arXiv subjects

Guillaume Bal

Publications and source records attributed to Guillaume Bal.

At least 109 records · Page 6Linked to original sources

arXiv2011

Corrector theory for MsFEM and HMM in random media

We analyze the random fluctuations of several multi-scale algorithms such as the multi-scale finite element method (MsFEM) and the finite element heterogeneous multiscale method (HMM), that have been developed to solve partial differential equations with highly heterogeneous coefficients. Such multi-scale algorithms are often shown to correctly capture the homogenization limit when the highly oscillatory random medium is stationary and ergodic. This paper is concerned with the random fluctuations of the solution about the deterministic homogenization limit. We consider the simplified setting of the one dimensional elliptic equation, where the theory of random fluctuations is well understood. We develop a fluctuation theory for the multi-scale algorithms in the presence of random environments with short-range and long-range correlations. What we find is that the computationally more expensive method MsFEM captures the random fluctuations both for short-range and long-range oscillations in the medium. The less expensive method HMM correctly captures the fluctuations for long-range oscillations and strongly amplifies their size in media with short-range oscillations. We present a modified scheme with an intermediate computational cost that captures the random fluctuations in all cases.

math.NA↗

arXiv2011

A Hybrid (Monte-Carlo/Deterministic) Approach for Multi-Dimensional Radiation Transport

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a airplane). It uses a deterministic approximation of an adjoint transport solution to reduce variance, computed quickly by ignoring atmospheric interactions. This allows significant variance and computational cost reductions when the atmospheric scattering and absorption coefficient are small. When combined with an atmospheric photon-redirection scheme, significant variance reduction (equivalently acceleration) is achieved in the presence of atmospheric interactions.

math-ph↗

arXiv2011

Importance Sampling and Adjoint Hybrid Methods in Monte Carlo Transport with Reflecting Boundaries

Adjoint methods form a class of importance sampling methods that are used to accelerate Monte Carlo (MC) simulations of transport equations. Ideally, adjoint methods allow for zero-variance MC estimators provided that the solution to an adjoint transport equation is known. Hybrid methods aim at (i) approximately solving the adjoint transport equation with a deterministic method; and (ii) use the solution to construct an unbiased MC sampling algorithm with low variance. The problem with this approach is that both steps can be prohibitively expensive. In this paper, we simplify steps (i) and (ii) by calculating only parts of the adjoint solution. More specifically, in a geometry with limited volume scattering and complicated reflection at the boundary, we consider the situation where the adjoint solution "neglects" volume scattering, whereby significantly reducing the degrees of freedom in steps (i) and (ii). A main application for such a geometry is in remote sensing of the environment using physics-based signal models. Volume scattering is then incorporated using an analog sampling algorithm (or more precisely a simple modification of analog sampling called a heuristic sampling algorithm) in order to obtain unbiased estimators. In geometries with weak volume scattering (with a domain of interest of size comparable to the transport mean free path), we demonstrate numerically significant variance reductions and speed-ups (figures of merit).

math-ph↗

arXiv2010

Large Deviation Theory for a Homogenized and "Corrected" Elliptic ODE

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full solution and approximate this LDP with a more tractable form. These results allow one to access the limits of Gaussian correctors. In general, the corrector does not capture the large deviation behavior. Applications to uncertainty quantification are considered.

math.AP↗

arXiv2010

The Inversion of Ray Transforms on a Conformal Class of Curves

We introduce a technique for recovering a sufficiently smooth function from its ray transform over a wide class of curves in a general region of Euclidean space. The method is based on a complexification of the underlying vector fields defining the initial transport and recasting the problem in terms of complex-analytic function theory. Explicit inversion formulae are then given in a unified form. The method is then used to give inversion formulae for the attenuated ray transform.

math.CV↗

arXiv2010

Ray Transforms on a Conformal Class of Curves

math.CV↗

arXiv2009

Inverse Scattering and Acousto-Optic Imaging

We propose a tomographic method to reconstruct the optical properties of a highly-scattering medium from incoherent acousto-optic measurements. The method is based on the solution to an inverse problem for the diffusion equation and makes use of the principle of interior control of boundary measurements by an external wave field.

physics.optics↗

arXiv2009

Inverse Diffusion Theory of Photoacoustics

This paper analyzes the reconstruction of diffusion and absorption parameters in an elliptic equation from knowledge of internal data. In the application of photo-acoustics, the internal data are the amount of thermal energy deposited by high frequency radiation propagating inside a domain of interest. These data are obtained by solving an inverse wave equation, which is well-studied in the literature. We show that knowledge of two internal data based on well-chosen boundary conditions uniquely determines two constitutive parameters in diffusion and Schroedinger equations. Stability of the reconstruction is guaranteed under additional geometric constraints of strict convexity. No geometric constraints are necessary when $2n$ internal data for well-chosen boundary conditions are available, where $n$ is spatial dimension. The set of well-chosen boundary conditions is characterized in terms of appropriate complex geometrical optics (CGO) solutions.

math.AP↗

arXiv2009

Inverse Transport Theory of Photoacoustics

We consider the reconstruction of optical parameters in a domain of interest from photoacoustic data. Photoacoustic tomography (PAT) radiates high frequency electromagnetic waves into the domain and measures acoustic signals emitted by the resulting thermal expansion. Acoustic signals are then used to construct the deposited thermal energy map. The latter depends on the constitutive optical parameters in a nontrivial manner. In this paper, we develop and use an inverse transport theory with internal measurements to extract information on the optical coefficients from knowledge of the deposited thermal energy map. We consider the multi-measurement setting in which many electromagnetic radiation patterns are used to probe the domain of interest. By developing an expansion of the measurement operator into singular components, we show that the spatial variations of the intrinsic attenuation and the scattering coefficients may be reconstructed. We also reconstruct coefficients describing anisotropic scattering of photons, such as the anisotropy coefficient $g(x)$ in a Henyey-Greenstein phase function model. Finally, we derive stability estimates for the reconstructions.

math-ph↗

arXiv2009

Time-dependent angularly averaged inverse transport

This paper concerns the reconstruction of the absorption and scattering parameters in a time-dependent linear transport equation from knowledge of angularly averaged measurements performed at the boundary of a domain of interest. We show that the absorption coefficient and the spatial component of the scattering coefficient are uniquely determined by such measurements. We obtain stability results on the reconstruction of the absorption and scattering parameters with respect to the measured albedo operator. The stability results are obtained by a precise decomposition of the measurements into components with different singular behavior in the time domain.

math-ph↗

arXiv2008

Homogenization with large spatial random potential

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We characterize the leading effect in the random fluctuations and show that their spatial moments converge in law to Gaussian random variables. Both results hold for sufficiently small times and in sufficiently large spatial dimensions $d\geq\m$, where $\m$ is the order of the spatial pseudo-differential operator in the parabolic equation. In dimension $d<\m$, the solution to the parabolic equation is shown to converge to the (non-deterministic) solution of a stochastic equation in the companion paper [2]. The results are then extended to cover the case of long range random potentials, which generate larger, but still asymptotically Gaussian, random fluctuations.

math-ph↗

arXiv2008

Convergence to SPDEs in Stratonovich form

We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the solution to the random equation is affected by the randomness at the leading order. We show that, when the dimension is smaller than the order of the elliptic pseudo-differential operator $P(x,D)$, the perturbed parabolic equation admits a solution given by a Duhamel expansion. Moreover, as the correlation length of the potential vanishes, we show that the latter solution converges in distribution to the solution of a stochastic parabolic equation with a multiplicative term that should be interpreted in the Stratonovich sense. The theory of mild solutions for such stochastic partial differential equations is developed. The behavior described above should be contrasted to the case of dimensions that are larger than or equal to the order of the elliptic pseudo-differential operator $P(x,D)$. In the latter case, the solution to the random equation converges strongly to the solution of a homogenized (deterministic) parabolic equation as is shown in the companion paper [2]. The stochastic model is therefore valid only for sufficiently small space dimensions in this class of parabolic problems.

math-ph↗

arXiv2008

Stability for time-dependent inverse transport

This paper concerns the reconstruction of the absorption and scattering parameters in a time-dependent linear transport equation from full knowledge of the albedo operator at the boundary of a bounded domain of interest. We present optimal stability results on the reconstruction of the absorption and scattering parameters for a given error in the measured albedo operator.

math-ph↗

arXiv2008

Small volume expansions for elliptic equations

This paper analyzes the influence of general, small volume, inclusions on the trace at the domain's boundary of the solution to elliptic equations of the form $\nabla \cdot D^\eps \nabla u^\eps=0$ or $(-Δ+ q^\eps) u^\eps=0$ with prescribed Neumann conditions. The theory is well-known when the constitutive parameters in the elliptic equation assume the values of different and smooth functions in the background and inside the inclusions. We generalize the results to the case of arbitrary, and thus possibly rapid, fluctuations of the parameters inside the inclusion and obtain expansions of the trace of the solution at the domain's boundary up to an order $\eps^{2d}$, where $d$ is dimension and $\eps$ is the diameter of the inclusion. We construct inclusions whose leading influence is of order at most $\eps^{d+1}$ rather than the expected $\eps^d$. We also compare the expansions for the diffusion and Helmholtz equation and their relationship via the classical Liouville change of variables.

math.AP↗

arXiv2008

Stability estimates in stationary inverse transport

We study the stability of the reconstruction of the scattering and absorption coefficients in a stationary linear transport equation from knowledge of the full albedo operator in dimension $n\geq3$. The albedo operator is defined as the mapping from the incoming boundary conditions to the outgoing transport solution at the boundary of a compact and convex domain. The uniqueness of the reconstruction was proved in [M. Choulli-P. Stefanov, 1996 and 1999] and partial stability estimates were obtained in [J.-N. Wang, 1999] for spatially independent scattering coefficients. We generalize these results and prove an $L^1$-stability estimate for spatially dependent scattering coefficients.

math-ph↗

arXiv2007

Central limits and homogenization in random media

We consider the perturbation of elliptic operators of the form $P(\bx,\bD)$ by random, rapidly varying, sufficiently mixing, potentials of the form $q(\frac{\bx}\eps,ω)$. We analyze the source and spectral problems associated to such operators and show that the properly renormalized difference between the perturbed and unperturbed solutions may be written asymptotically as $\eps\to0$ as explicit Gaussian processes. Such results may be seen as central limit corrections to the homogenization (law of large numbers) process. Similar results are derived for more general elliptic equations in one dimension of space. The results are based on the availability of a rapidly converging integral formulation for the perturbed solutions and on the use of classical central limit results for random processes with appropriate mixing conditions.

math.AP↗

arXiv2007

Self-averaging of kinetic models for waves in random media

Kinetic equations are often appropriate to model the energy density of high frequency waves propagating in highly heterogeneous media. The limitations of the kinetic model are quantified by the statistical instability of the wave energy density, i.e., by its sensitivity to changes in the realization of the underlying heterogeneous medium modeled as a random medium. In the simplified Itô-Schrödinger regime of wave propagation, we obtain optimal estimates for the statistical instability of the wave energy density for different configurations of the source terms and the domains over which the energy density is measured. We show that the energy density is asymptotically statistically stable (self-averaging) in many configurations. In the case of highly localized source terms, we obtain an explicit asymptotic expression for the scintillation function in the high frequency limit.

math-ph↗

arXiv2005

Wave field correlations in weakly mismatched random media

This paper concerns the derivation of a Fokker-Planck equation for the correlation of two high frequency wave fields propagating in two different random media. The mismatch between the random media need be small, on the order of the wavelength, and their correlation length need be large relative to the wavelength. The loss of correlation caused by the mismatch in the random media is quantified and the limit process for the phase difference is obtained. The derivation is based on a random Liouville equation to model high frequency correlations and on the method of characteristics to characterize mixing in the random Liouville equation. Applications of such correlation loss include the monitoring in time of random media and the analysis of time reversed waves in changing heterogeneous domains.

math.AP↗