Automatic Qualitative Analysis of Ordinary Differential Equations Using Piecewise Linear Approximations

This paper explores automating the qualitative analysis of physical systems. It describes a program, called PLR, that takes parameterized ordinary differential equations as input and produces a qualitative description of the solutions for all initial values. PLR approximates intractable nonlinear systems with piecewise linear ones, analyzes the approximations, and draws conclusions about the original systems. It chooses approximations that are accurate enough to reproduce the essential properties of their nonlinear prototypes, yet simple enough to be analyzed completely and efficiently. It derives additional properties, such as boundedness or periodicity, by theoretical methods. I demonstrate PLR on several common nonlinear systems and on published examples from mechanical engineering.

Coordinate-Independent Computations on Differential Equations

This project investigates the computational representation of differentiable manifolds, with the primary goal of solving partial differential equations using multiple coordinate systems on general n- dimensional spaces. In the process, this abstraction is used to perform accurate integrations of ordinary differential equations using multiple coordinate systems. In the case of linear partial differential equations, however, unexpected difficulties arise even with the simplest equations.

The Image Irradiance Equation: Its Solution and Application

How much information about the shape of an object can be inferred from its image? In particular, can the shape of an object be reconstructed by measuring the light it reflects from points on its surface? These questions were raised by Horn [HO70] who formulated a set of conditions such that the image formation can be described in terms of a first order partial differential equation, the image irradiance equation. In general, an image irradiance equation has infinitely many solutions. Thus constraints necessary to find a unique solution need to be identified. First we study the continuous image irradiance equation. It is demonstrated when and how the knowledge of the position of edges on a surface can be used to reconstruct the surface. Furthermore we show how much about the shape of a surface can be deduced from so called singular points. At these points the surface orientation is uniquely determined by the measured brightness. Then we investigate images in which certain types of silhouettes, which we call b-silhouettes, can be detected. In particular we answer the following question in the affirmative: Is there a set of constraints which assure that if an image irradiance equation has a solution, it is unique? To this end we postulate three constraints upon the image irradiance equation and prove that they are sufficient to uniquely reconstruct the surface from its image. Furthermore it is shown that any two of these constraints are insufficient to assure a unique solution to an image irradiance equation. Examples are given which illustrate the different issues. Finally, an overview of known numerical methods for computing solutions to an image irradiance equation are presented.

Shape from Shading: A Method for Obtaining the Shape of a Smooth Opaque Object from One View

A method will be described for finding the shape of a smooth apaque object form a monocular image, given a knowledge of the surface photometry, the position of the lightsource and certain auxiliary information to resolve ambiguities. This method is complementary to the use of stereoscopy which relies on matching up sharp detail and will fail on smooth objects. Until now the image processing of single views has been restricted to objects which can meaningfully be considered two-dimensional or bounded by plane surfaces. It is possible to derive a first-order non-linear partial differential equation in two unknowns relating the intensity at the image points to the shape of the objects. This equation can be solved by means of an equivalent set of five ordinary differential equations. A curve traced out by solving this set of equations for one set of starting values is called a characteristic strip. Starting one of these strips from each point on some initial curve will produce the whole solution surface. The initial curves can usually be constructed around so-called singular points. A number of applications of this metod will be discussed including one to lunar topography and one to the scanning electron microscope. In both of these cases great simplifications occur in the equations. A note on polyhedra follows and a quantitative theory of facial make-up is touched upon. An implementation of some of these ideas on the PDP-6 computer with its attached image-dissector camera at the Artificial intelligence Laboratory will be described, and also a nose-recognition program.

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.

Symbolic Integration

SIN and SOLDIER are heuristic programs in LISP which solve symbolic integration problems. SIN (Symbolic INtegrator) solves indefinite integration problems at the difficulty approaching those in the larger integral tables. SIN contains several more methods than are used in the previous symbolic integration program SAINT, and solves most of the problems attempted by SAINT in less than one second. SOLDIER (SOLution of Ordinary Differential Equations Routine) solves first order, first degree ordinary differential equations at the level of a good college sophomore and at an average of about five seconds per problem attempted. The differences in philosophy and operation between SAINT and SIN are described, and suggestions for extending the work presented are made.