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Vladimir Druskin

Publications and source records attributed to Vladimir Druskin.

31 records · Page 2Linked to original sources
arXiv2017

Untangling the nonlinearity in inverse scattering with data-driven reduced order models

The motivation of this work is an inverse problem for the acoustic wave equation, where an array of sensors probes an unknown medium with pulses and measures the scattered waves. The goal of the inversion is to determine from these measurements the structure of the scattering medium, modeled by a spatially varying acoustic impedance function. Many inversion algorithms assume that the mapping from the unknown impedance to the scattered waves is approximately linear. The linearization, known as the Born approximation, is not accurate in strongly scattering media, where the waves undergo multiple reflections before they reach the sensors in the array. Thus, the reconstructions of the impedance have numerous artifacts. The main result of the paper is a novel, linear-algebraic algorithm that uses a reduced order model (ROM) to map the data to those corresponding to the single scattering (Born) model. The ROM construction is based only on the measurements at the sensors in the array. The ROM is a proxy for the wave propagator operator, that propagates the wave in the unknown medium over the duration of the time sampling interval. The output of the algorithm can be input into any off-the-shelf inversion software that incorporates state of the art linear inversion algorithms to reconstruct the unknown acoustic impedance.

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arXiv2017

A nonlinear method for imaging with acoustic waves via reduced order model backprojection

We introduce a novel nonlinear imaging method for the acoustic wave equation based on data-driven model order reduction. The objective is to image the discontinuities of the acoustic velocity, a coefficient of the scalar wave equation from the discretely sampled time domain data measured at an array of transducers that can act as both sources and receivers. We treat the wave equation along with transducer functionals as a dynamical system. A reduced order model (ROM) for the propagator of such system can be computed so that it interpolates exactly the measured time domain data. The resulting ROM is an orthogonal projection of the propagator on the subspace of the snapshots of solutions of the acoustic wave equation. While the wavefield snapshots are unknown, the projection ROM can be computed entirely from the measured data, thus we refer to such ROM as data-driven. The image is obtained by backprojecting the ROM. Since the basis functions for the projection subspace are not known, we replace them with the ones computed for a known smooth kinematic velocity model. A crucial step of ROM construction is an implicit orthogonalization of solution snapshots. It is a nonlinear procedure that differentiates our approach from the conventional linear imaging methods (Kirchhoff migration and reverse time migration - RTM). It resolves all dynamical behavior captured by the data, so the error from the imperfect knowledge of the velocity model is purely kinematic. This allows for almost complete removal of multiple reflection artifacts, while simultaneously improving the resolution in the range direction compared to conventional RTM.

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arXiv2016

Multi-scale S-fraction reduced-order models for massive wavefield simulations

We developed a novel reduced-order multi-scale method for solving large time-domain wavefield simulation problems. Our algorithm consists of two main stages. During the first "off-line" stage the fine-grid operator (of the graph Laplacian type} is partitioned on coarse cells (subdomains). Then projection-type multi-scale reduced order models (ROMs) are computed for the coarse cell operators. The off-line stage is embarrassingly parallel as ROM computations for the subdomains are independent of each other. It also does not depend on the number of simulated sources (inputs) and it is performed just once before the entire time-domain simulation. At the second "on-line" stage the time-domain simulation is performed within the obtained multi-scale ROM framework. The crucial feature of our formulation is the representation of the ROMs in terms of matrix Stieltjes continued fractions (S-fractions). The layered structure of the S-fraction introduces several hidden layers in the ROM representation, that results in the block-tridiagonal dynamic system within each coarse cell. This allows us to sparsify the obtained multi-scale subdomain operator ROMs and to reduce the communications between the adjacent subdomains which is highly beneficial for a parallel implementation of the on-line stage. Our approach suits perfectly the high performance computing architectures, however in this paper we present rather promising numerical results for a serial computing implementation only. These results include 3D acoustic and multi-phase anisotropic elastic problems.

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arXiv2016

Direct, nonlinear inversion algorithm for hyperbolic problems via projection-based model reduction

We estimate the wave speed in the acoustic wave equation from boundary measurements by constructing a reduced-order model (ROM) matching discrete time-domain data. The state-variable representation of the ROM can be equivalently viewed as a Galerkin projection onto the Krylov subspace spanned by the snapshots of the time-domain solution. The success of our algorithm hinges on the data-driven Gram--Schmidt orthogonalization of the snapshots that suppresses multiple reflections and can be viewed as a discrete form of the Marchenko--Gel'fand--Levitan--Krein algorithm. In particular, the orthogonalized snapshots are localized functions, the (squared) norms of which are essentially weighted averages of the wave speed. The centers of mass of the squared orthogonalized snapshots provide us with the grid on which we reconstruct the velocity. This grid is weakly dependent on the wave speed in traveltime coordinates, so the grid points may be approximated by the centers of mass of the analogous set of squared orthogonalized snapshots generated by a known reference velocity. We present results of inversion experiments for one- and two-dimensional synthetic models.

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arXiv2015

Near-optimal perfectly matched layers for indefinite Helmholtz problems

A new construction of an absorbing boundary condition for indefinite Helmholtz problems on unbounded domains is presented. This construction is based on a near-best uniform rational interpolant of the inverse square root function on the union of a negative and positive real interval, designed with the help of a classical result by Zolotarev. Using Krein's interpretation of a Stieltjes continued fraction, this interpolant can be converted into a three-term finite difference discretization of a perfectly matched layer (PML) which converges exponentially fast in the number of grid points. The convergence rate is asymptotically optimal for both propagative and evanescent wave modes. Several numerical experiments and illustrations are included.

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arXiv2015

Exponential Convergence through Linear Finite Element Discretization of Stratified Subdomains

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key features of the discretization are (a) use of midpoint integration to evaluate the contribution matrices, and (b) an unconventional bending of the mesh into complex space. Named complex-length finite element method (CFEM), the technique is linked to Pade approximants that provide exponential convergence of the Dirichlet-to-Neumann maps and thus the solution at specified points in the domain. Exponential convergence facilitates drastic reduction in the number of elements. This, combined with sparse computation associated with linear finite elements, results in significant reduction in the computational cost. The paper presents the basic ideas of the method as well as illustration of its effectiveness for a variety of problems involving Laplace, Helmholtz and elastodynamic equations.

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arXiv2015

Nonlinear seismic imaging via reduced order model backprojection

We introduce a novel nonlinear seismic imaging method based on model order reduction. The reduced order model (ROM) is an orthogonal projection of the wave equation propagator operator on the subspace of the snapshots of the solutions of the wave equation. It can be computed entirely from the knowledge of the measured time domain seismic data. The image is a backprojection of the ROM using the subspace basis for the known smooth kinematic velocity model. The implicit orthogonalization of solution snapshots is a nonlinear procedure that differentiates our approach from the conventional linear methods (Kirchhoff, RTM). It allows for the removal of multiple reflection artifacts. It also enables us to estimate the magnitude of the reflectors similarly to the true amplitude migration algorithms.

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arXiv2014

A model reduction approach to numerical inversion for a parabolic partial differential equation

We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where the unknown is the subsurface electrical resistivity and the data are time resolved surface measurements of the magnetic field. The algorithm presented in this paper considers inversion in one and two dimensions. The reduced model is obtained with rational interpolation in the frequency (Laplace) domain and a rational Krylov subspace projection method. It amounts to a nonlinear mapping from the function space of the unknown resistivity to the small dimensional space of the parameters of the reduced model. We use this mapping as a nonlinear preconditioner for the Gauss-Newton iterative solution of the inverse problem. The advantage of the inversion algorithm is twofold. First, the nonlinear preconditioner resolves most of the nonlinearity of the problem. Thus the iterations are less likely to get stuck in local minima and the convergence is fast. Second, the inversion is computationally efficient because it avoids repeated accurate simulations of the time-domain response. We study the stability of the inversion algorithm for various rational Krylov subspaces, and assess its performance with numerical experiments.

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arXiv2014

S-fraction multiscale finite-volume method for spectrally accurate wave propagation

We develop a method for numerical time-domain wave propagation based on the model order reduction approach. The method is built with high-performance computing (HPC) implementation in mind that implies a high level of parallelism and greatly reduced communication requirements compared to the traditional high-order finite-difference time-domain (FDTD) methods. The approach is inherently multiscale, with a reference fine grid model being split into subdomains. For each subdomain the coarse scale reduced order models (ROMs) are precomputed off-line in a parallel manner. The ROMs approximate the Neumann-to-Dirichlet (NtD) maps with high (spectral) accuracy and are used to couple the adjacent subdomains on the shared boundaries. The on-line part of the method is an explicit time stepping with the coupled ROMs. To lower the on-line computation cost the reduced order spatial operator is sparsified by transforming to a matrix Stieltjes continued fraction (S-fraction) form. The on-line communication costs are also reduced due to the ROM NtD map approximation properties. Another source of performance improvement is the time step length. Properly chosen ROMs substantially improve the Courant-Friedrichs-Lewy (CFL) condition. This allows the CFL time step to approach the Nyquist limit, which is typically unattainable with traditional schemes that have the CFL time step much smaller than the Nyquist sampling rate.

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arXiv2014

An Extended Krylov Subspace Model-Order Reduction Technique to Simulate Wave Propagation in Unbounded Domains

In this paper we present a novel extended Krylov subspace reduced-order modeling technique to efficiently simulate time- and frequency-domain wavefields in open complex structures. To simulate the extension to infinity, we use an optimal complex-scaling method which is equivalent to an optimized perfectly matched layer in which the frequency is fixed. Wavefields propagating in strongly inhomogeneous open domains can now be modeled as a non-entire function of the complex-scaled wave operator. Since this function contains a square root singularity, we apply an extended Krylov subspace technique to construct fast converging reduced-order models. Specifically, we use a modified version of the extended Krylov subspace algorithm as proposed by Jagels and Reichel [Linear Algebra Appl., Vol. 434, pp. 1716 - 1732, 2011], since this algorithm allows us to balance the computational costs associated with computing powers of the wave operator and its inverse. Numerical experiments from electromagnetics and acoustics illustrate the performance of the method.

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arXiv2012

A Krylov Stability-Corrected Coordinate-Stretching Method to Simulate Wave Propagation in Unbounded Domains

The Krylov subspace projection approach is a well-established tool for the reduced order modeling of dynamical systems in the time domain. In this paper, we address the main issues obstructing the application of this powerful approach to the time-domain solution of exterior wave problems. We use frequency independent perfectly matched layers to simulate the extension to infinity. Pure imaginary stretching functions based on Zolotarev's optimal rational approximation of the square root are implemented leading to perfectly matched layers with a controlled accuracy over a complete spectral interval of interest. A new Krylov-based solution method via stability-corrected operator exponents is presented which allows us to construct reduced-order models (ROMs) that respect the delicate spectral properties of the original scattering problem. The ROMs are unconditionally stable and are based on a renormalized bi-Lanczos algorithm. We give a theoretical foundation of our method and illustrate its performance through a number of numerical examples in which we simulate 2D electromagnetic wave propagation in unbounded domains, including a photonic waveguide example. The new algorithm outperforms the conventional finite-difference time domain method for problems on large time intervals.

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arXiv2011

Resistor network approaches to electrical impedance tomography

We review a resistor network approach to the numerical solution of the inverse problem of electrical impedance tomography (EIT). The networks arise in the context of finite volume discretizations of the elliptic equation for the electric potential, on sparse and adaptively refined grids that we call optimal. The name refers to the fact that the grids give spectrally accurate approximations of the Dirichlet to Neumann map, the data in EIT. The fundamental feature of the optimal grids in inversion is that they connect the discrete inverse problem for resistor networks to the continuum EIT problem.

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