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.

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.

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.

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.

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.

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).

The inverse problem for Schwinger pair production

The production of electron–positron pairs in time-dependent electric fields (Schwinger mechanism) depends non-linearly on the applied field profile. Accordingly, the resulting momentum spectrum is extremely sensitive to small variations of the field parameters. Owing to this non-linear dependence it is so far unpredictable how to choose a field configuration such that a predetermined momentum distribution is generated. We show that quantum kinetic theory along with optimal control theory can be used to approximately solve this inverse problem for Schwinger pair production. We exemplify this by studying the superposition of a small number of harmonic components resulting in predetermined signatures in the asymptotic momentum spectrum. In the long run, our results could facilitate the observation of this yet unobserved pair production mechanism in quantum electrodynamics by providing suggestions for tailored field configurations.

A guided heuristic approach to the MEG inverse problem.

There is general agreement within the scientific community in considering Biology as the science with more potential to develop in the XXI century. This is due to several reasons, but probably the most important one is the state of development of the rest of experimental and technological sciences. In this context, there are a very rich variety of mathematical tools, physical techniques and computer resources that permit to do biological experiments that were unbelievable only a few years ago. Biology is nowadays taking advantage of all these newly developed technologies, which are been applied to life sciences opening new research fields and helping to give new insights in many biological problems. Consequently, biologists have improved a lot their knowledge in many key areas as human function and human diseases. However there is one human organ that is still barely understood compared with the rest: The human brain. The understanding of the human brain is one of the main challenges of the XXI century. In this regard, it is considered a strategic research field for the European Union and the USA. Thus, there is a big interest in applying new experimental techniques for the study of brain function. Magnetoencephalography (MEG) is one of these novel techniques that are currently applied for mapping the brain activity1. This technique has important advantages compared to the metabolic-based brain imagining techniques like Functional Magneto Resonance Imaging2 (fMRI). The main advantage is that MEG has a higher time resolution than fMRI. Another benefit of MEG is that it is a patient friendly clinical technique. The measure is performed with a wireless set up and the patient is not exposed to any radiation. Although MEG is widely applied in clinical studies, there are still open issues regarding data analysis. The present work deals with the solution of the inverse problem in MEG, which is the most controversial and uncertain part of the analysis process3. This question is addressed using several variations of a new solving algorithm based in a heuristic method. The performance of those methods is analyzed by applying them to several test cases with known solutions and comparing those solutions with the ones provided by our methods.

Don't blame the economists. It is an inverse problem!

The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes beyond optimization is necessary. The approach presented here is radical in the sense that it identifies the roots in key assumptions in economic theory such as optimal behavior and stability to provide an inverse thinking perspective to economic modeling, of use in economic and financial stability policy. The inverse problem provides a truly multidisciplinary platform where related problems from different disciplines can be studied under a common approach with comparable results.

Kinetics of self-assembling microtubules: an "inverse problem" in biochemistry.

Experimental time series for a nonequilibrium reaction may in some cases contain sufficient data to determine a unique kinetic model for the reaction by a systematic mathematical analysis. As an example, a kinetic model for the self-assembly of microtubules is derived here from turbidity time series for solutions in which microtubules assemble. The model may be seen as a generalization of Oosawa's classical nucleation-polymerization model. It reproduces the experimental data with a four-stage nucleation process and a critical nucleus of 15 monomers.

Optimum Design of Electromagnets for Magnetic Levitation of Transport Systems based on the Inverse Problem Solutions

Article is devoted to design of optimum electromagnets for magnetic levitation of transport systems. The method of electromagnets design based on the inverse problem solution of electrical equipment is offered. The method differs from known by introducing a stage of minimization the target functions providing the stated levitation force and magnetic induction in a gap, and also the mass of an electromagnet. Initial values of parameters are received, using approximate formulas of the theory of electric devices and electrical equipment. The example of realization of a method is given. The received results show its high efficiency at design. It is practical to use the offered method and the computer program realizing it as a part of system of the automated design of electric equipment for transport with a magnetic levitation.