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 field. In this paper we prove a convergence property for this truncated Fourier series approximation. More precisely, we show that the residual of the approximate PDE obtained by using the truncated Fourier series tends to zero in $L^{2}$ as the truncation index in the truncated Fourier series tends to infinity. The proof relies on a convergence result in the $H^{1}$-norm for a sequence of $L^{2}$-orthogonal projections on finite-dimensional subspaces spanned by elements of a special Fourier basis. However, due to the ill-posed nature of coefficient inverse problems, we cannot prove that the solution of that approximate PDE, which results from the minimization of that Tikhonov-like functional, converges to the correct solution.
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 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.
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 …
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.
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…
In this paper, we apply a new kind of smoothness concept, i.e. Hölder stability estimates for the determination of convergence rates of Tikhonov regularization for linear and non-linear inverse problems in Hilbert spaces. For linear inverse problems, we obtain the convergence rates without incorporating the classical concept of spectral theory and for non-linear inverse problems, we obtain the convergence rates without incorporating any additional non-linearity estimate. Further, we employ the smoothness concept of inhomogeneous variational inequalities to deduce the convergence rates for non-…
In this short note, we formulate the convergence rates of the well known Tikhonov regularization scheme for solving the nonlinear ill-posed problems in Banach spaces. For deriving the convergence rates, we employ the novel smoothness concept of conditional stability estimates in terms of weaker norms. Moreover, we show that our results are applicable on two ill-posed inverse problems.
The goal of this paper is to further develop an approach to inverse problems with imperfect forward operators that is based on partially ordered spaces. Studying the dual problem yields useful insights into the convergence of the regularised solutions and allow us to obtain convergence rates in terms of Bregman distances - as usual in inverse problems, under an additional assumption on the exact solution called the source condition. These results are obtained for general absolutely one-homogeneous functionals. In the special case of TV-based regularisation we also study the structure of regula…
Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems in Hilbert scales satisfying conditional stability estimates characterized by general concave index functions. For that case, we exploit Tikhonov regularization and provide convergence and convergence rates of regularized solutions for both deterministic and stochastic noise. We further discuss a priori and a posteriori parameter choice rules and illustrate t…
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 investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element convergence rates of these solutions, under pointwise measurement data with random noise. Unlike most existing regularization theories, the regularization error estimates are derived without any source conditions, while the error estimates of finite element solutions show their explicit dependence on the noise level, regularization parameter, mesh size, and time st…
We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $δ\|M\|$ in $O(n^4+n^3\log^2(n/δ)+\log(n/δ)^2\log\log(n/δ))$ floating point operations using $O(\log^2(n/δ))$ bits of precision. While the $O(n^4)$ complexity is prohibitive for large matrices, the algorithm is simple and may be useful for provably computing the eigenvalues of small matrices using controlled precision, in particular for computing Ritz values in shifted QR algorithms as in (Banks, Garza-…
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 paper, by employing the asymptotic expansion method, we prove the existence and uniqueness of a smoothing solution for a time-dependent nonlinear singularly perturbed partial differential equation (PDE) with a small-scale parameter. As a by-product, we obtain an approximate smooth solution, constructed from a sequence of reduced stationary PDEs with vanished high-order derivative terms. We prove that the accuracy of the constructed approximate solution can be in any order of this small-scale parameter in the whole domain, except a negligible transition layer. Furthermore, based on a si…
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…
