A globally convergent numerical method and adaptivity for an inverse problem via Carleman estimates

Size: px
Start display at page:

Download "A globally convergent numerical method and adaptivity for an inverse problem via Carleman estimates"

Transcription

1 A globally convergent numerical method and adaptivity for an inverse problem via Carleman estimates Larisa Beilina, Michael V. Klibanov Chalmers University of Technology and Gothenburg University, Gothenburg, Sweden University of North Carolina at Charlotte, Charlotte, USA 1

2 Globally convergent method A numerical method X is globally convergent if: 1. A theorem is proved claiming convergence to a good approximation for the correct solution regardless on a priori availability of a good guess 2. This theorem is confirmed by numerical experiments for at least one applied problem 2

3 Challenges in solution of CIP Solution of any PDE depends nonlinearly on its coefficients. y ay = 0 y (a, t) = Ce at. Any coefficient inverse problem is nonlinear. Two major challenges in numerical solution of any coefficient inverse problem: NONLINEARITY and Ill-POSEDNESS. Local minima of objective functionals. Locally convergent methods: linearizaton, Newton-like and gradient-like methods. 3

4 A hyperbolic equation c (x) u tt = u a(x)u in R n (0, ), n = 2, 3, u (x, 0) = 0, u t (x, 0) = δ (x x 0 ). INVERSE PROBLEM. Let Ω R n be a bounded domain. Let one of coefficients c (x) or a(x) be unknown in Ω but it is a given constant outside of Ω. Determine this coefficient in Ω, given the function g (x, t), u (x, t) = g (x, t), x Ω, t (0, ) Similarly for the parabolic equation c (x) ũ t = ũ a(x)ũ in R n (0, ), ũ(x, 0) = δ (x x 0 ). 4

5 Applications 1. MEDICINE a. medical optical imaging; b. acoustic imaging. 2. MILITARY a. identification of hidden targets, like, e.g. landmines; improvised explosive devices via electric or acoustic sensing. b. detecting targets covered by smog or flames on the battlefield (via diffuse optics). 5

6 Laplace transform: w(x, s) = 0 u(x, t)e st dt = 0 ũ(x, t)e s2t dt w [ s 2 c (x) + a(x) ] w = δ (x x 0 ), (1) s > s 0 = const. > 0. lim w(x, s) = 0, s > s 0 = const. > 0. (2) x w(x, s) > 0, s > s 0. 6

7 THE TRANSFORMATION PROCEDURE. First, we eliminate the unknown coefficient from the equation: v = lnw. v + v 2 = s 2 c (x) + a(x) in Ω, Let, for example c(x) =? For simplicity let a(x) = 0. It follows from works of V.G. Romanov that [ DxD α s β (v) = DxD α s β sl (x, x ( ( ))] 0) O, s. g (x, x 0 ) s Introduce a new function ṽ = v s 2. Then ṽ (x, s) = O ( ) 1, s. s 7

8 Eliminate the unknown coefficient c (x) via the differentiation: s c(x) 0 q (x, s) = s ṽ (x, s), s ṽ (x, s) = q (x, τ) dτ q (x, τ) dτ + V (x, s). s s V (x, s) is the tail function, V (x, s) 0. But still we iterate with respect to the tail. This truncation is similar to the truncation of high frequencies. 8

9 Obtain Dirichlet boundary value problem for the nonlinear equation q 2s 2 q s q (x, τ) dτ + 2s s q (x, τ) dτ 2 (3) s s +2s 2 q V 2s V s q (x, τ) dτ + 2s ( V ) 2 = 0, s q (x, s) = ψ (x, s), (x, s) Ω [s, s]. (4) Backwards calculations c (x) = ṽ + s 2 ( ṽ) 2, 9

10 How To Solve the Problem (3), (4)? Layer stripping with respect to the pseudo frequency s. On each step the Dirichlet boundary value problem is solved for an elliptic equation. s = s N < s N 1 <... < s 1 < s 0 = s, s i 1 s i = h q (x, s) = q n (x) for s (s n, s n 1 ]. s s q (x, τ) dτ = (s n 1 s) q n (x) + h n 1 j=1 q j (x), s (s n, s n 1 ]. Dirichlet boundary condition: q n (x) = ψ n (x), x Ω, 10

11 ψ n (x) = 1 h s n 1 ψ (x, s)ds. s n 11

12 Hence, L n (q n ) := q n 2 ( s 2 2s (s n 1 s) ) h n 1 j=1 q j (x) q n +2 ( s 2 2s (s n 1 s) ) q n V (x, s) εq n = 2 (s n 1 s) [ s 2 s (s n 1 s) ] n 1 ( q n ) 2 2sh 2 q j (x) +4s V (x, s) h n 1 j=1 j=1 q j (x) 2s [ V (x, s)] 2, s (s n 1, s n ] Introduce the s-dependent Carleman Weight Function C nµ (s) by C nµ (s) = exp[µ (s s n 1 )],s (s n, s n 1 ], where µ >> 1 is a parameter. 2 12

13 Multiply the equation by C nµ (s) and integrate with respect to s [s n, s n 1 ]. ( ) L n (q n ) := q n A 1n (µ, h) h n 1 i=1 q i (x) q n εq n where ( = 2 I n 1 1n (µ, h) I 0 (µ, h) ( q n) 2 A 2n (µ, h)h 2 +2A 1n (µ, h) V (x, s) ( h n 1 i=1 i=1 q i (x) q i (x) ) ) 2 A 2n (µ, h) q n V (x, s) A 2n (µ, h)[ V (x, s)] 2, I 0 (µ, h) = s n 1 s n C nµ (s)ds = 1 e µh, µ 13

14 I 1n (µ, h) = A 1n (µ, h) = s n 1 [ (s n 1 s) s 2 s (s n 1 s) ] C nµ (s)ds, s n 2 I 0 (µ, h) A 2n (µ, h) = Important observation: s n 1 s n ( s 2 2s (s n 1 s) ) C nµ (s)ds, 2 I 0 (µ, h) s n 1 s n sc nµ (s)ds. I 1n (µ, h) I 0 (µ, h) 4 s2 µ, for µh > 1. 14

15 Iterative solution for every q n qnk i A 1n h 2 I 1n (µ, h) I 0 (µ, h) +2A 2n V i n n 1 j=1 q j qnk i εqnk i + A 1n qnk i Vn i = ( ) 2 n 1 qn(k 1) i A2n h 2 q j (x) h n 1 j=1 Hence, we obtain the function j=1 ( ) q j (x) A 2n V i 2 n, k 1, q i nk (x) = ψ n (x), x Ω q i n = lim k qi nk, in C 2+α ( Ω ). 2 15

16 CONVERGENCE THEOREM. First, Schauder Theorem. Consider the Dirichlet boundary value problem 3 u + b j (x)u xj m(x)u = f (x), x Ω, j=1 u Ω = g (x) C 2+α ( Ω). Let b j, m, f C α ( Ω ), d (x) 0; max ( ) b j α, m α 1, Then u 2+α K [ ] g C 2+α ( Ω) + f α, where K = K (Ω) = const

17 Global Convergence Theorem. Let Ω R 3 be a convex bounded domain with the boundary Ω C 3. Let the exact coefficient c (x) C 2 (R 3 ), c [2d 1, 2d 2 ] and c (x) = 2d 1 for x R 3 Ω, where numbers d 1, d 2 > 0 are given. For any function c (x) C α ( R 3) such that c (x) d 1 in Ω and c (x) = 2d 1 in R 3 Ω consider the solution u c (x, t) of the original Cauchy problem. Let C = const. 1 be a constant bounding certaon functions associated with the solution of this Cauchy problem. Let w c (x, s) C 3 ( R 3 { x x 0 < γ} ), γ > 0 be the Laplace transform of u c (x, t) and V c (x) = s 2 ln w c (x, s) C 2+α ( Ω ) be the corresponding tail function. Suppose that the cut-off pseudo frequency s is so large that for any such function c (x) the following estimates hold V 2+α ξ, V c 2+α ξ, where ξ (0, 1) is a sufficiently small number. 17

18 Let V 1,1 (x, s) C 2+α ( Ω ) be the initial tail function and let V 1,1 2+α ξ. Denote η := 2 (h + σ + ξ + ε). Let N N be the total number of functions q n calculated by the algorithm of section 5. Suppose that the number N = N (h) is connected with the step size h via N (h) h = β, where the constant β > 0 is independent on h. Let β be so small that β 1 384KC s 2. In addition, let the number η and the parameter µ of the CWF satisfy the following estimates ( η η 0 (K, C 1, d 1, s) = min 16KM, 3 ) ( 8 d 1 1 = min 256KC s 2, 3 ) 8 d 1, ( ) µ µ 0 (C (C ) 2, K, s, η) = max, 48KC s 2, 1 4 η 2. 18

19 Then for each appropriate n the sequence { qn,1} k converges in k=1 C ( 2+α Ω ) and the following estimates hold ( ) 1 q n qn 2+α 2KM µ + 3η, n [ 1, N ], q n 2+α 2C, n [ 1, N ], c n c η α n 1 8 η, n [ 2, N ]. (5) In addition, functions c n,k (x) d 1 in Ω and c n,k (x) = 2d 1 outside of Ω. 19

20 Brief Outline of the Proof q k n,1 = q k n,1 q n, q n,i = q n,i q n, Ṽ n,k = V n,k V, c n,k = c n,k c, ψ n = ψ n ψ n H n,i (x) = H n,i (x) H (x, s n ), H n (x) = H n (x) H (x, s n ), Sequentially estimate norms q n,1 k 2+α, q n,i 2+α from the above using Schauder theorem. Subtracting the equation for q1 from the equation for q1,1, k we obtain for x Ω q 1,1 k ε q 1,1 k + A 1,1 V 1,1 q 1,1 k = 2 I 1,1 q k 1 ( 1,1 q k 1 1,1 I + ) q 1 0 A 1,1 Ṽ 1,1 q 1 A 2,1 Ṽ 1,1 ( V 1,1 + V ) + εq 1 F 1, q 1 1,1 (x) = ψ 1 (x), x Ω. 20

21 2I 1,1 C µ I 0 << 1. Thus the term responsible for the nonlinearity is small. 21

22 WHY THE FINITE ELEMENT ADAPTIVE METHOD SHOULD BE NEXT? c n c α The estimate (5) is typical for ill-posed problems. η 2 9 n η, n [ 2, N ]. (5) (5) tells us that our globally convergent numerical method can be categorized as the so-called stabilizing method. The notion of stabilizing numerical methods was introduced in the field of ill-posed problems by one of classics Dr. Anatoly B. Bakushinskii (Moscow, Russia) in Computational Mathematics and Mathematical Physics, 1998,

23 A numerical method for an ill-posed problem is called stabilizing if lim n x n x = O (σ + ), where σ > 0 is an error in the data and > 0 is a parameter which can be chosen small in a smart choice. In our case = h + ξ As soon as the procedure (5) is stabilized, we have a good approximation c N for the exact solution c. Thus, on the FIRST globally convergent stage of our procedure we got a good first guess for the solution. 23

24 IDEA: Use a locally convergent numerical method on the SECOND stage. This method should be independent on the parameter = h + ξ. This method should take the the function c N as the first guess. We have chosen Finite Element Adaptive Method for the second stage. 24

25 Two step procedure. STEP 1. To get the first approximation using the globally convergent method. The first approximation is exactly what a locally convergent method needs. STEP 2. To use the adaptivity technique to improve the first approximation. The solution taken from the globally convergent method would be a first guess. The adaptivity does not depend on the tail. 25

26 THE ADAPTIVITY AS THE SECOND STAGE OF THE 2-STAGE GLOBALLY CONVERGENT PROCEDURE Denote Q T = Ω (0, T),S T = Ω (0, T). Functional spaces Hu 2 (Q T ) = {f H 2 (Q T ) : f(x, 0) = f t (x, 0) = 0}, Hu(Q 1 T ) = {f H 1 (Q T ) : f(x, 0) = 0}, Hϕ(Q 2 T ) = {f H 2 (Q T ) : f(x, T) = f t (x, T) = 0}, Hϕ(Q 1 T ) = {f H 1 (Q T ) : f(x, T) = 0}, U = Hu(Q 2 T ) Hϕ(Q 2 T ) C 2 (Ω), U = Hu(Q 1 T ) Hϕ(Q 1 T ) L 2 (Ω), U 1 = L 2 (Q T ) L 2 (Q T ) L 2 (Ω). 26

27 Finite dimensional subspaces of finite elements W u h H 1 u (Q T ),W ϕ h H1 ϕ (Q T ),V h L 2 (Ω), U h U, U h = W u h W ϕ h V h. Since all norms in finite dimensional spaces are equivalent, set for convenience Uh := U 1. Tikhonov regularization functional: E(c) = 1 (u ST g(x, t)) 2 dσdt + 2 S T 1 2 γ Ω (c c glob ) 2 dx. c glob is the solution obtained on the globally convergent stage. γ (0, 1) is the regularization parameter. 27

28 To calculate the Frechet derivative of E(c), introduce the Lagrangian. To be 100% rigorous, we need to assume in the Lagrangian that variations of state and adjoint operators actually depend on c and depend on each other. This would make things more complicated. We currently are working on this extension. However, to simplify things, we assume in this presentation that these functions are mutually independent. In particular, we assume that E(c) := E(u, c), where functions u and c can be varied independently on each other. Many authors also use this kind of assumption. 28

29 Given the data g = u ST for the inverse problem, one can uniquely determine the normal derivative p (x, t), u n S T = p (x, t). Let v = (c, u, ϕ). Then we define the Lagrangian as L(v) = E(u, c) + ϕ (cu tt u) dxdt, ϕ Hϕ 2 (Q T ). Q T Clearly L(v) = E(u, c). The integration by parts leads to L(v) = E(u, c) c(x)u t ϕ t dxdt + Q T Q T u ϕdxdt S T pϕdsdt. 29

30 We search for a stationary point of the functional L(v), v U satisfying L (v) (v) = 0, v = (ū, ϕ, c) U where L (v)( ) is the Frechet derivative of L at the point v. T L (v) (v) = c γ (c c 0 ) u t ϕ t dt dx c(x) (ϕ t u t + u t ϕ t )dxdt Ω + ( u ϕ + u ϕ) Q T v = (u, ϕ, c) U. 0 Q T pϕdσdt + (u ST g) udσdt = 0, S T S T 30

31 Integration by parts leads to L (v) (v) = c γ (c c 0 ) T u t ϕ t dt dx + ϕ(cu tt u) dxdt Ω 0 Q T + ū(cϕ tt ϕ)dxdt + ϕ[ n u p] dσdt Q T S T + ((u ST g) + n ϕ) udσdt, S T v = (u, ϕ, c) U. 31

32 We obtain for the minimizer v = (c, u, ϕ) : The state problem is: cu tt u = 0, (x, t) Q T, u(x, 0) = u t (x, 0) = 0, n u ST = p (x, t). The adjoint problem, which should be solved backwards in time, is: cϕ tt ϕ = 0, (x, t) Q T, ϕ(x, T) = ϕ t (x, T) = 0, ϕ n S T = (g u)(x, t), (x, t) S T. 32

33 And the gradient with respect to the unknown coefficient c should be equal to zero: γ(c c glob ) T 0 u t ϕ t dt = 0, x Ω. (6) How to Find the Minimizer Which Would Approximately Guarantee (6)? We solve (6) iteratively. Let u n = u (x, t, c n ),ϕ n = ϕ (x, t, c n ) be solutions of state and adjoint problems with c := c n. Set T c 0 := c glob, c n = 1 t u n 1 t ϕ n 1 dt + c glob, x Ω. γ 0 We have computationally observed convergence of this procedure in terms of a stabilizing procedure introduced above 33

34 A POSTERIORI ERROR ESTIMATE FOR THE LAGRANGIAN Let v U and v h U h be the local minimizers of L on the spaces U and U h respectively (recall that U h U as a set), v v U, v h v U δ << 1, where v is the exact solution of our inverse problem. We assume that such local minimizers v, v h exist For any vector w U 1 let wh I of U h. be the interpolant of w via finite elements Using the Galerkin orthogonality with the splitting v v h = (v v I h ) + (vi h v h), we obtain the following error representation: L(v) L(v h ) L (v h ) (v v I h), 34

35 involving the residual L (v h )( ) with v vh I appearing as the interpolation error. It turns out that an approximate error estimate from the above for the Lagrangian is V (Ω) max [c h ] L(v) L(v h ) L (v h )(v vh) I γ max Ω c c glob + Thus, we refine the mesh in regions where T 0 max Ω u ht ϕ ht dt. (7) γ c c glob (x) + T u ht ϕ ht (x, t) dt β γ max Ω 0 c c glob + T 0 max Ω u ht ϕ ht dt, 35

36 where β = const. (0, 1) is a parameter which we choose in computational experiments. We have chosen in our computations: 0.1 on the coarse mesh, β = 0.2 on first two refinements, 0.6 on the refinement n

37 A POSTERIORI ERROR ESTIMATE FOR THE UNKNOWN COEFFICIENT In a paper L. Beilina and C. Johnson A posteriori error estimation in computational inverse scattering, Math. Models and Methods in Applied Sciences, V. 15, pp , a posteriori error estimate for the unknown coefficient in the adaptivity was introduced. This estimate was based on the so-called error estimator, which was denoted as ψ (x). The meaning of ψ (x) was not explained analytically and we are unaware about other references where this meaning would be explained for inverse problems. We provide this explanation below. 37

38 Let ((, )) be the inner product in U 1. Let L (v h ) (v, ṽ) be the Hessian, i.e., the second Frechet derivative of the Lagrangian L, at the point v h, where v h is the local minimizer of L on the space U h. Consider solution ṽ of the following so-called Hessian problem L (v h ) (v, ṽ) = ((ψ, v)), v U h. ψ U is a function of our choice. Suppose that for any ψ U there exists such a solution ṽ = ṽ ψ U that ṽ ψ v U δ. 38

39 Then ((ψ, v v h )) = L (v h )(v v h, ṽ ψ ) = L (v)(ṽ ψ ) + L (v h )(ṽ ψ ) + R = L (v h )(ṽ ψ ) + R, where R 0 is the reminder term, which is of the second order of smallness with respect to v v h U. Thus, we ignore R. ) ( ) Splitting: ṽ ψ = ṽψ (ṽ I + ψ ṽψ I, L (v h ) ṽψ I = 0. Thus, we have obtained the following analog of a posteriori error estimate for the error in the Lagrangian ((ψ, v v h )) L (v h )(ṽ ψ ṽ I ψh). (8) We conclude, that the concrete form of the estimate (8) is the same as one for the Lagrangian L(v) with only v v I h replaced with ṽ ψ ṽ I ψh. 39

40 Let {ψ k } M k=1 U h be an orthonormal basis in the finite dimensional space U h. Let P h : U 1 U h be the operator of the orthogonal projection of the space Ū1 on the subspace U h. Represent Ū1 = U h + G, where the subspace G is orthogonal to U h. We have v v h = (P h v v h ) + (v P h v), where v P h v G and P h v v h U h. Therefore ((ψ k, v P h v)) = 0. Hence, numbers ((ψ k, v v h )) = ((ψ k, P h v v h )) are Fourier coefficients of the vector function with respect to the orthonormal basis {ψ k } M k=1 in the space U h. Thus, [P h v v h ] 2 = M ((ψ k, v v h )) 2 k=1 M k=1 L (v h )(ṽ ψk ṽ I ψ k h) 2, [P h v v h ] ( M k=1 L (v h )(ṽ ψk ṽ I ψ k h) 2 ) 1/2. 40

41 In summary, estimates L (v h )(ṽ ψk ṽ I ψ k h ) from the above for all k = 1,..., M would provide us with an estimate of the difference between the U 1 -projection (i.e., L 2 like projection) of our target minimizer of the Lagrangian on the subspace of finite elements and the minimizer of this Lagrangian on the subspace U h, which will be found in computations. Thus, assuming the existence of the solution of the Hessian problem, and using (7), we obtain the following approximate error estimate for the unknown coefficient P h c c h MCV (Ω) max [ c h ] γ max c c glob + Ω T 0 max Ω u ht ϕ ht dt. 41

42 A globally convergent numerical method and adaptivity in 2-d (a) G = G FEM G FDM (b) G FEM = Ω Figure 1: 1-a. The forward problem for c(x)u tt = u, c (x) const. > 0 is solved in the bigger rectangle to generate the boundary data for the inverse problem. The data for the inverse problem are generated at the 42

43 boundary of the smaller square. 1-b. The correct image. The unknown coefficient c(x) = 1 in the background and c(x) = 4 in two inclusions. A priori knowledge of neither background nor inclusions nor values of the unknown coefficient c(x) is not assumed and the coefficient c(x) is the target of solution by the globally convergent numerical method. Applications: Imaging of antipersonnel land mines in which case c(x) := ε(x), the spatially distributed dielectric permittivity; also acoustical imaging of land mines, in which case 1/ p c(x) is the speed of sound. 43

44 Forward problem solution 44

45 t = 0.5 t = 3.7 t = 5.9 t = 6.9 t = 7.5 t = 8.5 t = 9.6 t = 11.2 Figure 2: Isosurfaces of the simulated exact solution to the forward problem with a plane wave initialized at the top boundary. 45

46 a) c 9,2 b) c 10,2 c) c 11,2 d) c 12,2 Figure 3: Spatial distribution of c h after computing q n,k ; n = 9,10,11,12, where n is number of the computed function q for the case of Fig. 1b. We have incorporated 5% random noise in the data. While values of the unknown coefficient c(x) are correctly reconstructed both inside and outside inclusions, locations of inclusions need to be enhanced. Thus, using our globally convergent method, we got a good first approximation for the solution of the inverse problem. And now we need to enhance it using a locally convergent adaptivity technique. The resulting method is a two-stage procedure: global convergence on the first stage and a more detailed enhancement on the second. 46

47 a) 4608 el. b) 5340 el. c) 6356 el. d) el. e) el. f)4608 el. g) 5340 el. h) 6356 el. i) el. j) el. Figure 4: Adaptively refined computational meshes: with σ = 5% - on a),b),c),d),e), and correspondingly spatial distribution of the parameter c h : with σ = 5% - on f),g),h),i),j) when the first guess was taken from the globally convergent numerical method (Fig. 3). Upper figures represent refined meshes and lower figures represent corresponding images. The final image (j) displays correctly located inclusions and the function c both inside and outside of them. 47

48 A globally convergent numerical method and adaptivity in 3-d (a) G = G FEM G FDM (b) G FEM = Ω Figure 5: The forward problem is solved in the larger rectangular prizm depicted on Fig. 5a. The plane wave is falling from the top. 48

49 A globally convergent numerical method in 3-d Figure 6: The image of Fig. 6 reconstructed by the globally convergent numerical method. This image corresponds to the function q 12 in the globally convergent method. The maximal computed value of the coefficient c(x) = 3.66 inside of inclusions depicted here and c (x) = 1 outside. Recall that correct values are c (x) = 4 inside of inclusions and c (x) = 1 outside. Both locations of inclusions and values of the unknown coefficient c (x) inside of them need to be enhanced by the adaptivity technique. 49

50 it. n i=1 i=2 i= Table 1: Test 1. Computed L 2 norms of the F n,i = q n,i Ω ψ n L2 ( Ω) with µ =

51 it. n i=1 i=2 i= Table 2: Test 1. Computed L 2 norms of the F n,i = q n,i Ω ψ n L2 ( Ω) with µ = 100. Conclusion: we should stop at n 7, because norms start to grow at n=8. This is one of the key ideas of the stopping criterion for stablizing algorithms in ill-posed problems. 51

52 Adaptivity in 3-d Since the adaptivity is a locally convergent numerical method, we take the starting point on the coarse mesh from the results of Test 1 of the globally convergent method and with the plane wave initialized at the top boundary of the computational domain G. More precisely, we present two set of tests where the starting point for the coefficient c(x) in the adaptive algorithm on the coarse mesh is c 4,2, and c 7,2, correspondingly. At the boundary data g = u Ω we use three noise levels: 0%, 3%, and 5% correspondingly. In all tests let Γ be the side of the cube Ω, opposite to the side from which the plane wave is launched and Γ T = Γ (0, T). 52

53 Test 1. c 4,2 1.2 Figure 7: The starting point for the coefficient c(x) in the adaptive algorithm. 53

54 σ = 3% 54

55 a) xy-projection b) zx-projection c) zy-projection d)c 1.3 e) xy-projection f) zx-projection g) zy-projection h) c 1.7 i) xy-projection j) zx-projection k) zy-projection l) c 3.7 Figure 8: 55

56 σ = 5% 56

57 a) xy-projection b) zx-projection c) zy-projection d) c 1.5 e) xy-projection f) zx-projection g) zy-projection h) c 1.62 i) xy-projection j) zx-projection k) zy-projection l) c 4.0 Figure 9: 57

58 Mesh σ = 3% q.n.it. CPU time (s) min CPU time/node (s) Mesh σ = 5% q.n.it. CPU time (s) min CPU time/node (s) Table 3: Test 2.2: u ΓT g L2 (Γ T ) on adaptively refined meshes with different noise level σ in data. 58

59 Test2 c 7,2 1.8 Figure 10: The starting point for the coefficient c(x) in the adapt. algorithm. 59

60 σ = 0% σ = 3% σ = 5% a) 9375 nodes b) 9375 nodes c) 9375 nodes d) 9583 nodes e) 9569 nodes f) 9555 nodes Figure 11: Test 2.3: reconstruction parameter on different adaptively refined meshes. 60

61 σ = 0% σ = 3% σ = 5% g) nodes h) nodes i) nodes j) nodes k) nodes l) nodes Figure 12: Test 2.3: reconstruction parameter on different adaptively refined meshes. 61

62 Work in progress We eliminate two assumptions of our adaptivity technique. Rather, we prove them now: These are: 1. The assumption of the existence of the minimizer. 2. We now can estimate the accuracy of the reconstruction of the coefficient without using a Hessian but rather via a new idea. 62

63 References 1. L. Beilina and M. V. Klibanov, A globally convergent numerical method for a coefficient inverse problem, SIAM J. Sci. Comp., 31, , L. Beilina and M. V. Klibanov, A globally convergent numerical method and adaptivity for a hyperbolic coefficient inverse problem, submitted for publication in February 2009, available on-line at Chalmers Preprint Series ISSN , 2009 and at arc. 3. L. Beilina and M. V. Klibanov, Synthesis of global convergence and adaptivity for a hyperbolic coefficient inverse problem in 3D, submitted for publication in March 2009, available on-line at Chalmers Preprint Series ISSN , 2009 and at arc. 63

64 Acknowledgments This work was supported by the U.S. Army Research Laboratory and U.S. Army Research Office under grants number W911NF and W911NF The work of the first author was also supported by the Project No. IKT at NTNU, Department of Mathematical Sciences, Trondheim, Norway. NOTUR 2 production system at NTNU, Trondheim, Norway is acknowledged. 64

University of North Carolina at Charlotte Charlotte, USA Norwegian Institute of Science and Technology Trondheim, Norway

University of North Carolina at Charlotte Charlotte, USA Norwegian Institute of Science and Technology Trondheim, Norway 1 A globally convergent numerical method for some coefficient inverse problems Michael V. Klibanov, Larisa Beilina University of North Carolina at Charlotte Charlotte, USA Norwegian Institute of Science

More information

A posteriori error estimates for the adaptivity technique for the Tikhonov functional and global convergence for a coefficient inverse problem

A posteriori error estimates for the adaptivity technique for the Tikhonov functional and global convergence for a coefficient inverse problem A posteriori error estimates for the adaptivity technique for the Tikhonov functional and global convergence for a coefficient inverse problem Larisa Beilina Michael V. Klibanov December 18, 29 Abstract

More information

A GLOBALLY CONVERGENT NUMERICAL METHOD FOR SOME COEFFICIENT INVERSE PROBLEMS WITH RESULTING SECOND ORDER ELLIPTIC EQUATIONS

A GLOBALLY CONVERGENT NUMERICAL METHOD FOR SOME COEFFICIENT INVERSE PROBLEMS WITH RESULTING SECOND ORDER ELLIPTIC EQUATIONS A GLOBALLY CONVERGENT NUMERICAL METHOD FOR SOME COEFFICIENT INVERSE PROBLEMS WITH RESULTING SECOND ORDER ELLIPTIC EQUATIONS LARISA BEILINA AND MICHAEL V. KLIBANOV Abstract. A new globally convergent numerical

More information

An inverse elliptic problem of medical optics with experimental data

An inverse elliptic problem of medical optics with experimental data An inverse elliptic problem of medical optics with experimental data Jianzhong Su, Michael V. Klibanov, Yueming Liu, Zhijin Lin Natee Pantong and Hanli Liu Abstract A numerical method for an inverse problem

More information

Imaging of buried objects from experimental backscattering time dependent measurements using a globally convergent inverse algorithm

Imaging of buried objects from experimental backscattering time dependent measurements using a globally convergent inverse algorithm PREPRINT 2014:15 Imaging of buried objects from experimental backscattering time dependent measurements using a globally convergent inverse algorithm NGUYEN TRUNG THÀNH LARISA BEILINA MICHAEL V. KLIBANOV

More information

BLIND BACKSCATTERING EXPERIMENTAL DATA COLLECTED IN THE FIELD AND AN APPROXIMATELY GLOBALLY CONVERGENT INVERSE ALGORITHM

BLIND BACKSCATTERING EXPERIMENTAL DATA COLLECTED IN THE FIELD AND AN APPROXIMATELY GLOBALLY CONVERGENT INVERSE ALGORITHM 1 BLIND BACKSCATTERING EXPERIMENTAL DATA COLLECTED IN THE FIELD AND AN APPROXIMATELY GLOBALLY CONVERGENT INVERSE ALGORITHM ANDREY V. KUZHUGET, LARISA BEILINA, MICHAEL V. KLIBANOV, ANDERS SULLIVAN, LAM

More information

PREPRINT 2012:17. Adaptive FEM with relaxation for a hyperbolic coefficient inverse problem LARISA BEILINA MICHAEL V. KLIBANOV

PREPRINT 2012:17. Adaptive FEM with relaxation for a hyperbolic coefficient inverse problem LARISA BEILINA MICHAEL V. KLIBANOV PREPRINT 2012:17 Adaptive FEM with relaxation for a hyperbolic coefficient inverse problem LARISA BEILINA MICHAEL V. KLIBANOV Department of Mathematical Sciences Division of Mathematics CHALMERS UNIVERSITY

More information

CONVEXIFICATION OF COEFFICIENT INVERSE PROBLEMS

CONVEXIFICATION OF COEFFICIENT INVERSE PROBLEMS CONVEXIFICATION OF COEFFICIENT INVERSE PROBLEMS Michael V. Klibanov Department of Mathematics and Statistics University of North Carolina at Charlotte Charlotte, NC 28223, USA THE MOST RECENT RESULT PDE-based

More information

Why a minimizer of the Tikhonov functional is closer to the exact solution than the first guess

Why a minimizer of the Tikhonov functional is closer to the exact solution than the first guess Why a minimizer of the Tikhonov functional is closer to the exact solution than the first guess Michael V. Klibanov, Anatoly B. Bakushinsky and Larisa Beilina Department of Mathematics and Statistics University

More information

Numerical solution of an ill-posed Cauchy problem for a quasilinear parabolic equation using a Carleman weight function

Numerical solution of an ill-posed Cauchy problem for a quasilinear parabolic equation using a Carleman weight function Numerical solution of an ill-posed Cauchy problem for a quasilinear parabolic equation using a Carleman weight function arxiv:1603.00848v1 [math-ph] Mar 016 Michael V. Klibanov, Nikolaj A. Koshev, Jingzhi

More information

REPORT DOCUMENTATION PAGE

REPORT DOCUMENTATION PAGE REPORT DOCUMENTATION PAGE Form Approved OMB NO. 74-188 The public reporting burden for this collection of information is estimated to average 1 hour per response, including the time for reviewing instructions,

More information

Chapter 3 Second Order Linear Equations

Chapter 3 Second Order Linear Equations Partial Differential Equations (Math 3303) A Ë@ Õæ Aë áöß @. X. @ 2015-2014 ú GA JË@ É Ë@ Chapter 3 Second Order Linear Equations Second-order partial differential equations for an known function u(x,

More information

RESEARCH ARTICLE. Adaptive Finite Element method for a coefficient inverse problem for the Maxwell s system

RESEARCH ARTICLE. Adaptive Finite Element method for a coefficient inverse problem for the Maxwell s system Vol., No., May 21, 1 2 RESEARCH ARTICLE Adaptive Finite Element method for a coefficient inverse problem for the Maxwell s system Larisa Beilina Department of Mathematical Sciences, Chalmers University

More information

Solving Ill-Posed Cauchy Problems in Three Space Dimensions using Krylov Methods

Solving Ill-Posed Cauchy Problems in Three Space Dimensions using Krylov Methods Solving Ill-Posed Cauchy Problems in Three Space Dimensions using Krylov Methods Lars Eldén Department of Mathematics Linköping University, Sweden Joint work with Valeria Simoncini February 21 Lars Eldén

More information

Numerical Analysis and Methods for PDE I

Numerical Analysis and Methods for PDE I Numerical Analysis and Methods for PDE I A. J. Meir Department of Mathematics and Statistics Auburn University US-Africa Advanced Study Institute on Analysis, Dynamical Systems, and Mathematical Modeling

More information

Iterative methods for positive definite linear systems with a complex shift

Iterative methods for positive definite linear systems with a complex shift Iterative methods for positive definite linear systems with a complex shift William McLean, University of New South Wales Vidar Thomée, Chalmers University November 4, 2011 Outline 1. Numerical solution

More information

An Introduction to Numerical Methods for Differential Equations. Janet Peterson

An Introduction to Numerical Methods for Differential Equations. Janet Peterson An Introduction to Numerical Methods for Differential Equations Janet Peterson Fall 2015 2 Chapter 1 Introduction Differential equations arise in many disciplines such as engineering, mathematics, sciences

More information

Electrostatic Imaging via Conformal Mapping. R. Kress. joint work with I. Akduman, Istanbul and H. Haddar, Paris

Electrostatic Imaging via Conformal Mapping. R. Kress. joint work with I. Akduman, Istanbul and H. Haddar, Paris Electrostatic Imaging via Conformal Mapping R. Kress Göttingen joint work with I. Akduman, Istanbul and H. Haddar, Paris Or: A new solution method for inverse boundary value problems for the Laplace equation

More information

Numerical solution of Least Squares Problems 1/32

Numerical solution of Least Squares Problems 1/32 Numerical solution of Least Squares Problems 1/32 Linear Least Squares Problems Suppose that we have a matrix A of the size m n and the vector b of the size m 1. The linear least square problem is to find

More information

Research Article A Two-Grid Method for Finite Element Solutions of Nonlinear Parabolic Equations

Research Article A Two-Grid Method for Finite Element Solutions of Nonlinear Parabolic Equations Abstract and Applied Analysis Volume 212, Article ID 391918, 11 pages doi:1.1155/212/391918 Research Article A Two-Grid Method for Finite Element Solutions of Nonlinear Parabolic Equations Chuanjun Chen

More information

Numerical Solution of a Coefficient Identification Problem in the Poisson equation

Numerical Solution of a Coefficient Identification Problem in the Poisson equation Swiss Federal Institute of Technology Zurich Seminar for Applied Mathematics Department of Mathematics Bachelor Thesis Spring semester 2014 Thomas Haener Numerical Solution of a Coefficient Identification

More information

IMPROVED LEAST-SQUARES ERROR ESTIMATES FOR SCALAR HYPERBOLIC PROBLEMS, 1

IMPROVED LEAST-SQUARES ERROR ESTIMATES FOR SCALAR HYPERBOLIC PROBLEMS, 1 Computational Methods in Applied Mathematics Vol. 1, No. 1(2001) 1 8 c Institute of Mathematics IMPROVED LEAST-SQUARES ERROR ESTIMATES FOR SCALAR HYPERBOLIC PROBLEMS, 1 P.B. BOCHEV E-mail: bochev@uta.edu

More information

Numerical Approximation of Phase Field Models

Numerical Approximation of Phase Field Models Numerical Approximation of Phase Field Models Lecture 2: Allen Cahn and Cahn Hilliard Equations with Smooth Potentials Robert Nürnberg Department of Mathematics Imperial College London TUM Summer School

More information

Iterative regularization of nonlinear ill-posed problems in Banach space

Iterative regularization of nonlinear ill-posed problems in Banach space Iterative regularization of nonlinear ill-posed problems in Banach space Barbara Kaltenbacher, University of Klagenfurt joint work with Bernd Hofmann, Technical University of Chemnitz, Frank Schöpfer and

More information

Suboptimal Open-loop Control Using POD. Stefan Volkwein

Suboptimal Open-loop Control Using POD. Stefan Volkwein Institute for Mathematics and Scientific Computing University of Graz, Austria PhD program in Mathematics for Technology Catania, May 22, 2007 Motivation Optimal control of evolution problems: min J(y,

More information

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs)

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) 13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) A prototypical problem we will discuss in detail is the 1D diffusion equation u t = Du xx < x < l, t > finite-length rod u(x,

More information

Two-parameter regularization method for determining the heat source

Two-parameter regularization method for determining the heat source Global Journal of Pure and Applied Mathematics. ISSN 0973-1768 Volume 13, Number 8 (017), pp. 3937-3950 Research India Publications http://www.ripublication.com Two-parameter regularization method for

More information

Reconstructing inclusions from Electrostatic Data

Reconstructing inclusions from Electrostatic Data Reconstructing inclusions from Electrostatic Data Isaac Harris Texas A&M University, Department of Mathematics College Station, Texas 77843-3368 iharris@math.tamu.edu Joint work with: W. Rundell Purdue

More information

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems Etereldes Gonçalves 1, Tarek P. Mathew 1, Markus Sarkis 1,2, and Christian E. Schaerer 1 1 Instituto de Matemática Pura

More information

Local pointwise a posteriori gradient error bounds for the Stokes equations. Stig Larsson. Heraklion, September 19, 2011 Joint work with A.

Local pointwise a posteriori gradient error bounds for the Stokes equations. Stig Larsson. Heraklion, September 19, 2011 Joint work with A. Local pointwise a posteriori gradient error bounds for the Stokes equations Stig Larsson Department of Mathematical Sciences Chalmers University of Technology and University of Gothenburg Heraklion, September

More information

Second Order Elliptic PDE

Second Order Elliptic PDE Second Order Elliptic PDE T. Muthukumar tmk@iitk.ac.in December 16, 2014 Contents 1 A Quick Introduction to PDE 1 2 Classification of Second Order PDE 3 3 Linear Second Order Elliptic Operators 4 4 Periodic

More information

Scientific Computing: An Introductory Survey

Scientific Computing: An Introductory Survey Scientific Computing: An Introductory Survey Chapter 11 Partial Differential Equations Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign Copyright c 2002.

More information

PDEs, part 1: Introduction and elliptic PDEs

PDEs, part 1: Introduction and elliptic PDEs PDEs, part 1: Introduction and elliptic PDEs Anna-Karin Tornberg Mathematical Models, Analysis and Simulation Fall semester, 2013 Partial di erential equations The solution depends on several variables,

More information

5 Handling Constraints

5 Handling Constraints 5 Handling Constraints Engineering design optimization problems are very rarely unconstrained. Moreover, the constraints that appear in these problems are typically nonlinear. This motivates our interest

More information

A non-local problem with integral conditions for hyperbolic equations

A non-local problem with integral conditions for hyperbolic equations Electronic Journal of Differential Equations, Vol. 1999(1999), No. 45, pp. 1 6. ISSN: 17-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu ftp ejde.math.unt.edu (login:

More information

ON ESTIMATION OF TEMPERATURE UNCERTAINTY USING THE SECOND ORDER ADJOINT PROBLEM

ON ESTIMATION OF TEMPERATURE UNCERTAINTY USING THE SECOND ORDER ADJOINT PROBLEM ON ESTIMATION OF TEMPERATURE UNCERTAINTY USING THE SECOND ORDER ADJOINT PROBLEM Aleksey K. Alekseev a, Michael I. Navon b,* a Department of Aerodynamics and Heat Transfer, RSC, ENERGIA, Korolev (Kaliningrad),

More information

Numerical Methods for PDEs

Numerical Methods for PDEs Numerical Methods for PDEs Partial Differential Equations (Lecture 1, Week 1) Markus Schmuck Department of Mathematics and Maxwell Institute for Mathematical Sciences Heriot-Watt University, Edinburgh

More information

DETERMINATION OF AN UNKNOWN SOURCE TERM IN A SPACE-TIME FRACTIONAL DIFFUSION EQUATION

DETERMINATION OF AN UNKNOWN SOURCE TERM IN A SPACE-TIME FRACTIONAL DIFFUSION EQUATION Journal of Fractional Calculus and Applications, Vol. 6(1) Jan. 2015, pp. 83-90. ISSN: 2090-5858. http://fcag-egypt.com/journals/jfca/ DETERMINATION OF AN UNKNOWN SOURCE TERM IN A SPACE-TIME FRACTIONAL

More information

Lecture Notes on PDEs

Lecture Notes on PDEs Lecture Notes on PDEs Alberto Bressan February 26, 2012 1 Elliptic equations Let IR n be a bounded open set Given measurable functions a ij, b i, c : IR, consider the linear, second order differential

More information

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES)

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) RAYTCHO LAZAROV 1 Notations and Basic Functional Spaces Scalar function in R d, d 1 will be denoted by u,

More information

Finite difference method for elliptic problems: I

Finite difference method for elliptic problems: I Finite difference method for elliptic problems: I Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in/~praveen

More information

There are two things that are particularly nice about the first basis

There are two things that are particularly nice about the first basis Orthogonality and the Gram-Schmidt Process In Chapter 4, we spent a great deal of time studying the problem of finding a basis for a vector space We know that a basis for a vector space can potentially

More information

Adaptive and multilevel methods for parameter identification in partial differential equations

Adaptive and multilevel methods for parameter identification in partial differential equations Adaptive and multilevel methods for parameter identification in partial differential equations Barbara Kaltenbacher, University of Stuttgart joint work with Hend Ben Ameur, Université de Tunis Anke Griesbaum,

More information

Separation of Variables in Linear PDE: One-Dimensional Problems

Separation of Variables in Linear PDE: One-Dimensional Problems Separation of Variables in Linear PDE: One-Dimensional Problems Now we apply the theory of Hilbert spaces to linear differential equations with partial derivatives (PDE). We start with a particular example,

More information

1. Nonlinear Equations. This lecture note excerpted parts from Michael Heath and Max Gunzburger. f(x) = 0

1. Nonlinear Equations. This lecture note excerpted parts from Michael Heath and Max Gunzburger. f(x) = 0 Numerical Analysis 1 1. Nonlinear Equations This lecture note excerpted parts from Michael Heath and Max Gunzburger. Given function f, we seek value x for which where f : D R n R n is nonlinear. f(x) =

More information

An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations

An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations Moshe Israeli Computer Science Department, Technion-Israel Institute of Technology, Technion city, Haifa 32000, ISRAEL Alexander

More information

Inverse scattering problem from an impedance obstacle

Inverse scattering problem from an impedance obstacle Inverse Inverse scattering problem from an impedance obstacle Department of Mathematics, NCKU 5 th Workshop on Boundary Element Methods, Integral Equations and Related Topics in Taiwan NSYSU, October 4,

More information

Partial Differential Equations

Partial Differential Equations M3M3 Partial Differential Equations Solutions to problem sheet 3/4 1* (i) Show that the second order linear differential operators L and M, defined in some domain Ω R n, and given by Mφ = Lφ = j=1 j=1

More information

Lecture 9 Approximations of Laplace s Equation, Finite Element Method. Mathématiques appliquées (MATH0504-1) B. Dewals, C.

Lecture 9 Approximations of Laplace s Equation, Finite Element Method. Mathématiques appliquées (MATH0504-1) B. Dewals, C. Lecture 9 Approximations of Laplace s Equation, Finite Element Method Mathématiques appliquées (MATH54-1) B. Dewals, C. Geuzaine V1.2 23/11/218 1 Learning objectives of this lecture Apply the finite difference

More information

MATH-UA 263 Partial Differential Equations Recitation Summary

MATH-UA 263 Partial Differential Equations Recitation Summary MATH-UA 263 Partial Differential Equations Recitation Summary Yuanxun (Bill) Bao Office Hour: Wednesday 2-4pm, WWH 1003 Email: yxb201@nyu.edu 1 February 2, 2018 Topics: verifying solution to a PDE, dispersion

More information

ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS

ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS CHARALAMBOS MAKRIDAKIS AND RICARDO H. NOCHETTO Abstract. It is known that the energy technique for a posteriori error analysis

More information

Numerical methods for the Navier- Stokes equations

Numerical methods for the Navier- Stokes equations Numerical methods for the Navier- Stokes equations Hans Petter Langtangen 1,2 1 Center for Biomedical Computing, Simula Research Laboratory 2 Department of Informatics, University of Oslo Dec 6, 2012 Note:

More information

An optimal control problem for a parabolic PDE with control constraints

An optimal control problem for a parabolic PDE with control constraints An optimal control problem for a parabolic PDE with control constraints PhD Summer School on Reduced Basis Methods, Ulm Martin Gubisch University of Konstanz October 7 Martin Gubisch (University of Konstanz)

More information

M.Sc. in Meteorology. Numerical Weather Prediction

M.Sc. in Meteorology. Numerical Weather Prediction M.Sc. in Meteorology UCD Numerical Weather Prediction Prof Peter Lynch Meteorology & Climate Centre School of Mathematical Sciences University College Dublin Second Semester, 2005 2006. In this section

More information

Preconditioned space-time boundary element methods for the heat equation

Preconditioned space-time boundary element methods for the heat equation W I S S E N T E C H N I K L E I D E N S C H A F T Preconditioned space-time boundary element methods for the heat equation S. Dohr and O. Steinbach Institut für Numerische Mathematik Space-Time Methods

More information

DISCRETE MAXIMUM PRINCIPLES in THE FINITE ELEMENT SIMULATIONS

DISCRETE MAXIMUM PRINCIPLES in THE FINITE ELEMENT SIMULATIONS DISCRETE MAXIMUM PRINCIPLES in THE FINITE ELEMENT SIMULATIONS Sergey Korotov BCAM Basque Center for Applied Mathematics http://www.bcamath.org 1 The presentation is based on my collaboration with several

More information

1. Let a(x) > 0, and assume that u and u h are the solutions of the Dirichlet problem:

1. Let a(x) > 0, and assume that u and u h are the solutions of the Dirichlet problem: Mathematics Chalmers & GU TMA37/MMG800: Partial Differential Equations, 011 08 4; kl 8.30-13.30. Telephone: Ida Säfström: 0703-088304 Calculators, formula notes and other subject related material are not

More information

Weighted Regularization of Maxwell Equations Computations in Curvilinear Polygons

Weighted Regularization of Maxwell Equations Computations in Curvilinear Polygons Weighted Regularization of Maxwell Equations Computations in Curvilinear Polygons Martin Costabel, Monique Dauge, Daniel Martin and Gregory Vial IRMAR, Université de Rennes, Campus de Beaulieu, Rennes,

More information

Introduction to Partial Differential Equations

Introduction to Partial Differential Equations Introduction to Partial Differential Equations Philippe B. Laval KSU Current Semester Philippe B. Laval (KSU) Key Concepts Current Semester 1 / 25 Introduction The purpose of this section is to define

More information

Lagrange Multipliers

Lagrange Multipliers Lagrange Multipliers (Com S 477/577 Notes) Yan-Bin Jia Nov 9, 2017 1 Introduction We turn now to the study of minimization with constraints. More specifically, we will tackle the following problem: minimize

More information

Time-dependent variational forms

Time-dependent variational forms Time-dependent variational forms Hans Petter Langtangen 1,2 1 Center for Biomedical Computing, Simula Research Laboratory 2 Department of Informatics, University of Oslo Oct 30, 2015 PRELIMINARY VERSION

More information

ITERATIVE METHODS FOR NONLINEAR ELLIPTIC EQUATIONS

ITERATIVE METHODS FOR NONLINEAR ELLIPTIC EQUATIONS ITERATIVE METHODS FOR NONLINEAR ELLIPTIC EQUATIONS LONG CHEN In this chapter we discuss iterative methods for solving the finite element discretization of semi-linear elliptic equations of the form: find

More information

Analysis of an Adaptive Finite Element Method for Recovering the Robin Coefficient

Analysis of an Adaptive Finite Element Method for Recovering the Robin Coefficient Analysis of an Adaptive Finite Element Method for Recovering the Robin Coefficient Yifeng Xu 1 Jun Zou 2 Abstract Based on a new a posteriori error estimator, an adaptive finite element method is proposed

More information

Optimization. Escuela de Ingeniería Informática de Oviedo. (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30

Optimization. Escuela de Ingeniería Informática de Oviedo. (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30 Optimization Escuela de Ingeniería Informática de Oviedo (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30 Unconstrained optimization Outline 1 Unconstrained optimization 2 Constrained

More information

A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS

A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS Proceedings of ALGORITMY 2005 pp. 222 229 A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS ELENA BRAVERMAN, MOSHE ISRAELI, AND ALEXANDER SHERMAN Abstract. Based on a fast subtractional

More information

A VOLUME MESH FINITE ELEMENT METHOD FOR PDES ON SURFACES

A VOLUME MESH FINITE ELEMENT METHOD FOR PDES ON SURFACES European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2012) J. Eberhardsteiner et.al. (eds.) Vienna, Austria, September 10-14, 2012 A VOLUME MESH FINIE ELEMEN MEHOD FOR

More information

The HJB-POD approach for infinite dimensional control problems

The HJB-POD approach for infinite dimensional control problems The HJB-POD approach for infinite dimensional control problems M. Falcone works in collaboration with A. Alla, D. Kalise and S. Volkwein Università di Roma La Sapienza OCERTO Workshop Cortona, June 22,

More information

Numerical Methods for Large-Scale Nonlinear Systems

Numerical Methods for Large-Scale Nonlinear Systems Numerical Methods for Large-Scale Nonlinear Systems Handouts by Ronald H.W. Hoppe following the monograph P. Deuflhard Newton Methods for Nonlinear Problems Springer, Berlin-Heidelberg-New York, 2004 Num.

More information

CONVERGENCE OF FINITE DIFFERENCE METHOD FOR THE GENERALIZED SOLUTIONS OF SOBOLEV EQUATIONS

CONVERGENCE OF FINITE DIFFERENCE METHOD FOR THE GENERALIZED SOLUTIONS OF SOBOLEV EQUATIONS J. Korean Math. Soc. 34 (1997), No. 3, pp. 515 531 CONVERGENCE OF FINITE DIFFERENCE METHOD FOR THE GENERALIZED SOLUTIONS OF SOBOLEV EQUATIONS S. K. CHUNG, A.K.PANI AND M. G. PARK ABSTRACT. In this paper,

More information

Spring 2014: Computational and Variational Methods for Inverse Problems CSE 397/GEO 391/ME 397/ORI 397 Assignment 4 (due 14 April 2014)

Spring 2014: Computational and Variational Methods for Inverse Problems CSE 397/GEO 391/ME 397/ORI 397 Assignment 4 (due 14 April 2014) Spring 2014: Computational and Variational Methods for Inverse Problems CSE 397/GEO 391/ME 397/ORI 397 Assignment 4 (due 14 April 2014) The first problem in this assignment is a paper-and-pencil exercise

More information

u xx + u yy = 0. (5.1)

u xx + u yy = 0. (5.1) Chapter 5 Laplace Equation The following equation is called Laplace equation in two independent variables x, y: The non-homogeneous problem u xx + u yy =. (5.1) u xx + u yy = F, (5.) where F is a function

More information

ETNA Kent State University

ETNA Kent State University Electronic Transactions on Numerical Analysis. Volume 4, pp. 373-38, 23. Copyright 23,. ISSN 68-963. ETNA A NOTE ON THE RELATION BETWEEN THE NEWTON HOMOTOPY METHOD AND THE DAMPED NEWTON METHOD XUPING ZHANG

More information

HIGH-ORDER ACCURATE METHODS BASED ON DIFFERENCE POTENTIALS FOR 2D PARABOLIC INTERFACE MODELS

HIGH-ORDER ACCURATE METHODS BASED ON DIFFERENCE POTENTIALS FOR 2D PARABOLIC INTERFACE MODELS HIGH-ORDER ACCURATE METHODS BASED ON DIFFERENCE POTENTIALS FOR 2D PARABOLIC INTERFACE MODELS JASON ALBRIGHT, YEKATERINA EPSHTEYN, AND QING XIA Abstract. Highly-accurate numerical methods that can efficiently

More information

Partial Differential Equations

Partial Differential Equations Part II Partial Differential Equations Year 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2015 Paper 4, Section II 29E Partial Differential Equations 72 (a) Show that the Cauchy problem for u(x,

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Numerical Methods for Partial Differential Equations Finite Difference Methods

More information

APPLICATIONS OF DIFFERENTIABILITY IN R n.

APPLICATIONS OF DIFFERENTIABILITY IN R n. APPLICATIONS OF DIFFERENTIABILITY IN R n. MATANIA BEN-ARTZI April 2015 Functions here are defined on a subset T R n and take values in R m, where m can be smaller, equal or greater than n. The (open) ball

More information

Simple Examples on Rectangular Domains

Simple Examples on Rectangular Domains 84 Chapter 5 Simple Examples on Rectangular Domains In this chapter we consider simple elliptic boundary value problems in rectangular domains in R 2 or R 3 ; our prototype example is the Poisson equation

More information

Chapter 1: The Finite Element Method

Chapter 1: The Finite Element Method Chapter 1: The Finite Element Method Michael Hanke Read: Strang, p 428 436 A Model Problem Mathematical Models, Analysis and Simulation, Part Applications: u = fx), < x < 1 u) = u1) = D) axial deformation

More information

Scientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1

Scientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1 Scientific Computing WS 2017/2018 Lecture 18 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 18 Slide 1 Lecture 18 Slide 2 Weak formulation of homogeneous Dirichlet problem Search u H0 1 (Ω) (here,

More information

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE 1. Linear Partial Differential Equations A partial differential equation (PDE) is an equation, for an unknown function u, that

More information

1.The anisotropic plate model

1.The anisotropic plate model Pré-Publicações do Departamento de Matemática Universidade de Coimbra Preprint Number 6 OPTIMAL CONTROL OF PIEZOELECTRIC ANISOTROPIC PLATES ISABEL NARRA FIGUEIREDO AND GEORG STADLER ABSTRACT: This paper

More information

Parallel Galerkin Domain Decomposition Procedures for Parabolic Equation on General Domain

Parallel Galerkin Domain Decomposition Procedures for Parabolic Equation on General Domain Parallel Galerkin Domain Decomposition Procedures for Parabolic Equation on General Domain Keying Ma, 1 Tongjun Sun, 1 Danping Yang 1 School of Mathematics, Shandong University, Jinan 50100, People s Republic

More information

Partially Penalized Immersed Finite Element Methods for Parabolic Interface Problems

Partially Penalized Immersed Finite Element Methods for Parabolic Interface Problems Partially Penalized Immersed Finite Element Methods for Parabolic Interface Problems Tao Lin, Qing Yang and Xu Zhang Abstract We present partially penalized immersed finite element methods for solving

More information

Contributors and Resources

Contributors and Resources for Introduction to Numerical Methods for d-bar Problems Jennifer Mueller, presented by Andreas Stahel Colorado State University Bern University of Applied Sciences, Switzerland Lexington, Kentucky, May

More information

Introduction of Partial Differential Equations and Boundary Value Problems

Introduction of Partial Differential Equations and Boundary Value Problems Introduction of Partial Differential Equations and Boundary Value Problems 2009 Outline Definition Classification Where PDEs come from? Well-posed problem, solutions Initial Conditions and Boundary Conditions

More information

Reconstruction Scheme for Active Thermography

Reconstruction Scheme for Active Thermography Reconstruction Scheme for Active Thermography Gen Nakamura gnaka@math.sci.hokudai.ac.jp Department of Mathematics, Hokkaido University, Japan Newton Institute, Cambridge, Sept. 20, 2011 Contents.1.. Important

More information

Resolvent Estimates and Quantification of Nonlinear Stability

Resolvent Estimates and Quantification of Nonlinear Stability Resolvent Estimates and Quantification of Nonlinear Stability Heinz Otto Kreiss Department of Mathematics, UCLA, Los Angeles, CA 995 Jens Lorenz Department of Mathematics and Statistics, UNM, Albuquerque,

More information

Numerical methods for PDEs FEM convergence, error estimates, piecewise polynomials

Numerical methods for PDEs FEM convergence, error estimates, piecewise polynomials Platzhalter für Bild, Bild auf Titelfolie hinter das Logo einsetzen Numerical methods for PDEs FEM convergence, error estimates, piecewise polynomials Dr. Noemi Friedman Contents of the course Fundamentals

More information

SELECTED TOPICS CLASS FINAL REPORT

SELECTED TOPICS CLASS FINAL REPORT SELECTED TOPICS CLASS FINAL REPORT WENJU ZHAO In this report, I have tested the stochastic Navier-Stokes equations with different kind of noise, when i am doing this project, I have encountered several

More information

Lecture Introduction

Lecture Introduction Lecture 1 1.1 Introduction The theory of Partial Differential Equations (PDEs) is central to mathematics, both pure and applied. The main difference between the theory of PDEs and the theory of Ordinary

More information

On uniqueness in the inverse conductivity problem with local data

On uniqueness in the inverse conductivity problem with local data On uniqueness in the inverse conductivity problem with local data Victor Isakov June 21, 2006 1 Introduction The inverse condictivity problem with many boundary measurements consists of recovery of conductivity

More information

Mathematical Methods - Lecture 9

Mathematical Methods - Lecture 9 Mathematical Methods - Lecture 9 Yuliya Tarabalka Inria Sophia-Antipolis Méditerranée, Titane team, http://www-sop.inria.fr/members/yuliya.tarabalka/ Tel.: +33 (0)4 92 38 77 09 email: yuliya.tarabalka@inria.fr

More information

Finite difference method for heat equation

Finite difference method for heat equation Finite difference method for heat equation Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in/~praveen

More information

arxiv: v1 [math.ap] 12 Jul 2017

arxiv: v1 [math.ap] 12 Jul 2017 Lipschitz stability for an inverse hyperbolic problem of determining two coefficients by a finite number of observations L. Beilina M. Cristofol S. Li M. Yamamoto arxiv:1707.03785v1 [math.ap] 12 Jul 2017

More information

Inverse Gravimetry Problem

Inverse Gravimetry Problem Inverse Gravimetry Problem Victor Isakov September 21, 2010 Department of M athematics and Statistics W ichita State U niversity W ichita, KS 67260 0033, U.S.A. e mail : victor.isakov@wichita.edu 1 Formulation.

More information

Journal of Computational and Applied Mathematics. Determination of a material constant in the impedance boundary condition for electromagnetic fields

Journal of Computational and Applied Mathematics. Determination of a material constant in the impedance boundary condition for electromagnetic fields Journal of Computational and Applied Mathematics 234 (2010) 2062 2068 Contents lists available at ScienceDirect Journal of Computational and Applied Mathematics journal homepage: www.elsevier.com/locate/cam

More information

A local-structure-preserving local discontinuous Galerkin method for the Laplace equation

A local-structure-preserving local discontinuous Galerkin method for the Laplace equation A local-structure-preserving local discontinuous Galerkin method for the Laplace equation Fengyan Li 1 and Chi-Wang Shu 2 Abstract In this paper, we present a local-structure-preserving local discontinuous

More information

Numerical Methods for Partial Differential Equations

Numerical Methods for Partial Differential Equations Numerical Methods for Partial Differential Equations Eric de Sturler University of Illinois at Urbana-Champaign Read section 8. to see where equations of type (au x ) x = f show up and their (exact) solution

More information

Computer simulation of multiscale problems

Computer simulation of multiscale problems Progress in the SSF project CutFEM, Geometry, and Optimal design Computer simulation of multiscale problems Axel Målqvist and Daniel Elfverson University of Gothenburg and Uppsala University Umeå 2015-05-20

More information

Part 5: Penalty and augmented Lagrangian methods for equality constrained optimization. Nick Gould (RAL)

Part 5: Penalty and augmented Lagrangian methods for equality constrained optimization. Nick Gould (RAL) Part 5: Penalty and augmented Lagrangian methods for equality constrained optimization Nick Gould (RAL) x IR n f(x) subject to c(x) = Part C course on continuoue optimization CONSTRAINED MINIMIZATION x

More information