Non-interferometric methods of phase estimation for application in optical tomography

We describe here two non-interferometric methods for the estimation of the phase of transmitted wavefronts through refracting objects. The phase of the wavefronts obtained is used to reconstruct either the refractive index distribution of the objects or their contours. Refraction corrected reconstructions are obtained by the application of an iterative loop incorporating digital ray tracing for forward propagation and a modified filtered back projection (FBP) for reconstruction. The FBP is modified to take into account non-straight path propagation of light through the object. When the iteration stagnates, the difference between the projection data and an estimate of it obtained by ray tracing through the final reconstruction is reconstructed using a diffraction tomography algorithm. The reconstruction so obtained, viewed as a correction term, is added to the estimate of the object from the loop to obtain an improved final refractive index reconstruction.

{C}^0$ penalty methods for the fully nonlinear Monge-Ampère equation

In this paper, we develop and analyze C(0) penalty methods for the fully nonlinear Monge-Ampere equation det(D(2)u) = f in two dimensions. The key idea in designing our methods is to build discretizations such that the resulting discrete linearizations are symmetric, stable, and consistent with the continuous linearization. We are then able to show the well-posedness of the penalty method as well as quasi-optimal error estimates using the Banach fixed-point theorem as our main tool. Numerical experiments are presented which support the theoretical results.

Multigrid algorithms for symmetric discontinuous Galerkin methods on graded meshes

We study a class of symmetric discontinuous Galerkin methods on graded meshes. Optimal order error estimates are derived in both the energy norm and the L 2 norm, and we establish the uniform convergence of V-cycle, F-cycle and W-cycle multigrid algorithms for the resulting discrete problems. Numerical results that confirm the theoretical results are also presented.

Five-stage Milstein methods for SDEs

In this paper, we consider the problem of computing numerical solutions for Ito stochastic differential equations (SDEs). The five-stage Milstein (FSM) methods are constructed for solving SDEs driven by an m-dimensional Wiener process. The FSM methods are fully explicit methods. It is proved that the FSM methods are convergent with strong order 1 for SDEs driven by an m-dimensional Wiener process. The analysis of stability (with multidimensional Wiener process) shows that the mean-square stable regions of the FSM methods are unbounded. The analysis of stability shows that the mean-square stable regions of the methods proposed in this paper are larger than the Milstein method and three-stage Milstein methods.

On maximum entropy and minimum KL-divergence optimization by Grobner basis methods

In this paper we study constrained maximum entropy and minimum divergence optimization problems, in the cases where integer valued sufficient statistics exists, using tools from computational commutative algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. We give an implicit description of maximum entropy models by embedding them in algebraic varieties for which we give a Grobner basis method to compute it. In the cases of minimum KL-divergence models we show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner basis method to embed minimum KL-divergence models in algebraic varieties. (C) 2012 Elsevier Inc. All rights reserved.

Modified Newton, rank-1 Broyden update and rank-2 BFGS update methods in helicopter trim: A comparative study

Nonlinear equations in mathematical physics and engineering are solved by linearizing the equations and forming various iterative procedures, then executing the numerical simulation. For strongly nonlinear problems, the solution obtained in the iterative process can diverge due to numerical instability. As a result, the application of numerical simulation for strongly nonlinear problems is limited. Helicopter aeroelasticity involves the solution of systems of nonlinear equations in a computationally expensive environment. Reliable solution methods which do not need Jacobian calculation at each iteration are needed for this problem. In this paper, a comparative study is done by incorporating different methods for solving the nonlinear equations in helicopter trim. Three different methods based on calculating the Jacobian at the initial guess are investigated. (C) 2011 Elsevier Masson SAS. All rights reserved.

A POSTERIORI ERROR CONTROL OF DISCONTINUOUS GALERKIN METHODS FOR ELLIPTIC OBSTACLE PROBLEMS

In this article, we derive an a posteriori error estimator for various discontinuous Galerkin (DG) methods that are proposed in (Wang, Han and Cheng, SIAM J. Numer. Anal., 48: 708-733, 2010) for an elliptic obstacle problem. Using a key property of DG methods, we perform the analysis in a general framework. The error estimator we have obtained for DG methods is comparable with the estimator for the conforming Galerkin (CG) finite element method. In the analysis, we construct a non-linear smoothing function mapping DG finite element space to CG finite element space and use it as a key tool. The error estimator consists of a discrete Lagrange multiplier associated with the obstacle constraint. It is shown for non-over-penalized DG methods that the discrete Lagrange multiplier is uniformly stable on non-uniform meshes. Finally, numerical results demonstrating the performance of the error estimator are presented.

Iterated gain-based stochastic filters for dynamic system identification

We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Error analysis of discontinuous Galerkin methods for the Stokes problem under minimal regularity

In this article, we analyse several discontinuous Galerkin (DG) methods for the Stokes problem under minimal regularity on the solution. We assume that the velocity u belongs to H-0(1)(Omega)](d) and the pressure p is an element of L-0(2)(Omega). First, we analyse standard DG methods assuming that the right-hand side f belongs to H-1(Omega) boolean AND L-1(Omega)](d). A DG method that is well defined for f belonging to H-1(Omega)](d) is then investigated. The methods under study include stabilized DG methods using equal-order spaces and inf-sup stable ones where the pressure space is one polynomial degree less than the velocity space.

CONVERGENCE ANALYSIS OF THE LOWEST ORDER WEAKLY PENALIZED ADAPTIVE DISCONTINUOUS GALERKIN METHODS

In this article, we prove convergence of the weakly penalized adaptive discontinuous Galerkin methods. Unlike other works, we derive the contraction property for various discontinuous Galerkin methods only assuming the stabilizing parameters are large enough to stabilize the method. A central idea in the analysis is to construct an auxiliary solution from the discontinuous Galerkin solution by a simple post processing. Based on the auxiliary solution, we define the adaptive algorithm which guides to the convergence of adaptive discontinuous Galerkin methods.

Application of Qualitative Imaging Methods to Electrical Performance-Aware Package Board Design

Package-board co-design plays a crucial role in determining the performance of high-speed systems. Although there exist several commercial solutions for electromagnetic analysis and verification, lack of Computer Aided Design (CAD) tools for SI aware design and synthesis lead to longer design cycles and non-optimal package-board interconnect geometries. In this work, the functional similarities between package-board design and radio-frequency (RF) imaging are explored. Consequently, qualitative methods common to the imaging community, like Tikhonov Regularization (TR) and Landweber method are applied to solve multi-objective, multi-variable package design problems. In addition, a new hierarchical iterative piecewise linear algorithm is developed as a wrapper over LBP for an efficient solution in the design space.

A Remark on the A Posteriori Error Analysis of Discontinuous Galerkin Methods for the Obstacle Problem

We revisit the a posteriori error analysis of discontinuous Galerkin methods for the obstacle problem derived in 25]. Under a mild assumption on the trace of obstacle, we derive a reliable a posteriori error estimator which does not involve min/max functions. A key in this approach is an auxiliary problem with discrete obstacle. Applications to various discontinuous Galerkin finite element methods are presented. Numerical experiments show that the new estimator obtained in this article performs better.

A posteriori error estimates of discontinuous Galerkin methods for the Signorini problem

A reliable and efficient a posteriori error estimator is derived for a class of discontinuous Galerkin (DG) methods for the Signorini problem. A common property shared by many DG methods leads to a unified error analysis with the help of a constraint preserving enriching map. The error estimator of DG methods is comparable with the error estimator of the conforming methods. Numerical experiments illustrate the performance of the error estimator. (C) 2015 Elsevier B.V. All rights reserved.

A FRAMEWORK FOR THE ERROR ANALYSIS OF DISCONTINUOUS FINITE ELEMENT METHODS FOR ELLIPTIC OPTIMAL CONTROL PROBLEMS AND APPLICATIONS TO C-0 IP METHODS

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis point of view and delivers a reliable and efficient a posteriori error estimator. The results are applicable to a variety of problems just under the minimal regularity possessed by the well-posedness of the problem. Subsequently, the applications of C-0 interior penalty methods for a boundary control problem as well as a distributed control problem governed by the biharmonic equation subject to simply supported boundary conditions are discussed through the abstract analysis. Numerical experiments illustrate the theoretical findings.