Computing inverse optical flow

[EN] We propose four algorithms for computing the inverse optical flow between two images. We assume that the forward optical flow has already been obtained and we need to estimate the flow in the backward direction. The forward and backward flows can be related through a warping formula, which allows us to propose very efficient algorithms. These are presented in increasing order of complexity. The proposed methods provide high accuracy with low memory requirements and low running times.In general, the processing reduces to one or two image passes. Typically, when objects move in a sequence, some regions may appear or disappear. Finding the inverse flows in these situations is difficult and, in some cases, it is not possible to obtain a correct solution. Our algorithms deal with occlusions very easy and reliably. On the other hand, disocclusions have to be overcome as a post-processing step. We propose three approaches for filling disocclusions. In the experimental results, we use standard synthetic sequences to study the performance of the proposed methods, and show that they yield very accurate solutions. We also analyze the performance of the filling strategies. 

A generalization of the Moore-Penrose inverse related to matrix subspaces of C(nxm)

[EN]A natural generalization of the classical Moore-Penrose inverse is presented. The so-called S-Moore-Penrose inverse of a m x n complex matrix A, denoted by As, is defined for any linear subspace S of the matrix vector space Cnxm. The S-Moore-Penrose inverse As is characterized using either the singular value decomposition or (for the nonsingular square case) the orthogonal complements with respect to the Frobenius inner product. These results are applied to the preconditioning of linear systems based on Frobenius norm minimization and to the linearly constrained linear least squares problem.

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.

Generalized soluble groups of finite co-central rank

Eine Gruppe G hat endlichen Prüferrang (bzw. Ko-zentralrang) kleiner gleich r, wenn für jede endlich erzeugte Gruppe H gilt: H (bzw. H modulo seinem Zentrum) ist r-erzeugbar. In der vorliegenden Arbeit werden, soweit möglich, die bekannten Sätze über Gruppen von endlichem Prüferrang (kurz X-Gruppen), auf die wesentlich größere Klasse der Gruppen mit endlichem Ko-zentralrang (kurz R-Gruppen) verallgemeinert.Für lokal nilpotente R-Gruppen, welche torsionsfrei oder p-Gruppen sind, wird gezeigt, dass die Zentrumsfaktorgruppe eine X-Gruppe sein muss. Es folgt, dass Hyperzentralität und lokale Nilpotenz für R-Gruppen identische Bediungungen sind. Analog hierzu sind R-Gruppen genau dann lokal auflösbar, wenn sie hyperabelsch sind. Zentral für die Strukturtheorie hyperabelscher R-Gruppen ist die Tatsache, dass solche Gruppen eine aufsteigende Normalreihe abelscher X-Gruppen besitzen. Es wird eine Sylowtheorie für periodische hyperabelsche R-Gruppen entwickelt. Für torsionsfreie hyperabelsche R-Gruppen wird deren Auflösbarkeit bewiesen. Des weiteren sind lokal endliche R-Gruppen fast hyperabelsch. Für R-Gruppen fallen sehr große Gruppenklassen mit den fast hyperabelschen Gruppen zusammen. Hierzu wird der Begriff der Sektionsüberdeckung eingeführt und gezeigt, dass R-Gruppen mit fast hyperabelscher Sektionsüberdeckung fast hyperabelsch sind.

Cosmological perturbations in generalized theories of gravity

The first part of the thesis concerns the study of inflation in the context of a theory of gravity called "Induced Gravity" in which the gravitational coupling varies in time according to the dynamics of the very same scalar field (the "inflaton") driving inflation, while taking on the value measured today since the end of inflation. Through the analytical and numerical analysis of scalar and tensor cosmological perturbations we show that the model leads to consistent predictions for a broad variety of symmetry-breaking inflaton's potentials, once that a dimensionless parameter entering into the action is properly constrained. We also discuss the average expansion of the Universe after inflation (when the inflaton undergoes coherent oscillations about the minimum of its potential) and determine the effective equation of state. Finally, we analyze the resonant and perturbative decay of the inflaton during (p)reheating. The second part is devoted to the study of a proposal for a quantum theory of gravity dubbed "Horava-Lifshitz (HL) Gravity" which relies on power-counting renormalizability while explicitly breaking Lorentz invariance. We test a pair of variants of the theory ("projectable" and "non-projectable") on a cosmological background and with the inclusion of scalar field matter. By inspecting the quadratic action for the linear scalar cosmological perturbations we determine the actual number of propagating degrees of freedom and realize that the theory, being endowed with less symmetries than General Relativity, does admit an extra gravitational degree of freedom which is potentially unstable. More specifically, we conclude that in the case of projectable HL Gravity the extra mode is either a ghost or a tachyon, whereas in the case of non-projectable HL Gravity the extra mode can be made well-behaved for suitable choices of a pair of free dimensionless parameters and, moreover, turns out to decouple from the low-energy Physics.

108 Sn studied with intermediate-energy Coulomb excitation

In dieser Arbeit wurde der instabile, Neutronenarme Kern 108Sn mit Hilfe der Coulomb-Anregung bei intermediaeren Energien in inverser Kinematik studiert. Diese Methode wurde bisher zur Untersuchung der ersten angeregten 2+ Zustaende und deren E2 Zerfallsraten in Kernen mit Kernladungszahl Z< 30 angewendet. 108Sn ist somit der Kern mit der groeßten Kernladungszahl, bei dem diese Studien bisher stattfanden. Das Ziel dieses Experiments war die Messung der unbekannten reduzierten Uebergangswahrscheinlichkeit B(E2,0+ -> 2+). Der B(E2)-Wert von 0.230(57) e2b2 wurde relativ zu dem bekannten Wert des Isotops 112Sn bestimmt. Das Experiment wurde an der GSI Darmstadt mit Hilfe des RISING Detektors und des Fragmentseperators (FRS) durchgefuehrt. Sekundaere Strahlen (108Sn, 112Sn) mit einer Energie von ca. 150 MeV pro Nukleon wurden auf ein 386 mg/cm2 dickes 197Au Target geschossen. Die Projektilfragmente wurden mit Hilfe des Fragmentseparators selektiert und identifiziert. Zur Selektion des Reaktionskanals und zur Bestimmung des Winkels der gestreuten Fragmente wurde das Teilchenteleskop CATE, das sich hinter dem Target befand, verwendet. Gammastrahlung, die in Koinzidenz mit den Projektilrestkernen emittiert wurde, wurde in den Germanium-Cluster Detektoren des RISING Detektors nachgewiesen. Der gemessene B(E2,0+ -> 2+)-Wert von 108Sn ist in Uebereinstimmung mit neueren Schalenmodellrechnungen, die auf realistischen effektiven Wechselwirkungen basieren und im Rahmen eines verallgemeinerten Seniorit¨ats-Schemas erklaert werden.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Investigations on maar-diatreme volcanoes by inversion of magnetic and gravity data from the Eifel area, Germany

A study of maar-diatreme volcanoes has been perfomed by inversion of gravity and magnetic data. The geophysical inverse problem has been solved by means of the damped nonlinear least-squares method. To ensure stability and convergence of the solution of the inverse problem, a mathematical tool, consisting in data weighting and model scaling, has been worked out. Theoretical gravity and magnetic modeling of maar-diatreme volcanoes has been conducted in order to get information, which is used for a simple rough qualitative and/or quantitative interpretation. The information also serves as a priori information to design models for the inversion and/or to assist the interpretation of inversion results. The results of theoretical modeling have been used to roughly estimate the heights and the dip angles of the walls of eight Eifel maar-diatremes — each taken as a whole. Inversemodeling has been conducted for the Schönfeld Maar (magnetics) and the Hausten-Morswiesen Maar (gravity and magnetics). The geometrical parameters of these maars, as well as the density and magnetic properties of the rocks filling them, have been estimated. For a reliable interpretation of the inversion results, beside the knowledge from theoretical modeling, it was resorted to other tools such like field transformations and spectral analysis for complementary information. Geologic models, based on thesynthesis of the respective interpretation results, are presented for the two maars mentioned above. The results gave more insight into the genesis, physics and posteruptive development of the maar-diatreme volcanoes. A classification of the maar-diatreme volcanoes into three main types has been elaborated. Relatively high magnetic anomalies are indicative of scoria cones embeded within maar-diatremes if they are not caused by a strong remanent component of the magnetization. Smaller (weaker) secondary gravity and magnetic anomalies on the background of the main anomaly of a maar-diatreme — especially in the boundary areas — are indicative for subsidence processes, which probably occurred in the late sedimentation phase of the posteruptive development. Contrary to postulates referring to kimberlite pipes, there exists no generalized systematics between diameter and height nor between geophysical anomaly and the dimensions of the maar-diatreme volcanoes. Although both maar-diatreme volcanoes and kimberlite pipes are products of phreatomagmatism, they probably formed in different thermodynamic and hydrogeological environments. In the case of kimberlite pipes, large amounts of magma and groundwater, certainly supplied by deep and large reservoirs, interacted under high pressure and temperature conditions. This led to a long period phreatomagmatic process and hence to the formation of large structures. Concerning the maar-diatreme and tuff-ring-diatreme volcanoes, the phreatomagmatic process takes place due to an interaction between magma from small and shallow magma chambers (probably segregated magmas) and small amounts of near-surface groundwater under low pressure and temperature conditions. This leads to shorter time eruptions and consequently to structures of smaller size in comparison with kimberlite pipes. Nevertheless, the results show that the diameter to height ratio for 50% of the studied maar-diatremes is around 1, whereby the dip angle of the diatreme walls is similar to that of the kimberlite pipes and lies between 70 and 85°. Note that these numerical characteristics, especially the dip angle, hold for the maars the diatremes of which — estimated by modeling — have the shape of a truncated cone. This indicates that the diatreme can not be completely resolved by inversion.

Characterization of geothermal reservoirs’ parameters by inverse problem resolution and geostatistical simulations

BTES (borehole thermal energy storage)systems exchange thermal energy by conduction with the surrounding ground through borehole materials. The spatial variability of the geological properties and the space-time variability of hydrogeological conditions affect the real power rate of heat exchangers and, consequently, the amount of energy extracted from / injected into the ground. For this reason, it is not an easy task to identify the underground thermal properties to use when designing. At the current state of technology, Thermal Response Test (TRT) is the in situ test for the characterization of ground thermal properties with the higher degree of accuracy, but it doesn’t fully solve the problem of characterizing the thermal properties of a shallow geothermal reservoir, simply because it characterizes only the neighborhood of the heat exchanger at hand and only for the test duration. Different analytical and numerical models exist for the characterization of shallow geothermal reservoir, but they are still inadequate and not exhaustive: more sophisticated models must be taken into account and a geostatistical approach is needed to tackle natural variability and estimates uncertainty. The approach adopted for reservoir characterization is the “inverse problem”, typical of oil&gas field analysis. Similarly, we create different realizations of thermal properties by direct sequential simulation and we find the best one fitting real production data (fluid temperature along time). The software used to develop heat production simulation is FEFLOW 5.4 (Finite Element subsurface FLOW system). A geostatistical reservoir model has been set up based on literature thermal properties data and spatial variability hypotheses, and a real TRT has been tested. Then we analyzed and used as well two other codes (SA-Geotherm and FV-Geotherm) which are two implementation of the same numerical model of FEFLOW (Al-Khoury model).

Inverse problems in classical and quantum physics

The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to represent a system in the real world. We study two inverse problems in the fields of classical and quantum physics: QCD condensates from tau-decay data and the inverse conductivity problem. Despite a concentrated effort by physicists extending over many years, an understanding of QCD from first principles continues to be elusive. Fortunately, data continues to appear which provide a rather direct probe of the inner workings of the strong interactions. We use a functional method which allows us to extract within rather general assumptions phenomenological parameters of QCD (the condensates) from a comparison of the time-like experimental data with asymptotic space-like results from theory. The price to be paid for the generality of assumptions is relatively large errors in the values of the extracted parameters. Although we do not claim that our method is superior to other approaches, we hope that our results lend additional confidence to the numerical results obtained with the help of methods based on QCD sum rules. EIT is a technology developed to image the electrical conductivity distribution of a conductive medium. The technique works by performing simultaneous measurements of direct or alternating electric currents and voltages on the boundary of an object. These are the data used by an image reconstruction algorithm to determine the electrical conductivity distribution within the object. In this thesis, two approaches of EIT image reconstruction are proposed. The first is based on reformulating the inverse problem in terms of integral equations. This method uses only a single set of measurements for the reconstruction. The second approach is an algorithm based on linearisation which uses more then one set of measurements. A promising result is that one can qualitatively reconstruct the conductivity inside the cross-section of a human chest. Even though the human volunteer is neither two-dimensional nor circular, such reconstructions can be useful in medical applications: monitoring for lung problems such as accumulating fluid or a collapsed lung and noninvasive monitoring of heart function and blood flow.

Pseudodifferential operators on Hilbert space riggings with associated psi *-algebras and generalized Hörmander classes

The present thesis is concerned with certain aspects of differential and pseudodifferential operators on infinite dimensional spaces. We aim to generalize classical operator theoretical concepts of pseudodifferential operators on finite dimensional spaces to the infinite dimensional case. At first we summarize some facts about the canonical Gaussian measures on infinite dimensional Hilbert space riggings. Considering the naturally unitary group actions in $L^2(H_-,gamma)$ given by weighted shifts and multiplication with $e^{iSkp{t}{cdot}_0}$ we obtain an unitary equivalence $F$ between them. In this sense $F$ can be considered as an abstract Fourier transform. We show that $F$ coincides with the Fourier-Wiener transform. Using the Fourier-Wiener transform we define pseudodifferential operators in Weyl- and Kohn-Nirenberg form on our Hilbert space rigging. In the case of this Gaussian measure $gamma$ we discuss several possible Laplacians, at first the Ornstein-Uhlenbeck operator and then pseudo-differential operators with negative definite symbol. In the second case, these operators are generators of $L^2_gamma$-sub-Markovian semi-groups and $L^2_gamma$-Dirichlet-forms. In 1992 Gramsch, Ueberberg and Wagner described a construction of generalized Hörmander classes by commutator methods. Following this concept and the classical finite dimensional description of $Psi_{ro,delta}^0$ ($0leqdeltaleqroleq 1$, $delta< 1$) in the $C^*$-algebra $L(L^2)$ by Beals and Cordes we construct in both cases generalized Hörmander classes, which are $Psi^*$-algebras. These classes act on a scale of Sobolev spaces, generated by our Laplacian. In the case of the Ornstein-Uhlenbeck operator, we prove that a large class of continuous pseudodifferential operators considered by Albeverio and Dalecky in 1998 is contained in our generalized Hörmander class. Furthermore, in the case of a Laplacian with negative definite symbol, we develop a symbolic calculus for our operators. We show some Fredholm-criteria for them and prove that these Fredholm-operators are hypoelliptic. Moreover, in the finite dimensional case, using the Gaussian-measure instead of the Lebesgue-measure the index of these Fredholm operators is still given by Fedosov's formula. Considering an infinite dimensional Heisenberg group rigging we discuss the connection of some representations of the Heisenberg group to pseudo-differential operators on infinite dimensional spaces. We use this connections to calculate the spectrum of pseudodifferential operators and to construct generalized Hörmander classes given by smooth elements which are spectrally invariant in $L^2(H_-,gamma)$. Finally, given a topological space $X$ with Borel measure $mu$, a locally compact group $G$ and a representation $B$ of $G$ in the group of all homeomorphisms of $X$, we construct a Borel measure $mu_s$ on $X$ which is invariant under $B(G)$.

Inverse size exclusion chromatography (ISEC)

In this work, an improved protocol for inverse size-exclusion chromatography (ISEC) was established to assess important pore structural data of porous silicas as stationary phases in packed chromatographic columns. After the validity of the values generated by ISEC was checked by comparison with data obtained from traditional methods like nitrogen sorption at 77 K (Study A), the method could be successfully employed as valuable tool at the development of bonded poly(methacrylate)-coated silicas, while traditional methods generate partially incorrect pore structural information (Study B). Study A: Different mesoporous silicas were converted by a pseudomorphical transition into ordered MCM-41-type silica while maintaining the particle-size and -shape. The essential parameters like specific surface area, average pore diameter and specific pore volume, the pore connectivity from ISEC remained nearly the same which was reflected by the same course of the theoretical plate height vs. linear velocity curves. Study B: In the development of bonded poly(methacrylate)-coated silicas for the reversed phase separation of biopolymers, ISEC was the only method to generate valid pore structural information of the polymer-coated materials. Synthesis procedures were developed to obtain reproducibly covalently bonded poly(methacrylate) coatings with good thermal stability on different base materials, employing as well particulate and monolithic materials.

Factorization method and inclusions of mixed type in an inverse elliptic boundary value problem

In various imaging problems the task is to use the Cauchy data of the solutions to an elliptic boundary value problem to reconstruct the coefficients of the corresponding partial differential equation. Often the examined object has known background properties but is contaminated by inhomogeneities that cause perturbations of the coefficient functions. The factorization method of Kirsch provides a tool for locating such inclusions. In this paper, the factorization technique is studied in the framework of coercive elliptic partial differential equations of the divergence type: Earlier it has been demonstrated that the factorization algorithm can reconstruct the support of a strictly positive (or negative) definite perturbation of the leading order coefficient, or if that remains unperturbed, the support of a strictly positive (or negative) perturbation of the zeroth order coefficient. In this work we show that these two types of inhomogeneities can, in fact, be located simultaneously. Unlike in the earlier articles on the factorization method, our inclusions may have disconnected complements and we also weaken some other a priori assumptions of the method. Our theoretical findings are complemented by two-dimensional numerical experiments that are presented in the framework of the diffusion approximation of optical tomography.