Parâmetro de regularização em problemas inversos: estudo numérico com a transformada de Radon

In general, an inverse problem corresponds to find a value of an element x in a suitable vector space, given a vector y measuring it, in some sense. When we discretize the problem, it usually boils down to solve an equation system f(x) = y, where f : U Rm ! Rn represents the step function in any domain U of the appropriate Rm. As a general rule, we arrive to an ill-posed problem. The resolution of inverse problems has been widely researched along the last decades, because many problems in science and industry consist in determining unknowns that we try to know, by observing its effects under certain indirect measures. Our general subject of this dissertation is the choice of Tykhonov´s regulaziration parameter of a poorly conditioned linear problem, as we are going to discuss on chapter 1 of this dissertation, focusing on the three most popular methods in nowadays literature of the area. Our more specific focus in this dissertation consists in the simulations reported on chapter 2, aiming to compare the performance of the three methods in the recuperation of images measured with the Radon transform, perturbed by the addition of gaussian i.i.d. noise. We choosed a difference operator as regularizer of the problem. The contribution we try to make, in this dissertation, mainly consists on the discussion of numerical simulations we execute, as is exposed in Chapter 2. We understand that the meaning of this dissertation lays much more on the questions which it raises than on saying something definitive about the subject. Partly, for beeing based on numerical experiments with no new mathematical results associated to it, partly for being about numerical experiments made with a single operator. On the other hand, we got some observations which seemed to us interesting on the simulations performed, considered the literature of the area. In special, we highlight observations we resume, at the conclusion of this work, about the different vocations of methods like GCV and L-curve and, also, about the optimal parameters tendency observed in the L-curve method of grouping themselves in a small gap, strongly correlated with the behavior of the generalized singular value decomposition curve of the involved operators, under reasonably broad regularity conditions in the images to be recovered

Incorporação do vínculo de suavidade no ajuste de histórico de reservatórios de petróleo

The history match procedure in an oil reservoir is of paramount importance in order to obtain a characterization of the reservoir parameters (statics and dynamics) that implicates in a predict production more perfected. Throughout this process one can find reservoir model parameters which are able to reproduce the behaviour of a real reservoir.Thus, this reservoir model may be used to predict production and can aid the oil file management. During the history match procedure the reservoir model parameters are modified and for every new set of reservoir model parameters found, a fluid flow simulation is performed so that it is possible to evaluate weather or not this new set of parameters reproduces the observations in the actual reservoir. The reservoir is said to be matched when the discrepancies between the model predictions and the observations of the real reservoir are below a certain tolerance. The determination of the model parameters via history matching requires the minimisation of an objective function (difference between the observed and simulated productions according to a chosen norm) in a parameter space populated by many local minima. In other words, more than one set of reservoir model parameters fits the observation. With respect to the non-uniqueness of the solution, the inverse problem associated to history match is ill-posed. In order to reduce this ambiguity, it is necessary to incorporate a priori information and constraints in the model reservoir parameters to be determined. In this dissertation, the regularization of the inverse problem associated to the history match was performed via the introduction of a smoothness constraint in the following parameter: permeability and porosity. This constraint has geological bias of asserting that these two properties smoothly vary in space. In this sense, it is necessary to find the right relative weight of this constrain in the objective function that stabilizes the inversion and yet, introduces minimum bias. A sequential search method called COMPLEX was used to find the reservoir model parameters that best reproduce the observations of a semi-synthetic model. This method does not require the usage of derivatives when searching for the minimum of the objective function. Here, it is shown that the judicious introduction of the smoothness constraint in the objective function formulation reduces the associated ambiguity and introduces minimum bias in the estimates of permeability and porosity of the semi-synthetic reservoir model

Short-wave instabilities in the Benjamin-Bona-Mahoney-Peregrine equation: theory and numerics

In this paper we discuss the nonlinear propagation of waves of short wavelength in dispersive systems. We propose a family of equations that is likely to describe the asymptotic behaviour of a large class of systems. We then restrict our attention to the analysis of the simplest nonlinear short-wave dynamics given by U-0 xi tau, = U-0 - 3(U-0)(2). We integrate numerically this equation for periodic and non-periodic boundary conditions, and we find that short waves may exist only if the amplitude of the initial profile is not too large.

Nonlinear parameter estimation in laminar forced convection within a circular sector tube

In this article we examine an inverse heat convection problem of estimating unknown parameters of a parameterized variable boundary heat flux. The physical problem is a hydrodynamically developed, thermally developing, three-dimensional steady state laminar flow of a Newtonian fluid inside a circular sector duct, insulated in the flat walls and subject to unknown wall heat flux at the curved wall. Results are presented for polynomial and sinusoidal trial functions, and the unknown parameters as well as surface heat fluxes are determined. Depending on the nature of the flow, on the position of experimental points the inverse problem sometimes could not be solved. Therefore, an identification condition is defined to specify a condition under which the inverse problem can be solved. Once the parameters have been computed it is possible to obtain the statistical significance of the inverse problem solution. Therefore, approximate confidence bounds based on standard statistical linear procedure, for the estimated parameters, are analyzed and presented.

Detecção de falhas estruturais usando sensores e atuadores piezelétricos e algoritmos genéticos

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

String-averaging expectation-maximization for maximum likelihood estimation in emission tomography

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A direct D-bar reconstruction algorithm for recovering a complex conductivity in 2D

A direct reconstruction algorithm for complex conductivities in W-2,W-infinity(Omega), where Omega is a bounded, simply connected Lipschitz domain in R-2, is presented. The framework is based on the uniqueness proof by Francini (2000 Inverse Problems 6 107-19), but equations relating the Dirichlet-to-Neumann to the scattering transform and the exponentially growing solutions are not present in that work, and are derived here. The algorithm constitutes the first D-bar method for the reconstruction of conductivities and permittivities in two dimensions. Reconstructions of numerically simulated chest phantoms with discontinuities at the organ boundaries are included.

A uniqueness theorem for the determination of sources in the Germain–Lagrange plate equation

We prove a uniqueness result related to the Germain–Lagrange dynamic plate differential equation. We consider the equation {∂2u∂t2+△2u=g⊗f,in ]0,+∞)×R2,u(0)=0,∂u∂t(0)=0, where uu stands for the transverse displacement, ff is a distribution compactly supported in space, and g∈Lloc1([0,+∞)) is a function of time such that g(0)≠0g(0)≠0 and there is a T0>0T0>0 such that g∈C1[0,T0[g∈C1[0,T0[. We prove that the knowledge of uu over an arbitrary open set of the plate for any interval of time ]0,T[]0,T[, 0

Die Faktorisierungsmethode für die elektrische Impedanztomographie im Halbraum

In der vorliegenden Arbeit wird die Faktorisierungsmethode zur Erkennung von Inhomogenitäten der Leitfähigkeit in der elektrischen Impedanztomographie auf unbeschränkten Gebieten - speziell der Halbebene bzw. dem Halbraum - untersucht. Als Lösungsräume für das direkte Problem, d.h. die Bestimmung des elektrischen Potentials zu vorgegebener Leitfähigkeit und zu vorgegebenem Randstrom, führen wir gewichtete Sobolev-Räume ein. In diesen wird die Existenz von schwachen Lösungen des direkten Problems gezeigt und die Gültigkeit einer Integraldarstellung für die Lösung der Laplace-Gleichung, die man bei homogener Leitfähigkeit erhält, bewiesen. Mittels der Faktorisierungsmethode geben wir eine explizite Charakterisierung von Einschlüssen an, die gegenüber dem Hintergrund eine sprunghaft erhöhte oder erniedrigte Leitfähigkeit haben. Damit ist zugleich für diese Klasse von Leitfähigkeiten die eindeutige Rekonstruierbarkeit der Einschlüsse bei Kenntnis der lokalen Neumann-Dirichlet-Abbildung gezeigt. Die mittels der Faktorisierungsmethode erhaltene Charakterisierung der Einschlüsse haben wir in ein numerisches Verfahren umgesetzt und sowohl im zwei- als auch im dreidimensionalen Fall mit simulierten, teilweise gestörten Daten getestet. Im Gegensatz zu anderen bekannten Rekonstruktionsverfahren benötigt das hier vorgestellte keine Vorabinformation über Anzahl und Form der Einschlüsse und hat als nicht-iteratives Verfahren einen vergleichsweise geringen Rechenaufwand.

Gebietserkennung mit der Faktorisierungsmethode

In der vorliegenden Arbeit wird die Faktorisierungsmethode zur Erkennung von Gebieten mit sprunghaft abweichenden Materialparametern untersucht. Durch eine abstrakte Formulierung beweisen wir die der Methode zugrunde liegende Bildraumidentität für allgemeine reelle elliptische Probleme und deduzieren bereits bekannte und neue Anwendungen der Methode. Für das spezielle Problem, magnetische oder perfekt elektrisch leitende Objekte durch niederfrequente elektromagnetische Strahlung zu lokalisieren, zeigen wir die eindeutige Lösbarkeit des direkten Problems für hinreichend kleine Frequenzen und die Konvergenz der Lösungen gegen die der elliptischen Gleichungen der Magnetostatik. Durch Anwendung unseres allgemeinen Resultats erhalten wir die eindeutige Rekonstruierbarkeit der gesuchten Objekte aus elektromagnetischen Messungen und einen numerischen Algorithmus zur Lokalisierung der Objekte. An einem Musterproblem untersuchen wir, wie durch parabolische Differentialgleichungen beschriebene Einschlüsse in einem durch elliptische Differentialgleichungen beschriebenen Gebiet rekonstruiert werden können. Dabei beweisen wir die eindeutige Lösbarkeit des zugrunde liegenden parabolisch-elliptischen direkten Problems und erhalten durch eine Erweiterung der Faktorisierungsmethode die eindeutige Rekonstruierbarkeit der Einschlüsse sowie einen numerischen Algorithmus zur praktischen Umsetzung der Methode.

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.

Localized potentials in electrical impedance tomography

In this work we study localized electric potentials that have an arbitrarily high energy on some given subset of a domain and low energy on another. We show that such potentials exist for general L-infinity-conductivities (with positive infima) in almost arbitrarily shaped subregions of a domain, as long as these regions are connected to the boundary and a unique continuation principle is satisfied. From this we deduce a simple, but new, theoretical identifiability result for the famous Calderon problem with partial data. We also show how to construct such potentials numerically and use a connection with the factorization method to derive a new non-iterative algorithm for the detection of inclusions in electrical impedance tomography.

Sampling methods for low-frequency electromagnetic imaging

For the detection of hidden objects by low-frequency electromagnetic imaging the Linear Sampling Method works remarkably well despite the fact that the rigorous mathematical justification is still incomplete. In this work, we give an explanation for this good performance by showing that in the low-frequency limit the measurement operator fulfills the assumptions for the fully justified variant of the Linear Sampling Method, the so-called Factorization Method. We also show how the method has to be modified in the physically relevant case of electromagnetic imaging with divergence-free currents. We present numerical results to illustrate our findings, and to show that similar performance can be expected for the case of conducting objects and layered backgrounds.

Factorization method and irregular inclusions in electrical impedance tomography

In electrical impedance tomography, one tries to recover the conductivity inside a physical body from boundary measurements of current and voltage. In many practically important situations, the investigated object has known background conductivity but it is contaminated by inhomogeneities. The factorization method of Andreas Kirsch provides a tool for locating such inclusions. Earlier, it has been shown that under suitable regularity conditions positive (or negative) inhomogeneities can be characterized by the factorization technique if the conductivity or one of its higher normal derivatives jumps on the boundaries of the inclusions. In this work, we use a monotonicity argument to generalize these results: We show that the factorization method provides a characterization of an open inclusion (modulo its boundary) if each point inside the inhomogeneity has an open neighbourhood where the perturbation of the conductivity is strictly positive (or negative) definite. In particular, we do not assume any regularity of the inclusion boundary or set any conditions on the behaviour of the perturbed conductivity at the inclusion boundary. Our theoretical findings are verified by two-dimensional numerical experiments.