SearcharxivSearch

arXiv subjects

Michael Klibanov

Publications and source records attributed to Michael Klibanov.

3 recordsLinked to original sources

Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method

We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a fixed small number. By convexification, we mean that we employ a suitable Carleman weight function to convexify the cost functional defined directly from the form of the Hamilton-Jacobi equation under consideration. The strict convexity of this functional is rigorously proved using a new Carleman estimate. We also prove that the unique minimizer of the this strictly convex functional can be reached by the gradient descent method. Moreover, we show that the minimizer well approximates the viscosity solution of the Hamilton-Jacobi equation as the noise contained in the boundary data tends to zero. Some interesting numerical illustrations are presented.

math.NA

Convexification for an Inverse Problem for a 1D Wave Equation with Experimental Data

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 experimental data. Experimental data, which are collected in the field, mimic the problem of the recovery of the spatially distributed dielectric constants of antipersonnel land mines and improvised explosive devices.

math.NA

Convexification numerical algorithm for a 2D inverse scattering problem with backscatter data

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 using a change of variables. Next, using a truncated expansion with respect to a special Fourier basis, we approximately reformulate the inverse problem as a system of quasilinear elliptic PDEs, which can be numerically solved by a weighted quasi-reversibility approach. The cost functional for the weighted quasi-reversibility method is constructed as a Tikhonov-like functional that involves a Carleman Weight Function. Our numerical study shows that, using a version of the gradient descent method, one can find the minimizer of this Tikhonov-like functional without any advanced \emph{a priori} knowledge about it.

math.NA