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Articles

Sensitivity analysis for 3D Maxwell's equations and its use in the resolution of an inverse medium problem at fixed frequency

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Pages 459-496 | Received 11 Oct 2018, Accepted 09 Feb 2019, Published online: 12 Mar 2019

ABSTRACT

This paper deals with the reconstruction of small-amplitude perturbations in the electric properties (permittivity and conductivity) of a medium from boundary measurements of the electric field at a fixed frequency. The underlying model is the three-dimensional time-harmonic Maxwell equations in the electric field. Sensitivity analysis with respect to the parameters is performed, and explicit relations between the boundary measurements and the characteristics of the perturbations are found from an appropriate integral equation and extensive numerical simulations in 3D. The resulting non-iterative algorithm allows to retrieve efficiently the centre and volume of the perturbations in various situations from the simple sphere to a realistic model of the human head.

AMS CLASSIFICATIONS:

1. Introduction

The study of dielectric properties of biological tissues or materials is of great interest in medical or industrial applications. The dielectric behaviour of a tissue and its interaction with electromagnetic fields are able to describe and provide information about its characteristics and composition. This information can be used to develop new non-invasive modalities in many practical applications of electric fields in agriculture, bioengineering and medical diagnosis. Dielectric properties of biological tissues are frequency-dependent or dispersive, and experimental investigation has shown that they vary with respect to low or high frequencies of the applied electric field or current (e.g. [Citation1,Citation2]). Among the different imaging modalities based on electric fields, we may cite Electrical Impedance Tomography (EIT) which operates at frequencies between 10 and 100 kHz and Microwave Imaging between 300 MHz and 300 GHz. The principle of EIT is to provide the electrical permittivity and conductivity inside a body from simultaneous measurements of electrical currents and potentials at the boundary. With regard to medical applications, microwave imaging is studied with the aim of detecting and monitoring cerebrovascular accidents (or strokes). Indeed, strokes result in variations of the dielectric properties of the affected tissues, and experimental research has found that the contrast of dielectric parameters between the abnormal and normal cerebral tissues can be imaged within the microwave spectrum (at frequencies of the order of 1 GHz). New devices based on these properties are currently designed and studied [Citation3,Citation4]. Microwave breast imaging offers also a promising alternative method to mammography [Citation5]. Compared to other medical imaging technologies such as Magnetic Resonance Imaging (MRI) and Computerized Tomography (CT-scan), EIT and microwave imaging have a low resolution due to the ill-posed nature of the image reconstruction problem. There is a lot of interest (low-cost device, harmless procedure, etc.) in finding ways to improve their resolution and these modalities are areas of active research.

From a mathematical point of view, one has to deal with the theoretical and numerical study of an inverse medium problem. The goal is to retrieve the complex refractive index of a medium, namely the electric permittivity (real part) and conductivity (imaginary part) from boundary measurements at a fixed frequency. This inverse problem is severely ill-posed (e.g. [Citation6]). Indeed, coefficients of elliptic problems (like the conductivity equation) in a bounded domain are uniquely determined by the entire (scalar or vector) Dirichlet-to-Neumann map on the whole boundary of the domain which is in general not available in practical applications. The fundamental example of parameter reconstruction is Calderón's inverse conductivity problem [Citation7]. The theoretical and numerical study of the EIT inverse problem has also been extensively addressed in the last two decades. We refer for instance to [Citation8–11] and references therein.

In this paper, we focus on the inverse medium problem associated with the time-harmonic 3D Maxwell equations formulated in the electric field with a possible application in microwave imaging. For uniqueness and stability results for the Maxwell system from total or partial data, we refer the reader for instance to the works of Ola et al. [Citation12], Caro et al. [Citation13,Citation14], Kenig et al. [Citation15] and references therein. In practice, only partial information on the (vector) Dirichlet-to-Neumann map is available. The challenging issues are thus to provide numerical methods for reconstructing the dielectric properties of a medium from a finite number of boundary measurements of the electric field. A classical way consists in formulating the inverse problem as the minimization of a cost function representing the difference between the measured and predicted fields. To solve the minimization problem, a gradient-based algorithm is currently used. For instance, Beilina et al. (e.g. [Citation16,Citation17]) have developed an adaptive finite element method based on a posteriori estimates for the simultaneous reconstruction of the real-valued electric permittivity and magnetic permeability functions of the 3D Maxwell's system. De Buhan and Darbas [Citation18] have combined the quasi-Newton BFGS method and an iterative process (called the Adaptive Eigenspace Inversion) for determining the complex dielectric permittivity of a medium with 2D numerical validations. Another way to express the inverse medium problem is to search small anomalies in the electric parameters on a known background. We can cite the significant results of Ammari et al. (e.g. [Citation19–21]) who have derived small-volume expansions of the electromagnetic field, the volume of the imperfections being the asymptotic parameter. This yields constructive numerical methods for the localization of small-volume electromagnetic defects from measurements on a part of the boundary (see e.g. [Citation22] for 3D numerical results). This asymptotic approach has also been combined with an exact controllability method for retrieving small-amplitude perturbations in the permeability of a medium [Citation23]. In this case, the time-dependent Maxwell equations and dynamic boundary measurements are considered. The performance of the reconstruction method in 2D has been addressed in [Citation24]. In the present work, our aim is to detect and identify small-amplitude perturbations in the dielectric parameters of a medium from (time-independent) boundary measurements of the electric field. In this sense, our work falls into the previous class of approaches. We propose to investigate the problem from a different point of view. Our reconstruction method is based on explicit relations between sensitivity (with respect to the physical parameters) and characteristics of the imperfections. Sensitivity is the derivation of a given quantity (cost functional, physical field, etc.) with respect to the parameters. Sensitivity gives an interesting tool for understanding the impact of local changes in interior parameters on the observed boundary measurements at the surface of the studied object. For instance, sensitivity information has been recently used to answer concrete clinic questions in EEG (electroencephalography) for neonates [Citation25] or to design resolution-based discretizations of the conductivity space in EIT [Citation26]. In practical applications, the parameters are in general discretized, for instance by P0 or P1 finite elements. This leads to a Jacobian matrix which can be used to find the critical points of some least-square functional [Citation27,Citation28]. Another approach that is widely studied, is the topological sensitivity (or shape sensitivity) with respect to the shape of a perturbation in the parameters (see e.g. [Citation29,Citation30] for EIT). The topological sensitivity is also used for the detection and shape identification of scatterers (e.g [Citation31–33] for acoustics and electromagnetism respectively). Data are in this case measurements of the far-field pattern of the scattered field.

In the present paper, the aim is to investigate the impact of small-amplitude perturbations in the dielectric parameters of a medium on boundary measurements of the electric field. The novelty lies in proposing a rigourous sensitivity analysis of the electric field with respect to the variations of the electric permittivity and conductivity, noticing that the perturbation in the measurements is proportional to sensitivity for small-amplitudes of the parameters. We address both theoretical and numerical aspects. The sensitivity analysis is the first step for developing a new non- iterative inversion algorithm that allows to determine the location and volume of small-amplitude anomalies from boundary measurements of the perturbed electric field. To our knowledge, it's the first time that such a sensitivity analysis with respect to parameters (and not to the shape) is realized for solving an inverse electromagnetic medium problem.

The remainder of the paper is organized as follows. In Section 2, we present the forward problem under consideration and define the functional setting. In Section 3, we propose a theoretical sensitivity analysis of the electric field with respect to the electric permittivity and/or conductivity of a medium which is illustrated by numerical simulations. Section 4 is devoted to the sensitivity analysis in the case of a constant background which allows to write the sensitivity boundary data as the solution of an integral equation. In Section 5, we explain how to use the previous results for solving an inverse medium problem. The localization procedure is described in Section 6, and various three-dimensional numerical results are reported to illustrate the method. Finally, we give some conclusions and perspectives in the last section.

2. The forward problem

2.1. Time-harmonic Maxwell's equations

Let Ω denote a bounded and simply connected domain in R3 of Lipschitz boundary Γ=∂Ω. The unit outward normal to Ω is denoted by n. We introduce the vector spaces H(curl)=uL2(Ω)3;curluL2(Ω)3,Y(Γ)=fH1/2(Γ)3;uH(curl)|u×n=f.

We are interested in time-harmonic Maxwell's equations with Neumann boundary condition: curlcurlEk2κE=FinΩ,curlE×n=gonΓ.M Here, E denotes the electric field intensity in Ω, and the fields F and g are given source terms in, respectively, L2(Ω)3 and Y(Γ). The number k:=ωμ0ε0 is the wavenumber with ω the wave angular frequency, μ0 and ε0 respectively the magnetic permeability and electric permittivity in vacuum. We assume that the magnetic permeability in Ω is equal to μ0. Let ϵ and σ denote, respectively, the electric permittivity and conductivity in Ω. The refractive index κ of the medium in Ω is defined by κ(x)=1ε0ε(x)+iσ(x)ω,xΩ.

We assume that Ω is decomposed into P connected Lipschitz subdomains, denoted by Ωp for 1pP, such that Ω¯=p=1PΩ¯pandΩpΩq=,pq. Moreover, the following assumptions are made on the parameter κ: 1pP,κΩpH3(Ωp),αR>0,R(κ)αR in Ω,αI>0,1pP either IκΩpαI or IκΩp=0,I(κ)0 in Ω.Hκ

The variational formulation of (M) is FindEH(curl)such that(curlE,curlφ)k2(κE,φ)=(F,φ)+g,φTΓ,φH(curl),Mv where (,) denotes the dot-product in L2(Ω)3 and ,Γ denotes the dual product from Y(Γ) to Y(Γ). Here, ()T denotes the extension to H(curl) of the map: vn×(vΓ×n), classically defined on C(Ω¯)3 (see [Citation34, Theorem 3.31]).

Theorem 2.1

Under the above assumptions, the problem (Mv) admits a unique solution E in H(curl) depending continuously on F and g.

Sketch of the proof: The proof is adapted from [Citation34]. The main ingredients are a judicious Helmholtz decomposition of H(curl) and the Fredholm alternative.

2.2. Regularity of the variational solution

In a setting where the subdomains Ωp are only Lipschitz, the solution of (Mv) may have poor regularity. Indeed, singularities are likely to occur at the corners and edges of the subdomains, and the solution E does not belong, in general, to H1(Ωp)3 (see [Citation35]). In the present paper and with regard to the (biomedical) applications that we have in mind, we do not deal with these questions of singularities. Therefore, we assume from now on that Ω as well as all subdomains Ωp are at least of class C1,1. This assumption allows to prove regularity results for the solution of (Mv) and the sensitivity equation that will be presented hereafter.

According to the partition of Ω into P subdomains (Ωp)p, we introduce the spaces of piecewise smooth functions: for s>0, let PHs(Ω)=vL2(Ω);vΩpHs(Ωp) 1pP. We adopt the notation PHs(Ω)3 to denote spaces of piecewise smooth vector fields. We further introduce the classical space H(div)=uL2(Ω)3;divuL2(Ω) as well as the trace space Hs(divΓ)=fHts(Γ);divΓfHs(Γ) where divΓ denotes the surface divergence operator defined on the subspace Hts(Γ) of Hs(Γ)3 of tangential fields f. A rigorous definition of divΓ can be found in [Citation34,Citation36]. The following regularity result can be deduced from [Citation35]:

Theorem 2.2

Let Ω as well as all subdomains Ωp be of class C1,1. Assume that the source term F belongs to H(div) and satisfies FnH1/2(Γ). Assume further that gH1/2(divΓ). Let κ be a piecewise constant function with respect to the partition of Ω that satisfies the assumptions of Theorem 2.1. Then, the solution of (Mv) belongs to PH1(Ω)3 and satisfies (1a) k2div(κE)=divF in Ω,(1a) (1b) k2κEn=Fn+divΓg on Γ.(1b)

Proof.

Let EH(curl) be the solution of (Mv). Since E satisfies (M) in the distributional sense, we get (Equation1a) where the right-hand side belongs to L2(Ω). We then deduce (Equation1b) from Green's formula and (Mv). Now, let pH1(Ω)/R be the unique solution of the Neumann problem div(κp)=divFin Ω,κnp=Fn+divΓgon Γ. According to the assumptions on the data F and g and due to the regularity of Ω and its subdomains, the scalar potential p belongs to PH2(Ω). Then, let E0=E(1/k2)p. E0 obviously belongs to H(curl) and is divergence free in the sense that div(κE0)=0. It also satisfies the homogeneous boundary condition κE0n=0 on Γ. Therefore, we can apply Theorem 3.5 of [Citation35], and deduce that the field E0 admits a decomposition E0=E0,R+p0 where E0,RPH1(Ω)3 and p0H1(Ω)/R is the unique solution of a Neumann problem with the right-hand side in L2(Ω) and homogeneous boundary condition. Again, p0 belongs to PH2(Ω) in the present setting of regular subdomains. This shows that E0 belongs to PH1(Ω)3 and implies EPH1(Ω)3 due to the regularity of the scalar potential p.

In the case of regular data and a constant parameter κ, a stronger regularity result can be obtained for E:

Theorem 2.3

Let Ω be of class C2,1. Let κ be a constant such that R(κ)0 and I(κ)0. Assume that FH1(Ω)3 with divFH1(Ω) and FnH3/2(Γ). Assume further that gH3/2(divΓ). Then, EH2(Ω)3.

Proof.

The proof is based on a result from [Citation37]: if Ω is of class Cm,1 for mN, the spaces vL2(Ω)3;curlvHm1(Ω)3;divvHm1(Ω);v×nHm1/2(Γ)3 and vL2(Ω)3;curlvHm1(Ω)3;divvHm1(Ω);vnHm1/2(Γ) are both continuously imbedded in Hm(Ω)3.

Now, let w=curlE. According to (M) and the regularity result of Theorem 2.2, we have curlw=k2κE+FH1(Ω)3 as well as divw=0 in Ω and w×n=curlE×n=gH3/2(Γ). Thus, curlE=wH2(Ω)3. Furthermore, the regularity assumptions on F and g ensure that divEH1(Ω) and EnH3/2(Γ). Therefore, EH2(Ω)3.

3. Sensitivity analysis with respect to a perturbation of electric parameters

Sensitivity analysis determines how the solution of a problem varies when a slight perturbation is induced in some of its physical parameters. Here, we are interested in the sensitivity analysis of the electric field with respect to the electrical permittivity and/or conductivity. Mathematically, it may be described rigorously by the Gâteaux derivative (see for example [Citation38]).

Definition 3.1

Let F:XY be an application between two Banach spaces X and Y. Let UX be an open set. The Gâteaux derivative of F at τU in the direction ϱX is defined as DϱF(τ)=limh0F(τ+hϱ)F(τ)h if the limit exists. If it exists for any direction ϱX and if the application ϱDϱF(τ) is linear and continuous from X to Y, then we say that F is Gâteaux differentiable at τ.

3.1. Sensitivity equation

We define the space of parameters P=(ε,σ)L(Ω)2;κPH3(Ω) which is a Banach space, equipped with the norm (ε,σ)P=max(εL,σL),(ε,σ)P. We define the open set of admissible parameters Padm=(ε,σ)P;εmin<ε<εmaxandσmin<σ<σmaxinΩ where 0<εmin<εmax and 0<σmin<σmax are real constants. From Theorem 2.1, we deduce that, for any τ=(ε,σ)Padm, the problem (Mv) admits a unique solution, denoted by E(,τ).

Theorem 3.2

Let τPadm. Let h0>0 be such that τ+hϱPadm for any h[h0,h0] and ϱ=(ϱε,ϱσ)P. Then E(,τ) is Gâteaux differentiable at τ in the direction ϱ. Moreover, its derivative DϱE(,τ) is the unique solution of the following variational problem: FindE1H(curl)such that(curlE1,curlφ)k2(κE1,φ)=k2ε0ϱε+iϱσωE,φ,φH(curl).S

To simplify the writing of the proof of this result, we introduce the following notation, for any couple of positive (or null) reals a and b: ab(C>0|aCb), where C is a constant independent of a and b.

Proof.

Let h[h0,h0]{0} and ϱ=(ϱε,ϱσ)P. Let Eh=E(,τ+hϱ).

The field E is the unique solution of (2) FindEH(curl)such that(curlE,curlφ)k2ε0ε+iσωE,φ=(F,φ)+g,φTΓ,φH(curl),(2) whereas the field Eh is the unique solution of (3) FindEhH(curl)such that(curlEh,curlφ)k2ε0(ε+hϱε)+iσ+hϱσωEh,φ=(F,φ)+g,φTΓ,φH(curl).(3) Let φH(curl). We compute the difference between (Equation3) and (Equation2) and we divide by h to find (4) (curlEh1,curlφ)k2(κEh1,φ)=k2ε0ϱε+iϱσωEh,φ,(4) where Eh1=(EhE)/h.

We now compute the difference between (Equation4) and (S) to obtain (5) (curl(Eh1E1),curlφ)k2(κ(Eh1E1),φ)=k2ε0ϱε+iϱσω(EhE),φ.(5) We note E~h=Eh1E1 and F~h=(k2/ε0)(ϱε+iϱσ/ω)(EhE). We get (6) (curlE~h,curlφ)k2(κE~h,φ)=(F~h,φ).(6)

As ϱε and ϱσ are in L(Ω), we have F~hL2(Ω)3. Then (Equation6) can be seen as the variational formulation of Maxwell's equations with a homogeneous Neumann boundary condition and the source term F~h. From Theorem 2.1, we deduce that E~hH(curl) is the unique field satisfying (Equation6) for all φH(curl). Moreover, we know that E~hH(curl)F~h0EhE0EhEH(curl). We now use the definition of Eh1 to get |h|1EhEH(curl)=Eh1H(curl). Furthermore, Eh1 satisfies (Equation4) for all φH(curl) and we have Eh1H(curl)Eh0EhH(curl)F0+gH1/2 since Eh is the unique solution of (Equation3). Combining these inequalities, we get E~hH(curl)|h|. Thus Eh1 converges to E1 in H(curl).

In order to prove the linearity of the application ϱDϱE(,τ), let ϱ=λϱ1+ϱ2 with λC and ϱj=(ϱj,1,ϱj,2)P,j{1,2}. For j{1,2}, we set Ej1:=DϱjE(,τ). Thus Ej1 solves (curlEj1,curlφ)k2(κEj1,φ)=k2ε0ϱj,1+iϱj,2ωE,φ,φH(curl). Let E1=λE11+E21. By linearity, we have (curlE1,curlφ)k2(κE1,φ)=k2ε0ϱε+iϱσωE,φ,φH(curl), where ϱ=(ϱε,ϱσ)=(λϱ1,1+ϱ2,1,λϱ1,2+ϱ2,2). Then E1 is solution of the problem satisfied by DϱE(,τ). From the uniqueness of the solution, we deduce that Dλϱ1+ϱ2E(,τ)=λDϱ1E(,τ)+Dϱ2E(,τ).

We obtain that DϱE(,τ) is solution of (S). Moreover we have DϱE(,τ)H(curl)ϱε+iϱσωE0ϱP. Thus, the application ϱDϱE(,τ) is linear and continuous from P to H(curl).

3.2. Regularity of the solution to the sensitivity equation

The derivative E1=DϱE(,τ) of E with respect to the parameter τ=(ε,σ) in the direction ϱ=(ϱε,ϱσ) is solution of the following boundary value problem: (7) curlcurlE1k2κE1=k2χE,in Ω,curlE1×n=0,on Γ(7) where χ=(1/ε0)(ϱε+i(ϱσ/ω)).

Theorem 3.3

Let χW1,(Ω). Under the assumptions of Theorem 2.2, the solution of (S) belongs to PH1(Ω) and satisfies (8) div(κE1)=div(χE) in Ω,(8) (9) κE1n=χEn on Γ.(9)

Proof.

Let E1H(curl) be the solution of (S). The regularity assumption on χ implies that div(χE) belongs to L2(Ω), and (Equation8) follows immediately from (Equation7). The second identity (Equation9) can be obtained as in Theorem 2.2. Since E belongs to PH1(Ω)3, its normal trace on Γ is an element of H1/2(Γ). The same arguments as in Theorem 2.2 then yield E1PH1(Ω)3.

As for the solution of (Mv), we get more regularity in the case of a constant function κ.

Theorem 3.4

Let χW2,(Ω) and κ a constant. Under the assumptions of Theorem 2.3, the solution of (S) belongs to H2(Ω)3.

Proof.

Under the given assumptions, the solution E of (Mv) belongs to H2(Ω)3 according to Theorem 2.3. Together with the regularity of χ, we thus infer from (Equation8) and (Equation9) that divE1H1(Ω) and E1nH3/2(Γ). As in the proof of Theorem 2.3, curlE can be shown to belong to H2(Ω)3. The regularity result follows from [Citation37].

3.3. Some properties of the sensitivity

In this section, we prove some properties of the sensitivity that are directly linked to the linearity of the Gâteaux derivative.

Proposition 3.5

Let τPadm. Let ϱ=(ϱε,ϱσ)P. Then we have DϱE(,τ)=D(ϱε,0)E(,τ)+D(0,ϱσ)E(,τ).

Proposition 3.6

Let τPadm. Let ϱPH3(Ω). We set Eε1:=D(ϱ,0)E(,τ) and Eσ1:=D(0,ϱ)E(,τ). Then Eε1=iωEσ1.

Proof.

Let E1=Eε1+iωEσ1. The result will be proved if we show that E1=0. To this end, let φH(curl). We have (10) (curlE1,curlφ)k2(κE1,φ)=(curlEε1,curlφ)k2(κEε1,φ)=+iω(curlEσ1,curlφ)k2(κEσ1,φ).(10) We then apply Theorem 3.2 to Eε1 and Eσ1 to find (11) (curlEε1,curlφ)k2(κEε1,φ)=k2ε0(ϱE,φ)(11) and (12) (curlEσ1,curlφ)k2(κEσ1,φ)=ik2ε0ω(ϱE,φ).(12) We now inject (Equation11) and (Equation12) in (Equation10) to find (curlE1,curlφ)k2(κE1φ)=k2ε0ωk2ε0ω(ϱE,φ)=0. Then E1 is solution of (Mv) with F=0 and g=0. By the uniqueness of the solution, we find that E1=0.

Remark 3.1

For large frequencies ω, Proposition 3.6 thus implies that the derivatives of the electric field with respect to the parameters ϵ and σ are not of the same order whenever the directions in which the derivatives are taken have comparable norms of order O(1). This statement suggests to study sensitivity with respect to the permittivity in a direction of order 1/ω. We refer to Figure for an illustration.

We are interested in studying how the location of a perturbation affects the electric field. Therefore, we focus on derivatives in the direction of characteristic functions of the perturbations' supports. The numerical results of Section 3.4 show that in this case the sensitivity is localized and illustrate the following proposition.

Proposition 3.7

Let (Pj)1jN be a collection of NN subsets of Ω such that Pj1Pj2=,j1j2. For all 1jN, we denote by ϱj the indicator function of Pj. Let ϱ be the indicator function of j=1NPj. Then we have D(ϱ,0)E(,τ)=j=1ND(ϱj,0)E(,τ)andD(0,ϱ)E(,τ)=j=1ND(0,ϱj)E(,τ), for any τPadm.

3.4. Numerical results and comments

We implemented the numerical solver for 3D Maxwell's equations with FreeFem++ (see [Citation39]). Our test domain Ω is the unit ball of R3. We consider a tetrahedral mesh Th. For any TTh, let hT be its diameter. Then h=maxTThhT is the mesh parameter of Th. For any h, we denote by Ne the number of edges. Edge finite elements of order 1 (see [Citation34,Citation40]) are used to approximate the respective solutions of the problem (Mv) and of the sensitivity Equation (S).

We consider that Ω is filled with a homogeneous medium of constant electrical permittivity ε=108Fm1 and conductivity σ=0.33Sm1 at the fixed frequency ω=106Hz. The mesh characteristics are h=0.12 and Ne=167 402. The sensitivity E1 of the electric field in a given direction ϱ=(ϱε,ϱσ) is computed as the solution of Equation (S).

First, we compare the modulus of the sensitivity with respect to a perturbation either of the conductivity or the permittivity (see Figure , left and right). This perturbation is modelled by a sphere B=Bα(x0) of radius α=0.1, centred at x0=(0.8,0,0). The respective directions are ϱ=(1B/ω,0) for the permittivity and ϱ=(0,1B) for the conductivity. This result illustrates Proposition 3.6 which implies |Eε1|=|Eσ1|. In the sequel, we consider a perturbation of the conductivity only. In the bottom of Figure , the perturbation is placed at a different position. The simulation indicates how the position of the inhomogeneity affects sensitivity. In particular, it shows that the sensitivity is localized to a surface area close to the inhomogeneity.

Figure 1. Sensitivity of the electric field on the surface with respect to the parameter (top left: inhomogeneity in the conductivity, top right: inhomogeneity in the permittivity) and the position of the inhomogeneity (top: centred at x0=(0.8,0,0) on the x-axis, bottom: centred at x0=(0,0.8,0) on the y-axis).

Figure 1. Sensitivity of the electric field on the surface with respect to the parameter (top left: inhomogeneity in the conductivity, top right: inhomogeneity in the permittivity) and the position of the inhomogeneity (top: centred at x0=(−0.8,0,0) on the x-axis, bottom: centred at x0=(0,−0.8,0) on the y-axis).

In Figure , we report the sensitivity corresponding to a spherical inhomogeneity centred at x0=(0.55,0,0) for different volumes. Compared to the perturbation at x0=(0.8,0,0) (see Figure , left), we observe that a deeper inhomogeneity leads to more spreaded surfacic perturbations. Moreover, increasing the inhomogeneity's size does not change the shape, but increases the amplitude of the sensitivity (see Figure , right).

Figure 2. Sensitivity of the electric field on the surface with respect to volume of the inhomogeneity (left: α=0.1, right: α=0.3).

Figure 2. Sensitivity of the electric field on the surface with respect to volume of the inhomogeneity (left: α=0.1, right: α=0.3).

Figure 3. Sensitivity of the electric field on the surface corresponding to two disjoint inhomogeneities.

Figure 3. Sensitivity of the electric field on the surface corresponding to two disjoint inhomogeneities.

In Figure , we present the sensitivity corresponding to two spherical inhomogeneities: one centred at x0=(0.85,0,0) of radius α=0.1 and the other centred at (0,0.7,0) of radius α=0.2. We retrieve two surfacic perturbations corresponding to each inhomogeneity in agreement with Proposition 3.7.

The numerical results of Figures emphasize that sensitivity analysis provides information about those surface areas on which the electrical field is affected by small variations in the electric parameters of the medium. More precisely, the values of the sensitivity E1 give insights about the inhomogeneities' locations and sizes. We will see in Section 5 that it is a useful tool for solving the inverse problem of reconstructing the support of a perturbation in the permittivity and/or conductivity from boundary data. Indeed, the solution of the sensitivity Equation (S) is linked to the perturbed electric field in the following way. Let τ:=(ε,σ)Padm and ϱ=(ϱε,ϱσ)P, both fixed. As suggested in [Citation41], a first order Taylor expansion of the solution Ep:=E(,τ+hϱ) of the perturbed problem with parameters τ+hϱ for small-amplitudes of order h, 0<h1, yields (13) E(,τ+hϱ)E(,τ)hDϱE(,τ).(13) In other words, for small values of h, the boundary data (measurements) (EpE)×n have the same behaviour as the Gâteaux derivative of the electric field E in the direction ϱ.

4. Sensitivity analysis in the case of a constant background

In this section, we identify the tangential trace of the Gâteaux derivative E1 as the solution of a boundary integral equation. Estimates of the right-hand side of this equation exhibit some relations between the sensitivity E1 and geometric characteristics of the perturbation.

In the sequel, we assume that the material parameters ϵ and σ of the unperturbed background medium are positive constants. In order to simplify the notations, we introduce the complex-valued wavenumber ξ which is defined by (14) ξ2:=k2κ=ω2μ0ε+iσω,(14) where ε>0 and σ>0.

Let E be the solution of (Mv) associated with ξ. Let B=Bα(x0) be the sphere of radius α>0 and centre x0Ω. We assume that the distance between B and the boundary Γ is at least equal to a given value β>0 and we choose a neighbourhood Vβ(Γ) of Γ such that Vβ(Γ)B=.

The perturbation occurs in the domain B and will be described by a function f:xω2μ0ϱε(x)+iϱσ(x)ω, where (ϱε,ϱσ)P. We assume that f is regular, fW2,(Ω), and that supp(f)B.

According to Section 3 (see (Equation7)), the Gâteaux derivative of E with respect to the (constant) parameters τ=(ε,σ) is solution of the boundary value problem, (15) curlcurlE1ξ2E1=fE, in Ω,curlE1×n=0, on Γ.(15)

4.1. An integral equation

In order to state the integral equation for the tangential trace a=E1×n on Γ, we introduce in the sequel suitable integral operators. Let Φ denote the fundamental solution in R3 of the Helmholtz equation with complex wavenumber ξ, ΔΦ+ξ2Φ=δ0, satisfying the outgoing Sommerfeld condition as |x|. Function Φ(x) is given by Φ:x14πeiξ|x||x|,x0. Define the space of continuous tangential fields on Γ, T(Γ)=aC0(Γ)3;an=0. For zR3Γ, the vector potential A(z) with density aT(Γ) is defined by (16) A(z)=ΓΦ(xz)a(x)dx.(16) For the bounded domain ΩR3, we denote by A the restriction of A to Ω. Similarly, A+ is the restriction of A to the exterior of Ω, A+=AR3Ω¯. The following theorem from [Citation36] describes the behaviour of A on the boundary Γ.

Theorem 4.1

Assume that Ω is a domain of class C2 and let aT(Γ). Then, A is continuous across Γ, i.e. (17) A(z)=ΓΦ(xz)a(x)ds(x),zR3.(17) Furthermore, the Neumann trace satisfies the jump condition (18) zΓ: curlA±(z)×n=ΓcurlzΦ(xz)a(x)×nzds(x)12a(z),(18) and the following relation holds true uniformly for all zΓ: (19) limh0+curlcurlA+(z+hnz)curlcurlA(zhnz)×nz=0.(19)

We next introduce the magnetic dipole operator M which is defined for aT(Γ) by (20) Ma(z)=2ΓcurlzΦ(xz)a(x)×nzds(x),zΓ.(20) Finally, we introduce the fundamental solution of the Maxwell equations that can be derived from Φ in the following way: (21) G:xΦ(x)I+1ξ2D2Φ(x).(21) Here, IM3(R) is the identity matrix, and D2Φ(x) denotes the Hessian of Φ at the point x. G can be shown to solve the following equation in R3: (22) curlcurlGξ2G=δ0I,(22) where the curl of the matrix valued function G has to be understood column wise [Citation42]. Since Φ satisfies the outgoing radiation condition, G satisfies the following Silver-Müller condition [Citation36]: lim|x||x|curlG×x|x|iξG=0. Then, we are able to state the following theorem.

Theorem 4.2

Let E1 be the solution of (Equation15) for ξ given by (Equation14) with ε>0 and σ>0. For zΓ, define T(z) by (23) T(z)=2ΩG(xz)f(x)E(x)dx×n.(23) Under the regularity assumptions of Theorem 3.4, the tangential trace a=E1×n is solution of the following integral equation on Γ: (24) (IM)a=T,(24) where I denotes the identity operator.

The proof of Theorem 4.2 is adapted from [Citation20] where an asymptotic expansion of the perturbed field is obtained in terms of the (small) radius of the perturbation. Notice that in the present study of sensitivity, the analysis is simplified and no asymptotic parameter occurs. In other words, we do not assume that the perturbation is small in size, but only in amplitude in order to connect the derivative to the perturbed field (Equation13).

Proof.

Let zVβ(Γ). According to Theorem 3.4, the solution of the sensitivity equation (S) belongs to H2(Ω)3C0(Ω¯)3, and thus the duality product <δ0I,E1>=E1(z) is well defined. From (Equation22), we get (25) E1(z)=ΩcurlxcurlxG(xz)E1(x)dxξ2ΩG(xz)E1(x)dx,(25) where the integrals have been to understood as duality products in Hs(Ω) for appropriate values of s.

The following partial integration formula holds true for matrix valued functions A:ΩC3×3 and B:ΩC3×p,pN: (26) ΩtAcurlBΩt(curlA)B=Γt(A×n)B,(26) where the vector product A×n is taken column wise. Applying (Equation26) twice to the first term on the right-hand side of (Equation25) yields E1(z)=Γt(curlxG(xz)×n)E1(x)ds(x)ΩG(xz)f(x)E(x)dx taking into account the symmetry of either G and curlcurlG as well as the strong formulation of the sensitivity equation (Equation15). The remaining boundary integral on the right-hand side can be written in terms of the tangential trace of E1 taking into account that curl(D2Φ)=0 in the definition of G. Finally, the following identity holds true for any z in the neighbourhood Vβ(Γ) of the boundary: (27) E1(z)Γcurlz(Φ(xz)(E1(x)×n))ds(x)=ΩG(xz)f(x)E(x)dx.(27) Notice that the volume integral on Ω is well defined since supp(f)B and zVβ(Γ). Hence, xz for any xB and G is regular on the integration domain.

Now, for zVβ(Γ), let zΓ denote the projection of z onto Γ. Notice that zΓ is well defined since Γ is regular and Vβ(Γ) can be assumed to be sufficiently small. Taking the vector product in the identity (Equation27) with the vector nz=nzΓ and passing to the limit as zzΓΓ yields the integral equation (Equation24) on Γ according to (Equation18).

In order to obtain an estimate of E1×n, we analyse the operator involved in the integral equation (Equation24). We introduce the following normed spaces of tangential fields with surface divergence: Td(Γ)=aT(Γ);divΓaC0(Γ) and Td0,α(Γ)=aT(Γ);aC0,α(Γ);divΓaC0,α(Γ) equipped with the respective graph norms.

Theorem 4.3

Under the assumptions of Theorem 4.2, the operator IM is bijective on the space Td(Γ) and has a bounded inverse.

Proof.

According to [Citation36, Theorems 6.15 and 6.16], we can state that the operator M:Td(Γ)Td0,α(Γ) is continuous, whereas Td0,α(Γ) is compactly embedded in Td(Γ). Hence, M is a compact operator on Td(Γ).

We prove that IM is injective. To this end, let aTd(Γ) and define the vector field Ea for zR3Γ by Ea(z)=curlΓΦ(xz)a(x)ds(x)=curlA(z). Here A is the vector potential with density a introduced in (Equation17). We have curlcurlEa±ξ2Ea±=0in Ω± as well as (28) Ea±×n=curlA±×n=12MIa, zΓ.(28) Now, let aTd(Γ) such that (IM)a=0. On the exterior domain Ω+=R3Ω¯, Ea+ is solution of the exterior Maxwell problem with homogeneous Dirichlet boundary condition. In addition, E+ satisfies the outgoing radiation condition at infinity as does the fundamental solution Φ. Consequently, Ea+0 on Ω+ due to the uniqueness of the solution to the exterior Maxwell problem.

Next, applying identity (Equation19) to curlEa=curlcurlA, we get limh0+curlEa+(z+hnz)curlEa(zhnz)×nz=0. But Ea+ vanishes on Ω+ and therefore, curlEa×n=0on Γ. The field Ea is thus solution of the interior Maxwell problem with homogeneous Neumann boundary condition. According to the properties of the constant parameters ε>0 and σ>0 in the definition of the wave number ξ, the only solution to the interior Maxwell problem is Ea0 (see Theorem 2.1).

From the homogeneous integral equation (IM)a=0, we deduce Ma=a. Together with the identity (Equation28), this yields Ea×n=12(M+I)a=a and thus a=0 on Γ. This proves that the operator IM is injective. Since M has been shown to be compact on Td(Γ), we deduce from the Fredholm alternative that IM is bijective. Finally, IM has a bounded inverse according to the inverse (or open) mapping theorem.

Theorems 4.2 and 4.3 imply that the tangential trace a=E1×n, solution to the integral equation (IM)a=T, can be estimated by (29) aTd(Γ)CMTTd(Γ).(29)

Remark 4.1

The norm of the inverse operator in (Equation29) actually depends on the wavenumber ξ. This may be seen from a thorough analysis of the eigenvalues of the operator M when Ω is a sphere. In this case, an exact analytical expression of the eigenvalues can be obtained in function of Ricatti–Bessel and Ricatti–Hankel functions [Citation43]. This study allows us to numerically observe the behaviour of the spectrum of the operator (IM) and its inverse with respect to the wavenumber ξ. The operator (IM) is called the MFIE (Magnetic Field Integral Equation) operator [Citation42].

4.2. Estimates for T

In this section, we will prove some estimates of the functional T on the boundary that are at the origin of the localization algorithm described in Section 6. The proof is mainly based on the following estimates of the fundamental solution G.

Lemma 4.4

Let the wavenumber ξC be defined as in (Equation14) and let G be the associated fundamental solution of the Maxwell equations as in (Equation21). There is a polynomial p of degree 3 with positive coefficients depending on |ξ| satisfying p(0)=0 such that (30) Gj(x)p1|x|1j,3, x0.(30) Similarly, there is a polynomial qP4(R) of degree 4 with positive coefficients depending on |ξ| satisfying q(0)=0, such that (31) mGj(x)q1|x|1j,, m3.(31)

Proof.

Let 1j,3 and x0. We have Gj(x)=14πeiξ|x||x|δj+1ξ2jΦ(x). A straightforward computation of the derivatives yields Gj(x)=eiξ|x|4π1|x|+iξ|x|21ξ2|x|3δj1|x|+3iξ|x|23ξ2|x|3xjx|x|2 which can be estimated by Gj(x)14π2|x|+4|ξ||x|2+4|ξ|2|x|3. This yields (Equation30) where the coefficients of the polynomial p depend on the wavenumber ξ. Estimate (Equation31) follows in the same way.

Theorem 4.5

Let B=Bα(x0) be the sphere of radius α>0 and centre x0Ω and assume that dist(B,Γ)β>0. Then there is a constant C=C(β,f,E)>0 such that for any zΓ, (32) |T(z)|Cp1|x0z|vol(B) and(32) (33) divΓT(z)Cq1|x0z|vol(B),(33) where p and q are the polynomials from Lemma 4.4.

Proof.

We recall that T(z)=2ΩG(xz)f(x)E(x)dx×n. Since the background parameters ϵ and σ are constant, the solution E of problem (Mv) belongs to H2(Ω)C0(Ω¯) and E,B is well defined. Taking into account that supp(f)B, we get |T(z)|2f,Bmax1j,3G(z),BE,Bvol(B). Now, let xB and zΓ. According to the assumptions on B, we have |xz|β>0. Moreover, since |x0x|α, we get |x0z|α+|xz||xz|α|xz|+1|xz|αβ+1. The constant (α/β)+1 can be majored for all possible values of α by (diam(Ω)/2β)+1. Noticing that the polynomial p in Lemma 4.4 has positive coefficients allows to write p1|xz|Cp1|x0z| and completes the proof of the estimate (Equation32).

In order to obtain the estimate for the surface divergence of T, we notice that divΓT(z)=n(curlT)(z), for any zΓ. But the computation of curlT involves the first order derivatives of the fundamental solution G(z) which are estimated with the help of the polynomial q (see (Equation31)). This yields (Equation33) noticing again that q has positive coefficients.

4.3. Estimates for E1×n

We deduce from the previous section the following estimates that yield relations between the tangential trace of the sensitivity and characteristics of the perturbation located in the ball B. As before, let B=Bα(x0) be the ball of radius α and centre x0Ω. We assume that dist(B,Γ)β for a fixed constant β>0. We denote by xˆ the projection of x0 on the boundary Γ.

Proposition 4.6

Let E1 denote the solution of the sensitivity Equation (S). Under the assumptions of Theorem 4.5, we have (34) E1×n0,ΓCp1|x0xˆ|+q1|x0xˆ|vol(B),(34) where p and q are the polynomials of Lemma 4.4, and C>0 is a constant independent from α and d.

Proof.

First notice that E1×n0,Γmeas(Γ)1/2E1×n,Γ since E1 is continuous on Ω¯ according to the regularity assumptions. We next recall that E1×n,ΩCMTTd(Γ), where CM denotes the norm of (IM)1. According to Theorem 4.5, |T(z)| (resp. |divΓT(z)|) can be estimated for any zΓ by the polynomial p (resp. q) which has positive coefficients and satisfies p(0)=0 (resp. q(0)=0). Notice further that 1/|x0z| takes its maximum value for z=xˆ, and so do p(1/|x0z|) and q(1/|x0z|). Then, (Equation34) follows from (Equation32) and (Equation33).

The next estimate states that E1×n behaves similar to T on the boundary Γ:

Proposition 4.7

Under the assumptions of Theorem 4.5, there are constants C~>0 and c>0 independent from z and the ball B=Bα(x0) such that for any zΓ, (35) |(E1×n)(z)|C~|x0z|+c.(35)

Proof.

Let a=E1×n=(IM)1T. The following identity can be easily verified: (IM)1T=T+(IM)1MT. Now, define the constant KM=(IM)1MTd(Γ). One gets 1KMa(z)1KMT(z)+1KM(IM)1MTd(Γ)TTd(Γ) or, equivalently, a(z)T(z)+KMTTd(Γ). An estimate for |T(z)| has been obtained in Theorem 4.5. Here, we only keep the dominating terms. Since |x0z|β, we have 1|x0z|n1βn11|x0z| for any n1 which yields the first term on the right-hand side of (Equation35).

In order to get an estimate of TTd(Γ), we state as in the proof of Proposition 4.6 that p(1/|x0z|) and q(1/|x0z|) reach their maximum values at z=xˆ. Therefore, we have TTd(Γ)C1|x0xˆ| and the right-hand side of the above inequality can be majored by the constant c=(C1/β)>0 independently from the ball B.

5. The sensitivity analysis for solving an inverse problem

The inverse medium problem, that we are interested in, is to localize inhomogeneities in the electrical parameters of the medium from total or partial boundary data on Γ for a given (boundary) source term, at a fixed frequency ω. The setting is similar to the ones in [Citation18,Citation23,Citation24]. Our inverse method is based on the information obtained by the sensitivity analysis.

5.1. An inverse medium problem

We assume that Ω is filled with a medium of electrical permittivity and conductivity (36) εp=ε+aεϱεandσp=σ+aσϱσ,(36) where ϱε and ϱσ are the characteristic functions of a perturbation in the homogeneous background parameters ϵ and σ.

Let Eη be a plane wave of direction ηR3, Eη(x)=ηeiηx. Here, η is a unit vector orthogonal to η. Eη is acting as a boundary source term for the Neumann trace. Notice that other source terms could have been considered. In the absence of inhomogeneities, the electric field E is solution to (37) curlcurlEk21ε0ε+iσωE=0inΩ,curlE×n=curlEη×nonΓ.(37) Next, consider the electric field Ep in the presence of the inhomogeneities and subject to the same boundary data. Ep is solution to the perturbed problem (38) curlcurlEpk21ε0εp+iσpωEp=0inΩ,curlEp×n=curlEη×nonΓ.(38) We focus on perturbations of small amplitude and simple geometries (sphere, ellipsoid, etc. ). The inverse problem consists in retrieving their centres and volumes from boundary data (EpE)×n. According to Taylor expansion (Equation13), the boundary data are related to the sensitivity data E1×n of the electric field with respect to these perturbations. The estimates of Section 4, completed by a numerical study, allow to find three explicit relations between the data and the characteristics of the inhomogeneities. These relations and their link to the theoretical estimates are presented in Section 5.2. They have been validated numerically for a large number of configurations and the results of this verification are presented in Section 5.3.

5.2. Explicit relations between data and inhomogeneities

We infer from the results of Section 4.3 that the boundary sensitivity data E1×n behave approximately as follows: |(E1×n)(z)|C|zx0|+c,zΓ,R1 where C and c are (unknown) positive constants. In other words, the modulus of the data on the boundary takes its maximum value at the projection xˆ of the perturbation's centre x0 and should be small far away from xˆ. This allows to retrieve the position of the projection xˆ from the modulus of the data (see Figure ).

Figure 4. Illustration of the relation (R1). The part of the boundary Γ where the largest values of the modulus of the data are reached.

Figure 4. Illustration of the relation (R1). The part of the boundary Γ where the largest values of the modulus of the data are reached.

Next, we aim to reconstruct the depth of the perturbation. Together with the projection xˆ obtained in the previous step, this yields the centre x0. To this end, let B=Bα(x0) be the ball of radius α and centre x0 and denote by d=|x0xˆ| the distance of the centre of the perturbation to its projection on the boundary. Let Ed1 be the sensitivity in the direction ϱd=(0,1B). We introduce the set (39) Γϑ(d)=zΓ;|(Ed1×n)(z)|ϑEd1×n,Γ,(39) where 0<ϑ<1 is a fixed threshold. The following relation has been obtained from numerical simulations: meas(Γϑ(d))meas(Γ)11+epϑ(d)R2, where pϑ is a (known) polynomial function of degree 4 that is independent from the radius α of the perturbation (see Figure ). Since the left-hand side of relation (R2) can be computed from the boundary data Ed1×n, relation (R2) allows to compute the depth d by inversion of the function 1/(1+epϑ(d)).

Remark 5.1

Relation (R2) could be interpreted in the following probabilistic way. Assume that the boundary point zΓ is chosen randomly following a uniform distribution. Then, the term (40) |(E1×n)(z)|E1×n,Γ(40) may be interpreted as a random variable X that follows a probabilistic law described by a density function fX(z;d) depending on the depth d. Consequently, the left-hand side of relation (R2) is given by meas(Γϑ(d))meas(Γ)P(Xϑ)=1FX(ϑ;d) where FX(ϑ;d) is the cumulative distribution function associated with the density fX(z;d). Now, we infer from Section 4.3, that on the one hand, |(E1×n)(z)| takes its maximum at the point z=xˆ, and, on the other, E1×n,Γ behaves roughly speaking as 1/|x0xˆ|=1/d. If we assume that the random variable X follows a logistic law (which is consistent with the theoretical results), Xex/dd(1+ex/d)2 we get meas(Γϑ(d))meas(Γ)=111+eϑ/d=11+eϑ/d. We may notice that this behaviour fits qualitatively with the numerical observations (see Figure ). For a better concordance with the numerical results, however, the quantity 1FX has been fitted with the help of a polynomial function pϑ such that 1FX(ϑ;d)11+epϑ(d). This yields relation (R2). Notice also that both the numerator and the denominator in (Equation40) depend linearly on the volume of the perturbation. Consequently, relation (R2) should not behave on vol(B) which is confirmed by the numerical results.

Finally, we aim to obtain the volume of the perturbation. To this end, we recall that according to (Equation34), the L2-norm of the boundary data E1×n is related to vol(B) by a linear relation with a constant depending on 1/|x0xˆ|=1/d. This constant can be fitted numerically and leads to the following relation between the data and the volume: E1×n0,Γep(d)vol(B),R3 where this time p is a polynomial function of degree 2.

The relations (R1)–(R3) have been obtained from estimates on the right-hand side of an appropriate integral equation with the sensitivity as unknown. Their precise formulation is based on the numerical fitting of polynomial parameters from a data base. To the best of our knowledge, this point of view has not yet been adopted in literature. Integral operators have been used in [Citation44,Citation45] to develop asymptotic expansions that allow to retrieve information about the localization and shape of small-volume perturbations in the parameters of both the conductivity and Helmholtz equation.

5.3. Numerical verification of the relations (R1), (R2), and (R3)

The numerical verification of the above explicit relations has been done in the case where the computational domain is the unit sphere. Let us consider a single spherical perturbation B=Bα(x0) of radius α>0 and centre x0Ω. We study the Gâteaux derivative of the electric field in the direction ϱ=(0,1B) for sample values of x0 and α. For each couple (x0,α), we compute the tangential trace E1×n on Γ where E1 is the solution of the sensitivity Equation (S).

The physical parameters are the same as in Section 3.4. We fix h=0.14 and Ne=114 457. In the sequel, we present some illustrations of the three relations, and explain in which way the polynomial functions of relations (R2) and (R3) have been obtained.

5.3.1. Projection of the perturbation's centre

Property (R1) is illustrated in Figure . We report the modulus of the sensitivity E1×n at the boundary in the direction ϱ=(0,1B) for a perturbation of the conductivity centred at x0=(0.85,0,0) with radius α=0.1. In order to improve the readability of the image, we use an equirectangular projection and create an image of ratio 2:1. The coordinates (x,y) of each pixel are mapped to (θ,ϕ)[0,2π[×[(π/2),(π/2)]. Then, the colour of the pixel corresponds to the value of the function at coordinates (θ,ϕ) on the sphere. We observe that the trace E1×n is localized in a neighbourhood of the point xˆ=(1,0,0) which is the projection of the perturbation's centre x0 on Γ. The same localization property is observed for any tested couple (x0,α).

Figure 5. Illustration of the relation (R1). Top: modulus of the trace |E1×n| on the unfolded sphere. Bottom: an amplitude peak appears at the point xˆ (view from side).

Figure 5. Illustration of the relation (R1). Top: modulus of the trace |E1×n| on the unfolded sphere. Bottom: an amplitude peak appears at the point xˆ (view from side).

Figure 6. Illustration of relation (R2). Left: fitting of the numerical data to a curve of shape 1/(1+epϑ(d)), α=0.1,ϑ=0.2. Right: illustration of the independence of the relation over the perturbation's size α.

Figure 6. Illustration of relation (R2). Left: fitting of the numerical data to a curve of shape 1/(1+epϑ(d)), α=0.1,ϑ=0.2. Right: illustration of the independence of the relation over the perturbation's size α.

5.3.2. Depth of the perturbation

In order to verify relation (R2) and determine numerically the coefficients of the involved polynomial function pϑ, we fix xˆ=(1,0,0) and a radius α, and consider different centres x0(d)=(1d)xˆ,d]α,1[. For each sample value d, we compute numerically the ratio meas(Γϑ(d))/meas(Γ) from the boundary data Ed1×n associated with the direction ϱ=(0,1B) where B=Bα(x0(d)). We get the distribution function given by (R2) where the polynomial function pϑ has been chosen to fit the data (see Figure , left). Next, we perform the same test for different radii α. It turns out that the behaviour of the plotted curve is independent from α (Figure , right). Therefore, the same polynomial pϑ allows to retrieve the depth d by inverting the relation (R2) independently from the (unknown) radius α.

5.3.3. Volume of the perturbation

Finally, let us study relation (R3). In Figure (left) we plot the L2-norm of the boundary data E1×n in terms of the volume of the perturbation B with fixed centre x0=(0,0,0) and different values of α[0,1[, where E1 has been computed in the direction ϱ=(0,1B). This agrees with the statement (R3) if we neglect the constant term in the affine relation. However, the linearity constant in (R3) is likely to depend on the depth d. We thus check numerically the value of the constant for different depths d. These data fit to a relation of exponential shape, (41) K(d)=ep(d)(41) with a given polynomial p of degree 2.

Figure 7. Illustration of the linear relation (R3) (left). Evolution of the linearity constant with respect to the depth d (right).

Figure 7. Illustration of the linear relation (R3) (left). Evolution of the linearity constant with respect to the depth d (right).

Figure 8. Example of a thresholded modulus of the trace E1×n. The surfacic perturbations of largest amplitudes are shown in white.

Figure 8. Example of a thresholded modulus of the trace E1×n. The surfacic perturbations of largest amplitudes are shown in white.

6. The localization algorithm

We develop a reconstruction algorithm of interior perturbations from the knowledge of the tangential trace E1×n of the sensitivity (of the electric field). The algorithm is based on the relations (R1), (R2), and (R3) of the former section. Notice that the proposed algorithm could easily be applied to the case where the input data is the tangential trace of the perturbed field according to Taylor expansion (Equation13) which is valid for small-amplitudes.

6.1. Database generation

A first step of the inversion algorithm consists in simulating a large number of possible spherical perturbations with same projection xˆ and defined by their depth d and their volume. We compute the corresponding boundary data E1×n. By varying the inhomogeneity's parameters, we are able to estimate the coefficients of the polynomial functions in (R2) and (R3). These coefficients are stored and will be used in the resolution phase. The database is generated with a given mesh Mdata. It is important to notice that this preliminary step is required only once for a given computational domain Ω. It is described in Algorithm 1.

6.2. The inversion procedure

The algorithm is presented hereafter in the case of one single perturbation in the conductivity. The aim is to retrieve the following parameters from given (synthetic) boundary data E1×n:

  • xˆ, the projection on the sphere of x0, the centre of the interior perturbation,

  • d=|x0xˆ|, the depth of the centre x0,

  • the volume vB of the perturbation which yields the radius α in the case of a spherical perturbation.

6.3. Numerical simulations

6.3.1. Generation of synthetic boundary data

In the absence of measurements, we generate discrete synthetic boundary data in the following way.

  • Fix a perturbation B=Bα(x0) with given centre x0 and radius α.

  • For any direction η in a given set Nm of m directions

    • Compute the boundary data E1×n where E1 is the sensitivity in the direction ϱ=(0,1B) for the source term Eη.

    • Add some noise to the data (Section 6.3.3 only).

  • Take a=(E1×n)+noise as input data for the inversion algorithm.

The following sets of directions are used in the sequel: N1={(0,1,0)},N6=N1{(1,0,0),(0,0,1),(1,0,0),(0,1,0),(0,0,1)},N14=N6{(1,1,1),(1,1,1),(1,1,1),(1,1,1),=N6(1,1,1),(1,1,1),(1,1,1),(1,1,1)}. In order to avoid an inverse crime (in the sense of [Citation36, p. 133]), the boundary data are computed on a tetrahedral mesh Minv of size h=0.12 (Ne=167 402 edges) which is different from the mesh used to generate the database. Notice also that we focus on perturbations of the conductivity parameter. We refer to Section 6.3.4 where both parameters, ϵ and σ, undergo a perturbation.

6.3.2. Spherical perturbation

We first apply Algorithm 2 in a homogeneous background medium containing a spherical perturbation in the conductivity. We keep the physical settings defined in Section 3.4. In the case of multiple directions, we apply the algorithm on each direction ηNm and compute the mean of the results.

We first test our algorithm with a spherical perturbation centred at x0=(0.7,0,0) and of radius 0.2. The parameters to retrieve are then xˆ=(1,0,0) (or, in spherical coordinates, xˆ=(π,0)), d=0.3 and α=0.2. We report the results in Table . The approximations of xˆ, d and α are respectively denoted by xˆh, dh and αh. We choose the Euclidian norm of the spherical coordinates of the points xˆ and xˆh to compute the projection error.

Table 1. Numerical resolution of the inverse problem in a homogeneous medium. One spherical perturbation in the conductivity, of centre x0=(0.7,0,0) (i.e. xˆ=(π,0)) and radius α=0.2.

We retrieve the projection centre xˆ with a very good accuracy (less than 1% error). The approximation error on xˆ decreases with respect to the number of incident waves. The other perturbation's characteristics d and α are well approximated, too (about 4% to 7% error). Their approximation does not really depend on the number of waves. In order to keep a reasonable number of computations (resp. measurements in the context of biomedical applications that we have in mind), we decide to work from now on with the set N6 of six different incident waves (unless specified otherwise).

We now test a spherical perturbation which is centred at a different point. We keep the parameters d=0.3 and α=0.2, and consider the centre x0=(0,0.7,0) (which corresponds to xˆ=(0,1,0). In Table , we compare the errors obtained with the two configurations. The relative errors of the two approximations are comparable. Changing the position of the perturbation does not affect the quality of the approximation. From now on, we thus will consider perturbations centred on the x-axis (unless indicated otherwise).

Table 2. Comparison of the results for different centres. Relative errors for a spherical perturbation of radius α=0.2 in the conductivity.

We next apply the algorithm for different depths and volumes and report the errors in Table . It may be stated that the accuracy of the reconstruction does not depend significantly on the depth or volume of the perturbation.

Table 3. Comparison of the results for different depths and radii. Relative errors for a spherical perturbation in the conductivity.

6.3.3. Noisy data

An important feature in numerical reconstruction is noise robustness. Noisy synthetic data are generated in the following way. Let (zk)k=(xk+iyk)k be the degrees of freedom of the sensitivity E1. We add noise independently in the real and imaginary parts. Let (nk)k be a vector of real random numbers following a normal law N(0,σ). Then, we generate additive noise in the real part with the following formula: xknoise=xk+Mxmx2nk+mx+Mx2, where mx=minkxk and Mx=maxkxk. The imaginary part is jittered in the same way.

In Table , we compare the results obtained by our algorithm using noisy or non-noisy data (with a single incident wave of direction (0,1,0)). As expected, noise affects the reconstruction. A numerical observation of the noisy boundary data allows to get a deeper insight on the effect of noise and to propose a strategy for noise reduction. Indeed, in a normally distributed noise vector, a few coefficients may have large values. Consequently, there can be a small number of points on the boundary located far away from the projection xˆ, and at which the modulus |E1×n| is greater or equal than at the points around the projection xˆ (see Figure ). This causes problems to the first step of Algorithm 2. A solution is to apply a post-processing which consists in identifying outliers and deciding whether they should be retained or rejected. As before, we retrieve the points where the largest values of the modulus are reached. An outlier detection is applied to remove only those points which are not in the neighbourhood of the principal peak (i.e. centred at xˆ). For instance, the deviation around the median can be used (see [Citation47]). By applying this simple algorithm twice, we reduce the number of outliers significantly. In Table , we report the reconstruction results obtained from the noisy data that have undergone the outlier detection, compared to results from non-noisy data. Up to 2% of noise, the results are not affected by the noise, and the projection xˆ is retrieved with a similar precision even for 5% of noise. At 10% of noise, the projection is found with 12% error, but the precision of the other parameters is no longer significant. This first study of noisy data indicates that the detection of outliers is an interesting and promising approach, and different noise reduction methods could be tested to improve the results. This was however beyond the scope of this paper.

Figure 9. Example of the modulus of a noised trace (here with 2% of noise). Some points with a value bigger than the central peak can be observed.

Figure 9. Example of the modulus of a noised trace (here with 2% of noise). Some points with a value bigger than the central peak can be observed.

Table 4. Reconstruction of one spherical perturbation centred at x0=(0.7,0,0) of radius r=0.2 from non-noisy or noisy data.

Table 5. Reconstruction of one spherical perturbationcentred at x0=(0.7,0,0) of radius r=0.2 from non-noisy or noisy data (after the detection of outliers).

6.3.4. Simultaneous reconstruction of both parameters

We test our algorithm for determining a perturbation in the conductivity and the permittivity, located in the same sphere of centre x0=(0.7,0,0) and of radius α=0.2. This happens for instance when a stroke occurs in the brain. In Table , we compare the results with the ones obtained where only the conductivity is perturbed. It has to be noted that only perturbations in the conductivity have been used to generate the database. The good accuracy on the approximated centre and depth (i.e. the localization error) is preserved. We observe a slight loss of precision for the radius: for an exact radius of α=0.2, we find αh=0.242 instead of αh=0.214 if only the conductivity undergoes a perturbation. This is due to the fact that the L2-norm of the tangential trace (used in (R3)) is bigger if both parameters are perturbed. A solution could be to construct a database relative to perturbations on both parameters. Nevertheless, the present study shows that the reconstruction is satisfactory even if the database does not take into account information about which parameter is perturbed.

Table 6. Perturbation in both the conductivity and the permittivity, centred at x0=(0.7,0,0) of radius α=0.2.

6.3.5. Reconstruction of two perturbations

As stated in Proposition 3.7, in the case of n>1 disjoint perturbations, the total sensitivity can be separated into n sensitivities, each representing one perturbation. We use this property to handle the configuration with two or more inhomogeneities. To this end, we proceed as follows. The entry data is the trace E1×n which is containing n surfacic perturbations (see Figure ). The first step is to detect different amplitude clusterings. This can be achieved by applying a detection algorithm such as DBSCAN which yields the connected components of the thresholded data. DBSCAN is used in data mining (see [Citation48]) and has the advantage that the a priori knowledge of n is not needed. Next, for each connected component, we build an artificial piecewise trace of the sensitivity: it equals the values of the original trace on the region of the connected component, and is zero otherwise. Finally, we use this new trace as the entry of our localization procedure. In Table , we show the results for two disjoint spherical perturbations in the conductivity. One is centred at x0,1=(0.18,0.41,0) with radius α1=0.35 and the other at x0,2=(0,0.7,0) with α2=0.2. Both perturbations are very well localized, and the volume of the biggest one is better approximated. This procedure will work if the perturbations give raise to well-separated projections on the boundary.

Table 7. Reconstruction of two disjoint perturbations in the conductivity.

6.3.6. Ellipsoidal perturbation

In real life applications, the shape of the perturbation is in general not known. In this subsection, we want to retrieve an ellipsoidal perturbation. It is centred at x0=(0.4,0,0), of x-radius 0.2, y-radius 0.4 and z-radius 0.2 which yields a volume v=6.702e02. We recall that only spherical perturbations have been considered to generate the database. We report the results in Table and compare them with the results obtained in the case of a sphere with the same volume. This reconstruction is illustrated in Figure . The ellipsoidal shape does not really affect the precision of the approximations. This may indicate that the polynomials in relations (R2) and (R3) are independent from the shape of perturbation.

Figure 10. Localization of a perturbation of ellipsoidal shape. Left: induced ellipsoidal perturbation. Right: retrieved perturbation (ball of equivalent volume).

Figure 10. Localization of a perturbation of ellipsoidal shape. Left: induced ellipsoidal perturbation. Right: retrieved perturbation (ball of equivalent volume).

Table 8. Reconstruction of an ellipsoidal perturbation in the conductivity, centred at x0=(0.4,0,0) of volume v=6.702e02.

6.3.7. Three-layer head spherical model

In the biomedical applications we have in mind, e.g. for the diagnostic of strokes, it is important to take into account the heterogeneity of the medium. A classical spherical head model is commonly used in the literature. This model is built of three concentric spheres representing brain, skull and scalp (see Figure ). The parameters of this model are described in Table . We simulate a spherical inhomogeneity in the conductivity of the brain layer, centred at x0=(0.57,0,0) of radius α=0.2. The errors are reported in Table and compared to the reconstruction results of the same perturbation in a homogeneous background. The approximations are of the same order. The theory has been developed in a case of a homogeneous background but the localization algorithm still offers good results in more realistic configurations. We emphasize that the polynomials in the database were generated with the piecewise constant background conductivity.

Figure 11. Three-layer head spherical model.

Figure 11. Three-layer head spherical model.

Table 9. Parameters of the three-layers head model.

Table 10. Three-layer spherical head model. Reconstruction of a spherical perturbation in the conductivity centred at x0=(0.57,0,0) of radius α=0.2.

6.3.8. A realistic head model

Finally, we consider a realistic head mesh. We use the Colin27 adult brain atlas (version 2, see [Citation49,Citation50]). As shown in Figure , the tetrahedrons are smaller in some regions, to reflect the complexity of the brain. The elements are of size between 4.67e−5 and 2e−2 m, leading to a total number of Nt=425 224 tetrahedrons and Ne=499 136 edges. We generate a new database with this mesh in the case of one perturbation in a homogeneous background. We refer to Section 3.4 for the values of the physical parameters. Data used for the inverse problem are generated with another head mesh, slightly different, of same mesh size but with Ne=535 921 edges. The errors are reported in Table . In Figure , we compare graphically the expected perturbation and the approximated one. These results show that the algorithm is not limited to the academic case of the unit ball, but can also be applied on more realistic geometries.

Figure 12. Realistic head model. Left: view on the boundary. Right: cut in the middle of the x-axis.

Figure 12. Realistic head model. Left: view on the boundary. Right: cut in the middle of the x-axis.

Figure 13. Realistic head mesh. Localization of a spherical perturbation in the conductivity. Left: expected perturbation. Right: result of the algorithm. The brain region, where the tetrahedrons are smaller, is shown in for more readibility.

Figure 13. Realistic head mesh. Localization of a spherical perturbation in the conductivity. Left: expected perturbation. Right: result of the algorithm. The brain region, where the tetrahedrons are smaller, is shown in for more readibility.

Table 11. Realistic head mesh. Reconstruction of a spherical perturbation in the conductivity.

An interesting fact is that the computation time is still reasonable with this mesh, which is finer than the ball we used for the other tests. In all the tests we present here, the localization procedure is achieved in a few seconds on a personal computer (quad-core processor clocked at 2.5 GHz, with 4 Gio of RAM).

7. Conclusion and future works

In this paper, we have proposed a new and efficient algorithm for localizing small-amplitude perturbations in the electric parameters of a medium from boundary field measurements at a fixed frequency. The approach is based on a rigourous sensitivity analysis of the electric field with respect to the variations of the permittivity and conductivity. Sensitivity is proportional to the boundary measurements of the physical field for perturbations of arbitrary shape but small amplitudes. We have proved, both theoretically and numerically, that the trace of the sensitivity of the electric field (on the boundary of the domain) contains relevant information on the perturbations in the medium. Up to our knowledge, this is the first time that this kind of sensitivity analysis for the 3D Maxwell equations is used in the reconstruction of parameter perturbations. From an integral equation in a homogeneous background and extensive numerical simulations, we have obtained explicit relations between the sensitivity and some characteristics (centre and volume) of the perturbations. These relations lead to a constructive algorithm for determining the centre, the depth and the volume of inhomogeneities in the permittivity and/or the conductivity of a medium. Its implementation makes use of diverse tools from scientific computing as, for example, 3D finite element discretization, geometric algorithms, or outlier detection for noise reduction. A large variety of three-dimensional numerical results attests the efficiency of the method: one or two perturbations with different locations and sizes, perturbation in the permittivity and/or conductivity, spherical or ellipsoidal defects, non-noisy or noisy data, a constant or piecewise constant background. The study of a general variable background would be an interesting perspective for future work. Furthermore, in view of biomedical applications (e.g. microwave imaging), we have also provided simulations in the case where the computational domain is the head. Two types of head models have been considered: the classical three-layer spherical model and a realistic one. In each configuration, the perturbations are localized with a very good accuracy, and information on its volume are obtained, too. This non-iterative localization procedure would be an interesting initial guess for gradient-based descent algorithms intended to retrieve the physical coefficient values in the perturbations. This is part of ongoing work.

All the results have been obtained at a fixed frequency. Considering a non-ionizing electromagnetic radiation, a possible application of our work is to discriminate between healthy and abnormal brain tissues. This can be achieved with a single frequency and changing the frequency does not provide a priori more information, excepted if the frequency dependence of the effective electric properties of the tissue is known. In this case, a multifrequency approach could be interesting. Recent works on the multifrequency electrical impedance tomography (mfEIT) have been addressed [Citation51,Citation52].

Disclosure statement

No potential conflict of interest was reported by the authors.

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