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Monotonicity-based regularization of inverse coefficient problems Bastian von Harrach http://numerical.solutions Institute of Mathematics, Goethe University Frankfurt, Germany ICSI 2016 The International Conference on Sensing and Imaging Taiyuan, China, July 25–28, 2016. B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

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Page 1: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Monotonicity-based regularization of inversecoefficient problems

Bastian von Harrachhttp://numerical.solutions

Institute of Mathematics, Goethe University Frankfurt, Germany

ICSI 2016The International Conference on Sensing and Imaging

Taiyuan, China, July 25–28, 2016.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 2: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Electrical impedance tomography (EIT)

Apply electric currents on subject’s boundary Measure necessary voltages

Reconstruct conductivity inside subject.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 3: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Mathematical Model

Electrical potential u(x) solves

∇⋅(σ(x)∇u(x)) = 0 x ∈Ω

Ω ⊂Rn: imaged body, n ≥ 2σ(x): conductivityu(x): electrical potential

Idealistic model for boundary measurements (continuum model):

σ∂νu(x)∣∂Ω: applied electric currentu(x)∣∂Ω: measured boundary voltage (potential)

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 4: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Calderon problem

Can we recover σ ∈ L∞+ (Ω) in

∇⋅(σ∇u) = 0, x ∈Ω (1)

from all possible Dirichlet and Neumann boundary values

(u∣∂Ω,σ∂νu∣∂Ω) ∶ u solves (1)?

Equivalent: Recover σ from Neumann-to-Dirichlet-Operator

Λ(σ) ∶ L2(∂Ω)→ L2

(∂Ω), g↦ u∣∂Ω,

where u solves (1) with σ∂νu∣∂Ω = g.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 5: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Inversion of σ ↦Λ(σ)?

Generic iterative solvers for non-linear inverse problems: Linearize and regularize:

Λmeas ≈Λ(σ) ≈Λ(σ0)+Λ′(σ0)(σ −σ0).

σ0: Initial guess or reference state (e.g. exhaled state)

Linear inverse problem for σ

(Solve using linear regularization method, repeat for Newton-type algorithm.)

Regularize and linearize:E.g., minimize non-linear Tikhonov functional

∥Λmeas−Λ(σ)∥2+α ∥σ −σ0∥2→min!

Advantages of generic solvers: Very flexible, additional data/unknowns easily incorporated Problem-specific regularization can be applied

(e.g., total variation penalization, stochastic priors, etc.)

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 6: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Inversion of σ ↦Λ(σ)?

Problems with generic iterative solvers High computational cost

Evaluations of Λ(⋅) and Λ′(⋅) require PDE solutions.

PDE solutions too expensive for real-time imaging

Convergence unclear(Validity of TCC/Scherzer-condition is a long-standing open problem for EIT.)

Convergence against true solution for exact meas. Λmeas?(in the limit of infinite computation time)

Convergence against true solution for noisy meas. Λδmeas?

(in the limit of δ → 0 and infinite computation time) Global convergence? Resolution estimates for realistic noise?

Influence of modelling errors Evaluations of Λ(⋅) affected by large modelling errors

(boundary geometry, electrode position, etc.)

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 7: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Linearized methods

Popular approach in practice: Measure difference data Λmeas ≈Λ(σ)−Λ(σ0).

(e.g. Λ(σ0) measurement at exhaled state)

Calculate σ −σ0 from Λmeas by single linearization step.

Standard linearized methode.g. NOSER (Cheney et al., 1990), GREIT (Adler et al., 2009)

Solve Λ′(σ0)κ =Λmeas, then κ ≈ σ −σ0.

After discretization and regularization:

∥Sκ −V∥2+α ∥κ∥2→min!

S: sensitivity matrix, V: vector of EIT measurements.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 8: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Linearization and shape reconstruction

Theorem (H./Seo, SIMA 2010)

Let κ , σ , σ0 pcw. analytic.

Λ′(σ0)κ =Λ(σ)−Λ(σ0) Ô⇒ supp∂Ωκ = supp∂Ω(σ −σ0)

supp∂Ω

: outer support ( = supp + parts unreachable from ∂Ω)

Linearized EIT equation contains correct shape information.(in the continuous version for noise-free measurements on infinitely many electrodes)

Practitioners use heuristic regularization of linearized EIT equ.(in the discretized version for noisy measurements on finitely many electrodes)

Can we find a regularization that rigorously guarantees convergenceof reconstructed shapes?

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 9: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Monotonicity based imaging

Monotonicity:

τ ≤ σ Ô⇒ Λ(τ) ≥Λ(σ)

Idea: Simulate Λ(τ) for test cond. τ and compare with Λ(σ).(Tamburrino/Rubinacci 02, Lionheart, Soleimani, Ventre, . . . )

Inclusion detection: For σ = 1+χD with unknown D,use τ = 1+χB, with small ball B.

B ⊆D Ô⇒ τ ≤ σ Ô⇒ Λ(τ) ≥Λ(σ)

Algorithm: Mark all balls B with Λ(1+χB) ≥Λ(σ) Result: upper bound of D.

Only an upper bound? Converse monotonicity relation?

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 10: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Monotonicity method (for simple test example)

Theorem (H./Ullrich, SIMA 2013)

Ω∖D connected. σ = 1+χD.

B ⊆D ⇐⇒ Λ(1+χB) ≥Λ(σ).−1

−0.5

0

0.5

1

−1

−0.5

0

0.5

1

−1

−0.5

0

0.5

1

For faster implementation:

B ⊆D ⇐⇒ Λ(1)+ 12 Λ

′(1)χB ≥Λ(σ).

Proof: Monotonicity & localized potentials

Shape can be reconstructed by linearized monotonicity tests.

Idea: Use monotonicity tests for regularizing linearized EIT equation.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 11: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Monotonicity method

Quantitative, pixel-based variant of monotonicity method:(for Ω∖D connected. σ = 1+χD)

Pixel partition Ω =⋃mk=1 Pk

Monotonicity tests

βk ∈ [0,∞] max. values s.t. βkΛ′(1)χPk ≥Λ(σ)−Λ(1)

By theory of monotonicity method:

βk fulfills βk = 0 if Pk /⊆Dβk ≥ 1

2 if Pk ⊆D

Raise conductivity in each pixel until monotonicity test fails.

Plot of βk shows inclusions for perfect data but is verynoise-sensitive since it ignores residuum information.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 12: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Monotonicity-based regularization

Standard linearized methods for EIT: Minimize

∥Λ′(1)κ −(Λ(σ)−Λ(1))∥2+α ∥κ∥2→min!

Choice of norms heuristic. No convergence theory!

Monotonicity-based regularization: Minimize

∥Λ′(1)κ −(Λ(σ)−Λ(1))∥F→min!

under the constraint κ ∣Pk = const., 0 ≤ κ ∣Pk ≤min12 ,βk.

(∥ ⋅∥F : Frobenius norm of Galerkin projektion to finite-dimensional space)

Theorem (H./Mach, submitted)

There exists unique minimizer κ and

Pk ⊆ supp κ ⇐⇒ Pk ⊆ supp(σ −1). Minimizer fulfills κ =∑m

k=1 min1/2,βkχPk

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 13: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Monotonicity-based regularization

For noisy measurements Λδmeas ≈Λ(σ)−Λ(1):

Use regularized monotonicity tests

βδ

k ∈ [0,∞] max. values s.t. βδ

k Λ′(1)χPk ≥Λ

δ

meas−δ I(δ > 0: noise level in L(L2

(∂Ω))-norm)

Minimize∥Λ

′(1)κδ −Λ

δ

meas∥F→min!

under the constraint κδ ∣Pk = const., 0 ≤ κ

δ ∣Pk ≤min12 ,β

δ

k .

Theorem (H./Mach, submitted)

There exist minimizers κδ and κ

δ → κ for δ → 0.

Monotonicity-regularized solutions converge against correct shape.

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 14: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Phantom experiment

standardmethod

withmonotonicityconstraints

Enhancing standard methods by monotonicity-based constraints(Zhou/H./Seo, 2016)

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 15: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Benchmark example

standard monoton.-regularized monoton.-regularized(Matlab quadprog) (cvx package)

Monotonicity-regularization vs. community standard(H./Mach)

EIT community standard: GREIT in EIDORS EIDORS: http://eidors3d.sourceforge.net (Adler/Lionheart) GREIT: Graz consensus Reconstruction algorithm for EIT (Adler et al.)

Dataset: iirc data 2006 (Woo et al.): 2cm insulated inclusion in 20cm tank using interpolated data on active electrodes (H., Inverse Problems 2015)

B. Harrach: Monotonicity-based regularization of inverse coefficient problems

Page 16: Monotonicity-based regularization of inverse coefficient problems · 2016-12-11 · Inversion of s(L )? Generic iterative solvers for non-linear inverse problems: L Linearize and

Conclusions

EIT is a highly ill-posed, non-linear inverse problem. Convergence of generic solvers unclear. Practitioners use single linearization step with heuristic

regularization and no theoretical justification.

Monotonicity-based regularization of linearized EIT equation uses that shape reconstr. in EIT is (essentially) a linear problem, yields solutions that rigorously converge against correct shape, combines rigorous theory of monotonicity method with practical

robustness of residuum-based methods.

Approach (monotonicity + localized potentials) can be extended to partial boundary data, independently of dimension n ≥ 2 to other linear elliptic problems (diffuse optical tomography, magnetostatics)

at least partially to closely related problems(eddy-current equations, p-Laplacian)

B. Harrach: Monotonicity-based regularization of inverse coefficient problems