Inverse Obstacle scattering in two dimensions with multiple frequency data and multiple angles of incidence

We consider the problem of reconstructing the shape of an impenetrable sound-soft obstacle from scattering measurements. The input data is assumed to be the far-field pattern generated when a plane wave impinges on an unknown obstacle from one or more directions and at one or more frequencies. It is well known that this inverse scattering problem is both ill posed and nonlinear. It is common practice to overcome the ill posedness through the use of a penalty method or Tikhonov regularization. Here, we present a more physical regularization, based simply on restricting the unknown boundary to be band-limited in a suitable sense. To overcome the nonlinearity of the problem, we use a variant of Newton's method. When multiple frequency data is available, we supplement Newton's method with the recursive linearization approach due to Chen. During the course of solving the inverse problem, we need to compute the solution to a large number of forward scattering problems. For this, we use high-order accurate integral equation discretizations, coupled with fast direct solvers when the problem is sufficiently large.Comment: 20 pages, 1 table, 16 figure

Slow Convergence in Generalized Central Limit Theorems

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and distributions of $\sum_i^n X_i/(n^{1/\alpha}L(n))$ is at best logarithmic if $L$ is a non-trivial slowly varying function. Asymptotic laws for several physical processes have been derived using central limit theorems with $\sqrt{n\log n}$ scaling and Gaussian limiting distributions. Our result implies that such asymptotic laws are accurate only for exponentially large $n$.Comment: To appear in Comptes Rendus de l'Acad\'emie des Sciences, Math\'ematique

The solution of the scalar wave equation in the exterior of a sphere

We derive new, explicit representations for the solution to the scalar wave equation in the exterior of a sphere, subject to either Dirichlet or Robin boundary conditions. Our formula leads to a stable and high-order numerical scheme that permits the evaluation of the solution at an arbitrary target, without the use of a spatial grid and without numerical dispersion error. In the process, we correct some errors in the analytic literature concerning the asymptotic behavior of the logarithmic derivative of the spherical modified Hankel function. We illustrate the performance of the method with several numerical examples.Comment: 28 pages, 10 figure

Efficient sum-of-exponentials approximations for the heat kernel and their applications

In this paper, we show that efficient separated sum-of-exponentials approximations can be constructed for the heat kernel in any dimension. In one space dimension, the heat kernel admits an approximation involving a number of terms that is of the order $O(\log(\frac{T}{\delta}) (\log(\frac{1}{\epsilon})+\log\log(\frac{T}{\delta})))$ for any x\in\bbR and $\delta \leq t \leq T$, where $\epsilon$ is the desired precision. In all higher dimensions, the corresponding heat kernel admits an approximation involving only $O(\log^2(\frac{T}{\delta}))$ terms for fixed accuracy $\epsilon$. These approximations can be used to accelerate integral equation-based methods for boundary value problems governed by the heat equation in complex geometry. The resulting algorithms are nearly optimal. For $N_S$ points in the spatial discretization and $N_T$ time steps, the cost is $O(N_S N_T \log^2 \frac{T}{\delta})$ in terms of both memory and CPU time for fixed accuracy $\epsilon$. The algorithms can be parallelized in a straightforward manner. Several numerical examples are presented to illustrate the accuracy and stability of these approximations.Comment: 23 pages, 5 figures, 3 table

Debye Sources and the Numerical Solution of the Time Harmonic Maxwell Equations, II

In this paper, we develop a new integral representation for the solution of the time harmonic Maxwell equations in media with piecewise constant dielectric permittivity and magnetic permeability in R^3. This representation leads to a coupled system of Fredholm integral equations of the second kind for four scalar densities supported on the material interface. Like the classical Muller equation, it has no spurious resonances. Unlike the classical approach, however, the representation does not suffer from low frequency breakdown. We illustrate the performance of the method with numerical examples.Comment: 36 pages, 5 figure