Designing Illumination Lenses and Mirrors by the Numerical Solution of Monge-Amp\`ere Equations

We consider the inverse refractor and the inverse reflector problem. The task is to design a free-form lens or a free-form mirror that, when illuminated by a point light source, produces a given illumination pattern on a target. Both problems can be modeled by strongly nonlinear second-order partial differential equations of Monge-Amp\`ere type. In [Math. Models Methods Appl. Sci. 25 (2015), pp. 803--837, DOI: 10.1142/S0218202515500190] the authors have proposed a B-spline collocation method which has been applied to the inverse reflector problem. Now this approach is extended to the inverse refractor problem. We explain in depth the collocation method and how to handle boundary conditions and constraints. The paper concludes with numerical results of refracting and reflecting optical surfaces and their verification via ray tracing.Comment: 16 pages, 6 figures, 2 tables; Keywords: Inverse refractor problem, inverse reflector problem, elliptic Monge-Amp\`ere equation, B-spline collocation method, Picard-type iteration; OCIS: 000.4430, 080.1753, 080.4225, 080.4228, 080.4298, 100.3190. Minor revision: two typos have been corrected and copyright note has been adde

Solving the Monge-Amp\`ere Equations for the Inverse Reflector Problem

The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the target, e.g., a projected image on a screen. This optical problem can mathematically be understood as a problem of optimal transport and equivalently be expressed by a secondary boundary value problem of the Monge-Amp\`ere equation, which consists of a highly nonlinear partial differential equation of second order and constraints. In our approach the Monge-Amp\`ere equation is numerically solved using a collocation method based on tensor-product B-splines, in which nested iteration techniques are applied to ensure the convergence of the nonlinear solver and to speed up the calculation. In the numerical method special care has to be taken for the constraint: It enters the discrete problem formulation via a Picard-type iteration. Numerical results are presented as well for benchmark problems for the standard Monge-Amp\`ere equation as for the inverse reflector problem for various images. The designed reflector surfaces are validated by a forward simulation using ray tracing.Comment: 28 pages, 8 figures, 2 tables; Keywords: Inverse reflector problem, elliptic Monge-Amp\`ere equation, B-spline collocation method, Picard-type iteration; Minor revision: reference [59] to a recent preprint has been added and a few typos have been correcte

Empirical Study of the 1-2-3 Trend Indicator

In this paper we study automatically recognized trends and investigate their statistics. To do that we introduce the notion of a wavelength for time series via cross correlation and use this wavelength to calibrate the 1-2-3 trend indicator of Maier-Paape [Automatic One Two Three, Quantitative Finance, 2013] to automatically find trends. Extensive statistics are reported for EUR-USD, DAX-Future, Gold and Crude Oil regarding e.g. the dynamic, duration and extension of trends on different time scales.Comment: 21 pages, 13 figures, 5 tables; Keywords: market technical trends, automatic trend analysis, wavelength of time series, autocorrelatio