3,841 research outputs found
Some matrix nearness problems suggested by Tikhonov regularization
The numerical solution of linear discrete ill-posed problems typically
requires regularization, i.e., replacement of the available ill-conditioned
problem by a nearby better conditioned one. The most popular regularization
methods for problems of small to moderate size are Tikhonov regularization and
truncated singular value decomposition (TSVD). By considering matrix nearness
problems related to Tikhonov regularization, several novel regularization
methods are derived. These methods share properties with both Tikhonov
regularization and TSVD, and can give approximate solutions of higher quality
than either one of these methods
Fractional regularization matrices for linear discrete ill-posed problems
The numerical solution of linear discrete ill-posed problems typically requires regularization. Two of the most popular regularization methods are due to Tikhonov and Lavrentiev. These methods require the choice of a regularization matrix. Common choices include the identity matrix and finite difference approximations of a derivative operator. It is the purpose of the present paper to explore the use of fractional powers of the matrices {Mathematical expression} (for Tikhonov regularization) and A (for Lavrentiev regularization) as regularization matrices, where A is the matrix that defines the linear discrete ill-posed problem. Both small- and large-scale problems are considered. © 2013 Springer Science+Business Media Dordrecht
Full Wave Form Inversion for Seismic Data
In seismic wave inversion, seismic waves are sent into the ground and then observed at many receiving points with the aim of producing high-resolution images of the geological underground details. The challenge presented by Saudi Aramco is to solve the inverse problem for multiple point sources on the full elastic wave equation, taking into account all frequencies for the best resolution.
The state-of-the-art methods use optimisation to find the seismic properties of the rocks, such that when used as the coefficients of the equations of a model, the measurements are reproduced as closely as possible. This process requires regularisation if one is to avoid instability. The approach can produce a realistic image but does not account for uncertainty arising, in general, from the existence of many different patterns of properties that also reproduce the measurements.
In the Study Group a formulation of the problem was developed, based upon the principles of Bayesian statistics. First the state-of-the-art optimisation method was shown to be a special case of the Bayesian formulation. This result immediately provides insight into the most appropriate regularisation methods. Then a practical implementation of a sequential sampling algorithm, using forms of the Ensemble Kalman Filter, was devised and explored
Truncated decompositions and filtering methods with Reflective/Anti-Reflective boundary conditions: a comparison
The paper analyzes and compares some spectral filtering methods as truncated
singular/eigen-value decompositions and Tikhonov/Re-blurring regularizations in
the case of the recently proposed Reflective [M.K. Ng, R.H. Chan, and W.C.
Tang, A fast algorithm for deblurring models with Neumann boundary conditions,
SIAM J. Sci. Comput., 21 (1999), no. 3, pp.851-866] and Anti-Reflective [S.
Serra Capizzano, A note on anti-reflective boundary conditions and fast
deblurring models, SIAM J. Sci. Comput., 25-3 (2003), pp. 1307-1325] boundary
conditions. We give numerical evidence to the fact that spectral decompositions
(SDs) provide a good image restoration quality and this is true in particular
for the Anti-Reflective SD, despite the loss of orthogonality in the associated
transform. The related computational cost is comparable with previously known
spectral decompositions, and results substantially lower than the singular
value decomposition. The model extension to the cross-channel blurring
phenomenon of color images is also considered and the related spectral
filtering methods are suitably adapted.Comment: 22 pages, 10 figure
Large-scale wave-front reconstruction for adaptive optics systems by use of a recursive filtering algorithm
We propose a new recursive filtering algorithm for wave-front reconstruction in a large-scale adaptive optics system. An embedding step is used in this recursive filtering algorithm to permit fast methods to be used for wave-front reconstruction on an annular aperture. This embedding step can be used alone with a direct residual error updating procedure or used with the preconditioned conjugate-gradient method as a preconditioning step. We derive the Hudgin and Fried filters for spectral-domain filtering, using the eigenvalue decomposition method. Using Monte Carlo simulations, we compare the performance of discrete Fourier transform domain filtering, discrete cosine transform domain filtering, multigrid, and alternative-direction-implicit methods in the embedding step of the recursive filtering algorithm. We also simulate the performance of this recursive filtering in a closed-loop adaptive optics system
- …