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.

Image reconstruction by an alternating minimisation

This paper focuses on the problem of incomplete data in the applications of the circular cone-beam computed tomography. This problem is frequently encountered in medical imaging sciences and some other industrial imaging systems. For example, it is crucial when the high density region of objects can only be penetrated by X-rays in a limited angular range. As the projection data are only available in an angular range, the above mentioned incomplete data problem can be attributed to the limited angle problem, which is an ill-posed inverse problem. This paper reports a modified total variation minimisation method to reduce the data insufficiency in tomographic imaging. This proposed method is robust and efficient in the task of reconstruction by showing the convergence of the alternating minimisation method. The results demonstrate that this new reconstruction method brings reasonable performance. (C) 2010 Elsevier B.V. All rights reserved.

An inverse problem for the Helmholtz equation involving two semi-infinite fluids

An analytical method is developed for solving an inverse problem for Helmholtz's equation associated with two semi-infinite incompressible fluids of different variable refractive indices, separated by a plane interface. The unknowns of the inverse problem are: (i) the refractive indices of the two fluids, (ii) the ratio of the densities of the two fluids, and (iii) the strength of an acoustic source assumed to be situated at the interface of the two fluids. These are determined from the pressure on the interface produced by the acoustic source. The effect of the surface tension force at the interface is taken into account in this paper. The application of the proposed analytical method to solve the inverse problem is also illustrated with several examples. In particular, exact solutions of two direct problems are first derived using standard classical methods which are then used in our proposed inverse method to recover the unknowns of the corresponding inverse problems. The results are found to be in excellent agreement.

A BIEM optimization method for fracture dynamics inverse problem

In the present paper, based on the theory of dynamic boundary integral equation, an optimization method for crack identification is set up in the Laplace frequency space, where the direct problem is solved by the author's new type boundary integral equations and a method for choosing the high sensitive frequency region is proposed. The results show that the method proposed is successful in using the information of boundary elastic wave and overcoming the ill-posed difficulties on solution, and helpful to improve the identification precision.

Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Particle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.

Inverse problem for the wave equation : partial data and novel boundary sources

An inverse problem for the wave equation is a mathematical formulation of the problem to convert measurements of sound waves to information about the wave speed governing the propagation of the waves. This doctoral thesis extends the theory on the inverse problems for the wave equation in cases with partial measurement data and also considers detection of discontinuous interfaces in the wave speed. A possible application of the theory is obstetric sonography in which ultrasound measurements are transformed into an image of the fetus in its mother's uterus. The wave speed inside the body can not be directly observed but sound waves can be produced outside the body and their echoes from the body can be recorded. The present work contains five research articles. In the first and the fifth articles we show that it is possible to determine the wave speed uniquely by using far apart sound sources and receivers. This extends a previously known result which requires the sound waves to be produced and recorded in the same place. Our result is motivated by a possible application to reflection seismology which seeks to create an image of the Earth s crust from recording of echoes stimulated for example by explosions. For this purpose, the receivers can not typically lie near the powerful sound sources. In the second article we present a sound source that allows us to recover many essential features of the wave speed from the echo produced by the source. Moreover, these features are known to determine the wave speed under certain geometric assumptions. Previously known results permitted the same features to be recovered only by sequential measurement of echoes produced by multiple different sources. The reduced number of measurements could increase the number possible applications of acoustic probing. In the third and fourth articles we develop an acoustic probing method to locate discontinuous interfaces in the wave speed. These interfaces typically correspond to interfaces between different materials and their locations are of interest in many applications. There are many previous approaches to this problem but none of them exploits sound sources varying freely in time. Our use of more variable sources could allow more robust implementation of the probing.

Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Paartaicle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.

An inverse problem for Helmholtz equation

This article is concerned with subsurface material identification for the 2-D Helmholtz equation. The algorithm is iterative in nature. It assumes an initial guess for the unknown function and obtains corrections to the guessed value. It linearizes the otherwise nonlinear problem around the background field. The background field is the field variable generated using the guessed value of the unknown function at each iteration. Numerical results indicate that the algorithm can recover a close estimate of the unknown function based on the measurements collected at the boundary.

The inverse problem in magnetic force microscopy--inferring sample magnetization from MFM images.

Nanomagnetic structures have the potential to surpass silicon's scaling limitations both as elements in hybrid CMOS logic and as novel computational elements. Magnetic force microscopy (MFM) offers a convenient characterization technique for use in the design of such nanomagnetic structures. MFM measures the magnetic field and not the sample's magnetization. As such the question of the uniqueness of the relationship between an external magnetic field and a magnetization distribution is a relevant one. To study this problem we present a simple algorithm which searches for magnetization distributions consistent with an external magnetic field and solutions to the micromagnetic equations' qualitative features. The algorithm is not computationally intensive and is found to be effective for our test cases. On the basis of our results we propose a systematic approach for interpreting MFM measurements.

Ill-posed Inverse Problems and Logarithmic Continuity in Electromagnetics

info:eu-repo/semantics/published

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.

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).

A comprehensive discussion of HMBC pulse sequences. III. Solving the problem of missing and weakly observed long-range correlations

The intensity of long-range correlations observed with the classical HMBC pulse sequence using static optimization of the long-range coupling delay is directly related to the size of the coupling constant and is often set as a compromise. As such, some long-range correlations might appear with a reduced intensity or might even be completely absent from the spectra. After a short introduction, this third manuscript will give a detailed review of some selected HMBC variants dedicated to improve the detection of long-range correlations, such as the ACCORD-HMBC, CIGAR-HMBC, and Broadband HMBC experiments. Practical details about the accordion optimization, which affords a substantial improvement in both the number and intensity of the long-range correlations observed, but introduces a modulation in F1, will be discussed. The incorporation of the so-called constant time variable delay in the CIGAR-HMBC experiment, which can trigger or even completely suppress 1H–1H coupling modulation inherent to the utilization of the accordion principle, will be also discussed. The broadband HMBC scheme, which consists of recording a series of HMBC spectra with different delays set as a function of the long-range heteronuclear coupling constant ranges and transverse relaxation times T2, is also examined.