 NSFPAR ID:
 10340863
 Date Published:
 Journal Name:
 Inverse Problems
 Volume:
 38
 Issue:
 8
 ISSN:
 02665611
 Page Range / eLocation ID:
 084002
 Format(s):
 Medium: X
 Sponsoring Org:
 National Science Foundation
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Embedding properties of network realizations of dissipative reduced order models Jörn Zimmerling, Mikhail Zaslavsky,Rob Remis, Shasri Moskow, Alexander Mamonov, Murthy Guddati, Vladimir Druskin, and Liliana Borcea Mathematical Sciences Department, Worcester Polytechnic Institute https://www.wpi.edu/people/vdruskin Abstract Realizations of reduced order models of passive SISO or MIMO LTI problems can be transformed to tridiagonal and blocktridiagonal forms, respectively, via dierent modications of the Lanczos algorithm. Generally, such realizations can be interpreted as ladder resistorcapacitorinductor (RCL) networks. They gave rise to network syntheses in the rst half of the 20th century that was at the base of modern electronics design and consecutively to MOR that tremendously impacted many areas of engineering (electrical, mechanical, aerospace, etc.) by enabling ecient compression of the underlining dynamical systems. In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to socalled nitedierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM statespace representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from the transfer function without solving the full problem and even explicit knowledge of the PDE coecients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coecients of (63) can be obtained via a nonsymmetric Lanczos algorithm written in Jsymmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nitedierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich datamanifolds), a nitedierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main diculty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in portHamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible nonpositivity of conductors for the nonStieltjes case, we introduce an additional complex sdependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coecients, and leads to an accurate embedding for moderate variations of the coecients of the continuum problems, i.e., it maps discrete coecients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on KreinNudelman theory [5], that results in special datadriven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scientic Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the threepoint second dierences: I. A twopoint positive denite problem in a semiinnite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graphLaplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scientic Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go backmore » « less

We combine datadriven reduced order models (ROM) with the Lippmann Schwinger integral equation to produce a direct nonlinear inversion method. The ROM is viewed as a Galerkin projection and is sparse due to Lanczos orthogonalization. Embedding into the continuous problem, a datadriven internal solution is produced. This internal solution is then used in the LippmannSchwinger equation, in a direct or iterative framework. The new approach also allows us to process nonsquare matrixvalued datatransfer functions, i.e., to remove the main limitation of the earlier versions of the ROM based inversion algorithms. We show numerical experiments for spectral domain data for which our inversion is far superior to the Born inversion.more » « less

We introduce a novel approach to waveform inversion based on a datadriven reduced order model (ROM) of the wave operator. The presentation is for the acoustic wave equation, but the approach can be extended to elastic or electromagnetic waves. The data are time resolved measurements of the pressure wave gathered by an acquisition system that probes the unknown medium with pulses and measures the generated waves. We propose to solve the inverse problem of velocity estimation by minimizing the square misfit between the ROM computed from the recorded data and the ROM computed from the modeled data, at the current guess of the velocity. We give a step by step computation of the ROM, which depends nonlinearly on the data and yet can be obtained from them in a noniterative fashion, using efficient methods from linear algebra. We also explain how to make the ROM robust to data inaccuracy. The ROM computation requires the full array response matrix gathered with colocated sources and receivers. However, we find that the computation can deal with an approximation of this matrix, obtained from towedstreamer data using interpolation and reciprocity onthefly. Although the fullwaveform inversion approach of nonlinear leastsquares data fitting is challenging without lowfrequency information, due to multiple minima of the data fit objective function, we find that the ROM misfit objective function has better behavior, even for a poor initial guess. We also find by explicit computation of the objective functions in a simple setting that the ROM misfit objective function has convexity properties, whereas the leastsquares data fit objective function displays multiple local minima.more » « less

Consider the inverse random source scattering problem for the twodimensional timeharmonic elastic wave equation with a linear load. The source is modeled as a microlocally isotropic generalized Gaussian random function whose covariance operator is a classical pseudodifferential operator. The goal is to recover the principal symbol of the covariance operator from the displacement measured in a domain away from the source. For such a distributional source, we show that the direct problem has a unique solution by introducing an equivalent LippmannSchwinger integral equation. For the inverse problem, we demonstrate that, with probability one, the principal symbol of the covariance operator can be uniquely determined by the amplitude of the displacement averaged over the frequency band, generated by a single realization of the random source. The analysis employs the Born approximation, asymptotic expansions of the Green tensor, and microlocal analysis of the Fourier integral operators.more » « less

Abstract The inverse scattering transform for the focusing nonlinear Schrödinger equation is presented for a general class of initial conditions whose asymptotic behavior at infinity consists of counterpropagating waves. The formulation takes into account the branched nature of the two asymptotic eigenvalues of the associated scattering problem. The Jost eigenfunctions and scattering coefficients are defined explicitly as single‐valued functions on the complex plane with jump discontinuities along certain branch cuts. The analyticity properties, symmetries, discrete spectrum, asymptotics, and behavior at the branch points are discussed explicitly. The inverse problem is formulated as a matrix Riemann‐Hilbert problem with poles. Reductions to all cases previously discussed in the literature are explicitly discussed. The scattering data associated to a few special cases consisting of physically relevant Riemann problems are explicitly computed.