The Dirichlet-to-Neumann map in a disk with a one-step radial potential. An analytical and numerical study
Juan A. Barcel\'o, Carlos Castro, Sagrario Lantar\'on, Susana, Merch\'an

TL;DR
This paper investigates the Dirichlet-to-Neumann map for a Schrödinger operator with a one-step radial potential in a disk, providing analytical and numerical insights into its range and stability.
Contribution
It offers new analytical and numerical analysis of the DtN map specifically for one-step radial potentials, enhancing understanding of its properties.
Findings
Characterization of the range of the DtN map
Analysis of the stability of the map
Numerical validation of theoretical results
Abstract
We consider the Schr\"odinger operator with a potential q on a disk and the map that associates to q the corresponding Dirichlet to Neumann (DtN) map. We give some numerical and analytical results on the range of this map and its stability, for the particular class of one-step radial potentials.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsNumerical methods in inverse problems · Spectral Theory in Mathematical Physics · Advanced Mathematical Modeling in Engineering
The Dirichlet-to-Neumann map in a disk with a one-step radial potential. An analytical and numerical study
Juan A. Barceló
Departamento de Matemática e Informática Aplicadas a la Ingeniería Civil y Naval, Universidad Politécnica de Madrid, 28040 Madrid, Spain.
Carlos Castro
Departamento de Matemática e Informática Aplicadas a la Ingeniería Civil y Naval, Universidad Politécnica de Madrid, 28040 Madrid, Spain.
Sagrario Lantarón
Departamento de Matemática e Informática Aplicadas a la Ingeniería Civil y Naval, Universidad Politécnica de Madrid, 28040 Madrid, Spain.
Susana Merchán
Departamento de Matemática e Informática Aplicadas a la Ingeniería Civil y Naval, Universidad Politécnica de Madrid, 28040 Madrid, Spain.
Abstract
We consider the Schrödinger operator with a potential on a disk and the map that associates to the corresponding Dirichlet to Neumann (DtN) map. We give some numerical and analytical results on the range of this map and its stability, for the particular class of one-step radial potentials.
1 Introduction
Let be a bounded domain with smooth boundary . For each , consider the so called Dirichlet to Neumann map (DtN) given by
[TABLE]
where is the solution of the following problem
[TABLE]
and denotes the normal derivative of on the boundary .
Note that the uniqueness of as solution of (2) requires that [math] is not a Dirichlet eigenvalue of . A sufficient condition to guarantee that is well-defined is to assume , the first Dirichlet eigenvalue of the Laplace operator in , since in this case, the solution in (2) is unique. We assume that this condition holds and let us define the space
[TABLE]
In this work we are interested in the following map
[TABLE]
This has an important role in inverse problems where the aim is to recover the potential from boundary measurements. In practice, these boundary measurements correspond to the associated DtN map and therefore, the mathematical statement of the classical inverse problem consists in the inversion of .
It is known that is one to one as long as with (see [3], [Blȧsten, Imanuvilov and Yamamoto 2015]). Therefore, the inverse map can be defined in the range of . There are, however, two related important and difficult questions that are not well understood: a characterization of the range of and its stability i.e., a quantification of the difference of two potentials, in the topology in terms of the distance of their associated DtN maps. Obviously, this stability will affect to the efficiency of any inversion or reconstruction algorithm to recover the potential from the DtN map (see [7], [Tejero 2016] and [8], [Tejero 2018]).
The first question, i.e. the characterization of the range of is widely open. To our knowledge, the further result is due to Ingerman in [5] [Ingerman 2000], where a difficult characterization is obtained for the adherence with respect to a certain topology. Concerning the stability, there are some results when we assume that the potential has some smoothness. In particular, if with , the following stability condition is known (see [3], [Blȧsten, Imanuvilov and Yamamoto 2015]),
[TABLE]
where for some constants . Stronger stability conditions are known in some particular cases. For example, in [2], [Beretta, De Hoop and Qiu 2013] it is shown that when is piecewise constant and all the components where it takes a constant value touch the boundary, the stability is Lipschitz, i.e. there exists a constant such that
[TABLE]
In this work we try to understand better the situation by considering the simplest case of a disk with one-step radial potentials . More precisely, we give some results on the range of and its stability when we restrict to the particular case and given by
[TABLE]
where is the characteristic function of the interval . Note that is a two-parametric family depending on and .
It is worth mentioning that, as we show below, the solution of (2) is unique for all and , and therefore the DtN map is well defined for all these one step potentials. However, we restrict ourselves to the bounded set to simplify.
Even in this simple case, a complete analytic answer to the previous questions is unknown. Therefore, we have considered a numerical approach based on a discrete sampling of the set . Given an integer we define and
[TABLE]
Note that has functions from . As we obtain a better description of and, in particular, we should recover the stability properties for .
Concerning the stability of , we show that it fails in the sense that inequality (4) does not hold for any continuous function with . The proof relies on the ideas in [1] [Alessandrini 1988] where the analogous result is obtained for the conductivity problem.
We also obtain some partial stability results when and are fixed. To state them we define the subsets , for , by
[TABLE]
and , for , by
[TABLE]
We prove that, for fixed , Lipschitz stability holds, if we restrict ourselves to . Therefore, the lack of stability is due to the change of rather than to changes in . Concerning , we prove that if there is stability of the DtN map with respect to for potentials in . This suggests a possible stability with respect to the -norm of the potentials which is sensitive to the position of the discontinuities, when consider discontinuous functions. In fact, we show numerical evidences of such stability when considering potentials in .
For the range of we give a characterization in terms of the first two eigenvalues of the DtN map. We also analyze the region where the stability constant is larger and, therefore, the potentials for which any recovering algorithm for from the DtN map will have more difficulties.
It is worth mentioning that the results in this paper cannot be easily translated into the closely related, and more classical, conductivity problem where (2) is replaced by
[TABLE]
and the Dirichlet to Neumann map, or voltage to current map, is given by
[TABLE]
We refer to the review paper [9] [Uhlmann 2014] and the references therein for theoretical results on the DtN map in this case.
The rest of this paper is divided as follows: In section 2 below we characterize the DtN map in terms of its eigenvalues using polar coordinates, in section 3 and 4 we analyze the stability and range results respectively. In section 5 we briefly describe the main conclusions and finally section 5 contains the proofs of the theorems stated in the previous sections.
2 The Dirichlet to Neumann map
In this section we characterize the Dirichlet to Neumann map in the case of a disk. System (2) in polar coordinates reads
[TABLE]
where is a periodic function.
An orthonormal basis in is given by . Here we use this complex basis to simplify the notation but in the analysis below we only consider the subspace of real valued functions. Therefore, any function can be written as
[TABLE]
and . Associated to this basis we define the usual Hilbert spaces , for , as
[TABLE]
The Dirichlet to Neumann map in this case is defined as
[TABLE]
where is the unique solution of (11).
In the above basis the Dirichlet to Neumann map turns out to be diagonal. In fact, we have the following result:
Theorem 1
Let be the unit disk and . Then,
[TABLE]
where
[TABLE]
and are the Bessel functions of first kind.
Note that the range of , when restricted to , is characterized by the set of sequences of the form (15)-(16) for all possible . In particular, when we have
[TABLE]
and this sequence must be in the range of .
The norm of , when restricted to , is given by
[TABLE]
Proof. (of Theorem 1) We first compute in (14). As the boundary data at in (11) is the constant , we assume that is radial, i.e. . Then, should satisfy
[TABLE]
For we solve the ODE with the boundary data at , while for we use the boundary data at . In the first case the ODE is the Bessel ODE or orden 0 and therefore we have
[TABLE]
where is the Bessel function of the first kind and , are constants. These are computed by imposing continuity of and at . In this way, we obtain
[TABLE]
Solving the system for and and taking into account that we easily obtain (14).
Similarly, to compute in (14) we have to consider in (11) and therefore we assume that the solution can be written in separate variables, i.e. . Then, must satisfy
[TABLE]
As in the case of , for we solve the ODE with the boundary data at , while for we use the boundary data at . We have
[TABLE]
where , are constants. These are computed by imposing continuity of and at . In this way, we obtain
[TABLE]
Solving the system for and we obtain in particular
[TABLE]
We simplify this expression using the well known identity
[TABLE]
and we obtain,
[TABLE]
Now, taking into account that we easily obtain (14).
Remark 2
In this proof of Theorem 1 we do not use the restriction that satisfy the potentials in . In fact, the statement of the theorem still holds for any step potential, as in , but with any arbitrary large .
3 Stability
In this section we focus on the stability results for the map . Some results are analytical and they are stated as theorems. The proofs are given in the appendix below. We divide this section in three subsections where we consider the negative stability result for norm and some partial results when we consider the subsets and defined in (7) and (8).
3.1 Stability for
The first result in this section is the lack of any stability property when . In particular, we prove that inequality (4) fails, for any continuous function with .
Theorem 3
Given , there exists a sequence such that for all , while
[TABLE]
This result contradicts any possible stability result of the DtN map at . Roughly speaking the idea is that the eigenvalues of , given in Theorem 1 above, depend continuously on , unlike the norm of the potentials. A detailed proof of Theorem 3 is given in the appendix below.
3.2 Partial stability
We give now two partial stability results when we fix and , respectively.
Theorem 4
Given and , we have
[TABLE]
On the other hand, given and , we have
[TABLE]
where .
The proof of this theorem is in the appendix below.
Inequality (22) provides a Lipschitz stability result for when is fixed. This shows that the lack of Lipschitz stability is related to variations in the position of the discontinuity, which is the main idea in the negative result given in Theorem 3.
A numerical quantification of this Lipschitz stability for fixed is easily obtained. We fix and consider
[TABLE]
and, for ,
[TABLE]
then remains bounded as for all . In Figure 1 we show the behavior of when for different values of . To illustrate the behavior with respect to we plot in the left hand side of Figure 1 the graphs of the functions
[TABLE]
We see that both constants become larger for small values of . We also see that both graphs are close in this logarithmic scale. However, the range of the interval is not small, as showed in the right hand side of Figure 1.
Concerning inequality (23) in Theorem 4, it provides a stability result of with respect to the position of the discontinuity. In particular, this means that we can expect some Lipschitz stability if we consider a norm for the potentials that is sensitive to the position of the discontinuity. This is not the case for the norm but it is true for the -norm for some . In particular,
[TABLE]
is bounded as and . In Figure 2 we show the values when . We observe that the constant blows up as .
4 Range of the DtN map
In this section we are interested in the range of when , i.e. the set of sequences of the form (15)-(16) for all possible .
As is a bi-parametric family of potentials, it is natural to check if we can characterize the family with only the first two coefficients and . In this section we give numerical evidences of the following facts:
The first two coefficients and in (15)-(16) are the most sensitive with respect to and, therefore, the more relevant ones to identify and from the DtN map. 2. 2.
The function
[TABLE]
is injective. This means, in particular, that the DtN map can be characterized by the coefficients and , when restricted to functions in . We also illustrate the set of possible coefficients . 3. 3.
The lack of stability for is associated to higher density of points in the range of . This occurs when either or are close to zero.
4.1 Sensitivity of
To analyze the relevance and sensitivity of the coefficients to identify the parameters we have computed their range when , and the norm of their gradients. As we see in (1) the range decreases for large . This means that, for larger values of , the variability of is smaller and they are likely to be less relevant to identify .
However, even if the range of becomes smaller for large they could be more sensitive to small perturbations in and this would make them useful to distinguish different potentials. But this is not the case. In Figure 3 we show that for the given values of and the gradients of the first two coefficients, with respect to , are larger than the others. Therefore, we conclude that the two first coefficients and are the most sensitive, and therefore relevant, to identify the potential .
We also see in Figure 3 that these gradients are very small for . This means, in particular, that identifying potentials with small from the DtN map should be more difficult.
4.2 Range of the DtN in terms of
Now we focus on the range of the DtN in terms of the relevant coefficients , i.e. the range of the map in (27): . In Figure 4 we show this range.
Coordinates lines for fixed and are given in Figure 5. We observe that is a convex set between the curves
[TABLE]
Note also that, in the plane, the length of the coordinates lines associated to constant are segments that become smaller as . Analogously, the length of those associated to constant become smaller as . Thus, the region where either or are small produces the higher density of points in the range of . This corresponds to the upper left part of its range (see Figure 4). On the other hand, this Figure provides a numerical evidence of the injectivity of too. In fact, any point inside is the intersection of two coordinates lines associated to some unique and .
The higher density of points in the upper left hand side of the range of should correspond to potentials with large stability constant . In Figure 6 we show the level sets of for and different . The region with larger constant corresponds to small values of (upper right figure) and larger values of (upper left and lower figures). On the other hand, the region with lower stability constant is for close to , which corresponds to the lower part of the range of when is small.
It is interesting to analyze the set of potentials with the same coefficient or . We give in Figure 7 the coordinates lines of the inverse map . When increasing the value of either (light lines) or (dark lines) we obtain lines closer to the left part of the region. We see that the angle between coordinate lines becomes very small for small. In this region, close points could be the intersection of coordinates lines associated to not so close parameters . This agrees with the region where the stability constant is larger.
5 Conclusions
We have considered the relation between the potential in the Schrödinger equation and the associated DtN map in one of the simplest situations, i.e. for the subset of radial one step potentials in dimension 2. In particular we have focused on two difficult problems: the stability of the map (defined in 3) and its range. In this case, the map is easily characterized in terms of the Bessel functions and this allows us to give some analytical and numerical results on these problems. We have proved the lack of any possible stability result, by adapting the argument in [1] [Alessandrini 1988] for the conductivity problem. We have also obtained some partial Lipschitz stability when the position of the discontinuity is fixed in the potential and numerical evidences of the stability with respect to the norm. Finally, we have characterized numerically the range of in terms of the first two eigenvalues of the DtN map and given some insight in the regions where stability of is worse.
Acknowledgements
The first three authors have been partially supported by project MTM2017-85934-C3-3-P from the MICINN (Spain). The fourth author has been partially supported by project MTM2016-80474-P of MINECO, Spain.
Appendix
To prove Theorems 3 and 4 we will need the following technical results about the Bessel functions.
Lemma 5
Let the Bessel functions of first kind of order . It is well known (see [4] [Grafacos 2008]) that
[TABLE]
where
[TABLE]
For and the following holds:
[TABLE]
[TABLE]
[TABLE]
and
[TABLE]
More explicit estimates for and are given by,
[TABLE]
[TABLE]
Proof. To prove (28) we use
[TABLE]
and
[TABLE]
From (28) and the well-known identities,
[TABLE]
(see [6] [Lebedev 1972]), we get (29), (30), (31) and (32).
The following lemma will be used in the proof of Theorem 4.
Lemma 6
For and , we have
[TABLE]
and
[TABLE]
Proof. The previous estimates are consequence of (33) and the inequality
[TABLE]
Proof. (of Theorem 3)
We take without loss of generality. For we will consider the fixed potential
[TABLE]
and a positive integer satisfying . We define the potentials
[TABLE]
with .
We have that and to have (21) we will prove for that
[TABLE]
where is a constant independent of and .
[TABLE]
[TABLE]
[TABLE]
We start by estimating .
From (29), (28) and (31) when and
[TABLE]
Since it is a decreasing function in we have
[TABLE]
A simple calculation and this inequality gives us
[TABLE]
[TABLE]
where the symbol denotes that the left hand side is bounded by a constant times the right hand one. Thus, combining the mean value theorem, the identity , the fact that and (29), we easily get
[TABLE]
Now we deal with . We will use the mean value Theorem, , , (29) and (30) to obtain
[TABLE]
[TABLE]
From this estimate and (37) we have (35).
Remark 7
Theorem 3 can be extended to the case that is null. In this case we take in (34) and from (17)
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Proof. (of Theorem 4)
Let in and .
[TABLE]
[TABLE]
[TABLE]
where
[TABLE]
and we have used (29) for . On the other hand,
[TABLE]
where
[TABLE]
[TABLE]
and
[TABLE]
To estimate , , we use (29), (31), (32) and Lemma 6. We get
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Proof of (22).
We suppose that . We obtain
[TABLE]
[TABLE]
that implies (22).
Proof of (23).
Now . Let us define
[TABLE]
It is easy to check that
[TABLE]
therefore,
[TABLE]
[TABLE]
and we obtain (23)
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] G. Alessandrini, Stable determination of conductivity by boundary mea- surements , Appl. Anal. 27 (1988), no. 1-3, 153–172.
- 2[2] E. Beretta, M. V. De Hoop, and L. Qiu, Lipschitz stability of an inverse boundary value problem for a Schrödinger-type equation , SIAM Journal on Mathematical Analysis, 45 (2013), pp. 679–699
- 3[3] E. Blȧsten, O. Yu. Imanuvilov and M. Yamamoto, Stability and uniqueness for a two-dimensional inverse boundary value problem for less regular potentials . Inverse Problems and Imaging 9(3) (2015), 709–723.
- 4[4] L. Grafacos;, Classical Fourier analysis , 2th edn. Springer, (2008).
- 5[5] D. V. Ingerman, Discrete and continuous Dirichlet-to-Neumann maps in the layered case , SIAM J. Math. Anal., Vol 31, nº 6, (2000), 1214-1234.
- 6[6] N. N. Lebedev, Special functions and their applications , Dover Publications, New York Inc. (1972).
- 7[7] J. Tejero, Reconstruction and stability for piecewise smooth potentials in the plane , https://arxiv.org/pdf/1606.03020.pdf
- 8[8] J. Tejero, Reconstruction of rough potentials in the plane , https://arxiv.org/abs/1811.09481
