determine the behavior of SOs in a data-driven fashion.

  9. Cybernetic group method of data handling (GMDH) statistical learning for hyperspectral remote sensing inverse problems in coastal ocean optics

    Science.gov (United States)

    Filippi, Anthony Matthew

    For complex systems, sufficient a priori knowledge is often lacking about the mathematical or empirical relationship between cause and effect or between inputs and outputs of a given system. Automated machine learning may offer a useful solution in such cases. Coastal marine optical environments represent such a case, as the optical remote sensing inverse problem remains largely unsolved. A self-organizing, cybernetic mathematical modeling approach known as the group method of data handling (GMDH), a type of statistical learning network (SLN), was used to generate explicit spectral inversion models for optically shallow coastal waters. Optically shallow water light fields represent a particularly difficult challenge in oceanographic remote sensing. Several algorithm-input data treatment combinations were utilized in multiple experiments to automatically generate inverse solutions for various inherent optical property (IOP), bottom optical property (BOP), constituent concentration, and bottom depth estimations. The objective was to identify the optimal remote-sensing reflectance Rrs(lambda) inversion algorithm. The GMDH also has the potential of inductive discovery of physical hydro-optical laws. Simulated data were used to develop generalized, quasi-universal relationships. The Hydrolight numerical forward model, based on radiative transfer theory, was used to compute simulated above-water remote-sensing reflectance Rrs(lambda) psuedodata, matching the spectral channels and resolution of the experimental Naval Research Laboratory Ocean PHILLS (Portable Hyperspectral Imager for Low-Light Spectroscopy) sensor. The input-output pairs were for GMDH and artificial neural network (ANN) model development, the latter of which was used as a baseline, or control, algorithm. Both types of models were applied to in situ and aircraft data. Also, in situ spectroradiometer-derived Rrs(lambda) were used as input to an optimization-based inversion procedure. Target variables

  10. Topology optimization of wave-propagation problems

    DEFF Research Database (Denmark)

    Jensen, Jakob Søndergaard; Sigmund, Ole

    2006-01-01

    Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures.......Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures....

  11. DEVELOPMENT OF SCIENTIFIC AND INFORMATIVE POTENTIAL OF STUDENTS IN THE TEACHING OF THE INVERSE PROBLEMS FOR DIFFERENTIAL EQUATIONS

    Directory of Open Access Journals (Sweden)

    Виктор Семенович Корнилов

    2017-12-01

    Full Text Available In article attention that when training in the inverse problems for differential equations at students scientific and cognitive potential develops is paid. Students realize that mathematical models of the inverse problems for differential equations find the application in economy, the industries, ecology, sociology, biology, chemistry, mathematician, physics, in researches of the processes and the phenomena occurring in water and earth’s environment, air and space.Attention of the reader that in training activity to the inverse problems for differential equations at students the scientific outlook, logical, algorithmic, information thinking, creative activity, independence and ingenuity develop is focused. Students acquire skills to apply knowledge of many physical and mathematical disciplines, to carry out the analysis of the received decision of the reverse task and to formulate logical outputs of application-oriented character. Solving the inverse problems for differential equations, students acquire new knowledge in the field of applied and calculus mathematics, informatics, natural sciences and other knowledge.

  12. Infinite-horizon optimal control problems in economics

    International Nuclear Information System (INIS)

    Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V

    2012-01-01

    This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.

  13. Coevolutionary particle swarm optimization using Gaussian distribution for solving constrained optimization problems.

    Science.gov (United States)

    Krohling, Renato A; Coelho, Leandro dos Santos

    2006-12-01

    In this correspondence, an approach based on coevolutionary particle swarm optimization to solve constrained optimization problems formulated as min-max problems is presented. In standard or canonical particle swarm optimization (PSO), a uniform probability distribution is used to generate random numbers for the accelerating coefficients of the local and global terms. We propose a Gaussian probability distribution to generate the accelerating coefficients of PSO. Two populations of PSO using Gaussian distribution are used on the optimization algorithm that is tested on a suite of well-known benchmark constrained optimization problems. Results have been compared with the canonical PSO (constriction factor) and with a coevolutionary genetic algorithm. Simulation results show the suitability of the proposed algorithm in terms of effectiveness and robustness.

  14. Metropolis-Hastings Algorithms in Function Space for Bayesian Inverse Problems

    KAUST Repository

    Ernst, Oliver

    2015-01-07

    We consider Markov Chain Monte Carlo methods adapted to a Hilbert space setting. Such algorithms occur in Bayesian inverse problems where the solution is a probability measure on a function space according to which one would like to integrate or sample. We focus on Metropolis-Hastings algorithms and, in particular, we introduce and analyze a generalization of the existing pCN-proposal. This new proposal allows to exploit the geometry or anisotropy of the target measure which in turn might improve the statistical efficiency of the corresponding MCMC method. Numerical experiments for a real-world problem confirm the improvement.

  15. Metropolis-Hastings Algorithms in Function Space for Bayesian Inverse Problems

    KAUST Repository

    Ernst, Oliver

    2015-01-01

    We consider Markov Chain Monte Carlo methods adapted to a Hilbert space setting. Such algorithms occur in Bayesian inverse problems where the solution is a probability measure on a function space according to which one would like to integrate or sample. We focus on Metropolis-Hastings algorithms and, in particular, we introduce and analyze a generalization of the existing pCN-proposal. This new proposal allows to exploit the geometry or anisotropy of the target measure which in turn might improve the statistical efficiency of the corresponding MCMC method. Numerical experiments for a real-world problem confirm the improvement.

  16. Optimality conditions for the numerical solution of optimization problems with PDE constraints :

    Energy Technology Data Exchange (ETDEWEB)

    Aguilo Valentin, Miguel Alejandro; Ridzal, Denis

    2014-03-01

    A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.

  17. Inverse problems with non-trivial priors: efficient solution through sequential Gibbs sampling

    DEFF Research Database (Denmark)

    Hansen, Thomas Mejer; Cordua, Knud Skou; Mosegaard, Klaus

    2012-01-01

    Markov chain Monte Carlo methods such as the Gibbs sampler and the Metropolis algorithm can be used to sample solutions to non-linear inverse problems. In principle, these methods allow incorporation of prior information of arbitrary complexity. If an analytical closed form description of the prior...... is available, which is the case when the prior can be described by a multidimensional Gaussian distribution, such prior information can easily be considered. In reality, prior information is often more complex than can be described by the Gaussian model, and no closed form expression of the prior can be given....... We propose an algorithm, called sequential Gibbs sampling, allowing the Metropolis algorithm to efficiently incorporate complex priors into the solution of an inverse problem, also for the case where no closed form description of the prior exists. First, we lay out the theoretical background...

  18. Digital holography of particles: benefits of the 'inverse problem' approach

    International Nuclear Information System (INIS)

    Gire, J; Denis, L; Fournier, C; Soulez, F; Ducottet, C; Thiébaut, E

    2008-01-01

    The potential of in-line digital holography to locate and measure the size of particles distributed throughout a volume (in one shot) has been established. These measurements are fundamental for the study of particle trajectories in fluid flow. The most important issues in digital holography today are poor depth positioning accuracy, transverse field-of-view limitations, border artifacts and computational burdens. We recently suggested an 'inverse problem' approach to address some of these issues for the processing of particle digital holograms. The described algorithm improves axial positioning accuracy, gives particle diameters with sub-micrometer accuracy, eliminates border effects and increases the size of the studied volume. This approach for processing particle holograms pushes back some classical constraints. For example, the Nyquist criterion is no longer a restriction for the recording step and the studied volume is no longer confined to the field of view delimited by the sensor borders. In this paper we present a review of the limitations commonly found in digital holography. We then discuss the benefits of the 'inverse problem' approach and the influence of some experimental parameters in this framework

  19. An inverse source problem of the Poisson equation with Cauchy data

    Directory of Open Access Journals (Sweden)

    Ji-Chuan Liu

    2017-05-01

    Full Text Available In this article, we study an inverse source problem of the Poisson equation with Cauchy data. We want to find iterative algorithms to detect the hidden source within a body from measurements on the boundary. Our goal is to reconstruct the location, the size and the shape of the hidden source. This problem is ill-posed, regularization techniques should be employed to obtain the regularized solution. Numerical examples show that our proposed algorithms are valid and effective.

  20. Optimal recombination in genetic algorithms for combinatorial optimization problems: Part I

    Directory of Open Access Journals (Sweden)

    Eremeev Anton V.

    2014-01-01

    Full Text Available This paper surveys results on complexity of the optimal recombination problem (ORP, which consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. We consider efficient reductions of the ORPs, allowing to establish polynomial solvability or NP-hardness of the ORPs, as well as direct proofs of hardness results. Part I presents the basic principles of optimal recombination with a survey of results on Boolean Linear Programming Problems. Part II (to appear in a subsequent issue is devoted to the ORPs for problems which are naturally formulated in terms of search for an optimal permutation.

  1. One-dimensional scattering problem for inverse square potential

    International Nuclear Information System (INIS)

    Mineev, V.S.

    1990-01-01

    Analytical continuation of the solution for the Schroedinger equation of inverse square potential, together with the modified method for variation of constants makes it possible to construct admittable self-adjoint extensions and to completely analyze the respective scattering problem along the entire line. In this case, the current density conservation and the wave function continuity when passing through the singular point x=0 require, that a 8-shaped induced potential should be introduced in the Schroedinger equation. The relevant calculations have shown that the potential x -2 can be either absolutely penetrable or absolutely impenetrable. 16 refs

  2. Approximative solutions of stochastic optimization problem

    Czech Academy of Sciences Publication Activity Database

    Lachout, Petr

    2010-01-01

    Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf

  3. Sequential Inverse Problems Bayesian Principles and the Logistic Map Example

    Science.gov (United States)

    Duan, Lian; Farmer, Chris L.; Moroz, Irene M.

    2010-09-01

    Bayesian statistics provides a general framework for solving inverse problems, but is not without interpretation and implementation problems. This paper discusses difficulties arising from the fact that forward models are always in error to some extent. Using a simple example based on the one-dimensional logistic map, we argue that, when implementation problems are minimal, the Bayesian framework is quite adequate. In this paper the Bayesian Filter is shown to be able to recover excellent state estimates in the perfect model scenario (PMS) and to distinguish the PMS from the imperfect model scenario (IMS). Through a quantitative comparison of the way in which the observations are assimilated in both the PMS and the IMS scenarios, we suggest that one can, sometimes, measure the degree of imperfection.

  4. Analytic Lorentz integral transform of an arbitrary response function and its application to the inversion problem

    International Nuclear Information System (INIS)

    Barnea, N.; Liverts, E.

    2010-01-01

    In this paper we present an analytic expression for the Lorentz integral transform of an arbitrary response function expressed as a polynomial times a decaying exponent. The resulting expression is applied to the inversion problem of the Lorentz integral transform, simplifying the inversion procedure and improving the accuracy of the procedure. We have presented analytic formulae for a family of basis function often used in the inversion of the LIT function. These formulae allow for an efficient and accurate inversion. The quality and the stability of the resulting inversions were demonstrated through two different examples yielding outstanding results. (author)

  5. Adaptive discretizations for the choice of a Tikhonov regularization parameter in nonlinear inverse problems

    International Nuclear Information System (INIS)

    Kaltenbacher, Barbara; Kirchner, Alana; Vexler, Boris

    2011-01-01

    Parameter identification problems for partial differential equations usually lead to nonlinear inverse problems. A typical property of such problems is their instability, which requires regularization techniques, like, e.g., Tikhonov regularization. The main focus of this paper will be on efficient methods for determining a suitable regularization parameter by using adaptive finite element discretizations based on goal-oriented error estimators. A well-established method for the determination of a regularization parameter is the discrepancy principle where the residual norm, considered as a function i of the regularization parameter, should equal an appropriate multiple of the noise level. We suggest to solve the resulting scalar nonlinear equation by an inexact Newton method, where in each iteration step, a regularized problem is solved at a different discretization level. The proposed algorithm is an extension of the method suggested in Griesbaum A et al (2008 Inverse Problems 24 025025) for linear inverse problems, where goal-oriented error estimators for i and its derivative are used for adaptive refinement strategies in order to keep the discretization level as coarse as possible to save computational effort but fine enough to guarantee global convergence of the inexact Newton method. This concept leads to a highly efficient method for determining the Tikhonov regularization parameter for nonlinear ill-posed problems. Moreover, we prove that with the so-obtained regularization parameter and an also adaptively discretized Tikhonov minimizer, usual convergence and regularization results from the continuous setting can be recovered. As a matter of fact, it is shown that it suffices to use stationary points of the Tikhonov functional. The efficiency of the proposed method is demonstrated by means of numerical experiments. (paper)

  6. Infinite-horizon optimal control problems in economics

    Energy Technology Data Exchange (ETDEWEB)

    Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V

    2012-04-30

    This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.

  7. Multi-frequency direct sampling method in inverse scattering problem

    Science.gov (United States)

    Kang, Sangwoo; Lambert, Marc; Park, Won-Kwang

    2017-10-01

    We consider the direct sampling method (DSM) for the two-dimensional inverse scattering problem. Although DSM is fast, stable, and effective, some phenomena remain unexplained by the existing results. We show that the imaging function of the direct sampling method can be expressed by a Bessel function of order zero. We also clarify the previously unexplained imaging phenomena and suggest multi-frequency DSM to overcome traditional DSM. Our method is evaluated in simulation studies using both single and multiple frequencies.

  8. Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

    Science.gov (United States)

    Irving, J.; Koepke, C.; Elsheikh, A. H.

    2017-12-01

    Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward process model linking subsurface parameters to measured data, which is typically assumed to be known perfectly in the inversion procedure. However, in order to make the stochastic solution of the inverse problem computationally tractable using, for example, Markov-chain-Monte-Carlo (MCMC) methods, fast approximations of the forward model are commonly employed. This introduces model error into the problem, which has the potential to significantly bias posterior statistics and hamper data integration efforts if not properly accounted for. Here, we present a new methodology for addressing the issue of model error in Bayesian solutions to hydrogeophysical inverse problems that is geared towards the common case where these errors cannot be effectively characterized globally through some parametric statistical distribution or locally based on interpolation between a small number of computed realizations. Rather than focusing on the construction of a global or local error model, we instead work towards identification of the model-error component of the residual through a projection-based approach. In this regard, pairs of approximate and detailed model runs are stored in a dictionary that grows at a specified rate during the MCMC inversion procedure. At each iteration, a local model-error basis is constructed for the current test set of model parameters using the K-nearest neighbour entries in the dictionary, which is then used to separate the model error from the other error sources before computing the likelihood of the proposed set of model parameters. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar traveltime data for three different subsurface parameterizations of varying complexity. The synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed in the inversion

  9. Splines employment for inverse problem of nonstationary thermal conduction

    International Nuclear Information System (INIS)

    Nikonov, S.P.; Spolitak, S.I.

    1985-01-01

    An analytical solution has been obtained for an inverse problem of nonstationary thermal conduction which is faced in nonstationary heat transfer data processing when the rewetting in channels with uniform annular fuel element imitators is investigated. In solving the problem both boundary conditions and power density within the imitator are regularized via cubic splines constructed with the use of Reinsch algorithm. The solution can be applied for calculation of temperature distribution in the imitator and the heat flux in two-dimensional approximation (r-z geometry) under the condition that the rewetting front velocity is known, and in one-dimensional r-approximation in cases with negligible axial transport or when there is a lack of data about the temperature disturbance source velocity along the channel

  10. Absolute mass scale calibration in the inverse problem of the physical theory of fireballs.

    Science.gov (United States)

    Kalenichenko, V. V.

    A method of the absolute mass scale calibration is suggested for solving the inverse problem of the physical theory of fireballs. The method is based on the data on the masses of the fallen meteorites whose fireballs have been photographed in their flight. The method may be applied to those fireballs whose bodies have not experienced considerable fragmentation during their destruction in the atmosphere and have kept their form well enough. Statistical analysis of the inverse problem solution for a sufficiently representative sample makes it possible to separate a subsample of such fireballs. The data on the Lost City and Innisfree meteorites are used to obtain calibration coefficients.

  11. Full waveform inversion based on the optimized gradient and its spectral implementation

    KAUST Repository

    Wu, Zedong

    2014-01-01

    Full waveform inversion (FWI) despite it\\'s potential suffers from the ability to converge to the desired solution due to the high nonlinearity of the objective function at conventional seismic frequencies. Even if frequencies necessary for the convergence are available, the high number of iterations required to approach a solution renders FWI as very expensive (especially in 3D). A spectral implementation in which the wavefields are extrapolated and gradients are calculated in the wavenumber domain allows for a cleaner more efficient implementation (no finite difference dispersion errors). In addition, we use not only an up and down going wavefield decomposition of the gradient to access the smooth background update, but also a right and left propagation decomposition to allow us to do that for large dips. To insure that the extracted smooth component of the gradient has the right decent direction, we solve an optimization problem to search for the smoothest component that provides a negative (decent) gradient. Application to the Marmousi model shows that this approach works well with linear increasing initial velocity model and data with frequencies above 2Hz.

  12. A 2D forward and inverse code for streaming potential problems

    Science.gov (United States)

    Soueid Ahmed, A.; Jardani, A.; Revil, A.

    2013-12-01

    The self-potential method corresponds to the passive measurement of the electrical field in response to the occurrence of natural sources of current in the ground. One of these sources corresponds to the streaming current associated with the flow of the groundwater. We can therefore apply the self- potential method to recover non-intrusively some information regarding the groundwater flow. We first solve the forward problem starting with the solution of the groundwater flow problem, then computing the source current density, and finally solving a Poisson equation for the electrical potential. We use the finite-element method to solve the relevant partial differential equations. In order to reduce the number of (petrophysical) model parameters required to solve the forward problem, we introduced an effective charge density tensor of the pore water, which can be determined directly from the permeability tensor for neutral pore waters. The second aspect of our work concerns the inversion of the self-potential data using Tikhonov regularization with smoothness and weighting depth constraints. This approach accounts for the distribution of the electrical resistivity, which can be independently and approximately determined from electrical resistivity tomography. A numerical code, SP2DINV, has been implemented in Matlab to perform both the forward and inverse modeling. Three synthetic case studies are discussed.

  13. An inverse problem for a one-dimensional time-fractional diffusion problem

    KAUST Repository

    Jin, Bangti

    2012-06-26

    We study an inverse problem of recovering a spatially varying potential term in a one-dimensional time-fractional diffusion equation from the flux measurements taken at a single fixed time corresponding to a given set of input sources. The unique identifiability of the potential is shown for two cases, i.e. the flux at one end and the net flux, provided that the set of input sources forms a complete basis in L 2(0, 1). An algorithm of the quasi-Newton type is proposed for the efficient and accurate reconstruction of the coefficient from finite data, and the injectivity of the Jacobian is discussed. Numerical results for both exact and noisy data are presented. © 2012 IOP Publishing Ltd.

  14. Topology optimization for acoustic-structure interaction problems

    DEFF Research Database (Denmark)

    Yoon, Gil Ho; Jensen, Jakob Søndergaard; Sigmund, Ole

    2006-01-01

    We propose a gradient based topology optimization algorithm for acoustic-structure (vibro-acoustic) interaction problems without an explicit interfacing boundary representation. In acoustic-structure interaction problems, the pressure field and the displacement field are governed by the Helmholtz...... to subdomain interfaces evolving during the optimization process. In this paper, we propose to use a mixed finite element formulation with displacements and pressure as primary variables (u/p formulation) which eliminates the need for explicit boundary representation. In order to describe the Helmholtz......-dimensional acoustic-structure interaction problems are optimized to show the validity of the proposed method....

  15. Inverse Scattering Problem For The Schrödinger Equation With An Additional Quadratic Potential On The Entire Axis

    Science.gov (United States)

    Guseinov, I. M.; Khanmamedov, A. Kh.; Mamedova, A. F.

    2018-04-01

    We consider the Schrödinger equation with an additional quadratic potential on the entire axis and use the transformation operator method to study the direct and inverse problems of the scattering theory. We obtain the main integral equations of the inverse problem and prove that the basic equations are uniquely solvable.

  16. On the inverse problem of the calculus of variations in field theory

    International Nuclear Information System (INIS)

    Henneaux, M.

    1984-01-01

    The inverse problem of the calculus of variations is investigated in the case of field theory. Uniqueness of the action principle is demonstrated for the vector Laplace equation in a non-decomposable Riemannian space, as well as for the harmonic map equation. (author)

  17. The use of mixed-integer programming for inverse treatment planning with pre-defined field segments

    International Nuclear Information System (INIS)

    Bednarz, Greg; Michalski, Darek; Houser, Chris; Huq, M. Saiful; Xiao Ying; Rani, Pramila Anne; Galvin, James M.

    2002-01-01

    Complex intensity patterns generated by traditional beamlet-based inverse treatment plans are often very difficult to deliver. In the approach presented in this work the intensity maps are controlled by pre-defining field segments to be used for dose optimization. A set of simple rules was used to define a pool of allowable delivery segments and the mixed-integer programming (MIP) method was used to optimize segment weights. The optimization problem was formulated by combining real variables describing segment weights with a set of binary variables, used to enumerate voxels in targets and critical structures. The MIP method was compared to the previously used Cimmino projection algorithm. The field segmentation approach was compared to an inverse planning system with a traditional beamlet-based beam intensity optimization. In four complex cases of oropharyngeal cancer the segmental inverse planning produced treatment plans, which competed with traditional beamlet-based IMRT plans. The mixed-integer programming provided mechanism for imposition of dose-volume constraints and allowed for identification of the optimal solution for feasible problems. Additional advantages of the segmental technique presented here are: simplified dosimetry, quality assurance and treatment delivery. (author)

  18. Development and investigation of an inverse problem solution algorithm for determination of Ap stars magnetic field geometry

    International Nuclear Information System (INIS)

    Piskunov, N.E.

    1985-01-01

    Mathematical formulation of the inverse problem of determination of magnetic field geometry from the polarization profiles of spectral lines is gven. The solving algorithm is proposed. A set of model calculations has shown the effectiveness of the algorithm, the high precision of magnetic star model parameters obtained and also the advantages of the inverse problem method over the commonly used method of interpretation of effective field curves

  19. The development of computational algorithms for manipulator inverse kinematics

    International Nuclear Information System (INIS)

    Sasaki, Shinobu

    1989-10-01

    A solution technique of the inverse kinematics for multi-joint robot manipulators has been considered to be one of the most cumbersome treatment due to non-linearity properties inclusive of trigonometric functions. The most traditional approach is to use the Jacobian matrix on linearization assumptions. This iterative technique, however, is attended with numerical problems having significant influences on the solution characteristics such as initial guess dependence and singularities. Taking these facts into consideration, new approaches have been proposed from different standpoints, which are based on polynomial transformation of kinematic model, the minimization technique in mathematical programming, vector-geometrical concept, and the separation of joint variables associated with the optimization problem. In terms of computer simulations, each approach was identified to be a useful algorithm which leads to theoretically accurate solutions to complicated inverse problems. In this way, the short-term goal of our studies on manipulator inverse problem in the R and D project of remote handling technology was accomplished with success, and consequently the present report sums up the results of basic studies on this matter. (author)

  20. Inverse problem and uncertainty quantification: application to compressible gas dynamics

    International Nuclear Information System (INIS)

    Birolleau, Alexandre

    2014-01-01

    This thesis deals with uncertainty propagation and the resolution of inverse problems together with their respective acceleration via Polynomial Chaos. The object of this work is to present a state of the art and a numerical analysis of this stochastic spectral method, in order to understand its pros and cons when tackling the probabilistic study of hydrodynamical instabilities in Richtmyer-Meshkov shock tube experiments. The first chapter is introductory and allows understanding the stakes of being able to accurately take into account uncertainties in compressible gas dynamics simulations. The second chapter is both an illustrative state of the art on generalized Polynomial Chaos and a full numerical analysis of the method keeping in mind the final application on hydrodynamical problems developing shocks and discontinuous solutions. In this chapter, we introduce a new method, naming iterative generalized Polynomial Chaos, which ensures a gain with respect to generalized Polynomial Chaos, especially with non smooth solutions. Chapter three is closely related to an accepted publication in Communication in Computational Physics. It deals with stochastic inverse problems and introduces bayesian inference. It also emphasizes the possibility of accelerating the bayesian inference thanks to iterative generalized Polynomial Chaos described in the previous chapter. Theoretical convergence is established and illustrated on several test-cases. The last chapter consists in the application of the above materials to a complex and ambitious compressible gas dynamics problem (Richtmyer-Meshkov shock tube configuration) together with a deepened study of the physico-numerical phenomenon at stake. Finally, in the appendix, we also present some interesting research paths we quickly tackled during this thesis. (author) [fr

  1. Toward solving the sign problem with path optimization method

    Science.gov (United States)

    Mori, Yuto; Kashiwa, Kouji; Ohnishi, Akira

    2017-12-01

    We propose a new approach to circumvent the sign problem in which the integration path is optimized to control the sign problem. We give a trial function specifying the integration path in the complex plane and tune it to optimize the cost function which represents the seriousness of the sign problem. We call it the path optimization method. In this method, we do not need to solve the gradient flow required in the Lefschetz-thimble method and then the construction of the integration-path contour arrives at the optimization problem where several efficient methods can be applied. In a simple model with a serious sign problem, the path optimization method is demonstrated to work well; the residual sign problem is resolved and precise results can be obtained even in the region where the global sign problem is serious.

  2. Well-posed optimization problems

    CERN Document Server

    Dontchev, Asen L

    1993-01-01

    This book presents in a unified way the mathematical theory of well-posedness in optimization. The basic concepts of well-posedness and the links among them are studied, in particular Hadamard and Tykhonov well-posedness. Abstract optimization problems as well as applications to optimal control, calculus of variations and mathematical programming are considered. Both the pure and applied side of these topics are presented. The main subject is often introduced by heuristics, particular cases and examples. Complete proofs are provided. The expected knowledge of the reader does not extend beyond textbook (real and functional) analysis, some topology and differential equations and basic optimization. References are provided for more advanced topics. The book is addressed to mathematicians interested in optimization and related topics, and also to engineers, control theorists, economists and applied scientists who can find here a mathematical justification of practical procedures they encounter.

  3. On the complexity of determining tolerances for ->e--optimal solutions to min-max combinatorial optimization problems

    NARCIS (Netherlands)

    Ghosh, D.; Sierksma, G.

    2000-01-01

    Sensitivity analysis of e-optimal solutions is the problem of calculating the range within which a problem parameter may lie so that the given solution re-mains e-optimal. In this paper we study the sensitivity analysis problem for e-optimal solutions tocombinatorial optimization problems with

  4. Finding Multiple Optimal Solutions to Optimal Load Distribution Problem in Hydropower Plant

    Directory of Open Access Journals (Sweden)

    Xinhao Jiang

    2012-05-01

    Full Text Available Optimal load distribution (OLD among generator units of a hydropower plant is a vital task for hydropower generation scheduling and management. Traditional optimization methods for solving this problem focus on finding a single optimal solution. However, many practical constraints on hydropower plant operation are very difficult, if not impossible, to be modeled, and the optimal solution found by those models might be of limited practical uses. This motivates us to find multiple optimal solutions to the OLD problem, which can provide more flexible choices for decision-making. Based on a special dynamic programming model, we use a modified shortest path algorithm to produce multiple solutions to the problem. It is shown that multiple optimal solutions exist for the case study of China’s Geheyan hydropower plant, and they are valuable for assessing the stability of generator units, showing the potential of reducing occurrence times of units across vibration areas.

  5. Indoor detection of passive targets recast as an inverse scattering problem

    Science.gov (United States)

    Gottardi, G.; Moriyama, T.

    2017-10-01

    The wireless local area networks represent an alternative to custom sensors and dedicated surveillance systems for target indoor detection. The availability of the channel state information has opened the exploitation of the spatial and frequency diversity given by the orthogonal frequency division multiplexing. Such a fine-grained information can be used to solve the detection problem as an inverse scattering problem. The goal of the detection is to reconstruct the properties of the investigation domain, namely to estimate if the domain is empty or occupied by targets, starting from the measurement of the electromagnetic perturbation of the wireless channel. An innovative inversion strategy exploiting both the frequency and the spatial diversity of the channel state information is proposed. The target-dependent features are identified combining the Kruskal-Wallis test and the principal component analysis. The experimental validation points out the detection performance of the proposed method when applied to an existing wireless link of a WiFi architecture deployed in a real indoor scenario. False detection rates lower than 2 [%] have been obtained.

  6. Workflows for Full Waveform Inversions

    Science.gov (United States)

    Boehm, Christian; Krischer, Lion; Afanasiev, Michael; van Driel, Martin; May, Dave A.; Rietmann, Max; Fichtner, Andreas

    2017-04-01

    Despite many theoretical advances and the increasing availability of high-performance computing clusters, full seismic waveform inversions still face considerable challenges regarding data and workflow management. While the community has access to solvers which can harness modern heterogeneous computing architectures, the computational bottleneck has fallen to these often manpower-bounded issues that need to be overcome to facilitate further progress. Modern inversions involve huge amounts of data and require a tight integration between numerical PDE solvers, data acquisition and processing systems, nonlinear optimization libraries, and job orchestration frameworks. To this end we created a set of libraries and applications revolving around Salvus (http://salvus.io), a novel software package designed to solve large-scale full waveform inverse problems. This presentation focuses on solving passive source seismic full waveform inversions from local to global scales with Salvus. We discuss (i) design choices for the aforementioned components required for full waveform modeling and inversion, (ii) their implementation in the Salvus framework, and (iii) how it is all tied together by a usable workflow system. We combine state-of-the-art algorithms ranging from high-order finite-element solutions of the wave equation to quasi-Newton optimization algorithms using trust-region methods that can handle inexact derivatives. All is steered by an automated interactive graph-based workflow framework capable of orchestrating all necessary pieces. This naturally facilitates the creation of new Earth models and hopefully sparks new scientific insights. Additionally, and even more importantly, it enhances reproducibility and reliability of the final results.

  7. Inverse Problem for Two-Dimensional Discrete Schr`dinger Equation

    CERN Document Server

    Serdyukova, S I

    2000-01-01

    For two-dimensional discrete Schroedinger equation the boundary-value problem in rectangle M times N with zero boundary conditions is solved. It's stated in this work, that inverse problem reduces to reconstruction of C symmetric five-diagonal matrix with given spectrum and given first k(M,N), 1<-kproblem to the end in the process of concrete calculations. Deriving and solving the huge polynomial systems had been perfor...

  8. The Coral Reefs Optimization Algorithm: A Novel Metaheuristic for Efficiently Solving Optimization Problems

    Science.gov (United States)

    Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, S.; Portilla-Figueras, J. A.

    2014-01-01

    This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860

  9. On a quadratic inverse eigenvalue problem

    International Nuclear Information System (INIS)

    Cai, Yunfeng; Xu, Shufang

    2009-01-01

    This paper concerns the quadratic inverse eigenvalue problem (QIEP) of constructing real symmetric matrices M, C and K of size n × n, with M nonsingular, so that the quadratic matrix polynomial Q(λ) ≡ λ 2 M + λC + K has a completely prescribed set of eigenvalues and eigenvectors. It is shown via construction that the QIEP has a solution if and only if r 0, where r and δ are computable from the prescribed spectral data. A necessary and sufficient condition for the existence of a solution to the QIEP with M being positive definite is also established in a constructive way. Furthermore, two algorithms are developed: one is to solve the QIEP; another is to find a particular solution to the QIEP with the leading coefficient matrix being positive definite, which also provides us an approach to a simultaneous reduction of real symmetric matrix triple (M, C, K) by real congruence. Numerical results show that the two algorithms are feasible and numerically reliable

  10. Pareto joint inversion of 2D magnetotelluric and gravity data

    Science.gov (United States)

    Miernik, Katarzyna; Bogacz, Adrian; Kozubal, Adam; Danek, Tomasz; Wojdyła, Marek

    2015-04-01

    In this contribution, the first results of the "Innovative technology of petrophysical parameters estimation of geological media using joint inversion algorithms" project were described. At this stage of the development, Pareto joint inversion scheme for 2D MT and gravity data was used. Additionally, seismic data were provided to set some constrains for the inversion. Sharp Boundary Interface(SBI) approach and description model with set of polygons were used to limit the dimensionality of the solution space. The main engine was based on modified Particle Swarm Optimization(PSO). This algorithm was properly adapted to handle two or more target function at once. Additional algorithm was used to eliminate non- realistic solution proposals. Because PSO is a method of stochastic global optimization, it requires a lot of proposals to be evaluated to find a single Pareto solution and then compose a Pareto front. To optimize this stage parallel computing was used for both inversion engine and 2D MT forward solver. There are many advantages of proposed solution of joint inversion problems. First of all, Pareto scheme eliminates cumbersome rescaling of the target functions, that can highly affect the final solution. Secondly, the whole set of solution is created in one optimization run, providing a choice of the final solution. This choice can be based off qualitative data, that are usually very hard to be incorporated into the regular inversion schema. SBI parameterisation not only limits the problem of dimensionality, but also makes constraining of the solution easier. At this stage of work, decision to test the approach using MT and gravity data was made, because this combination is often used in practice. It is important to mention, that the general solution is not limited to this two methods and it is flexible enough to be used with more than two sources of data. Presented results were obtained for synthetic models, imitating real geological conditions, where

  11. Path optimization method for the sign problem

    Directory of Open Access Journals (Sweden)

    Ohnishi Akira

    2018-01-01

    Full Text Available We propose a path optimization method (POM to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method are promising and extensively discussed. In these methods, real field variables are complexified and the integration manifold is determined by the flow equations or stochastically sampled. When we have singular points of the action or multiple critical points near the original integral surface, however, we have a risk to encounter the residual and global sign problems or the singular drift term problem. One of the ways to avoid the singular points is to optimize the integration path which is designed not to hit the singular points of the Boltzmann weight. By specifying the one-dimensional integration-path as z = t +if(t(f ϵ R and by optimizing f(t to enhance the average phase factor, we demonstrate that we can avoid the sign problem in a one-variable toy model for which the complex Langevin method is found to fail. In this proceedings, we propose POM and discuss how we can avoid the sign problem in a toy model. We also discuss the possibility to utilize the neural network to optimize the path.

  12. Time-reversed absorbing condition: application to inverse problems

    International Nuclear Information System (INIS)

    Assous, F; Kray, M; Nataf, F; Turkel, E

    2011-01-01

    The aim of this paper is to introduce time-reversed absorbing conditions in time-reversal methods. They enable one to 'recreate the past' without knowing the source which has emitted the signals that are back-propagated. We present two applications in inverse problems: the reduction of the size of the computational domain and the determination, from boundary measurements, of the location and volume of an unknown inclusion. The method does not rely on any a priori knowledge of the physical properties of the inclusion. Numerical tests with the wave and Helmholtz equations illustrate the efficiency of the method. This technique is fairly insensitive to noise in the data

  13. Applications of functional analysis to optimal control problems

    International Nuclear Information System (INIS)

    Mizukami, K.

    1976-01-01

    Some basic concepts in functional analysis, a general norm, the Hoelder inequality, functionals and the Hahn-Banach theorem are described; a mathematical formulation of two optimal control problems is introduced by the method of functional analysis. The problem of time-optimal control systems with both norm constraints on control inputs and on state variables at discrete intermediate times is formulated as an L-problem in the theory of moments. The simplex method is used for solving a non-linear minimizing problem inherent in the functional analysis solution to this problem. Numerical results are presented for a train operation. The second problem is that of optimal control of discrete linear systems with quadratic cost functionals. The problem is concerned with the case of unconstrained control and fixed endpoints. This problem is formulated in terms of norms of functionals on suitable Banach spaces. (author)

  14. Inverse problems for random differential equations using the collage method for random contraction mappings

    Science.gov (United States)

    Kunze, H. E.; La Torre, D.; Vrscay, E. R.

    2009-01-01

    In this paper we are concerned with differential equations with random coefficients which will be considered as random fixed point equations of the form T([omega],x([omega]))=x([omega]), [omega][set membership, variant][Omega]. Here T:[Omega]×X-->X is a random integral operator, is a probability space and X is a complete metric space. We consider the following inverse problem for such equations: Given a set of realizations of the fixed point of T (possibly the interpolations of different observational data sets), determine the operator T or the mean value of its random components, as appropriate. We solve the inverse problem for this class of equations by using the collage theorem for contraction mappings.

  15. Genetic algorithms and their use in Geophysical Problems

    Energy Technology Data Exchange (ETDEWEB)

    Parker, Paul B. [Univ. of California, Berkeley, CA (United States)

    1999-04-01

    Genetic algorithms (GAs), global optimization methods that mimic Darwinian evolution are well suited to the nonlinear inverse problems of geophysics. A standard genetic algorithm selects the best or ''fittest'' models from a ''population'' and then applies operators such as crossover and mutation in order to combine the most successful characteristics of each model and produce fitter models. More sophisticated operators have been developed, but the standard GA usually provides a robust and efficient search. Although the choice of parameter settings such as crossover and mutation rate may depend largely on the type of problem being solved, numerous results show that certain parameter settings produce optimal performance for a wide range of problems and difficulties. In particular, a low (about half of the inverse of the population size) mutation rate is crucial for optimal results, but the choice of crossover method and rate do not seem to affect performance appreciably. Optimal efficiency is usually achieved with smaller (< 50) populations. Lastly, tournament selection appears to be the best choice of selection methods due to its simplicity and its autoscaling properties. However, if a proportional selection method is used such as roulette wheel selection, fitness scaling is a necessity, and a high scaling factor (> 2.0) should be used for the best performance. Three case studies are presented in which genetic algorithms are used to invert for crustal parameters. The first is an inversion for basement depth at Yucca mountain using gravity data, the second an inversion for velocity structure in the crust of the south island of New Zealand using receiver functions derived from teleseismic events, and the third is a similar receiver function inversion for crustal velocities beneath the Mendocino Triple Junction region of Northern California. The inversions demonstrate that genetic algorithms are effective in solving problems

  16. Wave-equation dispersion inversion

    KAUST Repository

    Li, Jing

    2016-12-08

    We present the theory for wave-equation inversion of dispersion curves, where the misfit function is the sum of the squared differences between the wavenumbers along the predicted and observed dispersion curves. The dispersion curves are obtained from Rayleigh waves recorded by vertical-component geophones. Similar to wave-equation traveltime tomography, the complicated surface wave arrivals in traces are skeletonized as simpler data, namely the picked dispersion curves in the phase-velocity and frequency domains. Solutions to the elastic wave equation and an iterative optimization method are then used to invert these curves for 2-D or 3-D S-wave velocity models. This procedure, denoted as wave-equation dispersion inversion (WD), does not require the assumption of a layered model and is significantly less prone to the cycle-skipping problems of full waveform inversion. The synthetic and field data examples demonstrate that WD can approximately reconstruct the S-wave velocity distributions in laterally heterogeneous media if the dispersion curves can be identified and picked. The WD method is easily extended to anisotropic data and the inversion of dispersion curves associated with Love waves.

  17. 3D Topology optimization of Stokes flow problems

    DEFF Research Database (Denmark)

    Gersborg-Hansen, Allan; Dammann, Bernd

    of energy efficient devices for 2D Stokes flow. Creeping flow problems are described by the Stokes equations which model very viscous fluids at macro scales or ordinary fluids at very small scales. The latter gives the motivation for topology optimization problems based on the Stokes equations being a model......The present talk is concerned with the application of topology optimization to creeping flow problems in 3D. This research is driven by the fact that topology optimization has proven very successful as a tool in academic and industrial design problems. Success stories are reported from such diverse...

  18. A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

    Directory of Open Access Journals (Sweden)

    Fatemeh Mohammad

    2014-05-01

    Full Text Available In this paper‎, ‎we represent an inexact inverse‎ ‎subspace iteration method for computing a few eigenpairs of the‎ ‎generalized eigenvalue problem $Ax = \\lambda Bx$[Q.~Ye and P.~Zhang‎, ‎Inexact inverse subspace iteration for generalized eigenvalue‎ ‎problems‎, ‎Linear Algebra and its Application‎, ‎434 (2011 1697-1715‎‎]‎. ‎In particular‎, ‎the linear convergence property of the inverse‎ ‎subspace iteration is preserved‎.

  19. The optimal graph partitioning problem

    DEFF Research Database (Denmark)

    Sørensen, Michael Malmros; Holm, Søren

    1993-01-01

    . This problem can be formulated as a MILP, which turns out to be completely symmetrical with respect to the p classes, and the gap between the relaxed LP solution and the optimal solution is the largest one possible. These two properties make it very difficult to solve even smaller problems. In this paper...

  20. Solution of the Cox-Thompson inverse scattering problem using finite set of phase shifts

    CERN Document Server

    Apagyi, B; Scheid, W

    2003-01-01

    A system of nonlinear equations is presented for the solution of the Cox-Thompson inverse scattering problem (1970 J. Math. Phys. 11 805) at fixed energy. From a given finite set of phase shifts for physical angular momenta, the nonlinear equations determine related sets of asymptotic normalization constants and nonphysical (shifted) angular momenta from which all quantities of interest, including the inversion potential itself, can be calculated. As a first application of the method we use input data consisting of a finite set of phase shifts calculated from Woods-Saxon and box potentials representing interactions with diffuse or sharp surfaces, respectively. The results for the inversion potentials, their first moments and asymptotic properties are compared with those provided by the Newton-Sabatier quantum inversion procedure. It is found that in order to achieve inversion potentials of similar quality, the Cox-Thompson method requires a smaller set of phase shifts than the Newton-Sabatier procedure.

  1. Solution of the Cox-Thompson inverse scattering problem using finite set of phase shifts

    International Nuclear Information System (INIS)

    Apagyi, Barnabas; Harman, Zoltan; Scheid, Werner

    2003-01-01

    A system of nonlinear equations is presented for the solution of the Cox-Thompson inverse scattering problem (1970 J. Math. Phys. 11 805) at fixed energy. From a given finite set of phase shifts for physical angular momenta, the nonlinear equations determine related sets of asymptotic normalization constants and nonphysical (shifted) angular momenta from which all quantities of interest, including the inversion potential itself, can be calculated. As a first application of the method we use input data consisting of a finite set of phase shifts calculated from Woods-Saxon and box potentials representing interactions with diffuse or sharp surfaces, respectively. The results for the inversion potentials, their first moments and asymptotic properties are compared with those provided by the Newton-Sabatier quantum inversion procedure. It is found that in order to achieve inversion potentials of similar quality, the Cox-Thompson method requires a smaller set of phase shifts than the Newton-Sabatier procedure

  2. Trinification, the hierarchy problem, and inverse seesaw neutrino masses

    International Nuclear Information System (INIS)

    Cauet, Christophe; Paes, Heinrich; Wiesenfeldt, Soeren

    2011-01-01

    In minimal trinification models light neutrino masses can be generated via a radiative seesaw mechanism, where the masses of the right-handed neutrinos originate from loops involving Higgs and fermion fields at the unification scale. This mechanism is absent in models aiming at solving or ameliorating the hierarchy problem, such as low-energy supersymmetry, since the large seesaw scale disappears. In this case, neutrino masses need to be generated via a TeV-scale mechanism. In this paper, we investigate an inverse seesaw mechanism and discuss some phenomenological consequences.

  3. Nonlinear Rayleigh wave inversion based on the shuffled frog-leaping algorithm

    Science.gov (United States)

    Sun, Cheng-Yu; Wang, Yan-Yan; Wu, Dun-Shi; Qin, Xiao-Jun

    2017-12-01

    At present, near-surface shear wave velocities are mainly calculated through Rayleigh wave dispersion-curve inversions in engineering surface investigations, but the required calculations pose a highly nonlinear global optimization problem. In order to alleviate the risk of falling into a local optimal solution, this paper introduces a new global optimization method, the shuffle frog-leaping algorithm (SFLA), into the Rayleigh wave dispersion-curve inversion process. SFLA is a swarm-intelligence-based algorithm that simulates a group of frogs searching for food. It uses a few parameters, achieves rapid convergence, and is capability of effective global searching. In order to test the reliability and calculation performance of SFLA, noise-free and noisy synthetic datasets were inverted. We conducted a comparative analysis with other established algorithms using the noise-free dataset, and then tested the ability of SFLA to cope with data noise. Finally, we inverted a real-world example to examine the applicability of SFLA. Results from both synthetic and field data demonstrated the effectiveness of SFLA in the interpretation of Rayleigh wave dispersion curves. We found that SFLA is superior to the established methods in terms of both reliability and computational efficiency, so it offers great potential to improve our ability to solve geophysical inversion problems.

  4. Simultaneous inversion of the background velocity and the perturbation in full-waveform inversion

    KAUST Repository

    Wu, Zedong

    2015-09-02

    The gradient of standard full-waveform inversion (FWI) attempts to map the residuals in the data to perturbations in the model. Such perturbations may include smooth background updates from the transmission components and high wavenumber updates from the reflection components. However, if we fix the reflection components using imaging, the gradient of what is referred to as reflected-waveform inversion (RWI) admits mainly transmission background-type updates. The drawback of existing RWI methods is that they lack an optimal image capable of producing reflections within the convex region of the optimization. Because the influence of velocity on the data was given mainly by its background (propagator) and perturbed (reflectivity) components, we have optimized both components simultaneously using a modified objective function. Specifically, we used an objective function that combined the data generated from a source using the background velocity, and that by the perturbed velocity through Born modeling, to fit the observed data. When the initial velocity was smooth, the data modeled from the source using the background velocity will mainly be reflection free, and most of the reflections were obtained from the image (perturbed velocity). As the background velocity becomes more accurate and can produce reflections, the role of the image will slowly diminish, and the update will be dominated by the standard FWI gradient to obtain high resolution. Because the objective function was quadratic with respect to the image, the inversion for the image was fast. To update the background velocity smoothly, we have combined different components of the gradient linearly through solving a small optimization problem. Application to the Marmousi model found that this method converged starting with a linearly increasing velocity, and with data free of frequencies below 4 Hz. Application to the 2014 Chevron Gulf of Mexico imaging challenge data set demonstrated the potential of the

  5. From analytic inversion to contemporary IMRT optimization: radiation therapy planning revisited from a mathematical perspective.

    Science.gov (United States)

    Censor, Yair; Unkelbach, Jan

    2012-04-01

    In this paper we look at the development of radiation therapy treatment planning from a mathematical point of view. Historically, planning for Intensity-Modulated Radiation Therapy (IMRT) has been considered as an inverse problem. We discuss first the two fundamental approaches that have been investigated to solve this inverse problem: Continuous analytic inversion techniques on one hand, and fully-discretized algebraic methods on the other hand. In the second part of the paper, we review another fundamental question which has been subject to debate from the beginning of IMRT until the present day: The rotation therapy approach versus fixed angle IMRT. This builds a bridge from historic work on IMRT planning to contemporary research in the context of Intensity-Modulated Arc Therapy (IMAT). Copyright © 2011 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

  6. Topology optimization of fluid mechanics problems

    DEFF Research Database (Denmark)

    Gersborg-Hansen, Allan

    While topology optimization for solid continuum structures have been studied for about 20 years and for the special case of trusses for many more years, topology optimization of fluid mechanics problems is more recent. Borrvall and Petersson [1] is the seminal reference for topology optimization......D Navier-Stokes equation as well as an example with convection dominated transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the present work gives a proof-of-concept for the application of the method within fluid mechanics problems and it remains...... processing tool. Prior to design manufacturing this allows the engineer to quantify the performance of the computed topology design using standard, credible analysis tools with a body-fitted mesh. [1] Borrvall and Petersson (2003) "Topology optimization of fluids in Stokes flow", Int. J. Num. Meth. Fluids...

  7. Uniqueness Theorem for the Inverse Aftereffect Problem and Representation the Nodal Points Form

    OpenAIRE

    A. Neamaty; Sh. Akbarpoor; A. Dabbaghian

    2015-01-01

    In this paper, we consider a boundary value problem with aftereffect on a finite interval. Then, the asymptotic behavior of the solutions, eigenvalues, the nodal points and the associated nodal length are studied. We also calculate the numerical values of the nodal points and the nodal length. Finally, we prove the uniqueness theorem for the inverse aftereffect problem by applying any dense subset of the nodal points.

  8. An inverse problem for a semilinear parabolic equation arising from cardiac electrophysiology

    Science.gov (United States)

    Beretta, Elena; Cavaterra, Cecilia; Cerutti, M. Cristina; Manzoni, Andrea; Ratti, Luca

    2017-10-01

    In this paper we develop theoretical analysis and numerical reconstruction techniques for the solution of an inverse boundary value problem dealing with the nonlinear, time-dependent monodomain equation, which models the evolution of the electric potential in the myocardial tissue. The goal is the detection of an inhomogeneity \

  9. Regularization and Bayesian methods for inverse problems in signal and image processing

    CERN Document Server

    Giovannelli , Jean-François

    2015-01-01

    The focus of this book is on "ill-posed inverse problems". These problems cannot be solved only on the basis of observed data. The building of solutions involves the recognition of other pieces of a priori information. These solutions are then specific to the pieces of information taken into account. Clarifying and taking these pieces of information into account is necessary for grasping the domain of validity and the field of application for the solutions built.  For too long, the interest in these problems has remained very limited in the signal-image community. However, the community has si

  10. On an inverse source problem for enhanced oil recovery by wave motion maximization in reservoirs

    KAUST Repository

    Karve, Pranav M.; Kucukcoban, Sezgin; Kallivokas, Loukas F.

    2014-01-01

    to increase the mobility of otherwise entrapped oil. The goal is to arrive at the spatial and temporal description of surface sources that are capable of maximizing mobility in the target reservoir. The focusing problem is posed as an inverse source problem

  11. Mathematical programming methods for large-scale topology optimization problems

    DEFF Research Database (Denmark)

    Rojas Labanda, Susana

    for mechanical problems, but has rapidly extended to many other disciplines, such as fluid dynamics and biomechanical problems. However, the novelty and improvements of optimization methods has been very limited. It is, indeed, necessary to develop of new optimization methods to improve the final designs......, and at the same time, reduce the number of function evaluations. Nonlinear optimization methods, such as sequential quadratic programming and interior point solvers, have almost not been embraced by the topology optimization community. Thus, this work is focused on the introduction of this kind of second...... for the classical minimum compliance problem. Two of the state-of-the-art optimization algorithms are investigated and implemented for this structural topology optimization problem. A Sequential Quadratic Programming (TopSQP) and an interior point method (TopIP) are developed exploiting the specific mathematical...

  12. Advances in bio-inspired computing for combinatorial optimization problems

    CERN Document Server

    Pintea, Camelia-Mihaela

    2013-01-01

    Advances in Bio-inspired Combinatorial Optimization Problems' illustrates several recent bio-inspired efficient algorithms for solving NP-hard problems.Theoretical bio-inspired concepts and models, in particular for agents, ants and virtual robots are described. Large-scale optimization problems, for example: the Generalized Traveling Salesman Problem and the Railway Traveling Salesman Problem, are solved and their results are discussed.Some of the main concepts and models described in this book are: inner rule to guide ant search - a recent model in ant optimization, heterogeneous sensitive a

  13. Optimization of sources for focusing wave energy in targeted formations

    KAUST Repository

    Jeong, C; Kallivokas, L F; Huh, C; Lake, L W

    2010-01-01

    that will maximize the kinetic energy in the target zone, while keeping silent the neighbouring zones. To this end, we cast the problem as an inverse-source problem, and use a partial-differential- equation-constrained optimization approach to arrive at an optimized

  14. The inverse problem of sensing the mass and force induced by an adsorbate on a beam nanomechanical resonator

    Energy Technology Data Exchange (ETDEWEB)

    Liu, Yun [Faculty of Information and Automation, Kunming University of Science and Technology, Kunming, Yunnan Province 65005 (China); Zhang, Yin [State Key Laboratory of Nonlinear Mechanics, Institute of Mechanics, Chinese Academy of Sciences, Beijing, 100190 (China)

    2016-06-08

    The mass sensing superiority of a micro/nanomechanical resonator sensor over conventional mass spectrometry has been, or at least, is being firmly established. Because the sensing mechanism of a mechanical resonator sensor is the shifts of resonant frequencies, how to link the shifts of resonant frequencies with the material properties of an analyte formulates an inverse problem. Besides the analyte/adsorbate mass, many other factors such as position and axial force can also cause the shifts of resonant frequencies. The in-situ measurement of the adsorbate position and axial force is extremely difficult if not impossible, especially when an adsorbate is as small as a molecule or an atom. Extra instruments are also required. In this study, an inverse problem of using three resonant frequencies to determine the mass, position and axial force is formulated and solved. The accuracy of the inverse problem solving method is demonstrated and how the method can be used in the real application of a nanomechanical resonator is also discussed. Solving the inverse problem is helpful to the development and application of mechanical resonator sensor on two things: reducing extra experimental equipments and achieving better mass sensing by considering more factors.

  15. Topology optimization for transient heat transfer problems

    DEFF Research Database (Denmark)

    Zeidan, Said; Sigmund, Ole; Lazarov, Boyan Stefanov

    The focus of this work is on passive control of transient heat transfer problems using the topology optimization (TopOpt) method [1]. The goal is to find distributions of a limited amount of phase change material (PCM), within a given design domain, which optimizes the heat energy storage [2]. Our......, TopOpt has later been extended to transient problems in mechanics and photonics (e.g. [5], [6] and [7]). In the presented approach, the optimization is gradient-based, where in each iteration the non-steady heat conduction equation is solved,using the finite element method and an appropriate time......-stepping scheme. A PCM can efficiently absorb heat while keeping its temperature nearly unchanged [8]. The use of PCM ine.g. electronics [9] and mechanics [10], yields improved performance and lower costs depending on a.o., the spatial distribution of PCM.The considered problem consists in optimizing...

  16. Shrinkage-thresholding enhanced born iterative method for solving 2D inverse electromagnetic scattering problem

    KAUST Repository

    Desmal, Abdulla; Bagci, Hakan

    2014-01-01

    A numerical framework that incorporates recently developed iterative shrinkage thresholding (IST) algorithms within the Born iterative method (BIM) is proposed for solving the two-dimensional inverse electromagnetic scattering problem. IST

  17. Subspace-based Inverse Uncertainty Quantification for Nuclear Data Assessment

    Energy Technology Data Exchange (ETDEWEB)

    Khuwaileh, B.A., E-mail: bakhuwai@ncsu.edu; Abdel-Khalik, H.S.

    2015-01-15

    Safety analysis and design optimization depend on the accurate prediction of various reactor attributes. Predictions can be enhanced by reducing the uncertainty associated with the attributes of interest. An inverse problem can be defined and solved to assess the sources of uncertainty, and experimental effort can be subsequently directed to further improve the uncertainty associated with these sources. In this work a subspace-based algorithm for inverse sensitivity/uncertainty quantification (IS/UQ) has been developed to enable analysts account for all sources of nuclear data uncertainties in support of target accuracy assessment-type analysis. An approximate analytical solution of the optimization problem is used to guide the search for the dominant uncertainty subspace. By limiting the search to a subspace, the degrees of freedom available for the optimization search are significantly reduced. A quarter PWR fuel assembly is modeled and the accuracy of the multiplication factor and the fission reaction rate are used as reactor attributes whose uncertainties are to be reduced. Numerical experiments are used to demonstrate the computational efficiency of the proposed algorithm. Our ongoing work is focusing on extending the proposed algorithm to account for various forms of feedback, e.g., thermal-hydraulics and depletion effects.

  18. An algebraic approach to the inverse eigenvalue problem for a quantum system with a dynamical group

    International Nuclear Information System (INIS)

    Wang, S.J.

    1993-04-01

    An algebraic approach to the inverse eigenvalue problem for a quantum system with a dynamical group is formulated for the first time. One dimensional problem is treated explicitly in detail for both the finite dimensional and infinite dimensional Hilbert spaces. For the finite dimensional Hilbert space, the su(2) algebraic representation is used; while for the infinite dimensional Hilbert space, the Heisenberg-Weyl algebraic representation is employed. Fourier expansion technique is generalized to the generator space, which is suitable for analysis of irregular spectra. The polynormial operator basis is also used for complement, which is appropriate for analysis of some simple Hamiltonians. The proposed new approach is applied to solve the classical inverse Sturn-Liouville problem and to study the problems of quantum regular and irregular spectra. (orig.)

  19. Spectral inversion of an indefinite Sturm-Liouville problem due to Richardson

    International Nuclear Information System (INIS)

    Shanley, Paul E

    2009-01-01

    We study an indefinite Sturm-Liouville problem due to Richardson whose complicated eigenvalue dependence on a parameter has been a puzzle for decades. In atomic physics a process exists that inverts the usual Schroedinger situation of an energy eigenvalue depending on a coupling parameter into the so-called Sturmian problem where the coupling parameter becomes the eigenvalue which then depends on the energy. We observe that the Richardson equation is of the Sturmian type. This means that the Richardson and its related Schroedinger eigenvalue functions are inverses of each other and that the Richardson spectrum is therefore no longer a puzzle

  20. The inverse problem of the calculus of variations for discrete systems

    Science.gov (United States)

    Barbero-Liñán, María; Farré Puiggalí, Marta; Ferraro, Sebastián; Martín de Diego, David

    2018-05-01

    We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also provide a transition between the discrete and the continuous problems and propose variationality as an interesting geometric property to take into account in the design and computer simulation of numerical integrators for constrained systems. For instance, nonholonomic mechanics is generally non variational but some special cases admit an alternative variational description. We apply some standard nonholonomic integrators to such an example to study which ones conserve this property.

  1. Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

    Science.gov (United States)

    Han, Lei; Zhang, Yu; Zhang, Tong

    2016-08-01

    The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.

  2. Using mixed data in the inverse scattering problem

    International Nuclear Information System (INIS)

    Lassaut, M.; Larsen, S.Y.; Sofianos, S.A.; Wallet, J.C.

    2008-01-01

    Consider the fixed-l inverse scattering problem. We show that the zeros of the regular solution of the Schroedinger equation, τ n (E), which are monotonic functions of the energy, determine a unique potential when the domain of the energy is such that the τ n (E) range from zero to infinity. This suggest that the use of the mixed data of phase-shifts (δ(l 0 , k),k ≥ k 0 ) set-theoretic union (δ(l,k 0 ),l ≥ l 0 ), for which the zeros of the regular solution are monotonic in both domains, and range from zero to infinity, offers the possibility of determining the potential in a unique way. (author)

  3. Uniqueness Theorem for the Inverse Aftereffect Problem and Representation the Nodal Points Form

    Directory of Open Access Journals (Sweden)

    A. Neamaty

    2015-03-01

    Full Text Available In this paper, we consider a boundary value problem with aftereffect on a finite interval. Then, the asymptotic behavior of the solutions, eigenvalues, the nodal points and the associated nodal length are studied. We also calculate the numerical values of the nodal points and the nodal length. Finally, we prove the uniqueness theorem for the inverse aftereffect problem by applying any dense subset of the nodal points.

  4. PREFACE: International Conference on Inverse Problems 2010

    Science.gov (United States)

    Hon, Yiu-Chung; Ling, Leevan

    2011-03-01

    Following the first International Conference on Inverse Problems - Recent Theoretical Development and Numerical Approaches held at the City University of Hong Kong in 2002, the fifth International Conference was held again at the City University during December 13-17, 2010. This fifth conference was jointly organized by Professor Yiu-Chung Hon (Co-Chair, City University of Hong Kong, HKSAR), Dr Leevan Ling (Co-Chair, Hong Kong Baptist University, HKSAR), Professor Jin Cheng (Fudan University, China), Professor June-Yub Lee (Ewha Womans University, South Korea), Professor Gui-Rong Liu (University of Cincinnati, USA), Professor Jenn-Nan Wang (National Taiwan University, Taiwan), and Professor Masahiro Yamamoto (The University of Tokyo, Japan). It was agreed to alternate holding the conference among the above places (China, Japan, Korea, Taiwan, and Hong Kong) once every two years. The next conference has been scheduled to be held at the Southeast University (Nanjing, China) in 2012. The purpose of this series of conferences is to establish a strong collaborative link among the universities of the Asian-Pacific regions and worldwide leading researchers in inverse problems. The conference addressed both theoretical (mathematics), applied (engineering) and developmental aspects of inverse problems. The conference was intended to nurture Asian-American-European collaborations in the evolving interdisciplinary areas and it was envisioned that the conference would lead to long-term commitments and collaborations among the participating countries and researchers. There was a total of more than 100 participants. A call for the submission of papers was sent out after the conference, and a total of 19 papers were finally accepted for publication in this proceedings. The papers included in the proceedings cover a wide scope, which reflects the current flourishing theoretical and numerical research into inverse problems. Finally, as the co-chairs of the Inverse Problems

  5. A staggered-grid finite-difference scheme optimized in the time–space domain for modeling scalar-wave propagation in geophysical problems

    International Nuclear Information System (INIS)

    Tan, Sirui; Huang, Lianjie

    2014-01-01

    For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion

  6. Optimizing sol-gel infiltration for the fabrication of high-quality titania inverse opal and its photocatalytic activity

    International Nuclear Information System (INIS)

    Liu Weijie; Zou Bo; Zhao Jing; Cui Haining

    2010-01-01

    This article reports an optimized sol-gel opal infiltration technique for the fabrication of high-quality titania inverse opal. Different from previous reports, the presently proposed method is facile, efficient and suitable for other inorganic oxide. We have compared two different infiltration strategies and their influences on the structure, photonic properties and photocatalytic activity. The obtained titania inverse opal displays excellent photonic properties with photonic band gap at 320 nm and better photocatalytic effect, which is attributed to its high-quality inverse opal nanostructure. Reproducibility tests prove that the photocatalytic activity of the resultant titania inverse opal remains intact even after five repeated photocatalytic reactions under the same procedure and experimental conditions.

  7. Skeletonized wave equation of surface wave dispersion inversion

    KAUST Repository

    Li, Jing

    2016-09-06

    We present the theory for wave equation inversion of dispersion curves, where the misfit function is the sum of the squared differences between the wavenumbers along the predicted and observed dispersion curves. Similar to wave-equation travel-time inversion, the complicated surface-wave arrivals in traces are skeletonized as simpler data, namely the picked dispersion curves in the (kx,ω) domain. Solutions to the elastic wave equation and an iterative optimization method are then used to invert these curves for 2D or 3D velocity models. This procedure, denoted as wave equation dispersion inversion (WD), does not require the assumption of a layered model and is less prone to the cycle skipping problems of full waveform inversion (FWI). The synthetic and field data examples demonstrate that WD can accurately reconstruct the S-wave velocity distribution in laterally heterogeneous media.

  8. An Enhanced Memetic Algorithm for Single-Objective Bilevel Optimization Problems.

    Science.gov (United States)

    Islam, Md Monjurul; Singh, Hemant Kumar; Ray, Tapabrata; Sinha, Ankur

    2017-01-01

    Bilevel optimization, as the name reflects, deals with optimization at two interconnected hierarchical levels. The aim is to identify the optimum of an upper-level  leader problem, subject to the optimality of a lower-level follower problem. Several problems from the domain of engineering, logistics, economics, and transportation have an inherent nested structure which requires them to be modeled as bilevel optimization problems. Increasing size and complexity of such problems has prompted active theoretical and practical interest in the design of efficient algorithms for bilevel optimization. Given the nested nature of bilevel problems, the computational effort (number of function evaluations) required to solve them is often quite high. In this article, we explore the use of a Memetic Algorithm (MA) to solve bilevel optimization problems. While MAs have been quite successful in solving single-level optimization problems, there have been relatively few studies exploring their potential for solving bilevel optimization problems. MAs essentially attempt to combine advantages of global and local search strategies to identify optimum solutions with low computational cost (function evaluations). The approach introduced in this article is a nested Bilevel Memetic Algorithm (BLMA). At both upper and lower levels, either a global or a local search method is used during different phases of the search. The performance of BLMA is presented on twenty-five standard test problems and two real-life applications. The results are compared with other established algorithms to demonstrate the efficacy of the proposed approach.

  9. Optimal management with hybrid dynamics : The shallow lake problem

    NARCIS (Netherlands)

    Reddy, P.V.; Schumacher, Hans; Engwerda, Jacob; Camlibel, M.K.; Julius, A.A.; Pasumarthy, R.

    2015-01-01

    In this article we analyze an optimal management problem that arises in ecological economics using hybrid systems modeling. First, we introduce a discounted autonomous infinite horizon hybrid optimal control problem and develop few tools to analyze the necessary conditions for optimality. Next,

  10. Efficient Inversion of Mult-frequency and Multi-Source Electromagnetic Data

    Energy Technology Data Exchange (ETDEWEB)

    Gary D. Egbert

    2007-03-22

    The project covered by this report focused on development of efficient but robust non-linear inversion algorithms for electromagnetic induction data, in particular for data collected with multiple receivers, and multiple transmitters, a situation extremely common in eophysical EM subsurface imaging methods. A key observation is that for such multi-transmitter problems each step in commonly used linearized iterative limited memory search schemes such as conjugate gradients (CG) requires solution of forward and adjoint EM problems for each of the N frequencies or sources, essentially generating data sensitivities for an N dimensional data-subspace. These multiple sensitivities allow a good approximation to the full Jacobian of the data mapping to be built up in many fewer search steps than would be required by application of textbook optimization methods, which take no account of the multiplicity of forward problems that must be solved for each search step. We have applied this idea to a develop a hybrid inversion scheme that combines features of the iterative limited memory type methods with a Newton-type approach using a partial calculation of the Jacobian. Initial tests on 2D problems show that the new approach produces results essentially identical to a Newton type Occam minimum structure inversion, while running more rapidly than an iterative (fixed regularization parameter) CG style inversion. Memory requirements, while greater than for something like CG, are modest enough that even in 3D the scheme should allow 3D inverse problems to be solved on a common desktop PC, at least for modest (~ 100 sites, 15-20 frequencies) data sets. A secondary focus of the research has been development of a modular system for EM inversion, using an object oriented approach. This system has proven useful for more rapid prototyping of inversion algorithms, in particular allowing initial development and testing to be conducted with two-dimensional example problems, before

  11. Topology optimization problems with design-dependent sets of constraints

    DEFF Research Database (Denmark)

    Schou, Marie-Louise Højlund

    Topology optimization is a design tool which is used in numerous fields. It can be used whenever the design is driven by weight and strength considerations. The basic concept of topology optimization is the interpretation of partial differential equation coefficients as effective material...... properties and designing through changing these coefficients. For example, consider a continuous structure. Then the basic concept is to represent this structure by small pieces of material that are coinciding with the elements of a finite element model of the structure. This thesis treats stress constrained...... structural topology optimization problems. For such problems a stress constraint for an element should only be present in the optimization problem when the structural design variable corresponding to this element has a value greater than zero. We model the stress constrained topology optimization problem...

  12. Inverse problem in hydrogeology

    Science.gov (United States)

    Carrera, Jesús; Alcolea, Andrés; Medina, Agustín; Hidalgo, Juan; Slooten, Luit J.

    2005-03-01

    The state of the groundwater inverse problem is synthesized. Emphasis is placed on aquifer characterization, where modelers have to deal with conceptual model uncertainty (notably spatial and temporal variability), scale dependence, many types of unknown parameters (transmissivity, recharge, boundary conditions, etc.), nonlinearity, and often low sensitivity of state variables (typically heads and concentrations) to aquifer properties. Because of these difficulties, calibration cannot be separated from the modeling process, as it is sometimes done in other fields. Instead, it should be viewed as one step in the process of understanding aquifer behavior. In fact, it is shown that actual parameter estimation methods do not differ from each other in the essence, though they may differ in the computational details. It is argued that there is ample room for improvement in groundwater inversion: development of user-friendly codes, accommodation of variability through geostatistics, incorporation of geological information and different types of data (temperature, occurrence and concentration of isotopes, age, etc.), proper accounting of uncertainty, etc. Despite this, even with existing codes, automatic calibration facilitates enormously the task of modeling. Therefore, it is contended that its use should become standard practice. L'état du problème inverse des eaux souterraines est synthétisé. L'accent est placé sur la caractérisation de l'aquifère, où les modélisateurs doivent jouer avec l'incertitude des modèles conceptuels (notamment la variabilité spatiale et temporelle), les facteurs d'échelle, plusieurs inconnues sur différents paramètres (transmissivité, recharge, conditions aux limites, etc.), la non linéarité, et souvent la sensibilité de plusieurs variables d'état (charges hydrauliques, concentrations) des propriétés de l'aquifère. A cause de ces difficultés, le calibrage ne peut êtreséparé du processus de modélisation, comme c'est le

  13. Inverse planning in the age of digital LINACs: station parameter optimized radiation therapy (SPORT)

    Science.gov (United States)

    Xing, Lei; Li, Ruijiang

    2014-03-01

    The last few years have seen a number of technical and clinical advances which give rise to a need for innovations in dose optimization and delivery strategies. Technically, a new generation of digital linac has become available which offers features such as programmable motion between station parameters and high dose-rate Flattening Filter Free (FFF) beams. Current inverse planning methods are designed for traditional machines and cannot accommodate these features of new generation linacs without compromising either dose conformality and/or delivery efficiency. Furthermore, SBRT is becoming increasingly important, which elevates the need for more efficient delivery, improved dose distribution. Here we will give an overview of our recent work in SPORT designed to harness the digital linacs and highlight the essential components of SPORT. We will summarize the pros and cons of traditional beamlet-based optimization (BBO) and direct aperture optimization (DAO) and introduce a new type of algorithm, compressed sensing (CS)-based inverse planning, that is capable of automatically removing the redundant segments during optimization and providing a plan with high deliverability in the presence of a large number of station control points (potentially non-coplanar, non-isocentric, and even multi-isocenters). We show that CS-approach takes the interplay between planning and delivery into account and allows us to balance the dose optimality and delivery efficiency in a controlled way and, providing a viable framework to address various unmet demands of the new generation linacs. A few specific implementation strategies of SPORT in the forms of fixed-gantry and rotational arc delivery are also presented.

  14. Inverse planning in the age of digital LINACs: station parameter optimized radiation therapy (SPORT)

    International Nuclear Information System (INIS)

    Xing, Lei; Li, Ruijiang

    2014-01-01

    The last few years have seen a number of technical and clinical advances which give rise to a need for innovations in dose optimization and delivery strategies. Technically, a new generation of digital linac has become available which offers features such as programmable motion between station parameters and high dose-rate Flattening Filter Free (FFF) beams. Current inverse planning methods are designed for traditional machines and cannot accommodate these features of new generation linacs without compromising either dose conformality and/or delivery efficiency. Furthermore, SBRT is becoming increasingly important, which elevates the need for more efficient delivery, improved dose distribution. Here we will give an overview of our recent work in SPORT designed to harness the digital linacs and highlight the essential components of SPORT. We will summarize the pros and cons of traditional beamlet-based optimization (BBO) and direct aperture optimization (DAO) and introduce a new type of algorithm, compressed sensing (CS)-based inverse planning, that is capable of automatically removing the redundant segments during optimization and providing a plan with high deliverability in the presence of a large number of station control points (potentially non-coplanar, non-isocentric, and even multi-isocenters). We show that CS-approach takes the interplay between planning and delivery into account and allows us to balance the dose optimality and delivery efficiency in a controlled way and, providing a viable framework to address various unmet demands of the new generation linacs. A few specific implementation strategies of SPORT in the forms of fixed-gantry and rotational arc delivery are also presented.

  15. Ant Colony Optimization and the Minimum Cut Problem

    DEFF Research Database (Denmark)

    Kötzing, Timo; Lehre, Per Kristian; Neumann, Frank

    2010-01-01

    Ant Colony Optimization (ACO) is a powerful metaheuristic for solving combinatorial optimization problems. With this paper we contribute to the theoretical understanding of this kind of algorithm by investigating the classical minimum cut problem. An ACO algorithm similar to the one that was prov...

  16. An inverse method for non linear ablative thermics with experimentation of automatic differentiation

    Energy Technology Data Exchange (ETDEWEB)

    Alestra, S [Simulation Information Technology and Systems Engineering, EADS IW Toulouse (France); Collinet, J [Re-entry Systems and Technologies, EADS ASTRIUM ST, Les Mureaux (France); Dubois, F [Professor of Applied Mathematics, Conservatoire National des Arts et Metiers Paris (France)], E-mail: stephane.alestra@eads.net, E-mail: jean.collinet@astrium.eads.net, E-mail: fdubois@cnam.fr

    2008-11-01

    Thermal Protection System is a key element for atmospheric re-entry missions of aerospace vehicles. The high level of heat fluxes encountered in such missions has a direct effect on mass balance of the heat shield. Consequently, the identification of heat fluxes is of great industrial interest but is in flight only available by indirect methods based on temperature measurements. This paper is concerned with inverse analyses of highly evolutive heat fluxes. An inverse problem is used to estimate transient surface heat fluxes (convection coefficient), for degradable thermal material (ablation and pyrolysis), by using time domain temperature measurements on thermal protection. The inverse problem is formulated as a minimization problem involving an objective functional, through an optimization loop. An optimal control formulation (Lagrangian, adjoint and gradient steepest descent method combined with quasi-Newton method computations) is then developed and applied, using Monopyro, a transient one-dimensional thermal model with one moving boundary (ablative surface) that has been developed since many years by ASTRIUM-ST. To compute numerically the adjoint and gradient quantities, for the inverse problem in heat convection coefficient, we have used both an analytical manual differentiation and an Automatic Differentiation (AD) engine tool, Tapenade, developed at INRIA Sophia-Antipolis by the TROPICS team. Several validation test cases, using synthetic temperature measurements are carried out, by applying the results of the inverse method with minimization algorithm. Accurate results of identification on high fluxes test cases, and good agreement for temperatures restitutions, are obtained, without and with ablation and pyrolysis, using bad fluxes initial guesses. First encouraging results with an automatic differentiation procedure are also presented in this paper.

  17. An Inverse Eigenvalue Problem for a Vibrating String with Two Dirichlet Spectra

    KAUST Repository

    Rundell, William

    2013-04-23

    A classical inverse problem is "can you hear the density of a string clamped at both ends?" The mathematical model gives rise to an inverse Sturm-Liouville problem for the unknown density ñ, and it is well known that the answer is negative: the Dirichlet spectrum from the clamped end-point conditions is insufficient. There are many known ways to add additional information to gain a positive answer, and these include changing one of the boundary conditions and recomputing the spectrum or giving the energy in each eigenmode-the so-called norming constants. We make the assumption that neither of these changes are possible. Instead we will add known mass-densities to the string in a way we can prescribe and remeasure the Dirichlet spectrum. We will not be able to answer the uniqueness question in its most general form, but will give some insight to what "added masses" should be chosen and how this can lead to a reconstruction of the original string density. © 2013 Society for Industrial and Applied Mathematics.

  18. Belief Propagation Algorithm for Portfolio Optimization Problems.

    Science.gov (United States)

    Shinzato, Takashi; Yasuda, Muneki

    2015-01-01

    The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.

  19. Belief Propagation Algorithm for Portfolio Optimization Problems.

    Directory of Open Access Journals (Sweden)

    Takashi Shinzato

    Full Text Available The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.

  20. Estimation of G-renewal process parameters as an ill-posed inverse problem

    International Nuclear Information System (INIS)

    Krivtsov, V.; Yevkin, O.

    2013-01-01

    Statistical estimation of G-renewal process parameters is an important estimation problem, which has been considered by many authors. We view this problem from the standpoint of a mathematically ill-posed, inverse problem (the solution is not unique and/or is sensitive to statistical error) and propose a regularization approach specifically suited to the G-renewal process. Regardless of the estimation method, the respective objective function usually involves parameters of the underlying life-time distribution and simultaneously the restoration parameter. In this paper, we propose to regularize the problem by decoupling the estimation of the aforementioned parameters. Using a simulation study, we show that the resulting estimation/extrapolation accuracy of the proposed method is considerably higher than that of the existing methods