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Articles

Localization of immersed obstacles from boundary measurements

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Pages 197-213 | Received 20 Mar 2013, Accepted 29 Jan 2014, Published online: 28 Feb 2014

Abstract

A direct method for the localization of obstacles in a Stokes system is presented and theoretically justified. The method is based on the so-called reciprocity gap functional and is illustrated with several numerical simulations.

1 Introduction

In this work, we consider the following inverse problem: a rigid body (obstacle) occupies a region ωR2 and is immersed in an incompressible viscous fluid, occupying a bounded domain Ωc=Ω\ω¯. Inside this domain, Stokes system holds. At the boundary, Dirichlet conditions are considered: a prescribed velocity at the accessible part of the boundary, Ω, and null velocity at the boundary of the obstacle, ω. On the other hand, the obstacle produces a stress tensor on Ω (measured data) from where we want to determine the location of the obstacle. This inverse problem is an example of an inverse obstacle problem in nondestructive testing. Such problems have many applications in several engineering areas (see, for instance, some examples in the book [Citation1]). For the problem here considered we refer the work,[Citation2] where theoretical results concerning obstacle identification from boundary measurements and local stability were established. In [Citation3], an iterative method based on the topological derivative and the Kohn–Vogelius functional is proposed for the identification of multiple 3D small obstacles and their location. In [Citation4], a numerical shape reconstruction method based on integral equations was presented and tested. In this case, the location of the obstacle was assumed to be known. In [Citation5], an optimization method for the reconstruction of both obstacle shape and location was proposed and tested (see also the work [Citation6]). In this case, both shape and location were retrieved simultaneously with an iterative method.

Here, we propose a direct method for the location of a single 2D obstacle based on Green’s formula for the Stokes equations. The method requires the computation of the so-called reciprocity functional at appropriate test functions (see [Citation7] for an application to the determination of point forces in a Stokes system) and can be easily adapted for the 3D case. This type of approach was presented in [Citation8] for the reconstruction of cavities or inclusions in a Laplace problem (see also [Citation9] for the localization of several circular obstacles using the reciprocity gap functional in a transmission problem for the Laplace equation). This work was partially presented by the authors at a conference on the Portuguese Naval School (cf. [Citation10]) and is organized as follows: In Section 2, we define the inverse problem here addressed and the associated direct problem. In Section 3, we present some theoretical results concerning the identification of obstacles from a pair of Cauchy boundary data. Section 4 addresses retrieving of the location using the reciprocity gap functional. We show that the proposed formulae for the location of the obstacle are related to the centre of mass coordinates, for some density functions. Moreover, we show that, for some prescribed boundary velocities, the retrieved centre of mass is related to the centre of the whole domain, Ω. We conclude the paper with a section containing several numerical simulations to illustrate the proposed method.

2 Direct and inverse problems

Let ΩR2 be a simply connected, open and bounded domain with regular C1 boundary Γ:=Ω, which we shall call a regular domain. Let ω be a regular domain such that ωΩ, meaning that ω¯Ω. Denote by γ the boundary of ω. Define the domain of propagation Ωc:=Ω\ω¯ and notice that Ωc=Γγ. The domain Ωc will represent the region occupied by the fluid whereas ω is the region occupied by the obstacle.

Given a boundary velocity g=(g1,g2) of the fluid at Γ, and the no-slip boundary condition at γ, the system of equations governing the fluid flow here considered is given by1 μΔu-p=0inΩc.u=0inΩcu=gonΓ=Ωu=0onγ=ω,1 where u=(u1,u2) is the fluid velocity, p the pressure and μ the dynamic viscosity, which we shall assume to be μ=1. Recall that Δu=Δu1,Δu2 is the Laplacian and p the gradient of the pressure. The condition ·u=0 means that u is solenoidal and represents the incompressibility of the fluid. This condition implies that the prescribed boundary velocity g must satisfy the no flux compatibility condition2 Γg·ndσ=0,2 where n is the normal field at Γ, pointing outwards with respect to Ωc. The stress tensor associated to the flux (u,p) isT(u,p):=-pI+2ϵ(u)whereϵ(u)=12u+uis the stress strain tensor of u. In particular, problem (Equation1) can be written as·T(u,p)=0inΩc.u=0inΩcu=gonΓ=Ωu=0onγ=ω.The direct problem consists in, given a boundary velocity g at Γ (satisfying the no flux condition (Equation2)), determine the generated traction at Γ,3 gn:=T(u,p)n|Γ3 where (u,p) satisfies Stokes system (Equation1). It is well known that, taking gHσ1/2(Γ), whereHσ1/2(Γ):=gH1/2(Γ)2:Γg·ndσ=0,problem (Equation1) is well posed, with (u,p)Hdiv1(Ωc)×L2(Ωc)/R. The space Hdiv1(Ωc) is defined as the subspace of (H1(Ωc))2 such that ·u=0 in Ωc. Recall also that the pressure p is unique up to an additive constant and thatL2(Ωc)/RL02(Ωc),whereL02(Ωc):=pL2(Ωc):Ωcp=0.In this functional setting, we have gnH-1/2(Γ)=H1/2(Γ).

The inverse problem consists in: given a pair of Cauchy data g,gn|Γ, where gn is defined by (Equation3), determine the location of ω. Here, we are assuming only the knowledge of the exterior boundary Γ and that at the boundary of the obstacle, γ, we have a no-slip boundary condition (the geometry of γ is, therefore, unknown).

3 Identification and reconstruction results

The following is a well-known identification result of obstacles from a single pair of Cauchy boundary data.

Proposition 3.1

([Citation2, Citation4])   Let ω1,ω2Ω be regular domains, gHσ1/2(Γ)\0 and (u(1),p(1)), (u(2),p(2)) the corresponding solutions of (Equation1). IfT(u(1),p(1))n|Γ=T(u(2),p(2))n|Γthenω1=ω2.

Using analytic continuation arguments, the previous identification result is also valid for Cauchy data in an open part of the boundary Γ.

3.1 Reconstruction of circular shaped obstacles

As a consequence of the above result, let us see the following particular case of localization of circular-shaped obstacles. LetBr(x0,y0):=(x,y)R2:(x,y)-(x0,y0)<rand suppose, by simplicity, that Ω=BR(0,0). Define the set of admissible circular-shaped obstaclesAc=Br(x0,y0):Br(x0,y0)Ω.Given ω=Br(x0,y0)Ac consider the vector field4 u(x,y)=r2(x-x0)2+(y-y0)2-1y-y0,x0-xHdiv1(Ω\ω¯).4 It can be easily seen that the pair (u,0) satisfies Stokes system in the domain of propagation Ωc=Ω\ω¯, considering the boundary velocity5 g=u|Γ.5 On the other hand,6 gn=T(u,0)n|Γ=2r2R((x-x0)2+(y-y0)2)2R2v1+v26 wherev1=(y0-y,x-x0)andv2=x02y-y0(2xx0+yy0),-y02x+x0(xx0+2yy0).Thus, we can define the mapΛ:AcBr(x0,y0)(g,gn)with (g,gn)Hσ1/2(Γ)×H-1/2(Γ) defined by (Equation5) and (Equation6), respectively. By Proposition 3.1, Λ is injective and, in particular, we have the following result.

Lemma 3.2

Let (x0,y0,r) be such that Br(x0,y0)Ac. Then,(x0,y0,r)=argmin(x0,y0,r)s.t.Br(x0,y0)Acgn-π2Λ(Br(x0,y0)),where gn is the traction at Γ generated by the obstacle Br(x0,y0) and considering the boundary velocity g=π1Λ(Br(x0,y0)).

Proof

The map π1 (respectively π2) denotes the projection of Hσ1/2(Γ)×H-1/2(Γ) onto Hσ1/2(Γ) (respectively H-1/2(Γ)). Notice thatπ2Λ(Br(x0,y0))=gnwhere gn is the traction at Γ generated by Br(x0,y0) and considering the velocity g=π1Λ(Br(x0,y0)). In particular,gn-π2Λ(Br(x0,y0))=0and the triplet (x0,y0,r) is a solution of the above minimization problem. We now prove that it is unique. Let (x0,y0,r) be such thatgn-π2Λ(Br(x0,y0))=0.Then,Λ(Br(x0,y0)))=(g,gn)=Λ(Br(x0,y0))and the result follows from the injectivity of Λ.

This lemma shows that the reconstruction of circular-shaped obstacles can be obtained by solving the above minimization problem. However, it requires several boundary measurements which is a drawback when comparing with the iterative method proposed in [Citation5]. Moreover, it relies on an explicit solution of Stokes system for circular-shaped obstacles and it cannot be generalized for other type of obstacles.

4 Recovering the location of an obstacle using the reciprocity functional

Here, we propose a method based on Green’s formula for the location of the obstacle. It requires only one boundary measurement and does not depend on the shape of the obstacle.

Given a regular domain ωR2 and a regular function f:ωR with constant sign, the mass centre of ω with density f is the pair (x¯f,y¯f) defined byx¯f=ωxf(x,y)dAωf(x,y)dAandy¯f=ωyf(x,y)dAωf(x,y)dA.In particular, when the density is constant, we obtain the so-called centre of gravity (x¯,y¯)7 x¯=ωxdA|ω|andy¯=ωydA|ω|,7 where |ω| is the area of ω. Suppose that ω has C2 boundary. Since for a density function fL2(ω), there exists an unique uH2(ω) satisfyingΔu=finωu=0onγ=ωthen, second Green’s formula (e.g. [Citation11]) yields, for a test function vH2(ω),ωΔuv-uΔvdA=γnuv-unvdσ,where nu:=u·n|γ is the normal derivative at γ. In particular, taking the harmonic test function v(x,y)=x we haveωf(x,y)xdA=γnuxdσ.Therefore, we can also write the centre of mass (x¯f,y¯f) using only boundary integrals,8 x¯f=γnuxdσγnudσandy¯f=γnuydσγnudσ.8 In particular, for the centre of gravity, that is assuming f1, we get9 x¯=γnu1xdσγnu1dσandy¯=γnu1ydσγnu1dσ9 where u1 is given byu1=uh+x22,and uh is the harmonic function in ω such thatuh|γ=-x22|γ.

4.1 Centre of a circle

For the particular case of circular domains ω=Br(x0,y0), it is well known that (e.g. [Citation12])10 u(x0,y0)=γudσγdσ,10 for any harmonic function u in ω. Thus, considering the harmonic functions u1(x,y)=x and u2(x,y)=y we have, by (Equation10), the following identity for the geometric centre of ω,x0=γxdσγdσandy0=γydσγdσ.Notice that this formula coincides with (Equation7). In fact, for f(x,y)1, the functionu(x,y)=14(x-x0)2+14(y-y0)2-r24satisfiesΔu=finω=Br(x0,y0)u=0onγ=Br(x0,y0)nu=r2onγ.Hence,x¯=ωxdAωdA=ωf(x,y)xdAωf(x,y)dA=γnuxdσγnudσ=γxdσγdσ=x0.

4.2 Reciprocity functional for Stokes equations

Let (u,p) and (v,q)H2(Ωc)Hdiv1(Ωc)×H1(Ωc), where Ωc=Ω\ω¯ and ω,Ω are any C2 regular domains. Assuming that the normal at Ωc=Γγ points outwards with respect to Ωc, we have the following Gauss-Green formula11 ΩcΔu-p·v-u·Δv-qdA=ΓT(u,p)n·v-u·T(v,q)ndσ+γT(u,p)n·v-u·T(v,q)ndσ.11 Given (u,p), we define the reciprocity functional at Γ12 RΓ(v,q):=ΓT(u,p)n·v-u·T(v,q)ndσ.12 In the following, we shall assume that (u,p) satisfies Stokes system (Equation1). Hence,13 RΓ(v,q)=Γgn·v-g·T(v,q)ndσ13 where (g,gn) is the pair of Cauchy data at Γ (recall that this data is assumed to be available in the inverse problem). Gauss-Green formula gives14 RΓ(v,q)=-Ωcu·Δv-qdA-γT(u,p)n·vdσ.14

4.3 Formulae for the centre of mass

Suppose that the pair of test functions (v,q) satisfyΔv-q=0inΩc.Then, using (Equation13) we can write the identityRΓ(v,q)=-γT(u,p)n·vdσfrom where we can obtain the following reconstruction method for the centre of mass.

Take q0 and15 v1(x,y)=xe2H2(Ω)Hdiv1(Ω)15 where (e1,e2) is the standard basis in R2. We have,RΓ(v1,0)=-γT(u,p)n·e2xdσ.On the other hand,RΓ(e2,0)=-γT(u,p)n·e2dσhence, assuming RΓ(e2,0)0, we get the approximation16 RΓ(v1,0)RΓ(e2,0)16 for the first coordinate. For the second coordinate, we consider17 v2(x,y)=ye1H2(Ω)Hdiv1(Ω)17 and obtain18 RΓ(v2,0)RΓ(e1,0).18

Remark 1

The above formulae (Equation15) and (Equation17) require only a single pair of Cauchy data (g,gn) on Γ. On the other hand, no information regarding the shape of ω is considered.

The following result shows that in certain cases, the formulae (Equation15) and (Equation17) provides the coordinates of the obstacle, for some density functions.

Proposition 4.1

Suppose that T(u,p)n|γH1/2(γ). There exists f1,f2L2(ω) such thatRΓ(v1,0)RΓ(e2,0)=xf1andRΓ(v2,0)RΓ(e1,0)=yf2.Moreover,19 xf1=RΓ-1ωxdAv1,0RΓ-|ω|-1e2,0x¯andyf2=RΓ-1ωydAv2,0RΓ-|ω|-1e1,0y¯19 where (x¯,y¯) is the centre of gravity of ω.

Proof

We show the above identities for the first coordinate (the second can be obtained in the same manner). Let g~=-T(u,p)n·e2H1/2(γ). Since the bilaplace problemΔ2w=0inωw=0onγnw=g~onγis well posed in H2(ω) (e.g. [Citation11]) then, for f1=ΔwL2(ω) Green’s formula yieldsωf1vdA=ω(Δwv-wΔv)dA=γnwv-wnvdσ=γg~vdσ,for every harmonic test function v. Therefore, taking v=x we getωf1xdA=RΓ(v1,0).Since we also have ωf1dA=RΓ(e2,0) then,xf1=ωf1xdAωf1dA=RΓ(v1,0)RΓ(e2,0).Identity (Equation18) follows from the linearity of RΓ sinceRΓ-1ωxdAv1,0RΓ-|ω|-1e2,0=1ωxdARΓv1,0|ω|-1RΓe2,0=|ω|ωxdARΓv1,0RΓe2,0=xf1x¯.

We now obtain a connection between centre of mass of the obstacle ω and centre of the whole domain Ω.

Corollary 4.2

Suppose that the prescribed velocity g at Γ satisfies the orthogonal conditions20 Γg·T(v1,0)ndσ=Γg·T(v2,0)ndσ=0,20 where v1 and v2 are the fields defined in (Equation14) and (Equation16), respectively. Then, there exists f~iL2(Ω) such that suppf~iω and21 xf~1=Ωf~1xdAΩf~1dA=Γgn·e2xdσΓgn·e2dσ=xf1,yf~2=Ωf~2xdAΩf~2dA=Γgn·e1ydσΓgn·e1dσ=yf2.21

Proof

From (Equation12), the identities (Equation19) implyRΓ(v1,0)=Γgn·e2xdσandRΓ(v2,0)=Γgn·e1ydσ.Let f~iL2(Ω) be the extension of fiL2(ω) by zero to the whole Ω. Then,Ωf~1xdAΩf~1dA=ωf1xdAωf1dA=RΓ(v1,0)RΓ(e2,0)andΩf~2xdAΩf~2dA=ωf2xdAωf2dA=RΓ(v2,0)RΓ(e1,0).

Remark 2

We can take, for instance, boundary velocities gHσ1/2(Γ) such that g·e1=g·e2. In fact, sinceT(v1,0)n=T(v2,0)n=n·e2e1+n·e1e2theng·T(v1,0)n=g·T(v2,0)n=g·n.Since g satisfies the no flux condition (Equation2) it follows that g satisfies the hypothesis (Equation19).

Remark 3

Suppose that Ω=Br(x0,y0) is a circle. From the above result, if the traction data gn|Γc1e1+c2e2, where c1 and c2 are constants then the obstacle ω should be centred with Ω, that is, xf1x0 and yf2y0.

5 Numerical examples

5.1 Numerical solution of the direct problem using Stokeslets

In this section, we will make a brief reference to the application of the Method of Fundamental Solutions (MFS) (e.g. [Citation13]) to solve the direct Stokes problem. Such method was used in this work with the aim of generating stress data, gn(xi), in a finite number of boundary points xiΓ.

A fundamental solution (U,P) for the 2D Stokes system satisfiesΔUi-Pi=-δeiinR2·Ui=0inR2,where δ is the Dirac delta (distribution) centred at the origin. Here, we consider the StokesletsU(x)=-14πI2log1|x|+xx|x|2P(x)=-12πx|x|2where stands for the tensor product. The MFS for the 2D Stokes flow consists in taking the approximations for the velocity and pressure (see [Citation14]) as22 u~(x)=j=12k=1N1+M1ajkUj(x-yk)22 and23 p~(x)=j=12k=1N1+M1ajkPj(x-yk)23 where y1,...,yN1 are source points placed at an artificial boundary located outside the physical domain Ω and yN1+1,...,yN1+M1 are sources on an interior artificial boundary contained in ω. The basis functions (Uj,Pj) are the canonical components Uj=U·ej and Pj=P·ej.

The coefficients ajk that will determinate the approximation, can be computed by fitting the Dirichlet boundary conditions at some collocations points, that is, u~(xi)g(xi) (xiΓ) and u~(xj)0 (xjγ).

Here, we considered a least squares fitting which leads to the following system of linear equations,ATAa=ATgwhere A is given by 2D blocks,A=U(x1-y1)...U(x1-yN1+M1)U(xN2+M2-y1)...U(xN2+M2-yN1+M1)andg=g1...gN2+M2wheregk=[g1(xk),g2(xk)]Tifk=1,...,N2[0,0]Tifk=N2+1,...,N2+M2and a=[a1aN1+M1]T, with ak=[a1k,a2k]T.

5.2 Location reconstruction

In this section, we will present three examples in order to illustrate the feasibility and stability of the proposed method. The location of the obstacle is retrieved as (x¯,y¯) where the coordinates are given by the formulae (Equation15) and (Equation17). In other words,x¯=Γgn·e2x-g·T(v1,0)ndσΓgn·e2dσ,y¯=Γgn·e1y-g·T(v2,0)ndσΓgn·e1dσ.If the boundary velocity g satisfies the orthogonal conditions (Equation19) then the previous expressions can be written asx¯=Γgn·e2xdσΓgn·e2dσ,y¯=Γgn·e1ydσΓgn·e1dσ.We approximate the above line integrals using a trapezoidal rule. The observation points, that is, the points xiΓ where we have the measured data gn(xi) will be represented by (blue) dots. The shape of the obstacle will be represented by a full blue line and the retrieved location of the obstacle by a bold red dot.

5.2.1 Example 1

We start by studying the influence of boundary velocity g. We test two situations: One considering boundary velocity satisfying the orthogonal condition (Equation19) and other not satisfying this condition. The considered obstacle was the kite, defined by the parametrizationγ(t)=11.75+1.3cos(t)+0.5cos(2t)e1+1.5sin(t)-1.5e2,t[0,2π].

Figure 1. Reconstruction results from two boundary velocities satisfying (right plot) and not satisfying (left plot) the orthogonal condition (Equation19).

Figure 1. Reconstruction results from two boundary velocities satisfying (right plot) and not satisfying (left plot) the orthogonal condition (Equation1919 xf1=RΓ-1∫ωxdAv1,0RΓ-|ω|-1e→2,0x¯andyf2=RΓ-1∫ωydAv2,0RΓ-|ω|-1e→1,0y¯19 ).

Figure 2. The same as the previous figure when considered a different size for the kite.

Figure 2. The same as the previous figure when considered a different size for the kite.

We considered Γ=B30(0,0) and the boundary velocities g1(x,y)=ye1+xe2 and g2(x,y)=e1+e2. Notice thatΓg1·T(v1,0)ndσ=Γg1·T(v2,0)ndσ=1800πand g2 satisfies the orthogonal condition (Equation19) (see remark 2). We took the measured data at 60 observation points uniformly distributed over Γ, without adding noise. As we can see in Figure (right plot) we were able to retrieve the location of the obstacle, when the boundary velocity satisfies the orthogonal condition (Equation19). For this case, the retrieved location was (12,-1.5). When we considered the boundary velocity g1 we obtained the location (12.4,-5.1), which is a bad result (see the left plot of the mentioned figure). The results deteriorate by increasing the size of the obstacle (see Figure ).

Table 1. Reconstruction of a small circular obstacle ω=B0.03(4.2,0) immersed in Ω=B5(0,0).

Table 2. The same as the previous Table but considering the domain Ω=B30(0,0).

5.2.2 Example 2

In this second example, we tested the sensibility of the method with respect to the size and location of the obstacle. We started by testing the effect of the size on the reconstruction results. We considered the circular obstacle bounded by γ=B0.03(4.2,0) immersed in two regions: first, a region bounded by Γ=B5(0,0) and then bounded by Γ=B30(0,0). The velocity field prescribed at Γ was g(x,y)=e1+e2.

The centre was retrieved using 10, 30 and 60 observations on Γ. The numerical results are summarized in Tables and , respectively. Overall, we obtained good reconstruction results even in the presence of noisy data.

Figure 3. Reconstruction results considering 10 boundary observations and several obstacle shape and location.

Figure 3. Reconstruction results considering 10 boundary observations and several obstacle shape and location.

Figure 4. Two different schemes for the observation points.

Figure 4. Two different schemes for the observation points.

Next, we considered several star-shaped obstacles with different geometries and locations. The boundary velocity was g=e2 for the first example and g=e1+e2 for the others. We took 10 noise-free boundary measurements and obtained the results presented in Figure . Notice that the last obstacle (plot (d) of Figure ) is not symmetric. The parametrization of the corresponding boundary isγ(t)=0.4(1.5-sin(t)cos(2t)3)cos(t)+2e1+(2.5-cos(t)3)sin(t)-0.7e2.

5.2.3 Example 3

In this example, we considered two different geometries for the enclosing domain Ω. In both cases, the domains are star shaped and nonconvex (see Figure ). The boundary velocity was g=e1+e2 and the noise-free measured data were obtained at 50 observation points. As we can see in Figure , the location of the obstacle was retrieved accurately.

Last simulations concern a nonconvex shark-shaped obstacle. The boundary is given by the parametrization24 γ(t)=1.91+0.9cos(t)+0.1sin(2t)1+0.75sin(t)cos(4t)cos(t)-5.5e1+1.91+0.9cos(t)+0.1sin(2t)1+0.75sin(t)cos(4t)sin(t)-12.7e224 and the enclosing domain Ω is the open ball of radius 30 centred at the origin. The velocity considered was g(x,y)=e1+e2 and we obtained the corresponding (noise free) measurement and 10 observation points (see Figure for the reconstruction results). Other location and dimension for the shark was also considered (Figure ). Moreover, we tested for noisy data and obtained good reconstruction results.

Figure 5. Localization of a shark. On the left, a plot of the obstacle, observation points and detected location (red bold dot). On the right, a plot of the obstacle and the retrieved location, (-5.1,-14.4).

Figure 5. Localization of a shark. On the left, a plot of the obstacle, observation points and detected location (red bold dot). On the right, a plot of the obstacle and the retrieved location, (-5.1,-14.4).

Figure 6. Localization of a smaller shark. The retrieved location was (0.15,9.33).

Figure 6. Localization of a smaller shark. The retrieved location was (0.15,9.33).

Figure 7. Reconstruction from partial data. The obtained points are (3.03,4.07) on the right, and (8.1,2.2) on the left.

Figure 7. Reconstruction from partial data. The obtained points are (3.03,4.07) on the right, and (8.1,2.2) on the left.

Last simulations are an attempt to recover the centre of the object from partial data. In one case, we took 30 observation points at the first quadrant (left plot of Figure ). A second situation where the observations’ points were located on the first, second and third quadrants is illustrated by right plot of Figure . In both cases, the results were not good and an a priori data completion method is required.

6 Conclusions

In this paper, we proposed a reconstruction method for the location of a single 2D obstacle in a Stokes flow, using the so-called reciprocity gap functional. The method is sufficiently general and can be easily adapted for 3D problems and other type of inverse obstacle problems. It is very fast and the numerical simulations shows that is accurate and stable. The good performance of the method can be exploited in, for instance, inverse geometric problems, where the geometry of the obstacle is also the goal. These problems are usually tackled as an optimization problem for both shape and location (e.g. [Citation5]). However, a more direct approach can be applied when the location of the obstacle is known (e.g. [Citation15]).

As seen in the last couple simulations, it requires data on the whole Γ, which can be a drawback.

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