Wavelet-Galerkin solution of boundary value problems

International audienceIn this paper we review the application of wavelets to the solution of partial differential equations. We consider in detail both the single scale and the multiscale Wavelet Galerkin method. The theory of wavelets is described here using the language and mathematics of signal processing. We show a method of adapting wavelets to an interval using an extrapolation technique called Wavelet Extrapolation. Wavelets on an interval allow boundary conditions to be enforced in partial differential equations and image boundary problems to be overcome in image processing. Finally, we discuss the fast inversion of matrices arising from differential operators by preconditioning the multiscale wavelet matrix. Wavelet preconditioning is shown to limit the growth of the matrix condition number, such that Krylov subspace iteration methods can accomplish fast inversion of large matrices

How do we understand and visualize uncertainty?

Geophysicists are often concerned with reconstructing subsurface properties using observations collected at or near the surface. For example, in seismic migration, we attempt to reconstruct subsurface geometry from surface seismic recordings, and in potential field inversion, observations are used to map electrical conductivity or density variations in geologic layers. The procedure of inferring information from indirect observations is called an inverse problem by mathematicians, and such problems are common in many areas of the physical sciences. The inverse problem of inferring the subsurface using surface observations has a corresponding forward problem, which consists of determining the data that would be recorded for a given subsurface configuration. In the seismic case, forward modeling involves a method for calculating a synthetic seismogram, for gravity data it consists of a computer code to compute gravity fields from an assumed subsurface density model. Note that forward modeling often involves assumptions about the appropriate physical relationship between unknowns (at depth) and observations on the surface, and all attempts to solve the problem at hand are limited by the accuracy of those assumptions. In the broadest sense then, exploration geophysicists have been engaged in inversion since the dawn of the profession and indeed algorithms often applied in processing centers can all be viewed as procedures to invert geophysical data

Unbiased image reconstruction as an inverse problem

An unbiased method for improving the resolution of astronomical images is presented. The strategy at the core of this method is to establish a linear transformation between the recorded image and an improved image at some desirable resolution. In order to establish this transformation only the actual point spread function and a desired point spread function need be known. Any image actually recorded is not used in establishing the linear transformation between the recorded and improved image. This method has a number of advantages over other methods currently in use. It is not iterative which means it is not necessary to impose any criteria, objective or otherwise, to stop the iterations. The method does not require an artificial separation of the image into ``smooth'' and ``point-like'' components, and thus is unbiased with respect to the character of structures present in the image. The method produces a linear transformation between the recorded image and the deconvolved image and therefore the propagation of pixel-by-pixel flux error estimates into the deconvolved image is trivial. It is explicitly constrained to preserve photometry.Comment: 11 pages, TeX, uses mn.tex epsf.tex, accepted for publication in MNRA

Distributing the Kalman Filter for Large-Scale Systems

This paper derives a \emph{distributed} Kalman filter to estimate a sparsely connected, large-scale, $n-$dimensional, dynamical system monitored by a network of $N$ sensors. Local Kalman filters are implemented on the ($n_l-$dimensional, where $n_l\ll n$) sub-systems that are obtained after spatially decomposing the large-scale system. The resulting sub-systems overlap, which along with an assimilation procedure on the local Kalman filters, preserve an $L$th order Gauss-Markovian structure of the centralized error processes. The information loss due to the $L$th order Gauss-Markovian approximation is controllable as it can be characterized by a divergence that decreases as $L\uparrow$. The order of the approximation, $L$, leads to a lower bound on the dimension of the sub-systems, hence, providing a criterion for sub-system selection. The assimilation procedure is carried out on the local error covariances with a distributed iterate collapse inversion (DICI) algorithm that we introduce. The DICI algorithm computes the (approximated) centralized Riccati and Lyapunov equations iteratively with only local communication and low-order computation. We fuse the observations that are common among the local Kalman filters using bipartite fusion graphs and consensus averaging algorithms. The proposed algorithm achieves full distribution of the Kalman filter that is coherent with the centralized Kalman filter with an $L$th order Gaussian-Markovian structure on the centralized error processes. Nowhere storage, communication, or computation of $n-$dimensional vectors and matrices is needed; only $n_l \ll n$ dimensional vectors and matrices are communicated or used in the computation at the sensors

Traction force microscopy on soft elastic substrates: a guide to recent computational advances

The measurement of cellular traction forces on soft elastic substrates has become a standard tool for many labs working on mechanobiology. Here we review the basic principles and different variants of this approach. In general, the extraction of the substrate displacement field from image data and the reconstruction procedure for the forces are closely linked to each other and limited by the presence of experimental noise. We discuss different strategies to reconstruct cellular forces as they follow from the foundations of elasticity theory, including two- versus three-dimensional, inverse versus direct and linear versus non-linear approaches. We also discuss how biophysical models can improve force reconstruction and comment on practical issues like substrate preparation, image processing and the availability of software for traction force microscopy.Comment: Revtex, 29 pages, 3 PDF figures, 2 tables. BBA - Molecular Cell Research, online since 27 May 2015, special issue on mechanobiolog