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For the inverse problem in physical models, one measures the solution and infers the model parameters using information from the collected data. Oftentimes, these data are inadequate and render the inverse problem ill-posed. We study the ill-posedness in the context of optical imaging, which is a medical imaging technique that uses light to probe (bio-)tissue structure. Depending on the intensity of the light, the forward problem can be described by different types of equations. High-energy light scatters very little, and one uses the radiative transfer equation (RTE) as the model; low-energy light scatters frequently, so the diffusion equation (DE) suffices to be a good approximation. A multiscale approximation links the hyperbolic-type RTE with the parabolic-type DE. The inverse problems for the two equations have a multiscale passage as well, so one expects that as the energy of the photons diminishes, the inverse problem changes from well- to ill-posed. We study this stability deterioration using the Bayesian inference. In particular, we use the Kullback–Leibler divergence between the prior distribution and the posterior distribution based on the RTE to prove that the information gain from the measurement vanishes as the energy of the photons decreases, so that the inverse problem is ill-posed in the diffusive regime. In the linearized setting, we also show that the mean square error of the posterior distribution increases as we approach the diffusive regime. 

When an optical beam propagates through a turbulent medium such as the atmosphere or ocean, the beam will become distorted. It is then natural to seek the best or optimal beam that is distorted least, under some metric such as intensity or scintillation. We seek to maximize the light intensity at the receiver using the paraxial wave equation with weak-fluctuation as the model. In contrast to classical results that typically confine original laser beams to be from a special class, we allow the beam to be general, which leads to an eigenvalue problem of a large-sized matrix with each entry being a multi-dimensional integral. This is an expensive and sometimes infeasible computational task in many practically reasonable settings. To overcome this expense, in a change from past calculations of optimal beams, we transform the calculation from physical space to Fourier space. Since the structure of the turbulence is commonly described in Fourier space, the computational cost is significantly reduced. This also allows us to incorporate some optional turbulence assumptions, such as homogeneous-statistics assumption, small-length-scale cutoff assumption, and Markov assumption, to further reduce the dimension of the numerical integral. The proposed methods provide a computational strategy that is numerically feasible, and results are demonstrated in several numerical examples. These results provide further evidence that special beams can be defined to have beam divergence that is small. 

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is sometimes high because each iteration requires the computation of a gradient. One approach to eliminate the gradient computation is to employ the concept of "ensemble." A large number of particles are evolved together so the neighboring particles provide gradient information to each other. In this article, we discuss two algorithms that integrate the ensemble feature into LMC, and the associated properties.

In particular, we find that if one directly surrogates the gradient using the ensemble approximation, the algorithm, termed Ensemble Langevin Monte Carlo, is unstable due to a high variance term. If the gradients are replaced by the ensemble approximations only in a constrained manner, to protect from the unstable points, the algorithm, termed Constrained Ensemble Langevin Monte Carlo, resembles the classical LMC up to an ensemble error but removes most of the gradient computation.

 

Chemotaxis describes the movement of an organism, such as single or multi-cellular organisms and bacteria, in response to a chemical stimulus. Two widely used models to describe the phenomenon are the celebrated Keller–Segel equation and a chemotaxis kinetic equation. These two equations describe the organism’s movement at the macro- and mesoscopic level, respectively, and are asymptotically equivalent in the parabolic regime. The way in which the organism responds to a chemical stimulus is embedded in the diffusion/advection coefficients of the Keller–Segel equation or the turning kernel of the chemotaxis kinetic equation. Experiments are conducted to measure the time dynamics of the organisms’ population level movement when reacting to certain stimulation. From this, one infers the chemotaxis response, which constitutes an inverse problem. In this paper, we discuss the relation between both the macro- and mesoscopic inverse problems, each of which is associated with two different forward models. The discussion is presented in the Bayesian framework, where the posterior distribution of the turning kernel of the organism population is sought. We prove the asymptotic equivalence of the two posterior distributions.