Variational Downscaling, Fusion and Assimilation of Hydrometeorological States via Regularized Estimation

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that ties together the problems of downscaling, data fusion and data assimilation as ill-posed inverse problems. This framework seeks solutions beyond the classic least squares estimation paradigms by imposing proper regularization, which are constraints consistent with the degree of smoothness and probabilistic structure of the underlying state. We review relevant regularization methods in derivative space and extend classic formulations of the aforementioned problems with particular emphasis on hydrologic and atmospheric applications. Informed by the statistical characteristics of the state variable of interest, the central results of the paper suggest that proper regularization can lead to a more accurate and stable recovery of the true state and hence more skillful forecasts. In particular, using the Tikhonov and Huber regularization in the derivative space, the promise of the proposed framework is demonstrated in static downscaling and fusion of synthetic multi-sensor precipitation data, while a data assimilation numerical experiment is presented using the heat equation in a variational setting

Large Scale Inverse Problems

This book is thesecond volume of a three volume series recording the "Radon Special Semester 2011 on Multiscale Simulation &amp Analysis in Energy and the Environment" that took placein Linz, Austria, October 3-7, 2011. This volume addresses the common ground in the mathematical and computational procedures required for large-scale inverse problems and data assimilation in forefront applications. The solution of inverse problems is fundamental to a wide variety of applications such as weather forecasting, medical tomography, and oil exploration. Regularisation techniques are needed to ensure solutions of sufficient quality to be useful, and soundly theoretically based. This book addresses the common techniques required for all the applications, and is thus truly interdisciplinary. This collection of survey articles focusses on the large inverse problems commonly arising in simulation and forecasting in the earth sciences

A combined first and second order variational approach for image reconstruction

In this paper we study a variational problem in the space of functions of bounded Hessian. Our model constitutes a straightforward higher-order extension of the well known ROF functional (total variation minimisation) to which we add a non-smooth second order regulariser. It combines convex functions of the total variation and the total variation of the first derivatives. In what follows, we prove existence and uniqueness of minimisers of the combined model and present the numerical solution of the corresponding discretised problem by employing the split Bregman method. The paper is furnished with applications of our model to image denoising, deblurring as well as image inpainting. The obtained numerical results are compared with results obtained from total generalised variation (TGV), infimal convolution and Euler's elastica, three other state of the art higher-order models. The numerical discussion confirms that the proposed higher-order model competes with models of its kind in avoiding the creation of undesirable artifacts and blocky-like structures in the reconstructed images -- a known disadvantage of the ROF model -- while being simple and efficiently numerically solvable.Comment: 34 pages, 89 figure

Image Restoration

This book represents a sample of recent contributions of researchers all around the world in the field of image restoration. The book consists of 15 chapters organized in three main sections (Theory, Applications, Interdisciplinarity). Topics cover some different aspects of the theory of image restoration, but this book is also an occasion to highlight some new topics of research related to the emergence of some original imaging devices. From this arise some real challenging problems related to image reconstruction/restoration that open the way to some new fundamental scientific questions closely related with the world we interact with

영상 복원 문제의 변분법적 접근

학위논문 (박사)-- 서울대학교 대학원 : 수리과학부, 2013. 2. 강명주.Image restoration has been an active research area in image processing and computer vision during the past several decades. We explore variational partial differential equations (PDE) models in image restoration problem. We start our discussion by reviewing classical models, by which the works of this dissertation are highly motivated. The content of the dissertation is divided into two main subjects. First topic is on image denoising, where we propose non-convex hybrid total variation model, and then we apply iterative reweighted algorithm to solve the proposed model. Second topic is on image decomposition, in which we separate an image into structural component and oscillatory component using local gradient constraint.Abstract i 1 Introduction 1 1.1 Image restoration 2 1.2 Brief overview of the dissertation 3 2 Previous works 4 2.1 Image denoising 4 2.1.1 Fundamental model 4 2.1.2 Higher order model 7 2.1.3 Hybrid model 9 2.1.4 Non-convex model 12 2.2 Image decomposition 22 2.2.1 Meyers model 23 2.2.2 Nonlinear filter 24 3 Non-convex hybrid TV for image denoising 28 3.1 Variational model with non-convex hybrid TV 29 3.1.1 Non-convex TV model and non-convex HOTV model 29 3.1.2 The Proposed model: Non-convex hybrid TV model 31 3.2 Iterative reweighted hybrid Total Variation algorithm 33 3.3 Numerical experiments 35 3.3.1 Parameter values 37 3.3.2 Comparison between the non-convex TV model and the non-convex HOTV model 38 3.3.3 Comparison with other non-convex higher order regularizers 40 3.3.4 Comparison between two non-convex hybrid TV models 42 3.3.5 Comparison with Krishnan et al. [39] 43 3.3.6 Comparison with state-of-the-art 44 4 Image decomposition 59 4.1 Local gradient constraint 61 4.1.1 Texture estimator 62 4.2 The proposed model 65 4.2.1 Algorithm : Anisotropic TV-L2 67 4.2.2 Algorithm : Isotropic TV-L2 69 4.2.3 Algorithm : Isotropic TV-L1 71 4.3 Numerical experiments and discussion 72 5 Conclusion and future works 80 Abstract (in Korean) 92Docto

Parallel framework for dynamic domain decomposition of data assimilation problems: a case study on Kalman Filter algorithm

We focus on Partial Differential Equation (PDE)‐based Data Assimilation problems (DA) solved by means of variational approaches and Kalman filter algorithm. Recently, we presented a Domain Decomposition framework (we call it DD‐DA, for short) performing a decomposition of the whole physical domain along space and time directions, and joining the idea of Schwarz's methods and parallel in time approaches. For effective parallelization of DD‐DA algorithms, the computational load assigned to subdomains must be equally distributed. Usually computational cost is proportional to the amount of data entities assigned to partitions. Good quality partitioning also requires the volume of communication during calculation to be kept at its minimum. In order to deal with DD‐DA problems where the observations are nonuniformly distributed and general sparse, in the present work we employ a parallel load balancing algorithm based on adaptive and dynamic defining of boundaries of DD—which is aimed to balance workload according to data location. We call it DyDD. As the numerical model underlying DA problems arising from the so‐called discretize‐then‐optimize approach is the constrained least square model (CLS), we will use CLS as a reference state estimation problem and we validate DyDD on different scenario

Convergence rates for variational regularization of inverse problems in exponential families

We consider statistical inverse problems with statistical noise. By using regularization methods one can approximate the true solution of the inverse problem by a regularized solution. The previous investigation of convergence rates for variational regularization with Poisson and empirical process data is shown to be suboptimal. In this thesis we obtain improved convergence rates for variational regularization methods of nonlinear ill-posed inverse problems with certain stochastic noise models described by exponential families and derive better reconstruction error bounds by applying deviation inequalities for stochastic process in some function spaces. Furthermore, we also consider iteratively regularized Newton-method as an alternative while the operator is non-linear. Due to the difficulty of deriving suitable deviation inequalities for stochastic processes in some function spaces, we are currently not able to obtain optimal convergence rates for variational regularization such that we state our desired result as a conjecture. If our conjecture holds true, then we can immediately obtain our desired results