Stability Problems in Inverse Diffraction

Inverse diffraction consists in determining the field distribution on a boundary surface from the knowledge of the distribution on a surface situated within the domain where the wave propagates. This problem is a good example for illustrating the use of least-squares methods (also called regularization methods) for solving linear ill-posed inverse problem. We focus on obtaining error bounds For regularized solutions and show that the stability of the restored field far from the boundary surface is quite satisfactory: the error is proportional to ∊(ðŗ‚ ≃ 1) ,ðŗœ being the error in the data (Hölder continuity). However, the error in the restored field on the boundary surface is only proportional to an inverse power of │In∊│ (logarithmic continuity). Such a poor continuity implies some limitations on the resolution which is achievable in practice. In this case, the resolution limit is seen to be about half of the wavelength. Copyright © 1981 by The Institute of Electrical and Electronics Engineers, Inc.

Very large inverse problems in atmosphere and ocean modelling

For the very large nonlinear dynamical systems that arise in a wide range of physical, biological and environmental problems, the data needed to initialize a numerical forecasting model are seldom available. To generate accurate estimates of the expected states of the system, both current and future, the technique of ‘data assimilation’ is used to combine the numerical model predictions with observations of the system measured over time. Assimilation of data is an inverse problem that for very large-scale systems is generally ill-posed. In four-dimensional variational assimilation schemes, the dynamical model equations provide constraints that act to spread information into data sparse regions, enabling the state of the system to be reconstructed accurately. The mechanism for this is not well understood. Singular value decomposition techniques are applied here to the observability matrix of the system in order to analyse the critical features in this process. Simplified models are used to demonstrate how information is propagated from observed regions into unobserved areas. The impact of the size of the observational noise and the temporal position of the observations is examined. The best signal-to-noise ratio needed to extract the most information from the observations is estimated using Tikhonov regularization theory. Copyright © 2005 John Wiley & Sons, Ltd.

Regularization techniques for ill-posed inverse problems in data assimilation

Optimal state estimation from given observations of a dynamical system by data assimilation is generally an ill-posed inverse problem. In order to solve the problem, a standard Tikhonov, or L2, regularization is used, based on certain statistical assumptions on the errors in the data. The regularization term constrains the estimate of the state to remain close to a prior estimate. In the presence of model error, this approach does not capture the initial state of the system accurately, as the initial state estimate is derived by minimizing the average error between the model predictions and the observations over a time window. Here we examine an alternative L1 regularization technique that has proved valuable in image processing. We show that for examples of flow with sharp fronts and shocks, the L1 regularization technique performs more accurately than standard L2 regularization.

Inverse problems in neural field theory

We study inverse problems in neural field theory, i.e., the construction of synaptic weight kernels yielding a prescribed neural field dynamics. We address the issues of existence, uniqueness, and stability of solutions to the inverse problem for the Amari neural field equation as a special case, and prove that these problems are generally ill-posed. In order to construct solutions to the inverse problem, we first recast the Amari equation into a linear perceptron equation in an infinite-dimensional Banach or Hilbert space. In a second step, we construct sets of biorthogonal function systems allowing the approximation of synaptic weight kernels by a generalized Hebbian learning rule. Numerically, this construction is implemented by the Moore–Penrose pseudoinverse method. We demonstrate the instability of these solutions and use the Tikhonov regularization method for stabilization and to prevent numerical overfitting. We illustrate the stable construction of kernels by means of three instructive examples.

Formulação e implementação de um pacote para interpretar mapas magnéticos utilizando os polinômios de Walsh

O presente trabalho consiste na formulação de uma metodologia para interpretação automática de dados de campo magnético. Desta forma, a sua utilização tornará possível a determinação das fronteiras e magnetização de cada corpo. Na base desta metodologia foram utilizadas as características de variações abruptas de magnetização dos corpos. Estas variações laterais abruptas serão representadas por polinômios descontínuos conhecidos como polinômios de Walsh. Neste trabalho, muitos conceitos novos foram desenvolvidos na aplicação dos polinômios de Walsh para resolver problemas de inversão de dados aeromagnéticos. Dentre os novos aspectos considerados, podemos citar. (i) - O desenvolvimento de um algoritmo ótimo para gerar um jôgo dos polinômios "quase-ortogonais" baseados na distribuição de magnetização de Walsh. (ii) - O uso da metodologia damped least squares para estabilizar a solução inversa. (iii) - Uma investigação dos problemas da não-invariância, inerentes quando se usa os polinômios de Walsh. (iv) - Uma investigação da escolha da ordem dos polinômios, tomando-se em conta as limitações de resolução e o comportamento dos autovalores. Utilizando estas características dos corpos magnetizados é possível formular o problema direto, ou seja, a magnetização dos corpos obedece a distribuição de Walsh. É também possível formular o problema inverso, na qual a magnetização geradora do campo observado obedece a série de Walsh. Antes da utilização do método é necessária uma primeira estimativa da localização das fontes magnéticas. Foi escolhida uma metodologia desenvolvida por LOURES (1991), que tem como base a equação homogênea de Euler e cujas exigências necessárias à sua utilização é o conhecimento do campo magnético e suas derivadas. Para testar a metodologia com dados reais foi escolhida uma região localizada na bacia sedimentar do Alto Amazonas. Os dados foram obtidos a partir do levantamento aeromagnético realizado pela PETROBRÁS.

Transferência de calor inversa do método convencional e do otimizado de lubri-refrigeração na retificação plana tangencial

Pós-graduação em Ciência e Tecnologia de Materiais - FC

An inverse method to estimate the moving heat source in machining process

The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.

Topics in geometry, analysis and inverse problems

The thesis consists of three independent parts. Part I: Polynomial amoebas We study the amoeba of a polynomial, as de ned by Gelfand, Kapranov and Zelevinsky. A central role in the treatment is played by a certain convex function which is linear in each complement component of the amoeba, which we call the Ronkin function. This function is used in two di erent ways. First, we use it to construct a polyhedral complex, which we call a spine, approximating the amoeba. Second, the Monge-Ampere measure of the Ronkin function has interesting properties which we explore. This measure can be used to derive an upper bound on the area of an amoeba in two dimensions. We also obtain results on the number of complement components of an amoeba, and consider possible extensions of the theory to varieties of codimension higher than 1. Part II: Differential equations in the complex plane We consider polynomials in one complex variable arising as eigenfunctions of certain differential operators, and obtain results on the distribution of their zeros. We show that in the limit when the degree of the polynomial approaches innity, its zeros are distributed according to a certain probability measure. This measure has its support on the union of nitely many curve segments, and can be characterized by a simple condition on its Cauchy transform. Part III: Radon transforms and tomography This part is concerned with different weighted Radon transforms in two dimensions, in particular the problem of inverting such transforms. We obtain stability results of this inverse problem for rather general classes of weights, including weights of attenuation type with data acquisition limited to a 180 degrees range of angles. We also derive an inversion formula for the exponential Radon transform, with the same restriction on the angle.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Detection of small buried objects: asymptotic factorization and MUSIC

In this work, we consider a simple model problem for the electromagnetic exploration of small perfectly conducting objects buried within the lower halfspace of an unbounded two–layered background medium. In possible applications, such as, e.g., humanitarian demining, the two layers would correspond to air and soil. Moving a set of electric devices parallel to the surface of ground to generate a time–harmonic field, the induced field is measured within the same devices. The goal is to retrieve information about buried scatterers from these data. In mathematical terms, we are concerned with the analysis and numerical solution of the inverse scattering problem to reconstruct the number and the positions of a collection of finitely many small perfectly conducting scatterers buried within the lower halfspace of an unbounded two–layered background medium from near field measurements of time–harmonic electromagnetic waves. For this purpose, we first study the corresponding direct scattering problem in detail and derive an asymptotic expansion of the scattered field as the size of the scatterers tends to zero. Then, we use this expansion to justify a noniterative MUSIC–type reconstruction method for the solution of the inverse scattering problem. We propose a numerical implementation of this reconstruction method and provide a series of numerical experiments.

Detecting interfaces in a parabolic-elliptic problem from surface measurements

Assuming that the heat capacity of a body is negligible outside certain inclusions the heat equation degenerates to a parabolic-elliptic interface problem. In this work we aim to detect these interfaces from thermal measurements on the surface of the body. We deduce an equivalent variational formulation for the parabolic-elliptic problem and give a new proof of the unique solvability based on Lions’s projection lemma. For the case that the heat conductivity is higher inside the inclusions, we develop an adaptation of the factorization method to this time-dependent problem. In particular this shows that the locations of the interfaces are uniquely determined by boundary measurements. The method also yields to a numerical algorithm to recover the inclusions and thus the interfaces. We demonstrate how measurement data can be simulated numerically by a coupling of a finite element method with a boundary element method, and finally we present some numerical results for the inverse problem.

Visualisierung vergrabener Objekte: Ein Sampling-Verfahren für die Maxwell-Gleichungen

Wir untersuchen die numerische Lösung des inversen Streuproblems der Rekonstruktion der Form, Position und Anzahl endlich vieler perfekt leitender Objekte durch Nahfeldmessungen zeitharmonischer elektromagnetischer Wellen mit Hilfe von Metalldetektoren. Wir nehmen an, dass sich die Objekte gänzlich im unteren Halbraum eines unbeschränkten zweischichtigen Hintergrundmediums befinden. Wir nehmen weiter an, dass der obere Halbraum mit Luft und der untere Halbraum mit Erde gefüllt ist. Wir betrachten zuerst die physikalischen Grundlagen elektromagnetischer Wellen, aus denen wir zunächst ein vereinfachtes mathematisches Modell ableiten, in welchem wir direkt das elektromagnetische Feld messen. Dieses Modell erweitern wir dann um die Messung des elektromagnetischen Feldes von Sendespulen mit Hilfe von Empfangsspulen. Für das vereinfachte Modell entwickeln wir, unter Verwendung der Theorie des zugehörigen direkten Streuproblems, ein nichtiteratives Verfahren, das auf der Idee der sogenannten Faktorisierungsmethode beruht. Dieses Verfahren übertragen wir dann auf das erweiterte Modell. Wir geben einen Implementierungsvorschlag der Rekonstruktionsmethode und demonstrieren an einer Reihe numerischer Experimente die Anwendbarkeit des Verfahrens. Weiterhin untersuchen wir mehrere Abwandlungen der Methode zur Verbesserung der Rekonstruktionen und zur Verringerung der Rechenzeit.

An evolutionary algorithm for the surface structure problem

Many macroscopic properties: hardness, corrosion, catalytic activity, etc. are directly related to the surface structure, that is, to the position and chemical identity of the outermost atoms of the material. Current experimental techniques for its determination produce a “signature” from which the structure must be inferred by solving an inverse problem: a solution is proposed, its corresponding signature computed and then compared to the experiment. This is a challenging optimization problem where the search space and the number of local minima grows exponentially with the number of atoms, hence its solution cannot be achieved for arbitrarily large structures. Nowadays, it is solved by using a mixture of human knowledge and local search techniques: an expert proposes a solution that is refined using a local minimizer. If the outcome does not fit the experiment, a new solution must be proposed again. Solving a small surface can take from days to weeks of this trial and error method. Here we describe our ongoing work in its solution. We use an hybrid algorithm that mixes evolutionary techniques with trusted region methods and reuses knowledge gained during the execution to avoid repeated search of structures. Its parallelization produces good results even when not requiring the gathering of the full population, hence it can be used in loosely coupled environments such as grids. With this algorithm, the solution of test cases that previously took weeks of expert time can be automatically solved in a day or two of uniprocessor time.

An inverse optimization strategy to determine single crystal mechanical behavior from polycrystal tests: Application to AZ31 Mg alloy

An inverse optimization strategy was developed to determine the single crystal properties from experimental results of the mechanical behavior of polycrystals. The polycrystal behavior was obtained by means of the finite element simulation of a representative volume element of the microstructure in which the dominant slip and twinning systems were included in the constitutive equation of each grain. The inverse problem was solved by means of the Levenberg-Marquardt method, which provided an excellent fit to the experimental results. The iterative optimization process followed a hierarchical scheme in which simple representative volume elements were initially used, followed by more realistic ones to reach the final optimum solution, leading to important reductions in computer time. The new strategy was applied to identify the initial and saturation critical resolved shear stresses and the hardening modulus of the active slip systems and extension twinning in a textured AZ31 Mg alloy. The results were in general agreement with the data in the literature but also showed some differences. They were partially explained because of the higher accuracy of the new optimization strategy but it was also shown that the number of independent experimental stress-strain curves used as input is critical to reach an accurate solution to the inverse optimization problem. It was concluded that at least three independent stress-strain curves are necessary to determine the single crystal behavior from polycrystal tests in the case of highly textured Mg alloys.

Contribución al análisis cinemático y dinámico de manipuladores paralelos

El documento presentado contiene una aproximación a algunos de los diversos problemas actuales existentes en el campo de la robótica paralela. Primeramente se hace una propuesta para el cálculo de los parámetros estructurales de los robots paralelos, mediante el desarrollo de una metodología que combina las herramientas del estudio de mecanismos con el álgebra lineal; en una segunda sección se propone la solución del problema geométrico directo a partir de la definición de ecuaciones de restricción y su respectiva solución usando métodos numéricos, así como la solución para el problema geométrico inverso; en la tercera parte se aborda el problema dinámico tanto directo como inverso y su solución a partir de una metodología basada en el método de Kane o de trabajos virtuales. Para las propuestas metodológicas expuestas se han desarrollado ejemplos de aplicación tanto teóricos como prácticos (simulaciones y pruebas físicas), donde se demuestra su alcance y desempeño, mediante su utilización en múltiples configuraciones para manipuladores paralelos, entre los que se destacan la plataforma Stewart Gough, y el 3-RRR. Todo con el objetivo de extender su aplicación en futuros trabajos de investigación en el área. ABSTRACT The document presented below provides an approach to some of the many current problems existing in the field of parallel robotics. First is maked a proposal for calculating the structural parameters of the parallel robots, through developing a methodology that combines tools to study mechanisms with the linear algebra; a second section contains a direct geometrical problem solution from the definition of constraint equations and their respective solution using numerical methods, as well as the solution to the inverse geometric problem; in the third part, both, direct and inverse dynamic problem and its solution based on methodology Kane or the method of virtual work are propossed. For each of the exposed methodological proposals they were developed examples of both theoretical and practical application (simulations and physical tests), where its scope and performance is demonstrated by its use in multiple configurations for parallel manipulators, among which stand out the platform Stewart Gough, and 3-RRR. All with the goal of extending its application in future research in the area.