NAMay 4, 2018
Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formulaYat Tin Chow, Wuchen Li, Stanley Osher et al.
We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf formula in density space. The formula transfers optimal control problems in density space, which are constrained minimizations supported on both spatial and time variables, to optimization problems over only spatial variables. This transformation allows us to compute HJD efficiently via multi-level approaches and coordinate descent methods.
MATH-PHOct 6, 2014
Direct Sampling Method for Diffusive Optical TomographyYat Tin Chow, Kazufumi Ito, Keji Liu et al.
In this work, we are concerned with the diffusive optical tomography (DOT) problem in the case when only one or two pairs of Cauchy data is available. We propose a simple and efficient direct sampling method (DSM) to locate inhomogeneities inside a homogeneous background and solve the DOT problem in both full and limited aperture cases. This new method is easy to implement and less expensive computationally. Numerical experiments demonstrate its effectiveness and robustness against noise in the data. This provides a new promising numerical strategy for the DOT problem.
NAOct 18, 2018
Optimal Mesh Size for Inverse Medium Scattering ProblemsHabib Ammari, Yat Tin Chow, Keji Liu
An optimal mesh size of the sampling region can help to reduce computational burden in practical applications. In this work, we investigate optimal choices of mesh sizes for the identifications of medium obstacles from either the far-field or near-field data in two and three dimensions. The results would have applications in the reconstruction process of inverse scattering problems.
NAOct 14, 2015
Phased and phaseless domain reconstruction in inverse scattering problem via scattering coefficientsHabib Ammari, Yat Tin Chow, Jun Zou
In this work we shall review the (phased) inverse scattering problem and then pursue the phaseless reconstruction from far-field data with the help of the concept of scattering coefficients. We perform sensitivity, resolution and stability analysis of both phased and phaseless problems and compare the degree of ill-posedness of the phased and phaseless reconstructions. The phaseless reconstruction is highly nonlinear and much more severely ill-posed. Algorithms are provided to solve both the phased and phaseless reconstructions in the linearized case. Stability is studied by estimating the condition number of the inversion process for both the phased and phaseless cases. An optimal strategy is suggested to attain the infimum of the condition numbers of the phaseless reconstruction, which may provide an important guidance for efficient phaseless measurements in practical applications. To the best of our knowledge, the stability analysis in terms of condition numbers are new for the phased and phaseless inverse scattering problems, and are very important to help us understand the degree of ill-posedness of these inverse problems. Numerical experiments are provided to illustrate the theoretical asymptotic behavior, as well as the effectiveness and robustness of the phaseless reconstruction algorithm.
OCApr 23, 2015
Analysis on Non-negative Factorizations and ApplicationsYat Tin Chow, Kazufumi Ito, Jun Zou
In this work we perform some mathematical analysis on non-negative matrix factorizations (NMF) and apply NMF to some imaging and inverse problems. We will propose a sparse low-rank approximation of big positive data and images in terms of tensor products of positive vectors, and investigate its effectiveness in terms of the number of tensor products to be used in the approximation. A new concept of multi-level analysis (MLA) framework is also suggested to extract major components in the matrix representing structures of different resolutions, but still preserving the positivity of the basis and sparsity of the approximation. We will also propose a semi-smooth Newton method based on primal-dual active sets for the non-negative factorization. Numerical results are given to demonstrate the effectiveness of the proposed method to capture features in images and structures of inverse problems under no a-priori assumption on the data structure, as well as to provide a sparse low-rank representation of the data.