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.

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.

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.

Stable Mixing of Complete and Incomplete Information

An increasing number of parameter estimation tasks involve the use of at least two information sources, one complete but limited, the other abundant but incomplete. Standard algorithms such as EM (or em) used in this context are unfortunately not stable in the sense that they can lead to a dramatic loss of accuracy with the inclusion of incomplete observations. We provide a more controlled solution to this problem through differential equations that govern the evolution of locally optimal solutions (fixed points) as a function of the source weighting. This approach permits us to explicitly identify any critical (bifurcation) points leading to choices unsupported by the available complete data. The approach readily applies to any graphical model in O(n^3) time where n is the number of parameters. We use the naive Bayes model to illustrate these ideas and demonstrate the effectiveness of our approach in the context of text classification problems.

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.

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.

A Conservative Front Tracking Algorithm

The discontinuities in the solutions of systems of conservation laws are widely considered as one of the difficulties in numerical simulation. A numerical method is proposed for solving these partial differential equations with discontinuities in the solution. The method is able to track these sharp discontinuities or interfaces while still fully maintain the conservation property. The motion of the front is obtained by solving a Riemann problem based on the state values at its both sides which are reconstructed by using weighted essentially non oscillatory (WENO) scheme. The propagation of the front is coupled with the evaluation of "dynamic" numerical fluxes. Some numerical tests in 1D and preliminary results in 2D are presented.