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Michael V. Klibanov

Publications and source records attributed to Michael V. Klibanov.

At least 91 records · Page 5Linked to original sources
arXiv2015

Nanostructures imaging via numerical solution of a 3-d inverse scattering problem without the phase information

Inverse scattering problems without the phase information arise in imaging of nanostructures whose sizes are hundreds of nanometers as well as in imaging of biological cells. The governing equation is the 3-d generalized Helmholtz equation with the unknown coefficient, which represents the spatially distributed dielectric constant. It is assumed that only the modulus of the complex valued wave field is measured on a frequency range. The phase is not measured. Two rigorous numerical methods are tested and their performances are compared for realistic ranges of parameters.

math.AP↗
arXiv2015

On a problem of S.L. Sobolev

In 1930 Sergey L. Sobolev [7,8] has proposed a construction of the solution of the Cauchy problem for the hyperbolic equation of the second order with variable coefficients in 3-d. Although Sobolev did not construct the fundamental solution, his construction was modified later by Romanov [4,5] to obtain the fundamental solution. However, these works impose a restrictive assumption of the regularity of geodesic lines in a large domain. In addition, it is unclear how to realize those methods numerically. In this paper a simple construction of a function, which is associated in a clear way with the fundamental solution of the acoustic equation with the variable speed in 3-d, is proposed. Conditions on geodesic lines are not imposed. An important feature of this construction is that it lends itself to effective computations.

math.AP↗
arXiv2015

Two reconstruction procedures for a 3-d phaseless inverse scattering problem for the generalized Helmholtz equation

The 3-d inverse scattering problem of the reconstruction of the unknown dielectric permittivity in the generalized Helmholtz equation is considered. The main difference with the conventional inverse scattering problems is that only the modulus of the scattering wave field is measured. The phase is not measured. The initializing wave field is the incident plane wave. On the other hand, in the previous recent works of the authors about the "phaseless topic" the case of the point source was considered [20,21,22]. Two reconstruction procedures are developed for a linearized case. However, the linearization is not the Born approximation. This means that, unlike the Born approximation, our linearization does not break down when the frequency tends to the infinity. Applications are in imaging of nanostructures and biological cells.

math-ph↗
arXiv2015

Reconstruction procedures for two inverse scattering problems without the phase information

This is a continuation of two recent publications of the authors about reconstruction procedures for 3-d phaseless inverse scattering problems. The main novelty of this paper is that the Born approximation for the case of the wave-like equation is not considered. It is shown here that the phaseless inverse scattering problem for the 3-d wave-like equation in the frequency domain leads to the well known Inverse Kinematic Problem. Uniqueness theorem follows. Still, since the Inverse Kinematic Problem is very hard to solve, a linearization is applied. More precisely, geodesic lines are replaced with straight lines. As a result, an approximate explicit reconstruction formula is obtained via the inverse Radon transform. The second reconstruction method is via solving a problem of the integral geometry using integral equations of the Abel type.

math-ph↗
arXiv2015

Profitable forecast of prices of stock options on real market data via the solution of an ill-posed problem for the Black-Scholes equation

A new mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock as well as new initial and boundary conditions. Conventional notions of maturity time and strike prices are not used. The Black-Scholes equation is solved as a parabolic equation with the reversed time, which is an ill-posed problem. Thus, a regularization method is used to solve it. This idea is verified on real market data for twenty liquid options. A trading strategy is proposed. This strategy indicates that our method is profitable on at least those twenty options. We conjecture that our method might lead to significant profits of those financial institutions which trade large amounts of options. We caution, however, that detailed further studies are necessary to verify this conjecture.

q-fin.MF↗
arXiv2015

Numerical studies of an adaptive finite element method applied to the reconstruction of shapes of buried objects from experimental data

We perform extended studies of an adaptive finite element method applied to the reconstruction of shapes of buried objects from experimental backscattering data. We use experimental data which are collected by a microwave scattering facility located at the University of North Carolina at Charlotte, USA. Our numerical tests show accurate imaging of three components of interest of targets: shapes, locations and refractive indices.

math.NA↗
arXiv2014

Reconstruction formula for a 3-d phaseless inverse scattering problem for the Schrodinger equation

The inverse scattering problem of the reconstruction of the unknown potential with compact support in the 3-d Schrödinger equation is considered. Only the modulus of the scattering complex valued wave field is known, whereas the phase is unknown. It is shown that the unknown potential can be reconstructed via the inverse Radon transform. Therefore, a long standing problem posed in 1977 by K. Chadan and P.C. Sabatier in their book "Inverse Problems in Quantum Scattering Theory" is solved.

math-ph↗
arXiv2014

Carleman estimates for the regularization of ill-posed Cauchy problems

This is a survey, which is a continuation of the previous survey of the author about applications of Carleman estimates to Inverse Problems, J. Inverse and Ill-Posed Problems, 21, 477-560, 2013. It is shown here that Tikhonov functionals for some ill-posed Cauchy problems for linear PDEs can be generated by unbounded linear operators of those PDEs. These are those operators for which Carleman estimates are valid, e.g. elliptic, parabolic and hyperbolic operators of the second order. Convergence rates of minimizers are established using Carleman estimates. Generalizations to nonlinear inverse problems, such as problems of reconstructions of obstacles and coefficient inverse problems are discussed as well.

math-ph↗
arXiv2014

Globally convergent and adaptive finite element methods in imaging of buried objects from experimental backscattering radar measurements

We consider a two-stage numerical procedure for imaging of objects buried in dry sand using time-dependent backscattering experimental radar measurements. These measurements are generated by a single point source of electric pulses and are collected using a microwave scattering facility which was built at the University of North Carolina at Charlotte. Our imaging problem is formulated as the inverse problem of the reconstruction of the spatially distributed dielectric permittivity $\varepsilon_\mathrm{r}\left(\mathbf{x}\right), \ \mathbf{x}\in \mathbb{R}^{3}$, which is an unknown coefficient in Maxwell's equations. On the first stage an approximately globally convergent method is applied to get a good first approximation for the exact solution. On the second stage a local adaptive finite element method is applied to refine the solution obtained on the first stage. The two-stage numerical procedure results in accurate imaging of all three components of interest of targets: shapes, locations and refractive indices. In this paper we briefly describe methods and present new reconstruction results for both stages.

math.NA↗
arXiv2014

Recovering of dielectric constants of explosives via a globally strictly convex cost functional

The inverse problem of estimating dielectric constants of explosives using boundary measurements of one component of the scattered electric field is addressed. It is formulated as a coefficient inverse problem for a hyperbolic differential equation. After applying the Laplace transform, a new cost functional is constructed and a variational problem is formulated. The key feature of this functional is the presence of the Carleman Weight Function for the Laplacian. The strict convexity of this functional on a bounded set in a Hilbert space of an arbitrary size is proven. This allows for establishing the global convergence of the gradient descent method. Some results of numerical experiments are presented.

math-ph↗
arXiv2014

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

We consider the problem of imaging of objects buried under the ground using backscattering experimental time dependent measurements generated by a single point source or one incident plane wave. In particular, we estimate dielectric constants of those objects using the globally convergent inverse algorithm of Beilina and Klibanov. Our algorithm is tested on experimental data collected using a microwave scattering facility at the University of North Carolina at Charlotte. There are two main challenges working with this type of experimental data: (i) there is a huge misfit between these data and computationally simulated data, and (ii) the signals scattered from the targets may overlap with and be dominated by the reflection from the ground's surface. To overcome these two challenges, we propose new data preprocessing steps to make the experimental data to be approximately the same as the simulated ones, as well as to remove the reflection from the ground's surface. Results of total 25 data sets of both non blind and blind targets indicate a good accuracy.

math-ph↗
arXiv2014

Reconstruction of shapes and refractive indices from backscattering experimental data using the adaptivity

We consider the inverse problem of the reconstruction of the spatially distributed dielectric constant $\varepsilon_{r}\left(\mathbf{x}\right), \ \mathbf{x}\in \mathbb{R}^{3}$, which is an unknown coefficient in the Maxwell's equations, from time-dependent backscattering experimental radar data associated with a single source of electric pulses. The refractive index is $n\left(\mathbf{x}\right) =\sqrt{\varepsilon_{r}\left(\mathbf{x}\right)}.$ The coefficient $\varepsilon_{r}\left(\mathbf{x}\right) $ is reconstructed using a two-stage reconstruction procedure. In the first stage an approximately globally convergent method proposed is applied to get a good first approximation of the exact solution. In the second stage a locally convergent adaptive finite element method is applied, taking the solution of the first stage as the starting point of the minimization of the Tikhonov functional. This functional is minimized on a sequence of locally refined meshes. It is shown here that all three components of interest of targets can be simultaneously accurately imaged: refractive indices, shapes and locations.

math.NA↗
arXiv2014

On the first solution of a long standing problem: uniqueness of the phaseless quantum inverse scattering problem in 3-d

After publishing his recent paper in SIAM J. Appl. Math, 74, 392-410, 2014 the author has realized that actually he has addressed in that paper, for the first time, a long standing open question being unaware about this. This question is about the uniqueness of a 3-d inverse scattering problem without the phase information. Thus, it makes sense in the current paper to explicitly make the latter statement and to formulate corresponding uniqueness theorems.

math-ph↗
arXiv2013

Globally strongly convex cost functional for a coefficient inverse problem

A Carleman Weight Function (CWF) is used to construct a new cost functional for a Coefficient Inverse Problems for a hyperbolic PDE. Given a bounded set of an arbitrary size in a certain Sobolev space, one can choose the parameter of the CWF in such a way that the constructed cost functional will be strongly convex on that set. Next, convergence of the gradient method, which starts from an arbitrary point of that set, is established. Since restrictions on the size of that set are not imposed, then this is the global convergence.

math-ph↗
arXiv2013

A globally convergent algorithm for the frequency sounding and Slichter-Langer-Tikhonov problem of electrical prospecting

The paper presents a globally convergent algorithm for solving coefficient inverse problems. Being rooted in the globally convergent numerical method (SIAM J. Sci. Comput., 31, No.1 (2008), pp. 478-509) for solving multidimensional coefficient inverse problems, it has two distinctive features: the new iterative and refinement procedures. These novelties enhance, sometimes significantly, both the spatial and contrast resolutions. The computational effectiveness of the proposed technique is demonstrated in numerical experiments with two applied coefficient inverse problems: electromagnetic or acoustic frequency sounding and electrical prospecting of layered media. The Slichter-Langer-Tikhonov formulation is exploited as a mathematical model of the latter.

math-ph↗
arXiv2013

Reconstruction from blind experimental data for an inverse problem for a hyperbolic equation

We consider the problem of reconstruction of dielectrics from blind backscattered experimental data. Experimental data were collected by a device, which was built at University of North Carolina at Charlotte. This device sends electrical pulses into the medium and collects the time resolved backscattered data on a part of a plane. The spatially distributed dielectric constant $\varepsilon_{r}(\mathbf{x}),\mathbf{x}\in \mathbb{R}^{3}$ is the unknown coefficient of a wave-like PDE. This coefficient is reconstructed from those data in blind cases. To do this, a globally convergent numerical method is used.

math-ph↗