Discrete approximation and regularisation for the inverse conductivity problem
Luca Rondi

TL;DR
This paper presents a combined regularisation and discretisation approach for solving the inverse conductivity problem with discontinuous conductivities, demonstrating convergence of solutions as measurement noise diminishes.
Contribution
It introduces a novel variational method that simultaneously regularises and discretises the inverse conductivity problem with proven convergence properties.
Findings
Discrete regularised solutions converge as noise decreases.
Suitable parameter choices ensure convergence to the true solution.
The approach effectively handles discontinuous conductivities.
Abstract
We study the inverse conductivity problem with discontinuous conductivities. We consider, simultaneously, a regularisation and a discretisation for a variational approach to solve the inverse problem. We show that, under suitable choices of the regularisation and discretisation parameters, the discrete regularised solutions converge, as the noise level on the measurements goes to zero, to the looked for solution of the inverse problem.
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Discrete approximation and regularisation for the inverse conductivity problem
Luca Rondi
Dipartimento di Matematica e Geoscienze
Università degli Studi di Trieste
via Valerio, 12/1
34127 Trieste, Italy
Abstract
We study the inverse conductivity problem with discontinuous conductivities. We consider, simultaneously, a regularisation and a discretisation for a variational approach to solve the inverse problem. We show that, under suitable choices of the regularisation and discretisation parameters, the discrete regularised solutions converge, as the noise level on the measurements goes to zero, to the looked for solution of the inverse problem.
AMS 2010 Mathematics Subject Classification 35R30 (primary); 49J45 65N21 (secondary)
Keywords inverse problems, instability, regularisation, -convergence, total variation, finite elements.
Dedicated to Giovanni Alessandrini on the occasion of his 60th birthday
1 Introduction
In this paper we consider the inverse conductivity problem with discontinuous conductivity. For a given conducting body contained in a bounded domain , , we call the space of admissible conductivities, or better conductivity tensors, in . For any , we call either the Dirichlet-to-Neumann map, or the Neumann-to-Dirichlet map, corresponding to . It is a well-known fact that is a bounded linear operator between suitable Banach spaces defined on the boundary of , and we call the space of these bounded linear operators. The forward operator is the one that to each associates .
The aim of the inverse problem is to determine an unknown conductivity in by performing suitable electrostatic measurements of current and voltage type on the boundary. If is the conductivity we aim to recover by solving our inverse problem, then we measure its corresponding . Due to the noise that is present in the measurements, actually the information that we are able to collect is , which is a perturbation of . We call the noise level of the measurements and we notice that the choice of the space corresponds to the way we measure the errors in our measurements.
The inverse problem may be stated, at least formally, in the following way. Given our measurements , we wish to find such that
[TABLE]
Due to the noise, such a problem may not have any solution, therefore we better consider a least-square formulation
[TABLE]
Unfortunately, the inverse conductivity problem is ill-posed, therefore to solve (1.2) numerically, a regularisation strategy need to be implemented. Considering a regularisation à la Tikhonov, this means to choose a regularisation operator , usually a norm or a seminorm, and a regularisation parameter and solve
[TABLE]
A solution to (1.3) is called a regularised solution. A good regularisation operator need to satisfy the following two criteria. First of all, it should make the minimisation process stable from a numerical point of view. Second, the regularised solution should be a good approximation of the looked for solution of the inverse problem.
For the nonsmooth case, often this second requirement is not proved analytically but rather it is (not rigorously) justified by numerical tests only. However, a convergence analysis, using techniques inspired by variational convergences such as -convergence, allows to rigorously justify the choice of the regularisation operator, [38]. For the inverse conductivity problem with discontinuous conductivity, by this technique, in the same paper [38], the use of some of the usually employed regularisation methods was rigorously justified. For instance, a convergence analysis was developed for regularisations such as the total variation penalisation or the Mumford-Shah functional. Several other works followed this approach, for instance it was extended to smoothness or sparsity penalty regularisations for the inverse conductivity problem in [28], whereas in [27] the analysis for the Mumford-Shah functional was slightly refined and applied to other inverse problems.
Once the regularisation operator is chosen, and proved to be effective, the issue of the numerical approximation for the regularised problem comes into play. One of the key points of the numerical approximation is represented by the discretisation of the regularised minimum problem. Again, two issues come forward. The first one is the choice of the kind of space of discrete unknowns we intend to use. The second important issue is how fine the discretization should be. A compromise is necessary between a better resolution (finer discretization) and a more stable reconstruction (coarser discretization). Again, the discrete regularised solution, that is, the solution to the regularised problem (1.3) with varying in such a discrete subset, should be a good approximation of the solution of the inverse problem. Actually, for inverse problems, this may not be necessarily so, as an example in [36] shows. Therefore, studying the effect of the discretisation when solving an inverse problem is not at all an easy task. This fundamental and nontrivial issue went rather unlooked, at least for the inverse conductivity problem and other classical inverse problems dealing with nonsmooth unknowns.
The crucial point we wish to address here is the following. We want to simultaneously fix both the regularisation parameter and the discretisation parameter, in correspondence to the given noise level, such that the discrete regularised solutions converge, as the noise level goes to zero, to the solution of the inverse problem. Previously, only the analysis of the approximation of the regularised problem with discrete ones, with a fixed regularisation parameter, was performed. For instance, a nice finite element approximation for the inverse conductivity problem, with the total variation as regularisation, may be found in [23]. In [40], instead, it was proved that the regularised inverse conductivity problem, with the Mumford-Shah as a regularisation term, could be well approximated by replacing the Mumford-Shah with its approximating Ambrosio-Tortorelli functionals developed in [6, 7]. Here the approximating parameter for the Ambrosio-Tortorelli functionals may be seen as another version of the discretisation parameter.
Actually, the first attempt to vary, in a suitable way, the regularisation and discretisation parameters simultaneously, may be found in a Master thesis supervised by the author, [14]. There the Ambrosio-Tortorelli functionals were considered, and their approximating parameter and the regularisation parameter were chosen accordingly to the noise level to guarantee the required convergence of this type of regularised solutions. For the convenience of the reader, we present a brief summary of this result in Subsection 3.2 of the present paper.
The main result of the paper, Theorems 3.5 and 3.6, is contained in Subsection 3.1. We consider the inverse conductivity problem and its regularisation by a total variation penalisation. We consider a discrete subset of admissible conductivities which is simply given by standard conforming piecewise linear finite elements over a regular triangulation. The triangulation is characterised by a discretisation parameter , which is an upper bound for the diameter of any simplex forming the triangulation.
We show that, if we choose the regularisation parameter and the discretisation parameter according to the noise level, then the discrete regularised solution would converge to a solution of the inverse problem. An interesting feature of this result is that it shows that the discretisation parameter should go to zero in a polynomial way with respect to the noise level.
We remark that in this paper we limit ourselves to a very simple scenario but we believe that this is just a first step to tackle a full discretisation of the inverse conductivity problem, in a more general setting as well. This will be the object of future work.
It would also be very interesting to address the issue of convergence estimates. In the smooth case they may be obtained by using Tikhonov regularisation for nonlinear operators, see for instance [20]. Actually, for the inverse conductivity problem in the smooth case, some convergence estimates are available for the regularised solutions, without adding the discretisation, see for instance [31] and [28]. We notice that our technique involves -convergence, which is of a qualitative nature thus does not lead easily to convergence estimates.
Finally we wish to mention that, for discrete sets of unknowns, that is, unknowns depending on a finite number of parameters, the usual ill-posedness of these kinds of inverse problems considerably reduces. In fact, Lipschitz stability estimates may be obtained instead of the classical logarithmic ones. Such an important line of research was initiated in [3] and pursued in several other paper (let us mention the recent one [2] which is the closest to the setting we use in this paper). Unfortunately, the behaviour of the Lipschitz constant as the discretisation parameter approaches zero is extremely bad, as it explodes exponentially with respect to , a fact firstly noted in [37]. This fact seems to prevent the use of these kinds of estimates at the discrete level to prove convergence estimate, or even just convergence, of discrete regularised solutions.
The plan of the paper is the following. In Section 2, besides fixing the notation and stating the inverse conductivity problem, we present a rather complete introduction to the regularisation issue for this inverse problem. Most of the material here is not new, a part from a few instances that we point out in a while, but our aim is to present a self-contained review to this line of research that is scattered in several papers. We begin with uniqueness results for scalar conductivities, that is, for the isotropic case, and nonuniqueness for symmetric conductivity tensors, that is, for the anisotropic case, Subsection 2.1. We recall that nonuniqueness is due to the invariance of the boundary operators by smooth changes of variables of the domain that keep fixed the boundary.
In Subsection 2.2, we study the existence of a solution to (1.1). This part is mostly from [39]. We show that existence is true in the anisotropic case, whereas it may fail in the isotropic case, see Example 2.5. We notice that Example 2.5 appeared in a Master thesis supervised by the author, [18], and it is a slight generalisation of a similar example in [39]. The crucial ingredient for both is a nice construction due to Giovanni that may be found in [39, Example 4.4]. Even if existence of (1.1) is guaranteed, the ill-posedness nature of this inverse problem implies that minimiser to (1.1) may fail to converge to the looked for solution to the inverse problem, as the noise level goes to zero. This is shown in three different examples, Examples 2.8, 2.10 and 2.11. Example 2.8 shows how nonuniqueness in the anisotropic case leads to instability, see also Proposition 2.9 which is taken from [22] for a corresponding partial stability result. Examples 2.10 and 2.11 deal with the isotropic case. The latter is new and slightly improves the former, which is taken from [1].
In Subsection 2.3, we recall the approach to regularisation for inverse problems with nonsmooth unknowns, and in particular for the inverse conductivity problem with discontinuous conductivities, that was developed in [38].
Section 3 is the main of the paper. We investigate simultaneous numerical approximation and regularisation for the inverse conductivity problem with discontinuous conductivities. In Subsection 3.1, we present our main result, the convergence analysis of the discretisation by the finite element method coupled with a total variation regularisation. Finally, in Subsection 3.2, we present the result of [14], that is, the convergence analysis for the regularisation by Ambrosio-Tortorelli functionals.
Acknowledgement
The author is partially supported by Università degli Studi di Trieste through FRA 2014 and by GNAMPA, INdAM.
2 Statement of the inverse problem, preliminary considerations, and previous results
Throughout the paper we shall keep fixed positive constants , , and , with . The integer will always denote the space dimension and we recall that we shall usually drop the dependence of any constant on . For any Borel set , we denote with its Lebesgue measure, whereas denotes its -dimensional Hausdorff measure.
Throughout the paper we also fix , a bounded connected open set contained in , . We assume that has a Lipschitz boundary in the following usual sense. For any there exist and a Lipschitz function such that, up to a rigid change of coordinates, we have
[TABLE]
We call the space of real valued matrices. For any , with , several equivalent ellipticity conditions may be used. For example
[TABLE]
Otherwise we can use
[TABLE]
where denotes its norm as a linear operator of into itself.
The following remark shows that these two conditions are equivalent. If satisfies (2.1) with constants and , then it also satisfies (2.2) with constants and . If satisfies (2.2) with constants and , then it also satisfies (2.1) with constants and . If is symmetric then, picking , (2.1) and (2.2) are exactly equivalent and coincide with the condition
[TABLE]
that we write in short as follows
[TABLE]
where is the identity matrix. Finally, if , where is a real number, the condition simply reduces to
[TABLE]
We use the following classes of conductivity tensors in . For positive constants we call the set of , , an matrix whose entries are real valued measurable functions in , such that, for almost any , satisfies (2.1). We call , respectively , the set of such that, for almost any , is symmetric, respectively with a real number. We say that is a conductivity tensor in if for some constants . We call the class of conductivity tensors in . We say that is a symmetric conductivity tensor in if and is symmetric for almost any . We call the class of conductivity tensors in . We say that is a scalar conductivity in if and , with , for almost any . We call the class of scalar conductivities in .
Since , we may measure the distance between any two conductivity tensors and in with an metric, for any , , as follows
[TABLE]
With any of these metrics, any of the classes , and is a complete metric space.
For any , , we denote with its conjugate exponent, that is . For any , , we call the space of traces of functions on . We recall that , with compact immersion. For simplicity, we denote , and its dual.
We call the subspace of functions such that . We set the subspace of such that
[TABLE]
We recall that , with compact immersion, if for any and any we define
[TABLE]
Analogously, is the subspace of such that . We have , with compact immersion.
For any two Banach spaces , , will denote the Banach space of bounded linear operators from to with the usual operator norm.
2.1 Statement of the problem and uniqueness results
For any conductivity tensor in , we define its Dirichlet-to-Neumann map where for each ,
[TABLE]
where solves
[TABLE]
and is such that on in the trace sense. We have that is a well-defined bounded linear operator, whose norm is bounded by a constant depending on , , , and only, for any . Let us notice that, actually, we have . Moreover, since for any constant function on we have that and , no matter what is, without loss of generality, we actually define
[TABLE]
For any conductivity tensor in , we define its Neumann-to-Dirichlet map
[TABLE]
where for each ,
[TABLE]
where solves
[TABLE]
We have that is a well-defined bounded linear operator, it is the inverse of as defined in (2.5), and its norm is bounded by a constant depending on , , and only, for any .
We consider the following forward operators
[TABLE]
and
[TABLE]
We can state the inverse conductivity problem in the following way. We wish to determine an unknown conductivity tensor in by performing electrostatic measurements at the boundary of voltage and current type. If all boundary measurements are performed, this is equivalent to say that we are measuring either its Dirichlet-to-Neumann map or its Neumann-to-Dirichlet map . In other words, given either or , we wish to recover .
Such an inverse problem has a long history, it was in fact proposed by Calderón [11] in 1980. About uniqueness, there are several result for scalar, that is isotropic, conductivities. In dimension and higher, already in the 80’s, uniqueness was proved in [29, 30] for the determination of the conductivity at the boundary and for the analytic case, and then in [42] for conductivities. Slightly later it appeared the first uniqueness result for smooth conductivities in dimension , [35].
Recently, the two dimensional case was completely solved, [8], for scalar conductivities. Also for the dimensional case, with , there has been a great improvement. In [26], the regularity has been reduced to or Lipschitz but close to a constant. The case of general Lipschitz conductivities is treated in [12]. The most general result is the one in [25], where conductivities with unbounded gradient are allowed and uniqueness is shown for conductivities, at least for .
For what concerns anisotropic conductivities, for instance when we consider symmetric conductivity tensors in , uniqueness is never achieved. In fact, let be a bi-Lipschitz mapping, that is a bijective map such that and its inverse are Lipschitz functions. Clearly can be extended to a Lipschitz function defined on . For any in and any of these bi-Lipschitz mapping from onto itself, we define the push-forward of the conductivity tensor by as
[TABLE]
where is the Jacobian matrix of in and . We have that and that
[TABLE]
In dimension and for simply connected, (2.7) and (2.8) still hold even if we consider to be a quasiconformal mapping. We recall that, for , simply connected bounded open set with Lipschitz boundary, we say that is a quasiconformal mapping if is bijective, , and, for some , we have
[TABLE]
By (2.8), it is immediate to notice that our inverse problem can not have a unique solution if we consider symmetric conductivity tensors. On the other hand, in dimension , this is the only obstruction to uniqueness for symmetric conductivity tensors, as proved in [41] in the smooth case and in [9] in the general case.
We summarise these results in the following theorem.
Theorem 2.1
Let , , be a bounded, connected domain with Lipschitz boundary. Let and belong to .
If and , , then we have, see [25],
[TABLE]
If and is simply connected, then we have, see [8],
[TABLE]
If and is simply connected, for any we define
[TABLE]
Then , or equivalently , uniquely determines the class , see [9].
2.2 Variational formulation and ill-posedness
In practice, the inverse problem consists in the following. Let be a conductivity tensor in that we wish to determine. Considering for example the Dirichlet-to-Neumann case, we measure . Since our measurements are obviously noisy, the information that is actually available is a perturbation of , that we may call . Therefore our inverse problem consists in finding a conductivity such that . Due to the noise in the measurements this problem may not have any solution. We should therefore solve the problem in a least-square-type way, namely solve
[TABLE]
The fact that such a minimum problem admits a solution depends on several aspects. In particular it depends on the class of conductivity tensors on which we consider the minimisation and, in part, also on the kind of norm we use to measure the distance between and . Next we discuss in details these issues.
Occasionally, we shall use the so-called -convergence. For a definition and its basic properties we refer to [4, 34, 33]. We recall that - or -convergence was shown to be quite useful for the inverse conductivity problem, see for instance [1, 22, 39]. Here we just remark a few of its properties. This is a very weak kind of convergence, in fact it is weaker than convergence. For symmetric conductivity tensors -convergence reduces to the more usual -convergence. The most important fact is that is compact with respect to -convergence and is also compact with respect to -convergence, or equivalently -convergence. Furthermore, is not closed with respect to -convergence, actually any symmetric conductivity tensor is the limit, in the -convergence sense, of scalar conductivities assuming only two different positive values.
We use the following notation. Let and be two Banach spaces such that and , with continuous immersions. Moreover, let and be two Banach spaces such that and , with continuous immersions.
We denote with the space , , or . The natural metric on will be the one induced by the metric.
In the Dirichlet-to-Neumann case, we call , with the distance induced by its norm, and denote .
We speak of the natural norm of the Dirichlet-to-Neumann map when and and we denote it with or . We have a canonical continuous linear map from into . If we assume that is dense in , then this map is injective, thus , with continuous immersion, and, if is such that , then and also .
In the Neumann-to-Dirichlet case, we call , with the distance induced by its norm, and denote .
We speak of the natural norm of the Neumann-to-Dirichlet map when and and we denote it with or . We have a canonical continuous linear map from into . If we assume that is dense in , then this map is injective, thus , with continuous immersion, and, if if is such that , then and also . Another interesting and useful choice for and is given by , see the discussion in [39], and we denote its norm with . We remark that is clearly dense in .
Let us notice in the following remark that, when we consider the natural norms, then all results related to the Dirichlet-to-Neumann maps may be proved also for the Neumann-to-Dirichlet maps, and viceversa.
Remark 2.2
Let , . Then there exist positive constants and , depending on , , , and only, such that
[TABLE]
In fact, we have
[TABLE]
and the same formula holds if we swap with .
If we call either the measured Dirichlet-to-Neumann map or the measured Neumann-to-Dirichlet map, then the inverse problem consists in finding such that . However, since is a measured, therefore noisy, quantity, this problem may not have any solution and we thus solve the problem in a least-square-type way, namely solve
[TABLE]
Such a problem always admits a solution either if or if . In fact the following is proved in [39].
Proposition 2.3
Under the previous notation and assumptions, let us consider a sequence of conductivity tensors and a conductivity tensor in the same set.
If, as , converges to strongly in or in the -convergence sense, then
[TABLE]
If is equal to or to , by compactness of with respect to -convergence, we deduce that (2.9) admits a solution.
On the other hand, if is equal to then (2.9) may fail to have a solution as we shall see later on in Example 2.5.
We notice that Proposition 2.3 contains a lower semicontinuity result. For certain application, instead, continuity is needed. For our purposes it will be enough the following result, proved in [1].
Proposition 2.4
Under the previous notation and assumptions, let us consider a sequence of symmetric conductivity tensors and a conductivity tensor in the same set. We assume that for some compactly contained in we have almost everywhere in for any .
If, as , converges to strongly in or in the -convergence sense, then
[TABLE]
as well as in for any as above.
We notice that a certain control of the conductivity tensors near the boundary is indeed needed, see [22, Theorem 4.9]. In the same paper a more general and essentially optimal version of Proposition 2.4 is proved, see [22, Theorem 1.1].
Proposition 2.4 is enough to show that (2.9) may fail to have a solution if . We slightly generalise [39, Example 3.4], which is based on a nice remark by Giovanni, which is presented in [39] as Example 4.4. This generalisation shows that existence may fail for both the Dirichlet-to-Neumann and Neumann-to-Dirichlet case and for the natural norms, as well as for any with as above, if is dense in or is dense in , respectively. It firstly appeared in [18], and we present its proof here for the convenience of the reader.
Example 2.5
Let . Under the previous notation and assumptions, let us assume that is dense in or is dense in , respectively.
Let be a positive constant with . We define the conductivity tensor in as follows
[TABLE]
Let us set . There exist such that the minimum problem
[TABLE]
does not have any solution, for any as above, thus including the natural norms.
Proof.
. The crucial point is the following. By density of scalar conductivities inside symmetric conductivity tensors that follows by the results in [33], see [39, Proposition 2.2] for a convenient version, we can find and such that -converges to as and in for any . Therefore, by Proposition 2.4, we immediately conclude that
[TABLE]
In order for a minimiser to exist, then we need to find a scalar conductivity such that , hence, by our density assumptions, such that . By the main result of [9], recalled in Theorem 2.1, there exists a quasiconformal mapping such that and . We recall that actually , it is continuous, bijective and its inverse is continuous as well. We assume that , , with and bounded away from [math]. Then means that for almost any we have
[TABLE]
where , is the Jacobian matrix of in , and . Since for almost any , we conclude that, for almost any , , that is in . We also note that, since is quasiconformal, then for almost any .
By the structure of , we infer that for almost any we have with , since , satisfying the following
[TABLE]
We conclude that
[TABLE]
More precisely, we have that is holomorphic in . Since and on , by the unique continuation from Cauchy data, we infer that in as well. Therefore . We conclude that , and are harmonic in , and and on . We immediately conclude that on the whole and we obtain a contradiction.
If we have no control on the conductivity tensors near the boundary, then continuity of our forward operators may be achieved by suitably choosing the spaces , , and , , that is by changing the distance, thus the space , with respect to which we measure the error on our measurements. Namely we have the following results, see [39].
Proposition 2.6
Under the previous notation and assumptions, there exists , depending on , , , and only, such that the following holds for any .
In the Dirichlet-to-Neumann case, we assume that , with continuous immersion.
In the Neumann-to-Dirichlet case, we assume that , with continuous immersion, where is the subspace of belonging to the dual of such that .
Then is Hölder continuous with respect to the distance in and the distance on given by its norm. The Hölder exponent is equal to .
A particularly interesting case for Neumann-to-Dirichlet maps is to choose since is contained in the dual of for some , , with close enough to , and , with continuous immersions. Moreover, is dense in . In this case we also have continuity with respect to -convergence, see again [39].
Proposition 2.7
Under the previous notation and assumptions, let us consider a sequence of conductivity tensors and a conductivity tensor in the same set.
If, as , converges to strongly in or in the -convergence sense, then
[TABLE]
Let us consider that is the conductivity tensor in that we wish to determine. Given the noise level , our measurement is given by , satisfying
[TABLE]
For consistency, we call . Assume that our minimisation problem
[TABLE]
admits a solution and let us call a minimiser for (2.12). The main question is whether is a good approximation of the looked for conductivity tensor , namely we ask whether , where the limit is to be intended in a suitable sense. Unfortunately this may not be true, in fact our inverse problem is ill-posed, that is, we have no stability. There are two serious obstructions to stability. In the anisotropic case, that is, when , for instance, the obstruction is due to invariance by changes of coordinates that keep fixed the boundary. In the isotropic case, that is, when , the obstruction is due to the fact that this class is not closed with respect to -convergence.
Let us illustrate these difficulties in the following three examples.
Example 2.8
Let . Let , for some to be fixed later. We set in . We fix a diffeomorphism such that is identically equal to the identity in . We call and we assume that is the conductivity tensor to be recovered. We notice that, if is not trivial, we have that .
Let , , be a scalar conductivity satisfying . We notice that, choosing in a suitable way and , we have , and, for any , also .
We notice that and, for some constant , depending on , , and only, we have
[TABLE]
If, for any , we assume that , then, unfortunately, we have
[TABLE]
and, obviously, for any sequence such that , does not converge, not even in the -convergence sense or in the weak sense, to .
In dimension , in [22], it has been proved that this is the only obstruction in the symmetric conductivity tensor case, if we consider the natural norms. Namely, from [22, Theorem 1.3], we can immediately deduce the following.
Proposition 2.9
Let and let be a bounded, simply connected open set with Lipschitz boundary. Let . We pick either , for the Dirichlet-to-Neumman case, or , for the Neumann-to-Dirichlet case, respectively. For any , let be such that
[TABLE]
Let , . Then, for any , there exists a quasiconfomal mapping such that and
[TABLE]
in the -convergence sense.
Proof.
. We have that
[TABLE]
Then the conclusion follows by [22, Theorem 1.3].
We notice that the kind of convergence we have in Proposition 2.9 is really weak, in several respects. First, it is only up to a change of variables, second it is in the sense of -convergence, only. We recall that -convergence does not imply convergence not even in the weak sense. In fact, let us consider the following example. Let be an open set such that , , and let us consider, for two given constants ,
[TABLE]
We also assume that and have positive measure. Then we have
[TABLE]
where is the so-called harmonic mean of on and is the usual mean of on .
We extend all over by periodicity and define, for any ,
[TABLE]
Given a bounded connected open set with Lipschitz boundary, it is a classical fact in homogenisation theory that in
[TABLE]
where is a constant symmetric matrix satisfying
[TABLE]
On the other hand, converges to in the weak*∗* sense, therefore also weakly in .
Moreover, if and
[TABLE]
then can be computed explicitly and we have that .
Instead, if and
[TABLE]
then also in this case can be computed explicitly and we have that
[TABLE]
These explicit formulas are the bases for the next examples. The next one was introduced in [1] and we state it here. This and the next example show that in the scalar case, when, at least in dimension , uniqueness is not an issue, instability phenomena may occur, no matter what we choose as .
Example 2.10
Let . Let , for some to be fixed later. Let us assume that is dense in or is dense in , respectively.
We fix and two positive constants . We take and as in (2.14). We call
[TABLE]
We define as in (2.13), we extend it by periodicity all over , and define, for any , ,
[TABLE]
We have that -converges to as , therefore, by Proposition 2.4, we immediately conclude that
[TABLE]
Therefore, if is the conductivity to be determined, and our measured data are , for any , then we have that
[TABLE]
On the other hand, we have that converges to in the weak*∗* sense, therefore also weakly in . Since , we obtain that, as , does not converge to even weakly in , but only -converges to .
The third and final example, inspired by the one in [1] we just presented, shows that even -convergence may not be guaranteed.
Example 2.11
Let . Let , for some to be fixed later. Let us assume that is dense in or is dense in , respectively.
We set the conductivity to be determined as in . Let be a diffeomorphism such that in and on . We call . We have that . In particular, in and for any .
We pick , as in (2.15), and as in (2.13), with and , so that .
Then, again by density of scalar conductivities inside symmetric conductivity tensors, we can find and such that -converges to as and such that, for any , in and
[TABLE]
where as usual is extended by periodicity all over .
We notice that, as , in , converges to in the weak*∗* sense, hence also weakly in . Therefore, can not converge, not even up to subsequences, to , not even weakly in .
By Proposition 2.4, we immediately conclude that
[TABLE]
If we pick as our measured data , for any , then we have that
[TABLE]
Then we have that, as , can not converge, not even up to subsequences, to the looked for scalar conductivity either in the -convergence sense or locally weakly in , hence, a fortiori, in the sense as well.
2.3 Regularisation
The issues for this inverse problem previous highlighted, in particular the ill-posedness, lead naturally to consider a suitable regularisation of the minimisation problem (2.9). To fix the ideas we consider a regularisation à la Tikhonov. For a general introduction to Tikhonov regularisation, we refer for instance to [20]. Here we are interested in the case of nonsmooth and possibly discontinuous unknown conductivity tensors, therefore we shall follow the approach developed in [38]. We notice that, in the smooth case, the general theory for convergence of Tikhonov regularised solutions for nonlinear operators, as it was developed in [21], see also [20], may be used and leads also to convergence estimates. For example, for the electrical impedance tomography this approach was used in [31], see also [28].
Instead, in the nonsmooth case, our starting point is the regularisation strategy proved in [38], which we recall now. The key ingredient is -convergence, see [17] for a detailed introduction. Here we just recall the definition and basic properties of -convergence.
Let be a metric space. Then a sequence , , -converges as to a function if for every we have
[TABLE]
The function will be called the -limit of the sequence as with respect to the metric and we denote it by . We recall that condition (2.16) above is usually called the -liminf inequality, whereas condition (2.17) is usually referred to as the existence of a recovery sequence.
We say that the functionals , , are equicoercive if there exists a compact set such that for any .
The following theorem, usually known as the Fundamental Theorem of -convergence, illustrates the motivations for the definition of such a kind of convergence.
Theorem 2.12
Let be a metric space and let , , be a sequence of functions defined on . If the functionals , , are equicoercive and , then admits a minimum over and we have
[TABLE]
Furthermore, if is a sequence of points in which converges to a point and satisfies , then is a minimum point for .
The definition of -convergence may be extended in a natural way to families depending on a continuous parameter. The family of functions , defined for every , -converges to a function as if for every sequence of positive numbers converging to [math] as , we have .
We begin with an abstract framework. We consider two metric spaces and and a continuous function . We also fix and .
For any , we consider a perturbation of given by such that . Here, and in the sequel, plays the role of the noise level.
A function is called a regularisation operator for the metric space if and, with respect to the metric induced by , is a lower semicontinuous function such that for any constant the set is a compact subset of .
We consider the following regularised minimum problem, for some ,
[TABLE]
where is the regularisation parameter and is a positive parameter. In order to make the regularisation meaningful, we need to choose the regularisation parameter in terms of the noise level , namely we choose . A solution to (2.18) will be called a regularised solution. To fix the ideas, given , we assume that for any , , , for some positive constants and . By a simple rescaling argument the minimisation problem (2.18) is equivalent to solve
[TABLE]
where is defined as follows
[TABLE]
We also define as follows
[TABLE]
for any .
The following result is proved in [38], by exploiting -convergence techniques.
Theorem 2.13
Let be continuous and be a regularisation operator for . Let us also assume that and .
Then we have that there exists , for any , , and
[TABLE]
Let satisfy (for example we may pick as a family of minimisers of ).
Let be a sequence of positive numbers converging to [math] as . Then, up to a subsequence, converges to a point such that is a minimiser of , that is, in particular, in and .
Furthermore, if admits a unique minimiser , then we have that
[TABLE]
Finally, if on the set the map is injective, then we have
[TABLE]
even if we only have .
Following again [38] we show the applicability of this abstract result to the inverse conductivity problem with discontinuous conductivities.
We observe that, in order to guarantee convergence of the regularised solutions to the looked for solution, we need to find a metric on the space such that the following properties are satisfied:
the forward operator is continuous; 2. 2)
is a regularisation operator for ; 3. 3)
is injective (uniqueness of the inverse problem).
We consider in this subsection equal to , or , or .
On we consider the metric given by the norm, in all cases. In fact we wish to have a convergence in a rather strong sense, being for instance -convergence too weak for applications.
Therefore, we take as the usual space where we assume that, for some , in the Dirichlet-to-Neumann case, , with continuous immersion, and, in the Neumann-to-Dirichlet case, we assume that , with continuous immersion.
As a regularisation operator, there are several possibilities. One is to consider a kind of total variation regularisation. For instance, we define, for any , as the matrix such that and set for any . For any we define
[TABLE]
Then we may pick as either or .
The total variation regularisation has been widely used in the literature for solving numerically the inverse conductivity problem, for example in [19], with a discretisation method, and in [13, 15], with level set methods.
Another option is the so-called Mumford-Shah operator. In this case we limit ourselves to scalar conductivities, that is, to , and define, for any ,
[TABLE]
Here is a positive constant, denotes the -dimensional Hausdorff measure, is the jump set of , and denotes the space of special functions of bounded variations. The functional here defined is referred to as the Mumford-Shah functional and was introduced in the context of image segmentation in [32]. We refer, for instance, to [5] for a detailed discussion on these topics. The compactness and semicontinuity theorem for special functions of bounded variation due to Ambrosio, see for instance [5, Theorem 4.7 and Theorem 4.8], guarantees that also in this case is a regularisation operator for . In the context of inverse problems, and in particular for the inverse conductivity problem, the Mumford-Shah functional has been used as regularisation for the first time in [40], with an implementation exploiting the approximation of the Mumford-Shah functional by functionals defined on smoother functions due to Ambrosio and Tortorelli, [6, 7].
We now recall the results in [38], that immediately follows from the previous abstract results.
Theorem 2.14
Under the previous notation and assumptions, let be the forward operator. Let be either or . If , may be also chosen as in (2.23).
Let be such that and . For any , , let be such that .
Let us fix positive constants , , and , such that . For any , , let be defined as in (2.20) and be defined as in (2.21).
Then we have that there exists , for any , , and
[TABLE]
Let be a sequence of positive numbers converging to [math] as .
Let be such that . Then, up to a subsequence, converges in the norm to such that satisfies .
Let be such that . Then, up to a subsequence, converges in the norm to such that is a minimizer of , that is, in particular, and .
In dimension and for scalar conductivities we have the following.
Theorem 2.15
Under the notation and assumptions of Theorem 2.14, let us further assume that the space dimension is , that is . We pick and we assume that either is dense in or is dense in , respectively.
Let satisfy . Then we have that
[TABLE]
We notice that, when , even if, recently, a great improvement has been achieved in the uniqueness issue, still we do not have a uniqueness result for scalar or functions. To prove uniqueness, or nonuniqueness, in this case is an extremely interesting and challenging open problem.
We recall that the approach to regularisation developed in [38] has been followed in other works. In [27] the Mumford-Shah approach has been made slightly more precise, for instance it was proved convergence of the jump sets, and it has been applied to other inverse problems, such as image deblurring or X-ray tomography. In [28], instead, other regularisation strategies for the inverse conductivity problem have been considered, for example the sparsity or smoothness penalty was used. In this case the theory for convergence of Tikhonov regularised solutions for nonlinear operators may be used and, in fact, in [28] some convergence estimates were derived.
3 Numerical approximation and regularisation for the inverse conductivity problem
After the regularisation strategy has been decided, and it has been proved to be effective, the second step is to proceed in finding a suitable numerical approach to solve the regularised minimum problem. For example, in [40], the Ambrosio and Tortorelli approximation of the Mumford-Shah functional was used to tackle numerically the minimisation problem. For total variation regularisation, besides the early paper where a discretisation method, [19], or level set methods, [13, 15], were used, an interesting analysis of a finite element approximation has been developed in [23].
However, the approximations in [40] and in [23] have been performed just for the regularised minimum problem, that is, for a fixed regularisation parameter. Instead, we believe that it is very important to study how the approximation parameter (for example the size of the mesh in the finite element approximation) and the regularisation parameter interact. In other words, we wish to find, for a corresponding noise level , what are the right regularisation and approximation parameters that allow to prove that the solutions to the approximated regularised minimum problems converge, in a suitable sense, to the looked for solution of the inverse problem. Therefore we wish to include in the convergence analysis developed in [38], and here recalled in Subsection 2.3, the approximation of the regularised minimum problem, simultaneously.
Such an approach has been developed for the Ambrosio-Tortorelli approximation of the Mumford-Shah functional in [14]. For the convenience of the reader we recall the result of [14] in Subsection 3.2.
In the next Subsection 3.1, we consider the approximation by finite element discretisation and we investigate how the discretisation parameter should be linked to the noise level and the regularisation parameter. We present here a very simple setting, in future work we will consider a much more general and complete discretisation of the inverse conductivity problem.
Let us begin by introducing the common setting for the whole section.
Throughout this section we fix , a bounded connected open set with Lipschitz boundary, contained in , , and two constants , , with .
We consider only the case of scalar conductivities, namely we call .
We fix a real number . In the Dirichlet-to-Neumann case, we assume that and , with continuous immersions. In the Neumann-to-Dirichlet case, we assume that and , with continuous immersions.
In the Dirichlet-to-Neumann case, we call and define as follows
[TABLE]
In the Neumann-to-Dirichlet case, we call and define as follows
[TABLE]
The important fact is the following. We know that is Hölder continuous, that is, there exists constant and , , such that, for any , , we have
[TABLE]
Here depends on only and it will play a crucial role in the next analysis.
We consider to be the scalar conductivity in that we wish to determine and call .
Fixed a positive constant , for any , , let us assume that there exists such that
[TABLE]
Here plays the role of the noise level and plays the role of the measured Dirichlet-to-Neumann, or Neumann-to-Dirichlet respectively, map.
3.1 Discrete approximation and regularisation of the inverse conductivity problem
Since we wish to consider a discretisation of the problem, we shall make the following assumptions on . We further assume that is polygonal, that is, is a polyhedron in .
We use standard conforming piecewise linear finite elements, for which we refer for instance to [16]. We shall keep fixed a positive parameter and a positive constant . We consider, for a fixed parameter , , a triangulation of , that is, , where each is a nondegenerate -simplex, and satisfies assumption (FEM 1) in [16, Chapter 2]
We then define the finite element space as follows
[TABLE]
where is the space of polynomials of order at most restricted to , that is, is the finite element space associated to -simplices of type (1). By [16, Theorem 2.2.3] we have that . It is also clear that is contained in . We call the associated interpolation operator defined on .
We assume that is regular in the following classical sense. For any we call and . Then we assume that
[TABLE]
The following estimate is an immediate consequence of [16, Theorem 3.1.6].
Theorem 3.1
Let us consider such that . Then there exists a constant such that for any we have
[TABLE]
Our approach to discretisation is the following. As a regularisation operator we consider a total variation penalisation, that is is given by, for any ,
[TABLE]
Furthermore we shall assume that , that is, .
For fixed , , let us define, for any , , and , , the functional such that for any
[TABLE]
Let us immediately notice that any of these functionals admits a minimum over .
We also define as before
[TABLE]
for any .
Our aim is to choose such that are equicoercive and -converge, as , to .
Therefore, let us consider two sequences and and we assume that . We define .
The -liminf inequality is easy to prove. In fact we have the following.
Proposition 3.2
Let be such that in , that is, .
Then
[TABLE]
Proof.
. If , then there is nothing to prove. We therefore assume, without loss of generality, that . In particular, for some constant , we have for any . Therefore, for any .
By semicontinuity of the total variation, it is easy to see that
[TABLE]
It remains to prove that . But, by continuity of , it is easy to see that
[TABLE]
which is obviously equal to [math].
The difficult part is to find a recovery sequence. Clearly the existence of the recovery sequence is trivial, by the -liminf inequality, if . Therefore, it is enough to prove the existence of a recovery sequence when is finite.
Proposition 3.3
We define , for any , , and recall that .
Let be such that , that is, and it satisfies .
Then there exists , for any , , such that
[TABLE]
Before proving this proposition, let us observe that it implies the following corollary.
Corollary 3.4
Under the notation and assumptions of Proposition 3.3, we have that -converges to as .
Moreover, the family of functionals is equicoercive.
Proof.
. The -convergence result follows immediately from Propositions 3.2 and 3.3.
About equicoerciveness, we start with the following remark. By Proposition 3.3, we can find a constant such that
[TABLE]
Then we define , where is a minimiser for , for any . We prove that is relatively compact in . In fact, by (3.8), we obtain that, for some constant , for any . Then the fact that is relatively compact follows immediately by the properties of the regularisation operator .
We now complete the proof of the existence of the recovery sequence.
Proof.
of Proposition 3.3. The difficult part is that we need to build the function in such a way that it belongs to the discrete space , for any .
The construction is the following. First of all we use the fact that is an extension domain, since it has Lipschitz boundary. Therefore, for any , we can find a function such that , almost everywhere in , and, for a constant depending on only,
[TABLE]
and, moreover, . This follows immediately by using [5, Definition 3.20], for instance.
We consider our function and, by a slight abuse of notation, we still call its extension to the whole . We fix a positive symmetric mollifier , that is, , , , and such that depends only on for any . Clearly by extending it to [math] oustide . For any , we call
[TABLE]
and, for any , we call
[TABLE]
where as usual denotes the convolution.
We immediately obtain that, for any , and almost everywhere in . We also have that, locally, converges to as in the norm. By [24, Proposition 1.15], we conclude that
[TABLE]
Actually, by [5, Lemma 3.24], the convergence may be made much more precise. In fact, for a constant depending on only, we have, for any , ,
[TABLE]
We choose as in Theorem 3.1. Since , we obviously have that , for any . We need to control its norm in dependence of . We notice that, for any multiindex , we have . Therefore, for any , , and any , ,
[TABLE]
where depends on , , , , and only. We conclude that, for a constant depending on , , , and only, we have, for any ,
[TABLE]
By Theorem 3.1, we obtain that
[TABLE]
where , with as in (3.4). We have that . Furthermore,
[TABLE]
with depending on and only. By picking , we conclude that, for the constant ,
[TABLE]
Furthermore,
[TABLE]
The first term of the right hand side goes to [math], as , and thus , goes to [math], by (3.12). The second term of the right hand side is exactly , therefore it goes to , as goes to [math], by (3.9).
We have therefore constructed, for any , such that
[TABLE]
By (3.1), we conclude that
[TABLE]
Then we easily compute, since ,
[TABLE]
If we choose and such that , then we obtain that
[TABLE]
The proof is concluded.
By Corollary 3.4 and the Fundamental Theorem of -convergence, Theorem 2.12, the next theorems, which are the main results of the paper, immediately follow.
Theorem 3.5
Under the previous notation and assumptions, we consider and let be the forward operator. Let be either or .
Let be such that and . For any , , let be such that .
Let us fix positive constants , , and , such that . For any , , let be given by , and be defined as in (3.6) and be defined as in (3.7).
Then we have that there exists , for any , , and
[TABLE]
Let be a sequence of positive numbers converging to [math] as .
Let be such that . Then, up to a subsequence, converges in the norm to such that satisfies .
Let be such that . Then, up to a subsequence, converges in the norm to such that is a minimiser of , that is, in particular, and .
In the two dimensional case, as before, the result may be made more precise.
Theorem 3.6
Under the notation and assumptions of Theorem 3.5, let us further assume that the space dimension is , that is . We assume that either is dense in or is dense in , respectively.
Let satisfy . Then we have that
[TABLE]
3.2 Regularisation by the Ambrosio-Tortorelli functionals
In this subsection we present the approach to regularisation by using the so-called Ambrosio-Tortorelli functionals that was developed in [14]. These functionals were introduced in [6, 7] in order to solve numerically the difficult task of minimising the Mumford-Shah functional. In fact the Ambrosio-Tortorelli functionals are a good approximation, in the -convergence sense, of the Mumford-Shah functional and they are much easier to compute with.
We recall that is a fixed bounded connected open set with Lipschitz boundary, contained in , . We consider only the case of scalar conductivities, namely we call , for two constants , , with .
Let us begin with the following definition. We fix a continuous function such that everywhere in and if and only if . We call . Let be a lower semicontinuous, nondecreasing function such that , , and for any . For any , we fix such that , and we call . Given a positive parameter , and for any , we define the functional as follows, for any ,
[TABLE]
Here .
We define a new version of the Mumford-Shah functional as follow. We call the functional such that, for any ,
[TABLE]
Notice that here just plays the role of a formal variable.
We have the following result.
Theorem 3.7
We have that, as , -converges to in the distance.
Moreover, we assume that, for a positive constant , we have for any . We consider two sequences , such that , and . If there exists a constant such that for any , then, as , converges to in and, up to a subsequence, converges to in .
Proof.
. The -convergence follows from [6, 7], see also [10].
For the compactness result of the second part, the argument is the following. The fact that in is trivial. For the compactness of the sequence , first of all we notice that for any . We call , for any . We notice that, for any , we have , for some constants . Therefore, for any , we have
[TABLE]
For any , we define the auxiliary function and notice that is uniformly bounded. Then We obtain that
[TABLE]
We easily conclude that is bounded in , therefore, up to a subsequence that we do not relabel, we have that and , in both cases in and almost everywhere in . For almost any , we have that, as , and , thus . Therefore, for any of these , we have . We conclude that and that, up to the same subsequence, as , converges to almost everywhere in , thus, by the uniform bound and the Lebesgue theorem, in as well.
We now consider the following definition. For fixed , , let us define, for any , , and , , the functional such that, for any , we have
[TABLE]
We also define as follows, for any ,
[TABLE]
where is defined in (3.17). We notice that, equivalently, we can consider such that, for any ,
[TABLE]
Remark 3.8
We notice that , or equivalently , admits a minimum over , or respectively. Notice that is a minimiser for if and only if is a minimiser for and . Moreover, any of these functionals admits a minimum over provided .
We shall need the following definition.
Definition 3.9
For any Borel set , we define its -dimensional Minkowski content as
[TABLE]
provided the limit exists.
We say that a conductivity is admissible if , and it satisfies
[TABLE]
With this definition at hand, we consider the following lemma.
Lemma 3.10
Let be admissible in the sense of Definition 3.9. Then we can find , , such that, for some constant ,
[TABLE]
and
[TABLE]
Proof.
. Let be a function that is nondecreasing and such that for any and for any .
For the time being, we consider the case in which and we define .
We define, for any , , and any ,
[TABLE]
Then we define
[TABLE]
and, for any , and any ,
[TABLE]
Here the function , and the constant , are chosen in such a way , , , and
[TABLE]
We call, for any positive , . First of all we notice that, for some constant ,
[TABLE]
Since , as , we also deduce that almost everywhere in and in as well, in a completely independent way from the constant that may be chosen as depending from .
Then we can compute, since obviously we have that and ,
[TABLE]
Since converges to almost everywhere in , it is straightforward to see that the first three terms converge, as , to , in a completely independent way from the constant that may be chosen as depending from .
By the coarea formula, the definition of the Minkowski content, and the properties of , we can prove that
[TABLE]
Since , we easily deduce that, even if ,
[TABLE]
It is then easy to choose and define , , in such a way that
[TABLE]
Clearly . Hence, by the corresponding -liminf inequality proved in [10, Proposition 4.5], we conclude that
[TABLE]
Thus the proof is complete.
We are ready to state the final convergence result.
Theorem 3.11
Under the previous assumptions, let us assume that is admissible in the sense of Definition 3.9. Let us also assume that, for a positive constant , we have for any .
If we pick , and we call as in (3.18), then we obtain that
[TABLE]
Furthermore, let us consider two sequences , such that , and .
If there exists a constant such that for any , then, as , converges to in and, up to a subsequence, converges to in . Moreover, , is finite, and . Finally, if and we assume that either is dense in or is dense in , respectively, the whole sequence converges, as , to in .
Proof.
. First of all, by applying Lemma 3.10 to , we conclude that
[TABLE]
In fact, for any , we have
[TABLE]
for some constants and .
By the -limif inequality, [10, Proposition 4.5], and the compactness stated in the second part of Theorem 3.7, we can immediately prove that
[TABLE]
The second part of the theorem follows immediately, again by exploiting the compactness result in Theorem 3.7.
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