Joint Image Reconstruction and Segmentation Using the Potts Model

We propose a new algorithmic approach to the non-smooth and non-convex Potts problem (also called piecewise-constant Mumford-Shah problem) for inverse imaging problems. We derive a suitable splitting into specific subproblems that can all be solved efficiently. Our method does not require a priori knowledge on the gray levels nor on the number of segments of the reconstruction. Further, it avoids anisotropic artifacts such as geometric staircasing. We demonstrate the suitability of our method for joint image reconstruction and segmentation. We focus on Radon data, where we in particular consider limited data situations. For instance, our method is able to recover all segments of the Shepp-Logan phantom from $7$ angular views only. We illustrate the practical applicability on a real PET dataset. As further applications, we consider spherical Radon data as well as blurred data

Analysis of the Gibbs sampler for hierarchical inverse problems

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the discretization, that is increasing $N$, will often be desirable. In the context of Bayesian inversion this situation suggests the importance of two issues: (i) defining hyper-parameters in such a way that they are interpretable in the continuum limit $N \to \infty$ and so that their values may be compared between different discretization levels; (ii) understanding the efficiency of algorithms for probing the posterior distribution, as a function of large $N.$ Here we address these two issues in the context of linear inverse problems subject to additive Gaussian noise within a hierarchical modelling framework based on a Gaussian prior for the unknown field and an inverse-gamma prior for a hyper-parameter, namely the amplitude of the prior variance. The structure of the model is such that the Gibbs sampler can be easily implemented for probing the posterior distribution. Subscribing to the dogma that one should think infinite-dimensionally before implementing in finite dimensions, we present function space intuition and provide rigorous theory showing that as $N$ increases, the component of the Gibbs sampler for sampling the amplitude of the prior variance becomes increasingly slower. We discuss a reparametrization of the prior variance that is robust with respect to the increase in dimension; we give numerical experiments which exhibit that our reparametrization prevents the slowing down. Our intuition on the behaviour of the prior hyper-parameter, with and without reparametrization, is sufficiently general to include a broad class of nonlinear inverse problems as well as other families of hyper-priors.Comment: to appear, SIAM/ASA Journal on Uncertainty Quantificatio

Surrogate Accelerated Bayesian Inversion for the Determination of the Thermal Diffusivity of a Material

Determination of the thermal properties of a material is an important task in many scientific and engineering applications. How a material behaves when subjected to high or fluctuating temperatures can be critical to the safety and longevity of a system's essential components. The laser flash experiment is a well-established technique for indirectly measuring the thermal diffusivity, and hence the thermal conductivity, of a material. In previous works, optimization schemes have been used to find estimates of the thermal conductivity and other quantities of interest which best fit a given model to experimental data. Adopting a Bayesian approach allows for prior beliefs about uncertain model inputs to be conditioned on experimental data to determine a posterior distribution, but probing this distribution using sampling techniques such as Markov chain Monte Carlo methods can be incredibly computationally intensive. This difficulty is especially true for forward models consisting of time-dependent partial differential equations. We pose the problem of determining the thermal conductivity of a material via the laser flash experiment as a Bayesian inverse problem in which the laser intensity is also treated as uncertain. We introduce a parametric surrogate model that takes the form of a stochastic Galerkin finite element approximation, also known as a generalized polynomial chaos expansion, and show how it can be used to sample efficiently from the approximate posterior distribution. This approach gives access not only to the sought-after estimate of the thermal conductivity but also important information about its relationship to the laser intensity, and information for uncertainty quantification. We also investigate the effects of the spatial profile of the laser on the estimated posterior distribution for the thermal conductivity

Cell Detection by Functional Inverse Diffusion and Non-negative Group Sparsity−-Part I: Modeling and Inverse Problems

In this two-part paper, we present a novel framework and methodology to analyze data from certain image-based biochemical assays, e.g., ELISPOT and Fluorospot assays. In this first part, we start by presenting a physical partial differential equations (PDE) model up to image acquisition for these biochemical assays. Then, we use the PDEs' Green function to derive a novel parametrization of the acquired images. This parametrization allows us to propose a functional optimization problem to address inverse diffusion. In particular, we propose a non-negative group-sparsity regularized optimization problem with the goal of localizing and characterizing the biological cells involved in the said assays. We continue by proposing a suitable discretization scheme that enables both the generation of synthetic data and implementable algorithms to address inverse diffusion. We end Part I by providing a preliminary comparison between the results of our methodology and an expert human labeler on real data. Part II is devoted to providing an accelerated proximal gradient algorithm to solve the proposed problem and to the empirical validation of our methodology.Comment: published, 15 page

Spatially Adaptive Stochastic Methods for Fluid-Structure Interactions Subject to Thermal Fluctuations in Domains with Complex Geometries

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation balance condition to develop compatible stochastic driving fields for our discretization. We perform analysis that shows our condition is sufficient to ensure results consistent with statistical mechanics. We show the Gibbs-Boltzmann distribution is invariant under the stochastic dynamics of the semi-discretization. To generate efficiently the required stochastic driving fields, we develop a Gibbs sampler based on iterative methods and multigrid to generate fields with $O(N)$ computational complexity. Our stochastic methods provide an alternative to uniform discretizations on periodic domains that rely on Fast Fourier Transforms. To demonstrate in practice our stochastic computational methods, we investigate within channel geometries having internal obstacles and no-slip walls how the mobility/diffusivity of particles depends on location. Our methods extend the applicability of fluctuating hydrodynamic approaches by allowing for spatially adaptive resolution of the mechanics and for domains that have complex geometries relevant in many applications

A Partially Reflecting Random Walk on Spheres Algorithm for Electrical Impedance Tomography

In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance of the new estimator both theoretically and experimentally. In a second step, the variance is considerably reduced via a novel control variate conditional sampling technique

A matrix-free high-order discontinuous Galerkin compressible Navier-Stokes solver: A performance comparison of compressible and incompressible formulations for turbulent incompressible flows

Both compressible and incompressible Navier-Stokes solvers can be used and are used to solve incompressible turbulent flow problems. In the compressible case, the Mach number is then considered as a solver parameter that is set to a small value, $\mathrm{M}\approx 0.1$, in order to mimic incompressible flows. This strategy is widely used for high-order discontinuous Galerkin discretizations of the compressible Navier-Stokes equations. The present work raises the question regarding the computational efficiency of compressible DG solvers as compared to a genuinely incompressible formulation. Our contributions to the state-of-the-art are twofold: Firstly, we present a high-performance discontinuous Galerkin solver for the compressible Navier-Stokes equations based on a highly efficient matrix-free implementation that targets modern cache-based multicore architectures. The performance results presented in this work focus on the node-level performance and our results suggest that there is great potential for further performance improvements for current state-of-the-art discontinuous Galerkin implementations of the compressible Navier-Stokes equations. Secondly, this compressible Navier-Stokes solver is put into perspective by comparing it to an incompressible DG solver that uses the same matrix-free implementation. We discuss algorithmic differences between both solution strategies and present an in-depth numerical investigation of the performance. The considered benchmark test cases are the three-dimensional Taylor-Green vortex problem as a representative of transitional flows and the turbulent channel flow problem as a representative of wall-bounded turbulent flows