Questions tagged [inverse-problem]

For questions pertaining to methods to estimate input parameters based upon output data.

Filter by
Sorted by
Tagged with
0 votes
0 answers
38 views

Overlap matrix and its inverse matrix

Now, we consider a non-orthonormal basis: $$\mathcal{S}_N=\{|\alpha\rangle,a^\dagger|\alpha\rangle,a^{\dagger 2}|\alpha\rangle,\ldots,a^{\dagger N}|\alpha\rangle\},$$ where $|\alpha\rangle$ is the ...
Young Q's user avatar
4 votes
1 answer
145 views

Estimating forces on a model from the displacements of nodes

In any FEM problem involving mechanics, we try to solve the differential equation for the displacement field, $u$ given the force vector in the nodes, $F$. In industry, we often see our automobiles ...
s6292_1997's user avatar
4 votes
0 answers
56 views

adjoint method for degenerate problems

For the sake of the rest of the question, I'm interested in the porous medium equation $$S\frac{\partial\phi}{\partial t} = \nabla\cdot K\phi\,\nabla\phi$$ where $S$ and $K$ are spatially-variable ...
Daniel Shapero's user avatar
5 votes
1 answer
459 views

Converting distance matrix back into original data

Suppose that we have $N$ points, and a distance matrix $D \in \mathbb{R}^{N \times N}$ describing the Euclidean distance among those points. For now, assume that we do not necessarily know how many ...
wil3's user avatar
  • 165
4 votes
0 answers
90 views

Identifying an unknown P.D.E. from solution data

I have a black-box simulation that produces the time evolution of a probability density function p(x, t) in 1 dimension from arbitrary initial conditions p(x, 0). The underlying simulation occurs on a ...
beables's user avatar
  • 41
3 votes
0 answers
145 views

Invert a huge sparse operator;

please help me with this question, I want to invert a huge sparse (non-circulant) this below in a $Ax=y$ equation: $$(\lambda I+ \beta D+ \sigma C)x=y$$ where I is an Identity Matrix,D is a Diagonal ...
Vy Trieu's user avatar
3 votes
1 answer
215 views

A notion of resolution in inverse problems

Suppose I have a linear inverse problem of the form: \begin{align} Ax=b \end{align} I would like to reconstruct $x$ from the measurement $b$ via the objective $$\min_x\{\vert\vert Ax-b\vert\vert^2_2+\...
Ron's user avatar
  • 725
5 votes
3 answers
452 views

Advantage of diagonal "jitter" for numerical stability?

In a machine learning code, that computes optimum parameters $\theta _{MLE}$ of a linear regression model, by maximum likelihood estimation: $$ \boldsymbol \theta^\text{ML} = (\boldsymbol\Phi^T\...
Algo's user avatar
  • 304
5 votes
0 answers
201 views

Inverse problem with uncertain forward operator

Suppose I want to solve a linear inverse problem. In this example we take a convolution with the kernel: $$\frac{1}{(y^2+z^2)^{3/2}}$$ We only take a fixed $z$ for the computation and convolve with ...
Ron's user avatar
  • 725
3 votes
2 answers
558 views

Optimization of expensive model with many parameters

I have a physical model which takes $\sim50$ parameters and gives $\sim2000$ outputs taking tens of minutes to run. I need to optimize these parameters to give outputs as close as possible to data. ...
Ghorbalchov's user avatar
0 votes
2 answers
248 views

Different questions about "Inverse Physics problems"

I am in a context of forecasts in astrophysics. Don't be too rude if questions seem to you stupid or naive but rather indulgent, I am just looking for better undertsand all these numerical methods of ...
user avatar
6 votes
1 answer
102 views

Is there any theory of the minimum amount of data for tomographic reconstruction?

I'm doing an experiment on synthetic data and I want to generate enough data but not too much. So I wonder if there is any rule for the minimum number of projection angles and detector count. For ...
jakeoung's user avatar
  • 225
5 votes
2 answers
640 views

Compute point-spread-function between original and blurred image

Take an image $f$ with some characters on it (below, hjFu3). Let's apply a filter $h$ on it to obtain a second image $g$ where the text is not visible. Is there a way to compute what kind of filter $h$...
Smilia's user avatar
  • 269
3 votes
2 answers
117 views

How to reconstruct a 2D field from its integral?

General question I work on the plane where I have a two-dimensional shape $V$ that is cut in a collection of parts $\{V_i\}$ that do not overlap $ V_i ~~\text{s.t.}~~ \bigcup_i \overline{V}_i = \...
Gael Lorieul's user avatar
3 votes
1 answer
86 views

Smoothness regularisation of a 2D field on a triangular mesh?

I'm working on an inverse problem where the solution is the values of a 2D scalar field at the vertices of a 2D triangular mesh, such that the field can be defined continuously inside the mesh via ...
CBowman's user avatar
  • 331
6 votes
1 answer
131 views

numerical solution of an under-determined linear equation in high dimensions

I need to solve a linear regression problem $$Ax=y$$ which is hugely underdetermined. I have around $10^6$ features but only $10^3$ equations. So $A$ is a $1,000\times 1,000,000$ matrix and $y$ a ...
yohbs's user avatar
  • 267
2 votes
1 answer
339 views

Finding probability vectors from an implicit equation

I have $q$ $n$-dimensional vectors $\vec y_i$ and a matrix $\hat B$ of shape $n\times m$. I'm looking for $q$ $m$-dimensional vectors $\vec x_i$ such that: $\vec y_i=\hat B \vec x_i$ each vector $\...
Pawel's user avatar
  • 23
5 votes
1 answer
150 views

Numerical error of a spectral-domain Poisson solver

In $\mathbb{R}^n$, I would like to solve a Poisson equation (given $f$, solve for $u$): $$\nabla^2 u = f$$ assuming Neumann boundary condition (i.e. $\partial u = 0$ at boundaries). I solved it in ...
WDC's user avatar
  • 163
4 votes
1 answer
384 views

adjoint method for reaction-diffusion problem

I'm trying to code a parameter estimation for a reaction-diffusion problem. Namely, knowing the distribution of tumor density $u$ at time $0$ and $T_f$ ($u^0$ and $u^f$), what are the best ...
david guez's user avatar
5 votes
2 answers
305 views

Algorithm for finding initial conditions of differential equations given trajectory

Let's say I'm given a system of three first-order differential equations in three variables, where all of the equations are known, and we additionally know the trajectory of two of the variables at a ...
Alex's user avatar
  • 183
12 votes
1 answer
742 views

Inverse problem in linear ODE

I have a linear ordinary differential equation (ODE) with a system matrix with constant coefficients: $$\dot{y}(t) = \mathcal{A}\; y(t), \quad y(0) = y_0$$ with $y(t) \in \mathbb{R}^{n \times 1}$ and $...
GertVdE's user avatar
  • 6,169
11 votes
1 answer
2k views

First appearance of the phrase "inverse crime"

In research on inverse problems, it's common to construct a synthetic data set from a known set of parameters and then test whether the inversion technique can reconstruct those parameters. In doing ...
Brian Borchers's user avatar
1 vote
0 answers
83 views

Can x-ray back-projection be converted to hard-field magnetic induction tomography?

This is a question about hard-field back-projection as used in x-ray tomography, applied magnetic induction tomography. Al-Zeibak and Saunders have shown that x-ray filtered backprojection can be ...
Brendan Darrer's user avatar
5 votes
0 answers
118 views

Inverse problems with a discrete set of known parameters

What are the techniques on inverse problems to discover the distribution of parameters from a discrete set of values? For instance, I know that my domain where the PDE is defined is made up of ...
balborian's user avatar
  • 601
3 votes
1 answer
1k views

Regularization vs constrained optimization of an ill posed tomography problem

I am trying to solve an ill-posed linear system of equations. The particular system has 160 equations and 400 variables. Moreover, the condition number of the left hand side matrix is of order $10^{16}...
Sahil Gupta's user avatar
1 vote
1 answer
171 views

Computing preconditioner for a non-linear conjugate gradient implementation

Consider the following steps for the $i$-th non-linear conjugate gradient iteration, in the context of 3D electromagnetic inversion, and as discussed in (Newman and Boggs, 2004): (1) set $i = 1$, ...
Eduardo's user avatar
  • 265
5 votes
2 answers
242 views

Computing inverse functions of functions of two variables

There are several functions of two or three variables that I am working with. For this question I have made a small set showing the resistivity, $\rho$, in n$\Omega$m, of copper as a function of its ...
Chris's user avatar
  • 153
1 vote
1 answer
1k views

Edge and Nodal finite element methods in MATLAB for Magnetic induction tomography

What is the difference between edge finite elements and nodal finite elements? This for use in modeling the eddy current problem in classical electromagnetism. I am attempting to convert MATLAB code ...
Brendan Darrer's user avatar
7 votes
1 answer
142 views

reformulating inverse problem as multi-objective optimization

I'm working on an inverse problem for my Ph.D. research, for which I'll write the objective functional as $J(\theta) = E(G(\theta) - u^o)$, where $\theta$ are the parameters, $G$ is the forward map ...
Daniel Shapero's user avatar
7 votes
1 answer
322 views

Tikhonov (Ridge) Regression and Normalization

For a typical Ridge Regression method for solving an inverse problem $$ \min_x ||A~x - b||^2 + \lambda^2||\Gamma~x||^2 $$ Which has an analytical solution of $$ \hat{x}_{est}=(A^TA+\lambda^2 \Gamma^T\...
abnowack's user avatar
  • 255
2 votes
1 answer
76 views

How to invert a lagrangian polynomial

I'm reading the following paper (Grezlak and Oosterlee) and I have a specific question to a sentence on page 5. I quote: "Since the mapping $y=g(x)$ is bijective and $g(x)$ is strictly increasing,...
math's user avatar
  • 101
8 votes
1 answer
212 views

Solving two inverse problems with same solution

I've got two inverse problems, $$A_1 ~ x = b_1 \qquad A_2 ~ x = b_2$$ So far I've been solving them independently using Tikhonov Regularization and getting two estimates for $x$. However in my case $...
abnowack's user avatar
  • 255
3 votes
1 answer
86 views

What are the most popular wavelet or tight frame regularizers for image reconstruction problems?

A common approach to image reconstruction is to solve the convex optimization problem \begin{equation} \text{minimize} \quad \frac12 \| Ax - b \|^2 + \gamma \| Dx \|_1 \end{equation} where $b$ is a ...
littleO's user avatar
  • 181
2 votes
0 answers
56 views

SPECT reconstrction using MLEM

In Single-Photon Emission Computerized Tomography (SPECT) parallel beam reconstruction using Maximum-Likelihood Expectation–Maximization(MLEM), is it sufficient to scan the object around 180 degree? ...
Ramar RAMARAJ's user avatar
12 votes
2 answers
267 views

pointwise vs. continuous observations in PDE inverse problem

I work on an inverse problem for my Ph.D. research, which for simplicity's sake we'll say is determining $\beta$ in $L(\beta)u \equiv -\nabla\cdot(k_0e^\beta\nabla u) = f$ from some observations $u^...
Daniel Shapero's user avatar
6 votes
0 answers
342 views

Linear vs Non Linear inverse problems: Does non-linearity help?

This is not a typical question with a deterministic answer. If this is not the right place, feel free to close it. For the past one year I have been working on various kinds of inverse problem. Most ...
0b1100001's user avatar
  • 531
2 votes
0 answers
56 views

Inverted value is not consistent with expectation

We have a group of observations $$y = f(x_1, x_2, x_3) \enspace .$$ We have also a forward model $y = f(x_1, x_2)$. The forward model does not include $x_3$ because $x_3$ might include dozens of ...
Ting Yang's user avatar
4 votes
3 answers
284 views

Objective function scaling in an Inverse Problem

I am trying to solve a large scale inverse problem using the Bayesian formulation. To estimate the Maximum a Posteriori Estimation (MAP) solution I will have to minimize the following objective ...
0b1100001's user avatar
  • 531
1 vote
0 answers
194 views

Simple MCMC Algorithm in Matlab

I would be really glad to get some specific advise on how to implement a simple MCMC algorithm (in Matlab, if possible). I'm not yet too familiar with optimization methods. My problem goes as follows: ...
donald's user avatar
  • 11
1 vote
0 answers
450 views

How can I efficiently solve $Ax$=$b$ given $A$ is symmetric and contains very small (even negative) eigenvalues using EIGEN

Currently I am using the EIGEN C++ library to try to solve $x$ from the equation $Ax$ = $b$. One problem I encountered is that the matrix $A$ is a correlation matrix with size > 5000 and can ...
Sam's user avatar
  • 11
5 votes
2 answers
159 views

Inverse problem with changing number of variables

I have an inverse problem in which the optimal positions for a variable number of injections needs to be determined. If the number of injections was fixed, I could easily imagine implementing ...
mbcx9rb9's user avatar
4 votes
1 answer
1k views

Numerically stable approach for calculating x in Ax=b

I have an equation $Ax=b$ for which I need to solve for numerous $x$ matrices given $b$. Both $x$ and $b$ are nx1 matrices. Unfortunately, $A$ is a 32x32 matrix and inversion gives highly unstable ...
Jason K.'s user avatar
  • 235
6 votes
2 answers
1k views

Algorithm for optimizing Ax = b with unknown A and known x values

I would like to solve for the optimum $A$ values for a series of matrix equations $Ax_{1} = b_{1}, Ax_{2} = b_{2} ... Ax_{n} = b_{n}$ where only the $x$ values are known and when I start with an ...
Jason K.'s user avatar
  • 235
3 votes
0 answers
121 views

Creating FEM mesh for image region — what is the most suitable shape function?

I wish to create a FEM mesh to solve an inverse elasticity problem, for an irregular domain. This domain is given by a medical image, so it is discretised and each square on the grid has one scalar ...
barnhillec's user avatar
3 votes
2 answers
504 views

Do you spend time reading pure math books as a graduate student on computational math

I am going to start my first year of a research-oriented master program on inverse problem. From what I know, unlike pure math students, applied math students usually don't spend the first year ...
John's user avatar
  • 255
5 votes
3 answers
186 views

Algorithms for radiation treatment planning

I have a medical physics problem - I want to maximise the dose absorbed by a brain tumour whilst minimising the dose in the rest of the brain, especially certain organs, such as the pituitary gland, ...
Richard Brown's user avatar
6 votes
1 answer
616 views

Inverse advection-diffusion problem, solving for a drift coefficient with experimental data?

I am investigating a physical process where I believe the 1-D advection-diffusion equation: \begin{equation} \frac{\partial u}{\partial t} = -\frac{\partial}{\partial x}[\mu(x,t) u(x,t)] + \frac{\...
Loonuh's user avatar
  • 253
2 votes
0 answers
176 views

Inverse problem with a rank-1 update

I hope you can help me out with this. I have to find the solution x to an inverse system $$ x=A^{-1}b $$ This inverse problem is basically a least square problem with a rank-1 update. $$ x=[uv^{T}...
user49843's user avatar
1 vote
1 answer
58 views

an over view of sparsity promoting inversion techniques [closed]

I have a function called f(x) which is convex and I can have access to its first order derivative , my objective function is $$\ J(\bf{x}) = f(\bf{x}) + \lambda |\bf{x}|_0 $$ $$\ \bigtriangledown ...
c.Parsi's user avatar
  • 113
11 votes
1 answer
1k views

Numerical methods for inverting integral transforms?

I'm trying to numerically invert the following integral transform: $$F(y) = \int_{0}^{\infty} y\exp{\left[-\frac{1}{2}(y^2 + x^2)\right]} I_0\left(xy\right)f(x)\;\mathrm{d}x$$ So for a given $F(y)$ ...
CBowman's user avatar
  • 331