Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

On the convergence of the no response test

The no response test is a new scheme in inverse problems for partial differential equations which was recently proposed in [D. R. Luke and R. Potthast, SIAM J. Appl. Math., 63 (2003), pp. 1292–1312] in the framework of inverse acoustic scattering problems. The main idea of the scheme is to construct special probing waves which are small on some test domain. Then the response for these waves is constructed. If the response is small, the unknown object is assumed to be a subset of the test domain. The response is constructed from one, several, or many particular solutions of the problem under consideration. In this paper, we investigate the convergence of the no response test for the reconstruction information about inclusions D from the Cauchy values of solutions to the Helmholtz equation on an outer surface $\partial\Omega$ with $\overline{D} \subset \Omega$. We show that the one‐wave no response test provides a criterion to test the analytic extensibility of a field. In particular, we investigate the construction of approximations for the set of singular points $N(u)$ of the total fields u from one given pair of Cauchy data. Thus, the no response test solves a particular version of the classical Cauchy problem. Also, if an infinite number of fields is given, we prove that a multifield version of the no response test reconstructs the unknown inclusion D. This is the first convergence analysis which could be achieved for the no response test.

A multiwave range test for obstacle reconstructions with unknown physical properties

We develop a new multiwave version of the range test for shape reconstruction in inverse scattering theory. The range test [R. Potthast, et al., A ‘range test’ for determining scatterers with unknown physical properties, Inverse Problems 19(3) (2003) 533–547] has originally been proposed to obtain knowledge about an unknown scatterer when the far field pattern for only one plane wave is given. Here, we extend the method to the case of multiple waves and show that the full shape of the unknown scatterer can be reconstructed. We further will clarify the relation between the range test methods, the potential method [A. Kirsch, R. Kress, On an integral equation of the first kind in inverse acoustic scattering, in: Inverse Problems (Oberwolfach, 1986), Internationale Schriftenreihe zur Numerischen Mathematik, vol. 77, Birkhäuser, Basel, 1986, pp. 93–102] and the singular sources method [R. Potthast, Point sources and multipoles in inverse scattering theory, Habilitation Thesis, Göttingen, 1999]. In particular, we propose a new version of the Kirsch–Kress method using the range test and a new approach to the singular sources method based on the range test and potential method. Numerical examples of reconstructions for all four methods are provided.

The point-source method for 3D reconstructions for the Helmholtz and Maxwell equations

We use the point-source method (PSM) to reconstruct a scattered field from its associated far field pattern. The reconstruction scheme is described and numerical results are presented for three-dimensional acoustic and electromagnetic scattering problems. We give new proofs of the algorithms, based on the Green and Stratton-Chu formulae, which are more general than with the former use of the reciprocity relation. This allows us to handle the case of limited aperture data and arbitrary incident fields. Both for 3D acoustics and electromagnetics, numerical reconstructions of the field for different settings and with noisy data are shown. For shape reconstruction in acoustics, we develop an appropriate strategy to identify areas with good reconstruction quality and combine different such regions into one joint function. Then, we show how shapes of unknown sound-soft scatterers are found as level curves of the total reconstructed field.

Integrable evolution equations in time-dependent domains

We discuss the implementation of a method of solving initial boundary value problems in the case of integrable evolution equations in a time-dependent domain. This method is applied to a dispersive linear evolution equation with spatial derivatives of arbitrary order and to the defocusing nonlinear Schrödinger equation, in the domain l(t)

Virtual reshaping and invisibility in obstacle scattering

We consider reshaping an obstacle virtually by using transformation optics in acoustic and electromagnetic scattering. Among the general virtual reshaping results, the virtual minification and virtual magnification in particular are studied. Stability estimates are derived for scattering amplitude in terms of the diameter of a small obstacle, which implies that the limiting case for minification corresponds to a perfect cloaking, i.e., the obstacle is invisible to detection.

Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.

A time-domain probe method for three-dimensional rough surface reconstructions

The task of this paper is to develop a Time-Domain Probe Method for the reconstruction of impenetrable scatterers. The basic idea of the method is to use pulses in the time domain and the time-dependent response of the scatterer to reconstruct its location and shape. The method is based on the basic causality principle of timedependent scattering. The method is independent of the boundary condition and is applicable for limited aperture scattering data. In particular, we discuss the reconstruction of the shape of a rough surface in three dimensions from time-domain measurements of the scattered field. In practise, measurement data is collected where the incident field is given by a pulse. We formulate the time-domain fieeld reconstruction problem equivalently via frequency-domain integral equations or via a retarded boundary integral equation based on results of Bamberger, Ha-Duong, Lubich. In contrast to pure frequency domain methods here we use a time-domain characterization of the unknown shape for its reconstruction. Our paper will describe the Time-Domain Probe Method and relate it to previous frequency-domain approaches on sampling and probe methods by Colton, Kirsch, Ikehata, Potthast, Luke, Sylvester et al. The approach significantly extends recent work of Chandler-Wilde and Lines (2005) and Luke and Potthast (2006) on the timedomain point source method. We provide a complete convergence analysis for the method for the rough surface scattering case and provide numerical simulations and examples.

Source splitting via the point source method

We introduce a new algorithm for source identification and field splitting based on the point source method (Potthast 1998 A point-source method for inverse acoustic and electromagnetic obstacle scattering problems IMA J. Appl. Math. 61 119–40, Potthast R 1996 A fast new method to solve inverse scattering problems Inverse Problems 12 731–42). The task is to separate the sound fields uj, j = 1, ..., n of sound sources supported in different bounded domains G1, ..., Gn in from measurements of the field on some microphone array—mathematically speaking from the knowledge of the sum of the fields u = u1 + + un on some open subset Λ of a plane. The main idea of the scheme is to calculate filter functions , to construct uℓ for ℓ = 1, ..., n from u|Λ in the form We will provide the complete mathematical theory for the field splitting via the point source method. In particular, we describe uniqueness, solvability of the problem and convergence and stability of the algorithm. In the second part we describe the practical realization of the splitting for real data measurements carried out at the Institute for Sound and Vibration Research at Southampton, UK. A practical demonstration of the original recording and the splitting results for real data is available online.

A study on orthogonality sampling.

The goal of this paper is to study and further develop the orthogonality sampling or stationary waves algorithm for the detection of the location and shape of objects from the far field pattern of scattered waves in electromagnetics or acoustics. Orthogonality sampling can be seen as a special beam forming algorithm with some links to the point source method and to the linear sampling method. The basic idea of orthogonality sampling is to sample the space under consideration by calculating scalar products of the measured far field pattern , with a test function for all y in a subset Q of the space , m = 2, 3. The way in which this is carried out is important to extract the information which the scattered fields contain. The theoretical foundation of orthogonality sampling is only partly resolved, and the goal of this work is to initiate further research by numerical demonstration of the high potential of the approach. We implement the method for a two-dimensional setting for the Helmholtz equation, which represents electromagnetic scattering when the setup is independent of the third coordinate. We show reconstructions of the location and shape of objects from measurements of the scattered field for one or several directions of incidence and one or many frequencies or wave numbers, respectively. In particular, we visualize the indicator function both with the Dirichlet and Neumann boundary condition and for complicated inhomogeneous media.

Resolution of sharp fronts in the presence of model error in variational data assimilation

We show that the four-dimensional variational data assimilation method (4DVar) can be interpreted as a form of Tikhonov regularization, a very familiar method for solving ill-posed inverse problems. It is known from image restoration problems that L1-norm penalty regularization recovers sharp edges in the image more accurately than Tikhonov, or L2-norm, penalty regularization. We apply this idea from stationary inverse problems to 4DVar, a dynamical inverse problem, and give examples for an L1-norm penalty approach and a mixed total variation (TV) L1–L2-norm penalty approach. For problems with model error where sharp fronts are present and the background and observation error covariances are known, the mixed TV L1–L2-norm penalty performs better than either the L1-norm method or the strong constraint 4DVar (L2-norm)method. A strength of the mixed TV L1–L2-norm regularization is that in the case where a simplified form of the background error covariance matrix is used it produces a much more accurate analysis than 4DVar. The method thus has the potential in numerical weather prediction to overcome operational problems with poorly tuned background error covariance matrices.

Nonlinear error dynamics for cycled data assimilation methods

We investigate the error dynamics for cycled data assimilation systems, such that the inverse problem of state determination is solved at tk, k = 1, 2, 3, ..., with a first guess given by the state propagated via a dynamical system model from time tk − 1 to time tk. In particular, for nonlinear dynamical systems that are Lipschitz continuous with respect to their initial states, we provide deterministic estimates for the development of the error ||ek|| := ||x(a)k − x(t)k|| between the estimated state x(a) and the true state x(t) over time. Clearly, observation error of size δ > 0 leads to an estimation error in every assimilation step. These errors can accumulate, if they are not (a) controlled in the reconstruction and (b) damped by the dynamical system under consideration. A data assimilation method is called stable, if the error in the estimate is bounded in time by some constant C. The key task of this work is to provide estimates for the error ||ek||, depending on the size δ of the observation error, the reconstruction operator Rα, the observation operator H and the Lipschitz constants K(1) and K(2) on the lower and higher modes of controlling the damping behaviour of the dynamics. We show that systems can be stabilized by choosing α sufficiently small, but the bound C will then depend on the data error δ in the form c||Rα||δ with some constant c. Since ||Rα|| → ∞ for α → 0, the constant might be large. Numerical examples for this behaviour in the nonlinear case are provided using a (low-dimensional) Lorenz '63 system.

Optical Characterization and Optimization of Display Components : Some Applications to Liquid-Crystal-Based and Electrochromics-Based Devices

This dissertation is focused on theoretical and experimental studies of optical properties of materials and multilayer structures composing liquid crystal displays (LCDs) and electrochromic (EC) devices. By applying spectroscopic ellipsometry, we have determined the optical constants of thin films of electrochromic tungsten oxide (WOx) and nickel oxide (NiOy), the films’ thickness and roughness. These films, which were obtained at spattering conditions possess high transmittance that is important for achieving good visibility and high contrast in an EC device. Another application of the general spectroscopic ellipsometry relates to the study of a photo-alignment layer of a mixture of azo-dyes SD-1 and SDA-2. We have found the optical constants of this mixture before and after illuminating it by polarized UV light. The results obtained confirm the diffusion model to explain the formation of the photo-induced order in azo-dye films. We have developed new techniques for fast characterization of twisted nematic LC cells in transmissive and reflective modes. Our techniques are based on the characteristics functions that we have introduced for determination of parameters of non-uniform birefringent media. These characteristic functions are found by simple procedures and can be utilised for simultaneous determination of retardation, its wavelength dispersion, and twist angle, as well as for solving associated optimization problems. Cholesteric LCD that possesses some unique properties, such as bistability and good selective scattering, however, has a disadvantage – relatively high driving voltage (tens of volts). The way we propose to reduce the driving voltage consists of applying a stack of thin (~1µm) LC layers. We have studied the ability of a layer of a surface stabilized ferroelectric liquid crystal coupled with several retardation plates for birefringent color generation. We have demonstrated that in order to accomplish good color characteristics and high brightness of the display, one or two retardation plates are sufficient.