Bjorn Engquist

Bjorn Engquist, Brittany D. Froese, Yunan Yang

Full waveform inversion is a successful procedure for determining properties of the earth from surface measurements in seismology. This inverse problem is solved by a PDE constrained optimization where unknown coefficients in a computed wavefield are adjusted to minimize the mismatch with the measured data. We propose using the Wasserstein metric, which is related to optimal transport, for measuring this mismatch. Several advantageous properties are proved with regards to convexity of the objective function and robustness with respect to noise. The Wasserstein metric is computed by solving a Monge-Ampere equation. We describe an algorithm for computing its Frechet gradient for use in the optimization. Numerical examples are given.

Christina Frederick, Bjorn Engquist

We consider the inverse problem of determining the highly oscillatory coefficient $a^ε$ in partial differential equations of the form $-\nabla\cdot (a^ε\nabla u^ε)+bu^ε= f$ from given measurements of the solutions. Here, $ε$ indicates the smallest characteristic wavelength in the problem ($0<ε\ll1$). In addition to the general difficulty of finding an inverse, the oscillatory nature of the forward problem creates an additional challenge of multiscale modeling, which is hard even for forward computations. The inverse problem in its full generality is typically ill-posed and one common approach is to replace the original problem with an effective parameter estimation problem. We will here include microscale features directly in the inverse problem and avoid ill-posedness by assuming that the microscale can be accurately represented by a low-dimensional parametrization. The basis for our inversion will be a coupling of the parametrization to analytic homogenization or a coupling to efficient multiscale numerical methods when analytic homogenization is not available. We will analyze the reduced problem, $b = 0$, by proving uniqueness of the inverse in certain problem classes and by numerical examples and also include numerical model examples for medical imaging, $b > 0$, and exploration seismology, $b < 0$.

Bjorn Engquist, Christina Frederick, Quyen Huynh et al.

We present a multiscale approach for identifying features in ocean beds by solving inverse problems in high frequency seafloor acoustics. The setting is based on Sound Navigation And Ranging (SONAR) imaging used in scientific, commercial, and military applications. The forward model incorporates multiscale simulations, by coupling Helmholtz equations and geometrical optics for a wide range of spatial scales in the seafloor geometry. This allows for detailed recovery of seafloor parameters including material type. Simulated backscattered data is generated using numerical microlocal analysis techniques. In order to lower the computational cost of the large-scale simulations in the inversion process, we take advantage of a pre-computed library of representative acoustic responses from various seafloor parameterizations.

Yoonsang Lee, Bjorn Engquist

We propose a fast integrator to a class of dynamical systems with several temporal scales. The proposed method is developed as an extension of the variable step size Heterogeneous Multiscale Method (VSHMM), which is a two-scale integrator developed by the authors. While iterated applications of multiscale integrators for two different scales increase the computational complexity exponentially as the number of different scales increases, the proposed method, on the other hand, has computational complexity linearly proportional to the number of different scales. This efficiency is achieved by solving different scale components of the vector fields with variable time steps. It is shown that variable time stepping of different force components has an effect of fast integration for the effective force of the slow dynamics. The proposed fast integrator is numerically tested on problems with several different scales which are dissipative and highly oscillatory including multiscale partial differential equations with sparsity in the solution space.

Yoonsang Lee, Bjorn Engquist

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the velocity fields in the Fourier space, which are similar to the decomposition in large eddy simulations. It also uses a hierarchy of local domains with different resolutions as in multigrid methods. The effective diffusivity from finer scale is used for the next coarser level computation and this process is repeated up to the coarsest scale of interest. The grids are only in local domains whose sizes decrease depending on the resolution level so that the overall computational complexity increases linearly as the number of different resolution grids increases. The method captures interactions between finer and coarser scales but has to sacrifice some of the interaction between the fine scales. The proposed method is numerically tested with 2D examples including a successful approximation to a continuous spectrum flow.

Bjorn Engquist, Brittany D. Froese, Yen-Hsi Richard Tsai

The idea of using fast sweeping methods for solving stationary systems of conservation laws has previously been proposed for efficiently computing solutions with sharp shocks. We further develop these methods to allow for a more challenging class of problems including problems with sonic points, shocks originating in the interior of the domain, rarefaction waves, and two-dimensional systems. We show that fast sweeping methods can produce higher-order accuracy. Computational results validate the claims of accuracy, sharp shock curves, and optimal computational efficiency.

Bjorn Engquist, Henrik Holst, Olof Runborg

Multi-scale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and analyzed new numerical methods for multi-scale wave propagation in the framework of heterogeneous multi-scale method. The numerical methods couples simulations on macro- and micro-scales for problems with rapidly oscillating coefficients. We show that the complexity of the new method is significantly lower than that of traditional techniques with a computational cost that is essentially independent of the micro-scale. A convergence proof is given and numerical results are presented for periodic problems in one, two and three dimensions. The method is also successfully applied to non-periodic problems and for long time integration where dispersive effects occur.