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Segmentation of Stochastic Images using ... - Jacobs University

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Chapter 4 Discretization <strong>of</strong> SPDEs<br />

Figure 4.5: For an unsaturated error indicator, the appearance <strong>of</strong> hanging nodes constrained by hanging<br />

nodes (due to level transitions <strong>of</strong> more than one between neighboring elements) is<br />

possible (left). The saturation <strong>of</strong> the error indicator ensures that there are level one transitions<br />

between neighboring elements only (right).<br />

This saturation condition ensures that there is a level one transition between neighboring elements<br />

only. Furthermore, we have to avoid the refinement <strong>of</strong> coarsened elements. Otherwise it is possible<br />

to end up in a situation where an element is refined in step n, coarsened in step n + 1 and so on. A<br />

slightly modified error indicator ˜S, which we define as the minimum <strong>of</strong> the actual error indicator and<br />

the error indicator <strong>of</strong> the previous iteration, achieves this. Alternatively, the refinement <strong>of</strong> coarsened<br />

elements can be avoided by <strong>using</strong> different thresholds for coarsening and refinement [34].<br />

4.5.1 Combining GSD and Adaptive Grids<br />

The combination <strong>of</strong> adaptive grids with the GSD method is straightforward. We assemble the<br />

stochastic matrices in the same way as the deterministic matrices. After the solution <strong>of</strong> the system<br />

is available, we interpolate the values on the hanging and inactive nodes. The only difficulty<br />

arises for the generation <strong>of</strong> the equation system for the new stochastic basis element (equation (4.30)<br />

respectively line 7 <strong>of</strong> the algorithm). There we have to compute the scalar product 〈U i ,AU i 〉 <strong>using</strong> the<br />

adaptive matrix A. The product AU i has a different weight for the constraining nodes than the vector<br />

U i , because the matrix has additional weights from the hanging nodes at the constraining nodes.<br />

We propose to add these weighting factors to the vector U i .<br />

Conclusion<br />

We presented methods for the discretization <strong>of</strong> SPDEs. Based on sampling strategies we presented<br />

Monte Carlo simulation and stochastic collocation with full or sparse grids constructed via Smolyak’s<br />

algorithm. This thesis uses the sampling based approaches to verify the implementations <strong>of</strong> the intrusive<br />

methods. Intrusive methods do not use a sampling strategy to solve the SPDEs. Instead, they<br />

are based on a development <strong>of</strong> numerical schemes acting on random variables. Intrusive methods<br />

are the key to the efficient numerical solution <strong>of</strong> SPDEs arising in image processing, because other<br />

methods are orders <strong>of</strong> magnitude too slow or provide inaccurate results after an adequate period. We<br />

presented the SFEM and the GSD method that tries to speed up the solution process on the SFEM<br />

by constructing an optimal, problem dependent, subspace.<br />

With this chapter, we have the fundamentals at hand to develop the concept <strong>of</strong> stochastic images<br />

and to design image processing operators acting on these stochastic images.<br />

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