Oliver Ernst | Searcharxiv

arXiv2021

On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion

Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting. Extensions to other variants of adaptive collocation methods (including the classical one proposed in the paper "Dimension-adaptive tensor-product quadratuture" Computing (2003) by T. Gerstner and M. Griebel) is explored.

math.NA↗

arXiv2020

Regularization for the inversion of Fibre Bragg Grating spectra

Fibre Bragg Gratings have become widespread measurement devices in engineering and other fields of application. In all but a few cases, the relation between cause and effect is simplified to a proportional model. However, at its mathematical core lies a nonlinear inverse problem which appears not to have received much attention in the literature. In this paper, we present this core problem to the mathematical community and provide a first report on opportunities and limitations of a regularization approach. In particular, we show that difficulties arise from non-uniqueness and the absence of established parameter selection rules for nonlinear inverse problems with multiple regularization parameters. Nevertheless, the paper takes a first step toward extracting more information from a single FBG measurement.

physics.optics↗