A convexification-based numerical method for a Coefficient Inverse Problem for a parabolic PDE is presented. The key element of this method is the presence of the so-called Carleman Weight Function in the numerical scheme. Convergence analysis ensures the global convergence of this method, as opposed to the local convergence of the conventional least squares minimization techniques. Numerical results demonstrate a good performance.
An $\left( n+1\right) -$D coefficient inverse problem for the radiative stationary transport equation is considered for the first time. A globally convergent so-called convexification numerical \ method is developed and its convergence analysis is provided. The analysis is based on a Carleman estimate. In particular, convergence analysis implies a certain uniqueness theorem. Extensive numerical studies in the 2-D case are presented.
A Coefficient Inverse Problem for the radiative transport equation is considered. The globally convergent numerical method, the so-called convexification, is developed. For the first time, the viscosity solution is considered for a boundary value problem for the resulting system of two coupled partial differential equations. A Lipschitz stability estimate is proved for this boundary value problem using a Carleman estimate for the Laplace operator. Next, the global convergence analysis is provided via that Carleman estimate. Results of numerical experiments demonstrate a high computational effi…
A version of the convexification numerical method for a Coefficient Inverse Problem for a 1D hyperbolic PDE is presented. The data for this problem are generated by a single measurement event. This method converges globally. The most important element of the construction is the presence of the Carleman Weight Function in a weighted Tikhonov-like functional. This functional is strictly convex on a certain bounded set in a Hilbert space, and the diameter of this set is an arbitrary positive number. The global convergence of the gradient projection method is established. Computational results dem…
The forward problem here is the Cauchy problem for a 1D hyperbolic PDE with a variable coefficient in the principal part of the operator. That coefficient is the spatially distributed dielectric constant. The inverse problem consists of the recovery of that dielectric constant from backscattering boundary measurements. The data depend on one variable, which is time. To address this problem, a new version of the convexification method is analytically developed. The theory guarantees the global convergence of this method. Numerical testing is conducted for both computationally simulated and expe…
To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and then employ this estimate to construct a cost functional which is strictly convex on a convex bounded set with an arbitrary diameter in a Hilbert space. The strict convexity property is rigorously proved. This result is called the convexification theorem and is considered as the central analytical result of this paper. Minimizing this convex functional by the …
This paper is concerned with the inverse scattering problem which aims to determine the spatially distributed dielectric constant coefficient of the 2D Helmholtz equation from multifrequency backscatter data associated with a single direction of the incident plane wave. We propose a globally convergent convexification numerical algorithm to solve this nonlinear and ill-posed inverse problem. The key advantage of our method over conventional optimization approaches is that it does not require a good first guess about the solution. First, we eliminate the coefficient from the Helmholtz equation …
This paper is concerned with the convergence of a series associated with a certain version of the convexification method. That version has been recently developed by the research group of the first author for solving coefficient inverse problems. The convexification method aims to construct a globally convex Tikhonov-like functional with a Carleman Weight Function in it. In the previous works the construction of the strictly convex weighted Tikhonov-like functional assumes a truncated Fourier series (i.e. a finite series instead of an infinite one) for a function generated by the total wave fi…
Inverse scattering problems of the reconstructions of physical properties of a medium from boundary measurements are substantially challenging ones. This work aims to verify the performance on experimental data of a newly developed convexification method for a 3D coefficient inverse problem for the case of objects buried in a sandbox a fixed frequency and the point source moving along an interval of a straight line. Using a special Fourier basis, the method of this work strongly relies on a new derivation of a boundary value problem for a system of coupled quasilinear elliptic equations. This …
For the first time, we develop in this paper the globally convergent convexification numerical method for a Coefficient Inverse Problem for the 3D Helmholtz equation for the case when the backscattering data are generated by a point source running along an interval of a straight line and the wavenumber is fixed. Thus, by varying the wavenumber, one can reconstruct the dielectric constant depending not only on spatial variables but the wavenumber (i.e. frequency) as well. Our approach relies on a new derivation of a boundary value problem for a system of coupled quasilinear elliptic partial dif…
This work extends the applicability of our recent convexification-based algorithm for constructing images of the dielectric constant of buried or occluded target. We are orientated towards the detection of explosive-like targets such as antipersonnel land mines and improvised explosive devices in the non-invasive inspections of buildings. In our previous work, the method is posed in the perspective that we use multiple source locations running along a line of source to get a 2D image of the dielectric function. Mathematically, we solve a 1D coefficient inverse problem for a hyperbolic equation…
A version of the convexification globally convergent numerical method is constructed for a coefficient inverse problem for a wave-like partial differential equation. The presence of the Carleman Weight Function in the corresponding Tikhonov-like cost functional ensures the global strict convexity of this functional. Numerical results are presented to illustrate the effectiveness and efficiency of the proposed method.
In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the solution space of the parabolic partial differential equations (PDEs) in the forward problem with a given class of source functions and construct a small number of proper orthogonal decomposition (POD) basis functions to achieve significant dimension reduction. Equipped with the POD basis functions, we can solve the forward problem extremely fast in the onl…
In this article, we study wavelet collocation methods based on Taylor and Chebyshev wavelets for the source identification in parabolic inverse problem. In the proposed method, highest order derivative is written in terms of Taylor and Chebyshev wavelet series and required unknown terms are obtained using successive integration. Taylor series approximation has been utilized to obtain the source control parameter. Convergence analysis is carried out in order to guarantee the accuracy of the method. Numerical results have been obtained based on the proposed methods and it is shown that Taylor wa…
This report extends our recent progress in tackling a challenging 3D inverse scattering problem governed by the Helmholtz equation. Our target application is to reconstruct dielectric constants, electric conductivities and shapes of front surfaces of objects buried very closely under the ground. These objects mimic explosives, like, e.g., antipersonnel land mines and improvised explosive devices. We solve a coefficient inverse problem with the backscattering data generated by a moving source at a fixed frequency. This scenario has been studied so far by our newly developed convexification meth…
The inverse problem of amplitude reconstruction on an inclined line based on the values of amplitude or its module as recorded on semi-infinite line orthogonal to the beam propagation direction is considered within the framework of 2D parabolic equation. It is demonstrated that this inverse problem, in case when the complex image plane amplitude is known, can be reduced to a singular Cauchy type integral equation. The existence of its solutions requires that certain conditions be met but if a solution exists it is necessary unique. The obtained integral equation is then approximated piece-wise…
In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this approach is the use of the asymptotic-expansion theory, which allows us to determine the conditions for the existence and uniqueness of a solution to a given PDE with a sharp transition layer. As a by-product, we derive a simpler link equation between the source function and first-order asymptotic approximation of the measurable quantities, and based on that equat…
We propose to combine the Carleman estimate and the Newton method to solve an inverse source problem for nonlinear parabolic equations from lateral boundary data. The stability of this inverse source problem is conditionally logarithmic. Hence, numerical results due to the conventional least squares optimization might not be reliable. In order to enhance the stability, we approximate this problem by truncating the high frequency terms of the Fourier series that represents the solution to the governing equation. By this, we derive a system of nonlinear elliptic PDEs whose solution consists of F…
We consider the inverse source problem in the parabolic equation, where the unknown source possesses the semi-discrete formulation. Theoretically, we prove that the flux data from any nonempty open subset of the boundary can uniquely determine the semi-discrete source. This means the observed area can be extremely small, and that is why we call the data as sparse boundary data. For the numerical reconstruction, we formulate the problem from the Bayesian sequential prediction perspective and conduct the numerical examples which estimate the space-time-dependent source state by state. To better …
This work is devoted to an inverse problem of identifying a source term depending on both spatial and time variables in a parabolic equation from single Cauchy data on a part of the boundary. A Crank-Nicolson Galerkin method is applied to the least squares functional with an quadratic stabilizing penalty term. The convergence of finite dimensional regularized approximations to the sought source as measurement noise levels and mesh sizes approach to zero with an appropriate regularization parameter is proved. Moreover, under a suitable source condition, an error bound and corresponding converge…
An inverse problem of finding an unknown heat source for a class of linear parabolic equations is considered. Such problems can typically be converted to a direct problem with non-local conditions in time instead of an initial value problem. Standard ways of solving these non-local problems include direct temporal and spatial discretization as well as the shooting method, which may be computationally expensive in higher dimensions. In the present article, we present approaches based on low-rank approximation via Arnoldi algorithm to bypass the computational limitations of the mentioned classic…
This paper studies the inverse problem of determination the history for a stochastic diffusion process, by means of the value at the final time $T$. By establishing a new Carleman estimate, the conditional stability of the problem is proven. Based on the idea of Tikhonov method, a regularized solution is proposed. The analysis of the existence and uniqueness of the regularized solution, and proof for error estimate under an a-proior assumption are present. Numerical verification of the regularization, including numerical algorithm and examples are also illustrated.
An inverse scattering problem for SAR data in application to through-the-wall imaging is addressed. In contrast with the conventional algorithms of SAR imaging, that work with the linearized mathematical model based on the Born approximation, the fully nonlinear case is considered here. To avoid the local minima problem, the so-called "convexification" globally convergent inversion scheme is applied to approximate the distribution of the slant range (SR) dielectric constant in the 3-D domain. The benchmark scene of this paper comprises a homogeneous dielectric wall and different dielectric tar…
In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very mild conditions on the problem data. Then we provide an error analysis of a standard reconstruction scheme based on the standard output least-squares formulation with Tikhonov regularization (by an $H^1$-seminorm penalty), which is then discretized by the Galerkin finite element method with continuous piecewise linear finite elements in space (and also backwar…
We propose a global convergent numerical method to reconstruct the initial condition of a nonlinear parabolic equation from the measurement of both Dirichlet and Neumann data on the boundary of a bounded domain. The first step in our method is to derive, from the nonlinear governing parabolic equation, a nonlinear systems of elliptic partial differential equations (PDEs) whose solution yields directly the solution of the inverse source problem. We then establish a contraction mapping-like iterative scheme to solve this system. The convergence of this iterative scheme is rigorously proved by em…
