Analysis of the Hessian for inverse scattering problems: II. Inverse medium scattering of acoustic waves

We derive expressions for the shape Hessian operator of the data misfit functional corresponding to the inverse problem of inferring the shape of a scatterer from reflected acoustic waves, using a Banach space setting and the Lagrangian approach. The shape Hessian is then analyzed in both Holder and Sobolev spaces. Using an integral equation approach and compact embeddings in Holder and Sobolev spaces, we show that the shape Hessian can be decomposed into four components, of which the Gauss–Newton part is a compact operator, while the others are not. Based on the Hessian analysis, we are able to express the eigenvalues of the Gauss–Newton Hessian as a function of the smoothness of the shape space, which shows that the smoother the shape is, the faster the decay rate. Analytical and numerical examples are presented to validate our theoretical results. The implication of the compactness of the Gauss–Newton Hessian is that for small data noise and model error, the discrete Hessian can be approximated by a low-rank matrix. This in turn enables fast solution of an appropriately regularized inverse problem, as well as Gaussian-based quantification of uncertainty in the estimated shape.

[1]  Laurent Demanet,et al.  Matrix probing: A randomized preconditioner for the wave-equation Hessian , 2011, 1101.3615.

[2]  R. Abraham,et al.  Manifolds, tensor analysis, and applications: 2nd edition , 1988 .

[3]  W. McLean Strongly Elliptic Systems and Boundary Integral Equations , 2000 .

[4]  A. Kirsch An Introduction to the Mathematical Theory of Inverse Problems , 1996, Applied Mathematical Sciences.

[5]  M. Abramowitz,et al.  Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55) , 1965 .

[6]  Philippe Blanchard,et al.  Mathematical Methods in Physics , 2002 .

[7]  Omar Ghattas,et al.  Analysis of the Hessian for Inverse Scattering Problems. Part III: Inverse Medium Scattering of Electromagnetic Waves in Three Dimensions , 2013 .

[8]  R. Rao,et al.  Eigenvalues of integral operators onL 2(I) given by analytic kernels , 1994 .

[9]  J. C. Ferreira,et al.  Integral operators on the sphere generated by positive definite smooth kernels , 2008, J. Complex..

[10]  Åke Björck,et al.  Numerical methods for least square problems , 1996 .

[11]  Helmut Harbrecht,et al.  Compact gradient tracking in shape optimization , 2008, Comput. Optim. Appl..

[12]  R. Kress,et al.  Inverse Acoustic and Electromagnetic Scattering Theory , 1992 .

[13]  David Colton,et al.  Qualitative Methods in Inverse Scattering Theory , 1997 .

[14]  R. Abraham,et al.  Manifolds, Tensor Analysis, and Applications , 1983 .

[15]  Differentiable positive definite kernels and Lipschitz continuity , 1988 .

[16]  Helmut Harbrecht,et al.  Coupling of FEM and BEM in Shape Optimization , 2006, Numerische Mathematik.

[17]  R. K. Singh,et al.  Composition operators on function spaces , 1993 .

[18]  David Higdon,et al.  Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems , 2012, SIAM J. Sci. Comput..

[19]  C. Balanis Advanced Engineering Electromagnetics , 1989 .

[20]  Ken Kreutz-Delgado,et al.  The Complex Gradient Operator and the CR-Calculus ECE275A - Lecture Supplement - Fall 2005 , 2009, 0906.4835.

[21]  R. Kress Linear Integral Equations , 1989 .

[22]  J. Hadamard,et al.  Lectures on Cauchy's Problem in Linear Partial Differential Equations , 1924 .

[23]  Omar Ghattas,et al.  Analysis of the Hessian for inverse scattering problems: I. Inverse shape scattering of acoustic waves , 2012 .

[24]  J. Tinsley Oden,et al.  Applied functional analysis , 1996 .

[25]  A. Pietsch Eigenvalues of integral operators. I , 1980 .

[26]  James Martin,et al.  A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion , 2012, SIAM J. Sci. Comput..

[27]  K. Eppler Second derivatives and sufficient optimality conditions for shape funetionals , 2000 .

[28]  Rainer Kress,et al.  On the numerical solution of a hypersingular integral equation in scattering theory , 1995 .

[29]  George Biros,et al.  FaIMS: A fast algorithm for the inverse medium problem with multiple frequencies and multiple sources for the scalar Helmholtz equation , 2012, J. Comput. Phys..

[30]  R. Kress,et al.  Integral equation methods in scattering theory , 1983 .

[31]  F. B. Hildebrand,et al.  Methods of applied mathematics , 1953 .

[32]  G. C. Hsiao,et al.  Surface gradients and continuity properties for some integral operators in classical scattering theory , 1989 .

[33]  E. Zeidler Nonlinear functional analysis and its applications , 1988 .

[34]  Bart G. van Bloemen Waanders,et al.  Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations , 2011, SIAM J. Sci. Comput..

[35]  V. Bogachev,et al.  The Monge-Kantorovich problem: achievements, connections, and perspectives , 2012 .

[36]  Nonlinear functional analysis and its applications, part I: Fixed-point theorems , 1991 .

[37]  Jean Cea,et al.  Problems of Shape Optimal Design , 1981 .

[38]  Kai Borre,et al.  Potential Theory , 2006, Introduction to Stellar Dynamics.

[39]  Albert Tarantola,et al.  Inverse problem theory - and methods for model parameter estimation , 2004 .

[40]  P. Bassanini,et al.  Elliptic Partial Differential Equations of Second Order , 1997 .

[41]  Aram V. Arutyunov Smooth abnormal problems in extremum theory and analysis , 2012 .

[42]  Peter Monk,et al.  An analysis of the coupling of finite-element and Nyström methods in acoustic scattering , 1994 .

[43]  M. Delfour,et al.  Shapes and Geometries: Analysis, Differential Calculus, and Optimization , 1987 .

[44]  J. Navarro-Pedreño Numerical Methods for Least Squares Problems , 1996 .

[45]  Matthew MacDonald,et al.  Shapes and Geometries , 1987 .