A survey on sampling and probe methods for inverse problems

The goal of the review is to provide a state-of-the-art survey on sampling and probe methods for the solution of inverse problems. Further, a configuration approach to some of the problems will be presented. We study the concepts and analytical results for several recent sampling and probe methods. We will give an introduction to the basic idea behind each method using a simple model problem and then provide some general formulation in terms of particular configurations to study the range of the arguments which are used to set up the method. This provides a novel way to present the algorithms and the analytic arguments for their investigation in a variety of different settings. In detail we investigate the probe method (Ikehata), linear sampling method (Colton-Kirsch) and the factorization method (Kirsch), singular sources Method (Potthast), no response test (Luke-Potthast), range test (Kusiak, Potthast and Sylvester) and the enclosure method (Ikehata) for the solution of inverse acoustic and electromagnetic scattering problems. The main ideas, approaches and convergence results of the methods are presented. For each method, we provide a historical survey about applications to different situations.

Unification of the probe and singular sources methods for the inverse boundary value problem by the no-response test

In this article, we use the no-response test idea, introduced in Luke and Potthast (2003) and Potthast (Preprint) and the inverse obstacle problem, to identify the interface of the discontinuity of the coefficient gamma of the equation del (.) gamma(x)del + c(x) with piecewise regular gamma and bounded function c(x). We use infinitely many Cauchy data as measurement and give a reconstructive method to localize the interface. We will base this multiwave version of the no-response test on two different proofs. The first one contains a pointwise estimate as used by the singular sources method. The second one is built on an energy (or an integral) estimate which is the basis of the probe method. As a conclusion of this, the probe and the singular sources methods are equivalent regarding their convergence and the no-response test can be seen as a unified framework for these methods. As a further contribution, we provide a formula to reconstruct the values of the jump of gamma(x), x is an element of partial derivative D at the boundary. A second consequence of this formula is that the blow-up rate of the indicator functions of the probe and singular sources methods at the interface is given by the order of the singularity of the fundamental solution.

On integral equation and least squares methods for scattering by diffraction gratings

In this paper we consider the scattering of a plane acoustic or electromagnetic wave by a one-dimensional, periodic rough surface. We restrict the discussion to the case when the boundary is sound soft in the acoustic case, perfectly reflecting with TE polarization in the EM case, so that the total field vanishes on the boundary. We propose a uniquely solvable first kind integral equation formulation of the problem, which amounts to a requirement that the normal derivative of the Green's representation formula for the total field vanish on a horizontal line below the scattering surface. We then discuss the numerical solution by Galerkin's method of this (ill-posed) integral equation. We point out that, with two particular choices of the trial and test spaces, we recover the so-called SC (spectral-coordinate) and SS (spectral-spectral) numerical schemes of DeSanto et al., Waves Random Media, 8, 315-414 1998. We next propose a new Galerkin scheme, a modification of the SS method that we term the SS* method, which is an instance of the well-known dual least squares Galerkin method. We show that the SS* method is always well-defined and is optimally convergent as the size of the approximation space increases. Moreover, we make a connection with the classical least squares method, in which the coefficients in the Rayleigh expansion of the solution are determined by enforcing the boundary condition in a least squares sense, pointing out that the linear system to be solved in the SS* method is identical to that in the least squares method. Using this connection we show that (reflecting the ill-posed nature of the integral equation solved) the condition number of the linear system in the SS* and least squares methods approaches infinity as the approximation space increases in size. We also provide theoretical error bounds on the condition number and on the errors induced in the numerical solution computed as a result of ill-conditioning. Numerical results confirm the convergence of the SS* method and illustrate the ill-conditioning that arises.

Contextualist research: Iterating between methods while following an empirically grounded approach

An alternative approach to research is described that has been developed through a succession of significant construction management research projects. The approach follows the principles of iterative grounded theory, whereby researchers iterate between alternative theoretical frameworks and emergent empirical data. Of particular importance is an orientation toward mixing methods, thereby overcoming the existing tendency to dichotomize quantitative and qualitative approaches. The approach is positioned against the existing contested literature on grounded theory, and the possibility of engaging with empirical data in a “theory free” manner is discounted. Emphasis instead is given to the way in which researchers must be theoretically sensitive as a result of being steeped in relevant literatures. Knowledge of existing literatures therefore shapes the initial research design; but emergent empirical findings cause fresh theoretical perspectives to be mobilized. The advocated approach is further aligned with notions of knowledge coproduction and the underlying principles of contextualist research. It is this unique combination of ideas which characterizes the paper's contribution to the research methodology literature within the field of construction management. Examples are provided and consideration is given to the extent to which the emergent findings are generalizable beyond the specific context from which they are derived.

The first international workshop on the role and impact of mathematics in medicine: a collective account

The First International Workshop on The Role and Impact of Mathematics in Medicine (RIMM) convened in Paris in June 2010. A broad range of researchers discussed the difficulties, challenges and opportunities faced by those wishing to see mathematical methods contribute to improved medical outcomes. Finding mechanisms for inter- disciplinary meetings, developing a common language, staying focused on the medical problem at hand, deriving realistic mathematical solutions, obtaining

On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

This paper considers two-stage iterative processes for solving the linear system $Af = b$. The outer iteration is defined by $Mf^{k + 1} = Nf^k + b$, where $M$ is a nonsingular matrix such that $M - N = A$. At each stage $f^{k + 1} $ is computed approximately using an inner iteration process to solve $Mv = Nf^k + b$ for $v$. At the $k$th outer iteration, $p_k $ inner iterations are performed. It is shown that this procedure converges if $p_k \geqq P$ for some $P$ provided that the inner iteration is convergent and that the outer process would converge if $f^{k + 1} $ were determined exactly at every step. Convergence is also proved under more specialized conditions, and for the procedure where $p_k = p$ for all $k$, an estimate for $p$ is obtained which optimizes the convergence rate. Examples are given for systems arising from the numerical solution of elliptic partial differential equations and numerical results are presented.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the $p$-version

Plane wave discontinuous Galerkin (PWDG) methods are a class of Trefftz-type methods for the spatial discretization of boundary value problems for the Helmholtz operator $-\Delta-\omega^2$, $\omega>0$. They include the so-called ultra weak variational formulation from [O. Cessenat and B. Després, SIAM J. Numer. Anal., 35 (1998), pp. 255–299]. This paper is concerned with the a priori convergence analysis of PWDG in the case of $p$-refinement, that is, the study of the asymptotic behavior of relevant error norms as the number of plane wave directions in the local trial spaces is increased. For convex domains in two space dimensions, we derive convergence rates, employing mesh skeleton-based norms, duality techniques from [P. Monk and D. Wang, Comput. Methods Appl. Mech. Engrg., 175 (1999), pp. 121–136], and plane wave approximation theory.

Error analysis of Trefftz-discontinuous Galerkin methods for the time-harmonic Maxwell equations

In this paper, we extend to the time-harmonic Maxwell equations the p-version analysis technique developed in [R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version, SIAM J. Numer. Anal., 49 (2011), 264-284] for Trefftz-discontinuous Galerkin approximations of the Helmholtz problem. While error estimates in a mesh-skeleton norm are derived parallel to the Helmholtz case, the derivation of estimates in a mesh-independent norm requires new twists in the duality argument. The particular case where the local Trefftz approximation spaces are built of vector-valued plane wave functions is considered, and convergence rates are derived.

Trefftz discontinuous Galerkin methods for acoustic scattering on locally refined meshes

We extend the a priori error analysis of Trefftz-discontinuous Galerkin methods for time-harmonic wave propagation problems developed in previous papers to acoustic scattering problems and locally refined meshes. To this aim, we prove refined regularity and stability results with explicit dependence of the stability constant on the wave number for non convex domains with non connected boundaries. Moreover, we devise a new choice of numerical flux parameters for which we can prove L2-error estimates in the case of locally refined meshes near the scatterer. This is the setting needed to develop a complete hp-convergence analysis.