Abstract
We consider a smooth Riemannian metric tensor g on \({\mathbb{R}^n}\) and study the stochastic wave equation for the Laplace-Beltrami operator \({\partial_t^2 u - \Delta_g u = F}\). Here, F = F(t, x, ω) is a random source that has white noise distribution supported on the boundary of some smooth compact domain \({M \subset \mathbb{R}^n}\). We study the following formally posed inverse problem with only one measurement. Suppose that g is known only outside of a compact subset of M int and that a solution \({u(t, x, \omega_0)}\) is produced by a single realization of the source \({F(t, x, \omega_0)}\). We ask what information regarding g can be recovered by measuring \({u(t, x, \omega_0)}\) on \({\mathbb{R}_+ \times \partial M}\) ? We prove that such measurement together with the realization of the source determine the scattering relation of the Riemannian manifold (M, g) with probability one. That is, for all geodesics passing through M, the travel times together with the entering and exit points and directions are determined. In particular, if (M, g) is a simple Riemannian manifold and g is conformally Euclidian in M, the measurement determines the metric g in M.
Similar content being viewed by others
References
Astala K., Päivärinta L.: Calderón’s inverse conductivity problem in the plane. Ann. Math. (2) 163(1), 265–299 (2006)
Astala K., Päivärinta L., Lassas M.: Calderón’s inverse problem for anisotropic conductivity in the plane. Commun. Partial Differ. Equ. 30(1-3), 207–224 (2005)
Babich, V.M., Buldyrev, V.S.: Asimptoticheskie metody v zadachakh difraktsii korotkikh voln. Tom l. Izdat. “Nauka”, Moscow (1972) [Metod etalonnykh zadach (The method of canonical problems)]
Babich, V.M., Buldyrev, V.S., Molotkov, I.A.: Prostranstvenno-vremennoi luchevoi metod. Leningrad. Univ., Leningrad (1985) [Lineinye i nelineinye volny (Linear and nonlinear waves)]
Babich, V.M., Ulin, V.V.: The complex space-time ray method and “quasiphotons”. Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) 117(197), 5–12 (1981). Mathematical questions in the theory of wave propagation, 12
Bal G., Ryzhik L.: Time reversal and refocusing in random media. SIAM J. Appl. Math. 63(5), 1475–1498 (2003)
Belishev M.I.: An approach to multidimensional inverse problems for the wave equation. Dokl. Akad. Nauk SSSR 297(3), 524–527 (1987)
Belishev M.I., Kurylev Y.V.: To the reconstruction of a Riemannian manifold via its spectral data (BC-method). Commun. Partial Differ. Equ. 17(5-6), 767–804 (1992)
Bellassoued M., Yamamoto M.: Determination of a coefficient in the wave equation with a single measurement. Appl. Anal. 87(8), 901–920 (2008)
Bogachev, V.I.: Gaussian measures, vol. 62 of Mathematical Surveys and Monographs. American Mathematical Society, Providence (1998)
Borcea L., Papanicolaou G., Tsogka C., Berryman J.: Imaging and time reversal in random media. Inverse Probl. 18(5), 1247–1279 (2002)
Brislawn C.: Kernels of trace class operators. Proc. Am. Math. Soc. 104(4), 1181–1190 (1988)
Brzeźniak Z., Ondreját M.: Weak solutions to stochastic wave equations with values in Riemannian manifolds. Commun. Partial Differ. Equ. 36(9), 1624–1653 (2011)
Brzeźniak, Z., Peszat, S.: Hyperbolic equations with random boundary conditions. In: Recent Development in Stochastic Dynamics and Stochastic Analysis, vol. 8 of Interdiscip. Math. Sci., pp. 1–21. World Sci. Publ., Hackensack (2010)
Bukhgeim A.L.: Recovering a potential from Cauchy data in the two-dimensional case. J. Inverse Ill-Posed Probl. 16(1), 19–33 (2008)
Bukhgeĭm A.L., Klibanov M.V.: Uniqueness in the large of a class of multidimensional inverse problems. Dokl. Akad. Nauk SSSR 260(2), 269–272 (1981)
Burago D., Ivanov S.: Boundary rigidity and filling volume minimality of metrics close to a flat one. Ann. Math. (2) 171(2), 1183–1211 (2010)
Carmona R., Nualart D.: Random nonlinear wave equations: smoothness of the solutions. Prob. Theory Relat. Fields 79(4), 469–508 (1988)
Cotter S.L., Dashti M., Stuart A.M.: Approximation of Bayesian inverse problems for PDEs. SIAM J. Numer. Anal. 48(1), 322–345 (2010)
Da Prato, G., Zabczyk, J.: Stochastic equations in infinite dimensions, vol. 44 of Encyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge (1992)
Dalang R.C., Lévêque O.: Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere. Ann. Prob. 32(1B), 1068–1099 (2004)
Dalang, R.C., Lévêque, O.: Second-order hyperbolic S.P.D.E.’s driven by homogeneous Gaussian noise on a hyperplane. Trans. Am. Math. Soc. 358(5), 2123–2159 (2006) (electronic)
DosSantos Ferreira D., Kenig C.E., Salo M., Uhlmann G.: Limiting Carleman weights and anisotropic inverse problems. Invent. Math. 178(1), 119–171 (2009)
Duistermaat, J.J.: Fourier integral operators, volume 130 of Progress in Mathematics. Birkhäuser Boston Inc., Boston (1996)
Egorov Y.V., Shubin M.A.: Linear partial differential equations. Foundations of the classical theory. In: Partial Differential Equations, I, vol. 30 of Encyclopaedia Math. Sci., pp. 1–259. Springer, Berlin (1992)
Evans, L.C.: Partial differential equations, vol. 19 of Graduate Studies in Mathematics. American Mathematical Society, Providence (1998)
Fouque, J.-P., Garnier, J., Papanicolaou, G., Sølna, K.: Wave propagation and time reversal in randomly layered media, vol. 56 of Stochastic Modelling and Applied Probability. Springer, New York (2007)
Garnier J., Papanicolaou G.: Passive sensor imaging using cross correlations of noisy signals in a scattering medium. SIAM J. Imaging Sci. 2(2), 396–437 (2009)
Greenleaf A., Seeger A.: Fourier integral operators with fold singularities. J. Reine Angew. Math. 455, 35–56 (1994)
Gross L.: Abstract Wiener spaces. In: Proceedings of Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), vol. II: Contributions to Probability Theory, Part 1, pp. 31–42. Univ. California Press, Berkeley (1967)
Guillarmou C., Tzou L.: Calderón inverse problem with partial data on Riemann surfaces. Duke Math. J. 158(1), 83–120 (2011)
Helin T., Lassas M., Oksanen L.: An inverse problem for the wave equation with one measurement and the pseudorandom source. Anal. PDE 5(5), 887–912 (2012)
Hida, T.: Analysis of Brownian Functionals. Carleton Univ., Ottawa, Ont., Carleton Mathematical Lecture Notes, No. 13 (1975)
Hida, T., Kuo, H.-H., Potthoff, J., Streit, L.: White noise, vol. 253 of Mathematics and its Applications. Kluwer Academic Publishers Group, Dordrecht (1993). An infinite-dimensional calculus
Hörmander L.: Fourier integral operators. I. Acta Math. 127(1-2), 79–183 (1971)
Hörmander, L.: The analysis of linear partial differential operators. IV, vol. 275 of Grundlehren der Mathematischen Wissenschaften. Springer, Berlin (1985)
Hörmander, L.: The analysis of linear partial differential operators. I, vol. 256 of Grundlehren der Mathematischen Wissenschaften, 2nd edn. Springer, Berlin (1990)
Imanuvilov O.Y., Yamamoto M.: Determination of a coefficient in an acoustic equation with a single measurement. Inverse Probl. 19(1), 157–171 (2003)
Isakov, V.: Inverse problems for partial differential equations, vol. 127 of Applied Mathematical Sciences, 2nd edn. Springer, New York (2006)
Katchalov, A., Kurylev, Y., Lassas, M.: Inverse boundary spectral problems, vol. 123 of Chapman & Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. Chapman & Hall/CRC, Boca Raton (2001)
Khoshnevisan D., Nualart E.: Level sets of the stochastic wave equation driven by a symmetric Lévy noise. Bernoulli 14(4), 899–925 (2008)
Kusuoka S.: The support property of a Gaussian white noise and its applications. J. Fac. Sci. Univ. Tokyo Sect. IA Math. 29(2), 387–400 (1982)
Lassas M., Päivärinta L., Saksman E.: Inverse scattering problem for a two dimensional random potential. Commun. Math. Phys. 279(3), 669–703 (2008)
Lassas M., Taylor M., Uhlmann G.: The Dirichlet-to-Neumann map for complete Riemannian manifolds with boundary. Commun. Anal. Geom. 11(2), 207–221 (2003)
Lassas M., Uhlmann G.: On determining a Riemannian manifold from the Dirichlet-to-Neumann map. Ann. Sci. École Norm. Sup. (4) 34(5), 771–787 (2001)
Lee J.M., Uhlmann G.: Determining anisotropic real-analytic conductivities by boundary measurements. Commun. Pure Appl. Math. 42(8), 1097–1112 (1989)
Löfström, J.: Interpolation of weighted spaces of differentiable functions on R d. Ann. Mat. Pura Appl. (4) 132, 189–214 (1982, 1983)
Millet A., Sanz-Solé M.: A stochastic wave equation in two space dimension: smoothness of the law. Ann. Probab. 27(2), 803–844 (1999)
Muhometov R.G., Romanov V.G.: On the problem of finding an isotropic Riemannian metric in an n-dimensional space. Dokl. Akad. Nauk SSSR 243(1), 41–44 (1978)
Nachman A.I.: Global uniqueness for a two-dimensional inverse boundary value problem. Ann. Math. (2) 143(1), 71–96 (1996)
Ondreját, M.: Existence of global mild and strong solutions to stochastic hyperbolic evolution equations driven by a spatially homogeneous Wiener process. J. Evol. Equ. 4(2), 169–191 (2004)
Pestov L., Uhlmann G.: Two dimensional compact simple Riemannian manifolds are boundary distance rigid. Ann. Math. (2) 161(2), 1093–1110 (2005)
Peszat S.: The Cauchy problem for a nonlinear stochastic wave equation in any dimension. J. Evol. Equ. 2(3), 383–394 (2002)
: An inverse problem for a layered medium with a point source. Inverse Probl. 19(3), 497–506 (2003)
Rakesh, Sacks P.: Uniqueness for a hyperbolic inverse problem with angular control on the coefficients. J. Inverse Ill-Posed Probl. 19(1), 107–126 (2011)
Ralston, J.: Gaussian beams and the propagation of singularities. In: Studies in Partial Differential Equations, vol. 23 of MAA Stud. Math., pp. 206–248. Math. Assoc. America, Washington, DC (1982)
Sanz-Solé, M., Sü A.: The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. Electron. J. Probab. 18(64), 1–28 (2013)
Schwab C., Stuart A.M.: Sparse deterministic approximation of Bayesian inverse problems. Inverse Probl. 28(4), 045003–32 (2012)
Stefanov P., Uhlmann G.: Local lens rigidity with incomplete data for a class of non-simple Riemannian manifolds. J. Differ. Geom.82(2), 383–409 (2009)
Stefanov, P., Uhlmann, G.: Recovery of a source term or a speed with one measurement and applications. Trans. Amer. Math. Soc. 365(11), 5737–5758 (2013)
Sylvester J.: An anisotropic inverse boundary value problem. Commun. Pure Appl. Math. 43(2), 201–232 (1990)
Sylvester J., Uhlmann G.: A global uniqueness theorem for an inverse boundary value problem. Ann. Math. (2) 125(1), 153–169 (1987)
Tataru D.: On the regularity of boundary traces for the wave equation. Ann. Scuola Norm. Sup. Pisa Cl. Sci. (4) 26(1), 185–206 (1998)
Toomay, J., Hannen, P.: Radar Principles for the NonSpecialist, 3rd edn. The SciTech radar and defence series. Institution of Engineering and Technology (2004)
Uhlmann, G.: The Cauchy data and the scattering relation. In: Geometric Methods in Inverse Problems and PDE Control, vol. 137 of IMA Vol. Math. Appl., pp. 263–287. Springer, New York (2004)
Vaĭnberg, B.R.: Asymptotic Methods in Equations of Mathematical Physics. Gordon & Breach Science Publishers, New York (1989)
Yao H., VanDer Hilst R.D., De Hoop M.V.: Surface-wave array tomography in se tibet from ambient seismic noise and two-station analysis i. Phase velocity maps. Geophys. J. Int. 166(2), 732–744 (2006)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by S. Zelditch
Rights and permissions
About this article
Cite this article
Helin, T., Lassas, M. & Oksanen, L. Inverse Problem for the Wave Equation with a White Noise Source. Commun. Math. Phys. 332, 933–953 (2014). https://doi.org/10.1007/s00220-014-2115-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-014-2115-9