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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End Acoustic Localisation of Coronary Artery Disease Simon Shaw people.brunel.ac.uk/~icsrsss bicom, The Brunel Institute of Computational Mathematics Brunel University, Uxbridge UB8 3PH, England [email protected] bicom, Brunel BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Page 1: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Acoustic Localisation of Coronary Artery Disease

Simon Shawpeople.brunel.ac.uk/~icsrsss

bicom, The Brunel Institute ofComputational MathematicsBrunel University, UxbridgeUB8 3PH, England

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 2: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Contents

Contents

jump Viscoelasticity and wave equations

jump Acoustic Localisation of Coronary Artery Disease (CAD)

jump High Order (in time) Space-Time FEM

Image Credits: google images; SE Greenwald, www.bbc.co.uk

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 3: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

PDE’s with memory: viscoelasticity back

Viscoelasticity

PDE’s with memory

back

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 4: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

Details

Application areas:

damping (polymers)

structures (concrete)

porous media (geomechanics)

electromagnetics (Debye media)

non-Fickian diffusion

soft tissue biomechanics

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

which manifests as:

creep

Detailsu(t)

u(t)

fluidsolid

τ

τ

F

F

t

t

Response:

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

which manifests as:

creeprelaxation

Details

σ

σ

solidfluid

uu

t

t

Response:

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

which manifests as:

creeprelaxationhysteresis

Details

−2 −1 0 1 2−1

−0.5

0

0.5

1

strain

stre

ss

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 8: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

which manifests as:

creeprelaxationhysteresisfrequencydependence

Details

10−5

100

105

0

0.2

0.4

0.6

0.8

1

ω

|E(ω

)| =

|E′(ω

)+i E

′′(ω

)|

|E(ω)|E′ (ω)E′′ (ω)

10−5

100

105

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

ω

tan(

δ) =

E′ (

ω)/

E′′(

ω)

tan(δ)δ

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

which manifests as:

creeprelaxationhysteresisfrequencydependence

Typically described bypartial differentialequations with either

internal variablesor memory

Details

utt −∇2u = f −∇ · σ

σt + γσ = µ∇u

utt −∇2u = f −

∫ t

0b(t− s)∇2u(s) ds

Prony: b(t) =∑i

bie−t/τi

or weakly singular: tp

or fractional calculus

nonlinearity, e.g. γ ← γ(u)

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Viscoelasticity

Main themes

Viscoelastic materialsexhibit memory

which manifests as:

creeprelaxationhysteresisfrequencydependence

Typically described bypartial differentialequations with either

internal variablesor memory

Details

utt −∇2u = f −∇ · σ

σt + γσ = µ∇u

utt −∇2u = f −

∫ t

0b(t− s)∇2u(s) ds

Prony: b(t) =∑i

bie−t/τi

or weakly singular: tp

or fractional calculus

nonlinearity, e.g. γ ← γ(u)

Analysis can exploit the fading memory: an example. . .

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Electromagnetism

Maxwell’s equations — dispersive dielectrics

∇×E + B = 0 ∇ ·B = 0

∇×H − D = J ∇ ·D =

What has this got to do with viscoelasticity? Dispersion. . .

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Electromagnetism

Maxwell’s equations — dispersive dielectrics

∇×E + B = 0 ∇ ·B = 0

∇×H − D = J ∇ ·D =

What has this got to do with viscoelasticity? Dispersion. . .

B = µH but dielectric polarization is not instantaneous. . .

Debye: D = ε0(1 + χ)E + P with τ P + P = (εs − ε∞)ε0E

with P (0) = 0 and the ε’s known. Hence, we can use either of. . .

(ε0ε∞)−1D = E + ψ ∗E or ε0ε∞E = D + ϕ ∗D

which is viscoelasticity! Exploit related results. . .

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Electromagnetism

Example of a priori control. No Gronwall!

Find D such that: D +∇× µ−1∇×E + σE = −Ja,

where εE(t) = D(t) + ϕ′(t)D(0)−

∫ t

0ϕs(t− s)D(s) ds.

Theorem

With G(t) = −Ja(t)− σε−1ϕ′(t)D(0) known and if σ > 0 we have,

µε‖D(t)‖20 + ϕ‖∇ ×D(t)‖20 + µσϕ‖D‖2L2(0,t;L2(Ω))

6 µε‖D(0)‖20 + ‖∇ ×D(0)‖20 +µε2

σϕ‖G‖2L2(0,t;L2(Ω)).

Remark: similar results are possible if σ = 0.

Using also Rivera & Menzala’s lemma (Quart. Appl. Math., LVII, 1999)

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Electromagnetism

Example: a discrete abstract wave equation

Relaxation (fading memory) expressed through internal variablerate equations: find u : I → V such that,

(u(t),v) + a(u(t),v) + b(u(t),v) = 〈L(t),v〉+

Nϕ∑q=1

a(u⋆q(t),v) ∀v ∈ V,

a(τqu⋆q(t) + u⋆

q(t),v) = a(ϕqu(t),v) for q = 1, . . . , Nϕ, ∀v ∈ V.

And its DG-in-time approximation: find (U,W ) ≈ (u, u) such that

((

W , ϑ))

n+ ( JW Kn−1 , ϑ

+n−1) + a

((

U, ϑ))

n+ b

((

W,ϑ))

n−

Nϕ∑

q=1

a((

Zq, ϑ))

n=

⟨⟨

L, ϑ⟩⟩

n

a((

U −W, ζ))

n+ a(JUKn−1 , ζ

+n−1) = 0,

for q = 1, . . . , Nϕ a((

τqZq + Zq − ϕqU, ξq))

n+ a(τq JZqKn−1 , ξ

+q,n−1) = 0,

for all test functions θ, ζ, ξ1, . . . ∈ Pr(In;Vh).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Electromagnetism

Sharp discrete stability

The discrete scheme. . .

((

W , ϑ))

n+ ( JW Kn−1 , ϑ

+n−1) + a

((

U, ϑ))

n+ b

((

W,ϑ))

n−

Nϕ∑

q=1

a((

Zq, ϑ))

n=

⟨⟨

L, ϑ⟩⟩

n

a((

U −W, ζ))

n+ a(JUKn−1 , ζ

+n−1) = 0,

for q = 1, . . . , Nϕ a((

τqZq + Zq − ϕqU, ξq))

n+ a(τq JZqKn−1 , ξ

+q,n−1) = 0,

satisfies, for each time tm,

‖1/2W−

m‖20+‖ϕ1/20 U−

m‖2V +

Nϕ∑

q=1

Z−

q,m − ϕqU−

m√ϕq

2

V

+2

tm∫

0

Nϕ∑

q=1

Zq − ϕqU√τqϕq

2

V

+ b(W,W )

dt

+m∑

n=1

Nϕ∑

q=1

tZq − ϕqU√

ϕq

|

n−1

2

V

+ ‖1/2 JW Kn−1 ‖20 + ‖ϕ1/20 JUKn−1 ‖2V

= 2

∫ tm

0〈L,W 〉 dt + ‖1/2W−

0 ‖20 + ‖ϕ1/20 U−

0 ‖2V .

Leads to Non-Gronwall discrete stability. (Error bounds?)[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Coronary Artery Disease back

Coronary Artery Disease

back

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Coronary Artery Disease (CAD)

Coronary Artery Disease (CAD)

In the UK in 2010 CAD caused over 14% ofall deaths (80,568/561,666).

About 95% in people aged 55+ yrs.

e7.5 billion — approx 2009 cost. . .

e2 billion — healthcare (per capita e32)e3.5 billion — lost productivitye2 billion — informal patient care

An expensive killer — huge tax burden.

Poor diet & ageing population willexacerbate problem.

Source: Tables 6.2, 6.3, Coronary Heart Disease Statistics. A compendium of

health statistics. 2012 ed. British Heart Foundation. ISBN 978-1-899088-12-6

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

What is Coronary Artery Disease?

Lipids & calcium deposits form atheromatous plaquesbetween endothelium and artery wall

Stenosis grows and reduces artery calibre.

Vulnerable plaque suddenly ruptures — causes clot

Myocardial Ischaemia/Infarction: a ‘heart attack’

What can mathematics offer?biotissue highly viscoelastic and hysteretic

acoustic shear waves caused by stenotic wakedisturbance travel at frequency-dependent speed

150–750 Hz signals detectable at chest surface

Exploit this for non-invasive computational diagnosisof arterial stenosis via inverse problem

Challenging and ambitious: at a very early stage. . .

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Localised disturbance: illustrative experiment. . .

Blood mimicking fluid pumped through artificially stenosed tubeconstrained within a TMM block (blue, forward; red, reversed).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 20: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Localised disturbance: illustrative experiment. . .

Blood mimicking fluid pumped through artificially stenosed tubeconstrained within a TMM block (blue, forward; red, reversed).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 21: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Localised disturbance: illustrative experiment. . .

Blood mimicking fluid pumped through artificially stenosed tubeconstrained within a TMM block (blue, forward; red, reversed).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 22: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Localised disturbance: illustrative experiment. . .

Blood mimicking fluid pumped through artificially stenosed tubeconstrained within a TMM block (blue, forward; red, reversed).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 23: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Localised disturbance: illustrative experiment. . .

Blood mimicking fluid pumped through artificially stenosed tubeconstrained within a TMM block (blue, forward; red, reversed).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

Page 24: Acoustic Localisation of Coronary Artery Disease · Introduction Viscoelasticity CoronaryArteryDisease(CAD) AcousticLocalisation ofCAD CurrentStatus NextSteps TheEnd Contents Contents

Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Localised disturbance: illustrative experiment. . .

Blood mimicking fluid pumped through artificially stenosed tubeconstrained within a TMM block (blue, forward; red, reversed).

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

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BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

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Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

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Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

[email protected] bicom, Brunel

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

[email protected] bicom, Brunel

BIRS 16w5071: Comp & Num Anal Transient Problems in Acoustics, Elasticity, and Electromagnetism, Jan 17—22, 2016

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Coronary Artery Disease (CAD)

Semmlow and Rahalkar, Ann. Rev. Biomed. Eng. 2007 9:449–69

Key Finding. . .

no other approach . . . promises

to be as inexpensive,

simple. . . and risk free

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Coronary Artery Disease (CAD)

What can computational mathematics offer?

Scoping/Feasibility Project: Methods and Aims

Use the signature chest surface signal for screening anddiagnosis. (Expected range ∼ 150Hz — 750Hz.)

In vitro biomechanics:

Characterize tissue mimicking agarose gel.Build gel chest phantoms with controllable ‘stenoses’.Use a fluid loaded model to create shear waves.

Computational Mathematics:

Material characterization through inverse problem data-fitting.Simulations of wave transit through mimicked chest.Stenosis localization through inverse solver.

EVENTUAL AIMnoninvasive screening & diagnosis

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Introduction Viscoelasticity Coronary Artery Disease (CAD) Acoustic Localisation of CAD Current Status Next Steps The End

Acoustic Localisation of CAD

Acoustic Localisation of CAD back

Acoustic Localisation ofCoronary Artery Stenosis

Brunel: EP/H011072/1

Queen Mary: EP/H011285/1

April 2010 — March 2014

Speculative Research

Multidisciplinary/international:

Blizard (Queen Mary): chest phantomconstruction and experiments

CRSC (North Carolina State):identification and inverse problem

BICOM (Brunel): FE models &computation of direct problem

People: C Kruse, JR Whiteman, SE Greenwald, MJ Birch, MP Brewin, J

Reeves, HT Banks, ZR Kenz, S Hu, B Kehra, E Cantor, D Mehta, I

Gnaneswaren, S Shaw

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Schematics - first steps

The reality. . .

♥⋆2D idealization

bloodflow

stenosisan

ddisturbed

wake

σ, ε

sensors

andsignals

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Acoustic Localisation of CAD

Schematics - first steps

The reality. . .

♥⋆2D idealization

bloodflow

stenosisan

ddisturbed

wake

σ, ε

sensors

andsignals

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Acoustic Localisation of CAD

Schematics - first steps

The reality. . .

♥⋆

2D is computationally tractableat this early stage

Proof of Concept: Agar GelChest Phantom

2D idealization

bloodflow

stenosisan

ddisturbed

wake

σ, ε

sensors

andsignals

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Length scales of interest

Vertical chest cross section.

10cm (approx)

Reproduced with permission

Figure 4b from Baumuller S, Leschka S, Desbiolles L, etal. Dual-source versus 64-section CT coronaryangiography at lower heart rates: comparison of accuracyand radiation dose. Radiology 2009;253:56-64. (c) RSNA2009

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Acoustic Localisation of CAD

Length scales of interest

Vertical chest cross section.

10cm (approx)

Reproduced with permission

Figure 4b from Baumuller S, Leschka S, Desbiolles L, etal. Dual-source versus 64-section CT coronaryangiography at lower heart rates: comparison of accuracyand radiation dose. Radiology 2009;253:56-64. (c) RSNA2009

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The initial 2D rig – small scale at first

rod and embedded bead

TMM cylinder

programmable ‘shaker’

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The mathematical model — classical linear viscodynamics

w −∇ · σ = f + initial and boundary data,

with w = u and constitutive relationship,

σ(t) = Cε(w(t))︸ ︷︷ ︸

Voigt

+Dε(u(t))︸ ︷︷ ︸

Hooke

+D

∫ t

0

ϕ′(t− s)ε(u(s))

︸ ︷︷ ︸

Maxwell/Zener

ds

or internal variables for the Maxwell/Zener term,

zq(t) :=

∫ t

0

ϕq

τqe−(t−s)/τqu(s) ds

Linearity!!!! Why? Justifiable? If not then is there any chance? . . .

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Current status back

Using the gel cylinder pictured earlier and the three outputs. . .

Assumptions

For tensors C and D we take as a constitutive law,

σ(t) = Cε(u(t))︸ ︷︷ ︸

Voigt

+Dε(u(t))︸ ︷︷ ︸

Hooke

+D

∫ t

0

ϕ′(t− s)ε(u(s))

︸ ︷︷ ︸

Maxwell/Zener

ds.

We assume perfect knowledge of material data by experiments(QMUL/BLT) & inverse problems (CRSC):E0 = 229, 389Pa, ν = 0.44, E1 = 55, 284Pa · s,G1 = 3.51Pa · s, ϕ(t) = 1 and = 1010 kg/m3 on themeridian domain: (0.175, 2.7) cm × (0, 5.1) cm.

We allow additive/multiplicative Gaussian noise on the signals.

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Current progress on the localisation problem

Use: gel cylinder, embedded vibrator and three surface outputs. . .

Algorithm

A ramped-up sinusoidal 500Hz axial-displacement source is placed at aknown position z in the central bore.

The forward solver computes the axial displacement surface signal atheights 13mm, 26mm and 39mm.

These ‘truth’ data are ‘banked’ and may or may not be deliberatelycorrupted with additive noise: noisy truth = truth+NL × ǫ for NL anoise level amplitude and ǫ ∼ N(0, 1). (Or with multiplicative noise.)

The position of the source z is now ‘forgotten’.

matlab’s fminsearch iteratively estimates z given only the (noisy) truthand the forward solve outputs

Forward solver: Bicubic Galerkin finite elements were used on a 25× 51

element mesh and with 24, 000 Crank-Nicolson time steps for 0 6 t 6 1 s.

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Some results for a 500Hz source signal.

Assume perfect knowledge of material constants.Examples of a ‘true’ signal and a corrupted version: additiveGaussian noise, amplitude 10−6.

True Signal

0 0.2 0.4 0.6 0.8 1−5

0

5x 10−6

time

axia

l dis

plac

emen

ts

actual surface signal

position 3position 2position 1

Corrupted Signal

0 0.2 0.4 0.6 0.8 1−5

0

5x 10−6

time

axia

l dis

plac

emen

ts

actual surface signal

position 3position 2position 1

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Example: 500Hz with 10−6 noise

0 0.2 0.4 0.6 0.8 1−5

0

5x 10−6

time

axia

l dis

plac

emen

ts

actual surface signal

position 3position 2position 1

0 0.2 0.4 0.6 0.8 1−5

0

5x 10−6

time

axia

l dis

plac

emen

ts

actual surface signal

position 3position 2position 1

51015200 0.02 0.04

0

0.01

0.02

0.03

0.04

0.05

actual source position

collected results: noise level = 1.0e−06

iteration

estim

ated

sou

rce

posi

tion

Well posed-ness seems to follow from a good starting value.Some robustness in the presence of significant measurement noise.

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Summary: 500Hz with 10−6 noise

0.01 0.02 0.03 0.04 0.050.01

0.02

0.03

0.04

0.05collected results (1e−06 noise)

actual source position

initi

al s

ourc

e po

sitio

n

Well posed-ness seems to follow from a good starting value.Some robustness in the presence of significant measurement noise.

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Comparison: 500Hz no noise (left) 10−6 noise (right)

0.01 0.02 0.03 0.04 0.050.01

0.02

0.03

0.04

0.05collected results (0 noise)

actual source position

initi

al s

ourc

e po

sitio

n

0.01 0.02 0.03 0.04 0.050.01

0.02

0.03

0.04

0.05collected results (1e−06 noise)

actual source position

initi

al s

ourc

e po

sitio

n

Square indicate success: darker shades mean fewer iterations.

Crosses represent failure.

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Comparison: 500Hzhi-fi and noiseless (left), lo-fi with 10

−6 noise (right)

0.01 0.02 0.03 0.04 0.050.01

0.02

0.03

0.04

0.05collected results (0 noise)

actual source position

initi

al s

ourc

e po

sitio

n

0.01 0.02 0.03 0.04 0.050.01

0.02

0.03

0.04

0.05collected results (1e−06 noise)

actual source positionin

itial

sou

rce

posi

tion

Left: 25× 51 mesh of bicubics, 24000 time steps

Right: 25× 51 mesh of bilinears, 12000 time steps

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Next Steps

The story so far, and what comes next back

Little change of performance with lo-fi forward solves and verysignificant additive and multiplicative Gaussian signal-noise.

Reasonably good initial guesses lead to correct localisation:end effects seem a problem.

Each localization problem needs about 12 hours: needparallelism, further optimized code, . . .

Next step is to build and simulate a 3D virtual chest withphantom ribs, lungs, heart, arteries, skin and fat.

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Next Steps

High Order DG-in-time FEM back

High Order Space-Time

FEM for Wave Equations

back

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Space-Time Finite Elements

High order numerical schemes are known for. . .

smaller dispersion error in wave propagation problems

better work/accuracy ratios

We’ve developed temporally high order time-diagonalisedspace-time finite element codes for elasto- and visco-dynamics.

We use continuous spectral (i.e. Galerkin with Gauss-Lobatto)FEM in space and discontinuous Galerkin in time. jump

We can compute easily using fifth-degree space-time polynomialapproximations.

Hi-Fi solutions are not necessarily important for inverse solvers butspeed/parallelism is. . .

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Discretize a wave equation in time with DGFEM: for eachn = 1, 2, . . . , N in turn, find (U,W )|In ∈ Pr(In;V )× Pr(In;V )such that∫In

(W (t), ϑ(t)) + a(U(t), ϑ(t)) dt + ([[W ]]n−1, ϑ+n−1) + a([[U ]]n−1, ζ

+n−1)

+

∫In

a(U(t), ζ(t)) − a(W (t), ζ(t)) dt =

∫In

〈L(t), ϑ(t)〉 dt

∀ϑ ∈ Pr(In;V ) and ∀ζ ∈ Pr(In;V ),

with IC’s: U−0 := u and W−

0 := w; and Pr(In;X) the space ofpolynomials of degree r on the time interval In with coefficients inthe target space X. Note that r could be n-dependent.

Diagonalize following: Werder, Gerdes, Schotzau and Schwab,CMAME 2001; 190:6685—6708.

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. . . then gives the decoupled form,

2λi(Yi, ϑ) + kna(Zi, ϑ) = 2Fi(ϑ),

a(2λiZi − knYi, ϑ) = 2βia(U−n−1, ϑ)

for i = 0, 1, 2, . . . , r = the temporal polynomial degree.

This complex symmetric system requires just one matrix solve foreach pair (Yi, Zi) and (U,W ) are recovered from them.

In IJNME 2014, 98:131156 (DOI: 10.1002/nme.4631), we showedthat expected convergence rates are obtained for temporalpolynomial degrees up to seven.

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Next Steps

10−1

100

101

102

103

10−15

10−10

10−5

100

N

L 2 u e

rror

Convergence for Crank−Nicolson and Degrees 1, 2, ...

linearquadraticcubicquarticquinticsexticsepticCrank−Nicolson

In IJNME 2014; 98:131156 (DOI: 10.1002/nme.4631) we showedthat expected convergence rates are obtained for temporalpolynomial degrees up to seven. back

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Spectral FE for CG-in-time heat equation

100

101

102

103

10−15

10−10

10−5

100

105

Error vs N

N

Err

or, |

|e|| E

CNCG(2)CG(3)CG(4)CG(5)CG(6)

Using Gauss-Lobatto for time integration. . .

In SISC, 36:B1B13 (DOI: 10.1137/130914589), we showed thatexpected convergence rates are obtained for temporal polynomialdegrees up to six.

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Lots to do/test

This is to some extent empirical. Unclear how it deals with

variable coefficients

nonlinearities

dispersion error

singularities

But it is suited to the coming many-core era. . .

And one can imagine several variant schemes.

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shameless advertising

BRUNEL MAFELAP 2016The fifteenth conference on

The Mathematics of Finite Elements and

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14 - 17 June 2016

Over 330 participants in 2013.

Mini-Symposia proposals welcomed.

registration is open.

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A last thought

Computational andαpplie∂ Mathematics

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A last thought

Computational andαpplie∂ Mathematics

The difference between theory and practice in practice

is greater than

the difference between theory and practice in theory

Yogi Berra, Albert Einstein, . . .

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A last thought

Computational andαpplie∂ Mathematics

The difference between theory and practice in practice

is greater than

the difference between theory and practice in theory

Yogi Berra, Albert Einstein, . . .

Thank You For Listening

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Time diagonalisation

Appendix — time permitting

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Time diagonalisation

Time Diagonalisation back

Consider a generic wave equation in weak form: findu : L2(0, T )→ V such that

∫In

(w(t), v(t))+a(u(t), v(t)) dt =

∫In

〈L(t), v(t)〉 dt ∀v ∈ L2(0, T ;V ).

where: In = (tn−1, tn), w = u, V is a Hilbert space,a : V × V → R a symmetric bilinear form and L : L2(0, T )→ V ′ atime dependent linear form containing body loads and boundarytractions.

Discretize in time using Discontinuous Galerkin finite elements. . .

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Time diagonalisation

Discretize in time with DGFEM: for each n = 1, 2, . . . , N in turn,find (U,W )|In ∈ Pr(In;V )× Pr(In;V ) such that

∫In

(W (t), ϑ(t)) + a(U(t), ϑ(t)) dt + ([[W ]]n−1, ϑ+n−1) + a([[U ]]n−1, ζ

+n−1)

+

∫In

a(U(t), ζ(t)) − a(W (t), ζ(t)) dt =

∫In

〈L(t), ϑ(t)〉 dt

∀ϑ ∈ Pr(In;V ) and ∀ζ ∈ Pr(In;V ),

with the understanding that the initial conditions are U−0 := u and

W−0 := w. Here, for each n, we use Pr(In;X) to denote the space

of polynomials of degree r on the time interval In with coefficientsin the target space X. Note that r could be n-dependent.

Diagonalize following: Werder, Gerdes, Schotzau and Schwab,CMAME 2001; 190:6685—6708.

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Time diagonalisation

∫In

(W (t), ϑ(t)) + a(U(t), ϑ(t)) dt + ([[W ]]n−1, ϑ+

n−1) + a([[U ]]n−1, ζ+

n−1)

+

∫In

a(U(t), ζ(t)) − a(W (t), ζ(t)) dt =

∫In

〈L(t), ϑ(t)〉 dt

∀ϑ ∈ Pr(In;V ) and ∀ζ ∈ Pr(In;V ),

Let φi : i = 0, 1, . . . , r be a basis for Pr(In) and introduce theansatz forms of the approximations to u and w on In as,

U(t)|In =

r∑j=0

φj(t)Uj and W (t)|In =

r∑j=0

φj(t)Wj

where U0, U1, . . ., W0,W1, . . . ⊆ V . Replacing each of ϑ(t)and ζ(t) with φi(t)ϑ for φi ∈ Pr(In) and ϑ ∈ V we obtain. . .

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Time diagonalisation

r∑j=0

∫In

φj(t)φi(t)(Wj , ϑ) + φj(t)φi(t)a(Uj , ϑ) dt

+r∑

j=0

φ+j,n−1φ+i,n−1(Wj , ϑ) =

∫In

φi(t)〈L(t), ϑ〉 dt + φ+i,n−1(W−n−1, ϑ)

and,

r∑j=0

∫In

φj(t)φi(t)a(Uj , ϑ)− φj(t)φi(t)a(Wj , ϑ) dt

+r∑

j=0

φ+j,n−1φ+i,n−1a(Uj , ϑ) = φ+i,n−1a(U

−n−1, ϑ)

where each holds for all ϑ ∈ V and for each i ∈ 0, 1, . . . , [email protected] bicom, Brunel

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Time diagonalisation

Define matrices via,

Aij :=

∫In

φj(t)φi(t) dt+φ+j,n−1φ

+i,n−1 and Mij :=

∫In

φj(t)φi(t) dt,

where i indexes the rows. Choosing basis functions as the imageunder the linear map from [−1, 1] to In of the normalized Legendrepolynomials gives 2M = knI — diagonal!

A is diagonalizable over C for all polynomial degrees of practicalinterest (r 6 100). Ref: Werder et al. CMAME 2001;190:6685—6708.

In fact: D = Q−1AQ = pλ0 · · · λry where p· · ·y indicates adiagonal matrix of pairwise complex conjugate eigenvalues andwhere Q has complex entries.

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Time diagonalisation

Using the summation convention our system is:

Aij(Wj , ϑ) + δijkn2a(Uj , ϑ) = Fi(ϑ),

Aija(Uj , ϑ)− δijkn2a(Wj , ϑ) = Gi(ϑ),

where Fi and Gi contain known data.

Let Yq and Zq uniquely solve Wj = QjqYq and Uj = QjqZq:

AijQjq(Yq, ϑ) + δijkn2Qjqa(Zq, ϑ) = Fi(ϑ),

AijQjqa(Zq, ϑ)− δijkn2Qjqa(Yq, ϑ) = Gi(ϑ),

Premultiply with R = Q−1, noting that,

RpiAijQjq = δpqλp and RpiδijQjq = δpq,

and setting Fi(ϑ) := RipFp(ϑ) and Gi(ϑ) := RipGp(ϑ). . .

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Time diagonalisation

. . . then gives the decoupled form,

2λi(Yi, ϑ) + kna(Zi, ϑ) = 2Fi(ϑ),

2λia(Zi, ϑ)− kna(Yi, ϑ) = 2Gi(ϑ)

for i = 0, 1, 2, . . . , r = the temporal polynomial degree.

This complex symmetric system requires just one matrix solve.

In IJNME 2014, 98:131156 (DOI: 10.1002/nme.4631), we showedthat expected convergence rates are obtained for temporalpolynomial degrees up to seven.

back

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Time diagonalisation

10−1

100

101

102

103

10−15

10−10

10−5

100

N

L 2 u e

rror

Convergence for Crank−Nicolson and Degrees 1, 2, ...

linearquadraticcubicquarticquinticsexticsepticCrank−Nicolson

In IJNME 2014; 98:131156 (DOI: 10.1002/nme.4631) we showedthat expected convergence rates are obtained for temporalpolynomial degrees up to seven. back

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Time diagonalisation

Spectral FE for CG-in-time heat equation

100

101

102

103

10−15

10−10

10−5

100

105

Error vs N

N

Err

or, |

|e|| E

CNCG(2)CG(3)CG(4)CG(5)CG(6)

Using Gauss-Lobatto for time integration. . .

In SISC, 36:B1B13 (DOI: 10.1137/130914589), we showed thatexpected convergence rates are obtained for temporal polynomialdegrees up to six. back

[email protected] bicom, Brunel

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