An iterative method based on boundary integrals for elliptic Cauchy problems in semi-infinite domains

In this study, we investigate the problem of reconstruction of a stationary temperature field from given temperature and heat flux on a part of the boundary of a semi-infinite region containing an inclusion. This situation can be modelled as a Cauchy problem for the Laplace operator and it is an ill-posed problem in the sense of Hadamard. We propose and investigate a Landweber-Fridman type iterative method, which preserve the (stationary) heat operator, for the stable reconstruction of the temperature field on the boundary of the inclusion. In each iteration step, mixed boundary value problems for the Laplace operator are solved in the semi-infinite region. Well-posedness of these problems is investigated and convergence of the procedures is discussed. For the numerical implementation of these mixed problems an efficient boundary integral method is proposed which is based on the indirect variant of the boundary integral approach. Using this approach the mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing that stable and accurate reconstructions of the temperature field on the boundary of the inclusion can be obtained also in the case of noisy data. These results are compared with those obtained with the alternating iterative method.

A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A method of fundamental solutions for theaxisymmetric backward heat equation

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Leak identification in saturated unsteady flow via a Cauchy problem

This work is an initial study of a numerical method for identifying multiple leak zones in saturated unsteady flow. Using the conventional saturated groundwater flow equation, the leak identification problem is modelled as a Cauchy problem for the heat equation and the aim is to find the regions on the boundary of the solution domain where the solution vanishes, since leak zones correspond to null pressure values. This problem is ill-posed and to reconstruct the solution in a stable way, we therefore modify and employ an iterative regularizing method proposed in [1] and [2]. In this method, mixed well-posed problems obtained by changing the boundary conditions are solved for the heat operator as well as for its adjoint, to get a sequence of approximations to the original Cauchy problem. The mixed problems are solved using a Finite element method (FEM), and the numerical results indicate that the leak zones can be identified with the proposed method.

Numerical solution of an elliptic 3-dimensional Cauchy problem by the alternating method and boundary integral equations

We consider the Cauchy problem for the Laplace equation in 3-dimensional doubly-connected domains, that is the reconstruction of a harmonic function from knowledge of the function values and normal derivative on the outer of two closed boundary surfaces. We employ the alternating iterative method, which is a regularizing procedure for the stable determination of the solution. In each iteration step, mixed boundary value problems are solved. The solution to each mixed problem is represented as a sum of two single-layer potentials giving two unknown densities (one for each of the two boundary surfaces) to determine; matching the given boundary data gives a system of boundary integral equations to be solved for the densities. For the discretisation, Weinert's method [24] is employed, which generates a Galerkin-type procedure for the numerical solution via rewriting the boundary integrals over the unit sphere and expanding the densities in terms of spherical harmonics. Numerical results are included as well.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Overcoming shadows in 3-source photometric stereo

Light occlusions are one of the most significant difficulties of photometric stereo methods. When three or more images are available without occlusion, the local surface orientation is overdetermined so that shape can be computed and the shadowed pixels can be discarded. In this paper, we look at the challenging case when only two images are available without occlusion, leading to a one degree of freedom ambiguity per pixel in the local orientation. We show that, in the presence of noise, integrability alone cannot resolve this ambiguity and reconstruct the geometry in the shadowed regions. As the problem is ill-posed in the presence of noise, we describe two regularization schemes that improve the numerical performance of the algorithm while preserving the data. Finally, the paper describes how this theory applies in the framework of color photometric stereo where one is restricted to only three images and light occlusions are common. Experiments on synthetic and real image sequences are presented.

Retinotopic mapping of the primary visual cortex - a challenge for MEG imaging of the human cortex

Magnetoencephalography (MEG) can be used to reconstruct neuronal activity with high spatial and temporal resolution. However, this reconstruction problem is ill-posed, and requires the use of prior constraints in order to produce a unique solution. At present there are a multitude of inversion algorithms, each employing different assumptions, but one major problem when comparing the accuracy of these different approaches is that often the true underlying electrical state of the brain is unknown. In this study, we explore one paradigm, retinotopic mapping in the primary visual cortex (V1), for which the ground truth is known to a reasonable degree of accuracy, enabling the comparison of MEG source reconstructions with the true electrical state of the brain. Specifically, we attempted to localize, using a beanforming method, the induced responses in the visual cortex generated by a high contrast, retinotopically varying stimulus. Although well described in primate studies, it has been an open question whether the induced gamma power in humans due to high contrast gratings derives from V1 rather than the prestriate cortex (V2). We show that the beanformer source estimate in the gamma and theta bands does vary in a manner consistent with the known retinotopy of V1. However, these peak locations, although retinotopically organized, did not accurately localize to the cortical surface. We considered possible causes for this discrepancy and suggest that improved MEG/magnetic resonance imaging co-registration and the use of more accurate source models that take into account the spatial extent and shape of the active cortex may, in future, improve the accuracy of the source reconstructions.

A procedure for determining a spacewise dependent heat source and the initial temperature

The inverse problem of determining a spacewise dependent heat source, together with the initial temperature for the parabolic heat equation, using the usual conditions of the direct problem and information from two supplementary temperature measurements at different instants of time is studied. These spacewise dependent temperature measurements ensure that this inverse problem has a unique solution, despite the solution being unstable, hence the problem is ill-posed. We propose an iterative algorithm for the stable reconstruction of both the initial data and the source based on a sequence of well-posed direct problems for the parabolic heat equation, which are solved at each iteration step using the boundary element method. The instability is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented for a typical benchmark test example, which has the input measured data perturbed by increasing amounts of random noise. The numerical results show that the proposed procedure gives accurate numerical approximations in relatively few iterations.

A variational method for identifying a spacewise-dependent heat source

The inverse problem of determining a spacewise-dependent heat source for the parabolic heat equation using the usual conditions of the direct problem and information from one supplementary temperature measurement at a given instant of time is studied. This spacewise-dependent temperature measurement ensures that this inverse problem has a unique solution, but the solution is unstable and hence the problem is ill-posed. We propose a variational conjugate gradient-type iterative algorithm for the stable reconstruction of the heat source based on a sequence of well-posed direct problems for the parabolic heat equation which are solved at each iteration step using the boundary element method. The instability is overcome by stopping the iterative procedure at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented which have the input measured data perturbed by increasing amounts of random noise. The numerical results show that the proposed procedure yields stable and accurate numerical approximations after only a few iterations.

Determination of a spacewise dependent heat source

This paper investigates the inverse problem of determining a spacewise dependent heat source in the parabolic heat equation using the usual conditions of the direct problem and information from a supplementary temperature measurement at a given single instant of time. The spacewise dependent temperature measurement ensures that the inverse problem has a unique solution, but this solution is unstable, hence the problem is ill-posed. For this inverse problem, we propose an iterative algorithm based on a sequence of well-posed direct problems which are solved at each iteration step using the boundary element method (BEM). The instability is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented for various typical benchmark test examples which have the input measured data perturbed by increasing amounts of random noise.

Using cognitive load theory to interpret student difficulties with a problem-based learning approach to engineering education:a case study

This article reports on an investigationwith first year undergraduate ProductDesign and Management students within a School of Engineering and Applied Science. The students at the time of this investigation had studied fundamental engineering science and mathematics for one semester. The students were given an open ended, ill-formed problem which involved designing a simple bridge to cross a river.They were given a talk on problemsolving and given a rubric to follow, if they chose to do so.They were not given any formulae or procedures needed in order to resolve the problem. In theory, they possessed the knowledge to ask the right questions in order tomake assumptions but, in practice, it turned out they were unable to link their a priori knowledge to resolve this problem. They were able to solve simple beam problems when given closed questions. The results show they were unable to visualize a simple bridge as an augmented beam problem and ask pertinent questions and hence formulate appropriate assumptions in order to offer resolutions.

Source localization methods

One of the most pressing demands on electrophysiology applied to the diagnosis of epilepsy is the non-invasive localization of the neuronal generators responsible for brain electrical and magnetic fields (the so-called inverse problem). These neuronal generators produce primary currents in the brain, which together with passive currents give rise to the EEG signal. Unfortunately, the signal we measure on the scalp surface doesn't directly indicate the location of the active neuronal assemblies. This is the expression of the ambiguity of the underlying static electromagnetic inverse problem, partly due to the relatively limited number of independent measures available. A given electric potential distribution recorded at the scalp can be explained by the activity of infinite different configurations of intracranial sources. In contrast, the forward problem, which consists of computing the potential field at the scalp from known source locations and strengths with known geometry and conductivity properties of the brain and its layers (CSF/meninges, skin and skull), i.e. the head model, has a unique solution. The head models vary from the computationally simpler spherical models (three or four concentric spheres) to the realistic models based on the segmentation of anatomical images obtained using magnetic resonance imaging (MRI). Realistic models – computationally intensive and difficult to implement – can separate different tissues of the head and account for the convoluted geometry of the brain and the significant inter-individual variability. In real-life applications, if the assumptions of the statistical, anatomical or functional properties of the signal and the volume in which it is generated are meaningful, a true three-dimensional tomographic representation of sources of brain electrical activity is possible in spite of the ‘ill-posed’ nature of the inverse problem (Michel et al., 2004). The techniques used to achieve this are now referred to as electrical source imaging (ESI) or magnetic source imaging (MSI). The first issue to influence reconstruction accuracy is spatial sampling, i.e. the number of EEG electrodes. It has been shown that this relationship is not linear, reaching a plateau at about 128 electrodes, provided spatial distribution is uniform. The second factor is related to the different properties of the source localization strategies used with respect to the hypothesized source configuration.

How does problem based learning fit with cognitive load theory?

This paper reports on an investigation with first year undergraduate Product Design and Management students within a School of Engineering. The students at the time of this investigation had studied fundamental engineering science and mathematics for one semester. The students were given an open ended, ill formed problem which involved designing a simple bridge to cross a river. They were given a talk on problem solving and given a rubric to follow, if they chose to do so. They were not given any formulae or procedures needed in order to resolve the problem. In theory, they possessed the knowledge to ask the right questions in order to make assumptions but, in practice, it turned out they were unable to link their a priori knowledge to resolve this problem. They were able to solve simple beam problems when given closed questions. The results show they were unable to visualise a simple bridge as an augmented beam problem and ask pertinent questions and hence formulate appropriate assumptions in order to offer resolutions.