A partially reflecting random walk on spheres algorithm for electrical impedance tomography

DOI10.1016/J.JCP.2015.10.005MaRDI QIDQ2374877zbMATH OpenOpenAlexFDO

Authors Sylvain Maire, Martin Simon

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.04318

zbMATH Keywords

variance reductionMonte Carlo methodsrandom walk on sphereselectrical impedance tomographydiscontinuous diffusion coefficientreflecting Brownian motionrandom diffusion coefficient

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Biomedical imaging and signal processing (92C55) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Abstract: In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance of the new estimator both theoretically and experimentally. In a second step, the variance is considerably reduced via a novel control variate conditional sampling technique.

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Cited in

(3)

• A parallel iterative probabilistic method for mixed problems of Laplace equations with the Feynman-Kac formula of killed Brownian motions
• A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography
• An implementation of Milstein's method for general bounded diffusions

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