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The Levenberg–Marquardt regularization for the backward heat equation with fractional derivative
(2022)
The backward heat problem with time-fractional derivative in Caputo's sense is studied. The inverse problem is severely ill-posed in the case when the fractional order is close to unity. A Levenberg-Marquardt method with a new a posteriori stopping rule is investigated. We show that optimal order can be obtained for the proposed method under a Hölder-type source condition. Numerical examples for one and two dimensions are provided.
In this work, we present Raman lidar data (from a Nd:YAG operating at 355 nm, 532 nm and 1064 nm) from the international research village Ny-Alesund for the time period of January to April 2020 during the Arctic haze season of the MOSAiC winter. We present values of the aerosol backscatter, the lidar ratio and the backscatter Angstrom exponent, though the latter depends on wavelength. The aerosol polarization was generally below 2%, indicating mostly spherical particles. We observed that events with high backscatter and high lidar ratio did not coincide. In fact, the highest lidar ratios (LR > 75 sr at 532 nm) were already found by January and may have been caused by hygroscopic growth, rather than by advection of more continental aerosol. Further, we performed an inversion of the lidar data to retrieve a refractive index and a size distribution of the aerosol. Our results suggest that in the free troposphere (above approximate to 2500 m) the aerosol size distribution is quite constant in time, with dominance of small particles with a modal radius well below 100 nm. On the contrary, below approximate to 2000 m in altitude, we frequently found gradients in aerosol backscatter and even size distribution, sometimes in accordance with gradients of wind speed, humidity or elevated temperature inversions, as if the aerosol was strongly modified by vertical displacement in what we call the "mechanical boundary layer". Finally, we present an indication that additional meteorological soundings during MOSAiC campaign did not necessarily improve the fidelity of air backtrajectories.
In this paper, we present the convergence rate analysis of the modified Landweber method under logarithmic source condition for nonlinear ill-posed problems. The regularization parameter is chosen according to the discrepancy principle. The reconstructions of the shape of an unknown domain for an inverse potential problem by using the modified Landweber method are exhibited.
In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively.
In this paper Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular (and some singular) SLPs of even orders (tested for up to eight), with a mix of (including non-separable and finite singular endpoints) boundary conditions, accurately and efficiently. The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved. The inverse SLP algorithm proposed by Barcilon (1974) is utilized in combination with the Magnus method so that a direct SLP of any (even) order and an inverse SLP of order two can be solved effectively.
In this paper, we investigate the continuous version of modified iterative Runge–Kutta-type methods for nonlinear inverse ill-posed problems proposed in a previous work. The convergence analysis is proved under the tangential cone condition, a modified discrepancy principle, i.e., the stopping time T is a solution of ∥𝐹(𝑥𝛿(𝑇))−𝑦𝛿∥=𝜏𝛿+ for some 𝛿+>𝛿, and an appropriate source condition. We yield the optimal rate of convergence.
In this paper, we investigate the continuous version of modified iterative Runge–Kutta-type methods for nonlinear inverse ill-posed problems proposed in a previous work. The convergence analysis is proved under the tangential cone condition, a modified discrepancy principle, i.e., the stopping time T is a solution of ∥𝐹(𝑥𝛿(𝑇))−𝑦𝛿∥=𝜏𝛿+ for some 𝛿+>𝛿, and an appropriate source condition. We yield the optimal rate of convergence.
This paper further improves the Lie group method with Magnus expansion proposed in a previous paper by the authors, to solve some types of direct singular Sturm-Liouville problems. Next, a concrete implementation to the inverse Sturm-Liouville problem algorithm proposed by Barcilon (1974) is provided. Furthermore, computational feasibility and applicability of this algorithm to solve inverse Sturm-Liouville problems of higher order (for n=2,4) are verified successfully. It is observed that the method is successful even in the presence of significant noise, provided that the assumptions of the algorithm are satisfied. In conclusion, this work provides a method that can be adapted successfully for solving a direct (regular/singular) or inverse Sturm-Liouville problem (SLP) of an arbitrary order with arbitrary boundary conditions.
Strong events of long-range transported biomass burning aerosol were detected during July 2013 at three EARLINET (European Aerosol Research Lidar Network) stations, namely Granada (Spain), Leipzig (Germany) and Warsaw (Poland). Satellite observations from MODIS (Moderate Resolution Imaging Spectroradiometer) and CALIOP (Cloud-Aerosol Lidar with Orthogonal Polarization) instruments, as well as modeling tools such as HYSPLIT (Hybrid Single-Particle Lagrangian Integrated Trajectory) and NAAPS (Navy Aerosol Analysis and Prediction System), have been used to estimate the sources and transport paths of those North American forest fire smoke particles. A multiwavelength Raman lidar technique was applied to obtain vertically resolved particle optical properties, and further inversion of those properties with a regularization algorithm allowed for retrieving microphysical information on the studied particles. The results highlight the presence of smoke layers of 1-2 km thickness, located at about 5 km a.s.l. altitude over Granada and Leipzig and around 2.5 km a.s.l. at Warsaw. These layers were intense, as they accounted for more than 30% of the total AOD (aerosol optical depth) in all cases, and presented optical and microphysical features typical for different aging degrees: color ratio of lidar ratios (LR532/LR355) around 2, alpha-related angstrom exponents of less than 1, effective radii of 0.3 mu m and large values of single scattering albedos (SSA), nearly spectrally independent. The intensive microphysical properties were compared with columnar retrievals form co-located AERONET (Aerosol Robotic Network) stations. The intensity of the layers was also characterized in terms of particle volume concentration, and then an experimental relationship between this magnitude and the particle extinction coefficient was established.
We present a project combining lidar, photometer and particle counter data with a regularization software tool for a closure study of aerosol microphysical property retrieval. In a first step only lidar data are used to retrieve the particle size distribution (PSD). Secondly, photometer data are added, which results in a good consistency of the retrieved PSDs. Finally, those retrieved PSDs may be compared with the measured PSD from a particle counter. The data here were taken in Ny Alesund, Svalbard, as an example.
In this work, an evaluation of an intense biomass burning event observed over Ny-angstrom lesund (Spitsbergen, European Arctic) in July 2015 is presented. Data from the multi-wavelengths Raman-lidar KARL, a sun photometer and radiosonde measurements are used to derive some microphysical properties of the biomass burning aerosol as size distribution, refractive index and single scattering albedo at different relative humidities. Predominantly particles in the accumulation mode have been found with a bi-modal distribution and dominance of the smaller mode. Above 80% relative humidity, hygroscopic growth in terms of an increase of particle diameter and a slight decrease of the index of refraction (real and imaginary part) has been found. Values of the single scattering albedo around 0.9 both at 355nm and 532nm indicate some absorption by the aerosol. Values of the lidar ratio are around 26sr for 355nm and around 50sr for 532nm, almost independent of the relative humidity. Further, data from the photometer and surface radiation values from the local baseline surface radiation network (BSRN) have been applied to derive the radiative impact of the biomass burning event purely from observational data by comparison with a clear background day. We found a strong cooling for the visible radiation and a slight warming in the infra-red. The net aerosol forcing, derived by comparison with a clear background day purely from observational data, obtained a value of -95 W/m(2) per unit AOD500.
In this paper, we present the convergence rate analysis of the modified Landweber method under logarithmic source condition for nonlinear ill-posed problems. The regularization parameter is chosen according to the discrepancy principle. The reconstructions of the shape of an unknown domain for an inverse potential problem by using the modified Landweber method are exhibited.
In this paper we extract the aerosol microphysical properties for a collection of mineral dust cases measured by multi-wavelength depolarization Raman lidar systems located at the National Technical University of Athens (NTUA, Athens, Greece) and the Andalusian Institute for Earth System Research (IISTA-CEAMA, Granada, Spain). The lidar-based retrievals were carried out with the Spheroidal Inversion eXperiments software tool (SphInX) developed at the University of Potsdam (Germany). The software uses regularized inversion of a two-dimensional enhancement of the Mie model based on the spheroid-particle approximation with the aspect ratio determining the particle shape. The selection of the cases was based on the transport time from the source regions to the measuring sites. The aerosol optical depth as measured by AERONET ranged from 0.27 to 0.54 (at 500 nm) depending on the intensity of each event. Our analysis showed the hourly mean particle linear depolarization ratio and particle lidar ratio values at 532 nm ranging from 11 to 34% and from 42 to 79 sr respectively, depending on the mixing status, the corresponding air mass pathways and their transport time. Cases with shorter transport time showed good agreement in terms of the optical and SphInX-retrieved microphysical properties between Athens and Granada providing a complex refractive index value equal to 1.4 + 0.004i. On the other hand, the results for cases with higher transport time deviated from the aforementioned ones as well as from each other, providing, in particular, an imaginary part of the refractive index ranging from 0.002 to 0.005. Reconstructions of two-dimensional shape-size distributions for each selected layer showed that the dominant effective particle shape was prolate with diverse spherical contributions. The retrieved volume concentrations reflect overall the intensity of the episodes.
In this study we present iterative regularization methods using rational approximations, in particular, Pade approximants, which work well for ill-posed problems. We prove that the (k,j)-Pade method is a convergent and order optimal iterative regularization method in using the discrepancy principle of Morozov. Furthermore, we present a hybrid Pade method, compare it with other well-known methods and found that it is faster than the Landweber method. It is worth mentioning that this study is a completion of the paper [A. Kirsche, C. Bockmann, Rational approximations for ill-conditioned equation systems, Appl. Math. Comput. 171 (2005) 385-397] where this method was treated to solve ill-conditioned equation systems. (c) 2006 Elsevier Inc. All rights reserved.
The Runge-Kutta type regularization method was recently proposed as a potent tool for the iterative solution of nonlinear ill-posed problems. In this paper we analyze the applicability of this regularization method for solving inverse problems arising in atmospheric remote sensing, particularly for the retrieval of spheroidal particle distribution. Our numerical simulations reveal that the Runge-Kutta type regularization method is able to retrieve two-dimensional particle distributions using optical backscatter and extinction coefficient profiles, as well as depolarization information.
This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under a Holder-type sourcewise condition if the Frechet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt, Lobatto, and Radau methods.
We present a summary on the current status of two inversion algorithms that are used in EARLINET (European Aerosol Research Lidar Network) for the inversion of data collected with EARLINET multiwavelength Raman lidars. These instruments measure backscatter coefficients at 355, 532, and 1064 nm, and extinction coefficients at 355 and 532 nm. Development of these two algorithms started in 2000 when EARLINET was founded. The algorithms are based on a manually controlled inversion of optical data which allows for detailed sensitivity studies. The algorithms allow us to derive particle effective radius as well as volume and surface area concentration with comparably high confidence. The retrieval of the real and imaginary parts of the complex refractive index still is a challenge in view of the accuracy required for these parameters in climate change studies in which light absorption needs to be known with high accuracy. It is an extreme challenge to retrieve the real part with an accuracy better than 0.05 and the imaginary part with accuracy better than 0.005-0.1 or +/- 50 %. Single-scattering albedo can be computed from the retrieved microphysical parameters and allows us to categorize aerosols into high-and low-absorbing aerosols. On the basis of a few exemplary simulations with synthetic optical data we discuss the current status of these manually operated algorithms, the potentially achievable accuracy of data products, and the goals for future work. One algorithm was used with the purpose of testing how well microphysical parameters can be derived if the real part of the complex refractive index is known to at least 0.05 or 0.1. The other algorithm was used to find out how well microphysical parameters can be derived if this constraint for the real part is not applied. The optical data used in our study cover a range of Angstrom exponents and extinction-to-backscatter (lidar) ratios that are found from lidar measurements of various aerosol types. We also tested aerosol scenarios that are considered highly unlikely, e.g. the lidar ratios fall outside the commonly accepted range of values measured with Raman lidar, even though the underlying microphysical particle properties are not uncommon. The goal of this part of the study is to test the robustness of the algorithms towards their ability to identify aerosol types that have not been measured so far, but cannot be ruled out based on our current knowledge of aerosol physics. We computed the optical data from monomodal logarithmic particle size distributions, i.e. we explicitly excluded the more complicated case of bimodal particle size distributions which is a topic of ongoing research work. Another constraint is that we only considered particles of spherical shape in our simulations. We considered particle radii as large as 7-10 mu m in our simulations where the Potsdam algorithm is limited to the lower value. We considered optical-data errors of 15% in the simulation studies. We target 50% uncertainty as a reasonable threshold for our data products, though we attempt to obtain data products with less uncertainty in future work.
Strong events of long-range transported biomass burning aerosol were detected during July 2013 at three EARLINET (European Aerosol Research Lidar Network) stations, namely Granada (Spain), Leipzig (Germany) and Warsaw (Poland). Satellite observations from MODIS (Moderate Resolution Imaging Spectroradiometer) and CALIOP (Cloud-Aerosol Lidar with Orthogonal Polarization) instruments, as well as modeling tools such as HYSPLIT (Hybrid Single-Particle Lagrangian Integrated Trajectory) and NAAPS (Navy Aerosol Analysis and Prediction System), have been used to estimate the sources and transport paths of those North American forest fire smoke particles. A multiwavelength Raman lidar technique was applied to obtain vertically resolved particle optical properties, and further inversion of those properties with a regularization algorithm allowed for retrieving microphysical information on the studied particles. The results highlight the presence of smoke layers of 1-2 km thickness, located at about 5 km a.s.l. altitude over Granada and Leipzig and around 2.5 km a.s.l. at Warsaw. These layers were intense, as they accounted for more than 30% of the total AOD (aerosol optical depth) in all cases, and presented optical and microphysical features typical for different aging degrees: color ratio of lidar ratios (LR532/LR355) around 2, alpha-related angstrom exponents of less than 1, effective radii of 0.3 mu m and large values of single scattering albedos (SSA), nearly spectrally independent. The intensive microphysical properties were compared with columnar retrievals form co-located AERONET (Aerosol Robotic Network) stations. The intensity of the layers was also characterized in terms of particle volume concentration, and then an experimental relationship between this magnitude and the particle extinction coefficient was established.
We present a summary on the current status of two inversion algorithms that are used in EARLINET (European Aerosol Research Lidar Network) for the inversion of data collected with EARLINET multiwavelength Raman lidars. These instruments measure backscatter coefficients at 355, 532, and 1064 nm, and extinction coefficients at 355 and 532 nm. Development of these two algorithms started in 2000 when EARLINET was founded. The algorithms are based on a manually controlled inversion of optical data which allows for detailed sensitivity studies. The algorithms allow us to derive particle effective radius as well as volume and surface area concentration with comparably high confidence. The retrieval of the real and imaginary parts of the complex refractive index still is a challenge in view of the accuracy required for these parameters in climate change studies in which light absorption needs to be known with high accuracy. It is an extreme challenge to retrieve the real part with an accuracy better than 0.05 and the imaginary part with accuracy better than 0.005-0.1 or +/- 50 %. Single-scattering albedo can be computed from the retrieved microphysical parameters and allows us to categorize aerosols into high-and low-absorbing aerosols.
On the basis of a few exemplary simulations with synthetic optical data we discuss the current status of these manually operated algorithms, the potentially achievable accuracy of data products, and the goals for future work. One algorithm was used with the purpose of testing how well microphysical parameters can be derived if the real part of the complex refractive index is known to at least 0.05 or 0.1. The other algorithm was used to find out how well microphysical parameters can be derived if this constraint for the real part is not applied.
The optical data used in our study cover a range of Angstrom exponents and extinction-to-backscatter (lidar) ratios that are found from lidar measurements of various aerosol types. We also tested aerosol scenarios that are considered highly unlikely, e.g. the lidar ratios fall outside the commonly accepted range of values measured with Raman lidar, even though the underlying microphysical particle properties are not uncommon. The goal of this part of the study is to test the robustness of the algorithms towards their ability to identify aerosol types that have not been measured so far, but cannot be ruled out based on our current knowledge of aerosol physics.
We computed the optical data from monomodal logarithmic particle size distributions, i.e. we explicitly excluded the more complicated case of bimodal particle size distributions which is a topic of ongoing research work. Another constraint is that we only considered particles of spherical shape in our simulations. We considered particle radii as large as 7-10 mu m in our simulations where the Potsdam algorithm is limited to the lower value. We considered optical-data errors of 15% in the simulation studies. We target 50% uncertainty as a reasonable threshold for our data products, though we attempt to obtain data products with less uncertainty in future work.