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Articles

Lipschitz stability at the boundary for time-harmonic diffuse optical tomography

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Pages 3697-3715 | Received 31 Jan 2020, Accepted 08 Apr 2020, Published online: 06 May 2020

ABSTRACT

We study the inverse problem in Optical Tomography of determining the optical properties of a medium ΩRn, with n 3, under the so-called diffusion approximation. We consider the time-harmonic case where Ω is probed with an input field that is modulated with a fixed harmonic frequency ω=k/c, where c is the speed of light and k is the wave number. We prove a result of Lipschitz stability of the absorption coefficient μa at the boundary Ω in terms of the measurements in the case when the scattering coefficient μs is assumed to be known and k belongs to certain intervals depending on some a-priori bounds on μa, μs.

2010 Mathematics Subject Classifications:

1. Introduction

Although Maxwell's equations provide a complete model for the light propagation in a scattering medium on a micro scale, on the scale suitable for medical diffuse Optical Tomography (OT) an appropriate model is given by the radiative transfer equation (or Boltzmann equation) [Citation1]. If Ω is a domain in Rn, with n2 with smooth boundary Ω and radiation is considered in the body Ω, then it is well known that if the input field is modulated with a fixed harmonic frequency ω, the so-called diffusion approximation leads to the complex partial differential equation (see [Citation2]) for the energy current density u (1) divKu+(μaik)u=0,in Ω.(1) Here k=ω/c is the wave number, c is the speed of light and, in the anisotropic case, the so-called diffusion tensor K, is the complex matrix-valued function (2) K=1n((μaik)I+(IB)μs)1,in Ω,(2) where Bij=Bji is a real matrix-valued function, I is the n×n identity matrix and IB is positive definite [Citation2–4] on Ω. The spacially dependent real-valued coefficients μa and μs are called the absorption and the scattering coefficients of the medium Ω respectively and represent the optical properties of Ω. It is worth noticing that many tissues including parts of the brain, muscle and breast tissue have fibrous structure on a microscopic scale which results in anisotropic physical properties on a larger scale. Therefore the model considered in this manuscript seems appropriate for the case of medical applications of OT (see [Citation33]). Although it is common practise in OT to use the Robin-to-Robin map to describe the boundary measurements (see [Citation2]), the Dirichlet-to-Neumann (D–N) map will be employed here instead. This is justified by the fact that in OT, prescribing its inverse, the Neumnann-to-Dirichlet (N-D) map (on the appropriate spaces), is equivalent to prescribing the Robin-to-Robin boundary map. A rigorous definition of the D–N map for Equation (Equation1) will be given in Section 2.

It is also well known that prescribing the N-D map is insufficient to recover both coefficients μa and μs uniquely [Citation5] unless a-priori smoothness assumptions are imposed [Citation6]. In this paper we consider the problem of determining the absorption coefficient μa in a medium ΩRn, n3, that is probed with an input field which is modulated with a fixed harmonic frequency ω=k/c, with k0 (time-harmonic case) and whose scattering coefficient μs is assumed to be known. More precisely, we show that μa, restricted to the boundary Ω, depends upon the D–N map of (Equation1), ΛK,μa, in a Lipschitz way when k is chosen in certain intervals that depend on a-priori bounds on μa, μs and on the ellipticity constant of IB (Theorem 2.4). The static case (k = 0), for which (Equation1) is a single real elliptic equation, was studied in [Citation7], where the author proved Lipschitz stability of μa and Hölder stability of the derivatives of μa at the boundary in terms of ΛK,μa. In the present paper we show that in the time-harmonic case, for which (Equation1) is a complex elliptic equation, a Lipschitz stability estimate of μa at the boundary Ω in terms of ΛK,μa still holds true if k is chosen within certain ranges. The case where μa is assumed to be known and the scattering coefficient μs is to be determined, can be treated in a similar manner. The choice in this paper of focusing on the determination of μa rather than the one of μs is driven by the medical application of OT we have in mind. While μs varies from tissue to tissue, it is the absorption coefficient μa that carries the more interesting physiological information as it is related to the global concentrations of certain metabolites in their oxygenated and deoxygenated states.

Our main result (Theorem 2.4) is based on the construction of singular solutions to the complex elliptic equation (Equation1), having an isolated singularity outside Ω. Such solutions were first constructed in [Citation8] for equations of type (3) div(Ku)=0,in Ω,(3) when K is a real matrix-valued function belonging to W1,p(Ω), with p>n and they were employed to prove stability results at the boundary in [Citation8], [Citation9], [Citation10] and [Citation11] in the case of Calderón's problem (see [Citation12]) with global, local data and on manifolds. The singular solutions introduced in [Citation8] were extended in [Citation13] to equations of type (4) div(Ku+Pu)+Qu+qu=0,in Ω,(4) with real coefficients, where K is merely Hölder continuous. Singular solutions were also studied in [Citation14].

In this paper we extend the singular solutions introduced in [Citation8] to the case of elliptic equations of type (Equation1) with complex coefficients. Such a construction is done by treating (Equation1) as a strongly elliptic system with real coefficients, since Kλ~1I>0, where λ~ is a positive constant depending on the a-priori information on μs, B and μa. We wish to stress out, however, that in [Citation8] the author constructed singular solutions to (Equation3) which have an isolated singularity of arbitrary high order, where the current paper extends such construction to singular solutions to the complex Equation (Equation1) having an isolated singularity of Green's type only. This is sufficient to prove the Lipschitz continuity of the boundary values of μa in terms of the D–N map. The more general construction of the singular solutions with an isolated singularity of arbitrary high order for elliptic complex partial differential equations will be material of future work.

This paper is stimulated by the work of Alessandrini and Vessella [Citation15], where the authors proved global Lipschitz stability of the conductivity in a medium Ω in terms of the D–N map for Calderón's problem, in the case when the conductivity is real, isotropic and piecewise constant on a given partition of Ω. This fundamental result was extended to the complex case in [Citation16] and in the context of various inverse problems for example in [Citation17], [Citation18], [Citation19] and [Citation20], [Citation21], [Citation22] in the isotropic and anisotropic settings, respectively. The machinery of the proof introduced in [Citation15] is based on an induction argument that combines quantitative estimates of unique continuation together with a careful asymptotic analysis of Green's functions. The initial step of their induction argument relies on Lipschitz (or Hölder) stability estimates at the boundary of the physical parameter that one wants to estimate in terms of the boundary measurements, which is the subject of the current manuscript. Our paper also provides a first step towards a reconstruction procedure of μa by boundary measurements based on a Landweber iterative method for nonlinear problems studied in [Citation23], where the authors provided an analysis of the convergence of such algorithm in terms of either a Hölder or Lipschitz global stability estimates (see also [Citation24]). We also refer to [Citation25] and [Citation32] for further reconstruction techniques of the optical properties of a medium.

The paper is organised as follows. Section 2 contains the formulation of the problem (Subsections 2.1 and 2.2) and our main result (Subsection 2.3, Theorem 2.4). Section 3 is devoted to the construction of singular solutions of Equation (Equation1) having a Green's type isolated singularity outside Ω. The proof of our main result (Theorem 2.4) is given in Section 4.

2. Formulation of the problem and main result

2.1. Main assumptions

We rigorously formulate the problem by introducing the following notation, definitions and assumptions. For n3, a point xRn will be denoted by x=(x,xn), where xRn1 and xnR. Moreover, given a point xRn, we will denote with Br(x),Br(x) the open balls in Rn,Rn1, centred at x and x respectively with radius r and by Qr(x) the cylinder Qr(x)=Br(x)×(xnr,xn+r). We will also denote Br=Br(0), Br=Br(0) and Qr=Qr(0).

Definition 2.1

Let Ω be a bounded domain in Rn, with n3. We shall say that the boundary of Ω, Ω, is of Lipschitz class with constants r0,L>0, if for any PΩ there exists a rigid transformation of coordinates under which we have P = 0 and ΩQr0={(x,xn)Qr0|xn>ϕ(x)}, where ϕ is a Lipschitz function on Br0 satisfying ϕ(0)=0 and ϕC0,1(Br0)Lr0.

We consider, for a fixed k>0, (5) L=divK+q,in Ω,(5) where K is the complex matrix-valued function (6) K(x)=1n((μa(x)ik)I+(IB(x))μs(x))1,forany xΩ,(6) and q is the complex-valued function (7) q=μaikin Ω.(7) We recall that I denotes the n×n identity matrix, where the matrix B is given by the OT physical experiment and it is such that BL(Ω,Symn), where Symn denotes the class of n×n real-valued symmetric matrices and such that IB is a positive definite matrix [Citation2–4]. In this paper, we assume that the scattering coefficient μs is also known in Ω and it is the absorption coefficient μa that we seek to estimate from boundary measurements.

We assume that there are positive constants λ, E and E and p>n such that the known quantities B, μs and the unknown quantity μa satisfy the two assumptions below respectively.

Assumption 2.1

Assumption on μs and B

(8) λ1μs(x)λ,fora.e. xΩ,(8) (9) ||μs||W1,p(Ω)E(9) and (10) E1|ξ|2(IB(x))ξξE|ξ|2,fora.e. xΩ, for any ξRn.(10)

Assumption 2.2

Assumption on μa

(11) λ1μa(x),λ,fora.e. xΩ,(11) (12) μaW1,p(Ω)E.(12)

We state below some facts needed in the sequel of the paper. Most of them are straightforward consequences of our assumptions.

The inverse of K (13) K1=n(μaI+(IB)μsikI),onΩ(13) has real and imaginary parts given by the symmetric, real matrix valued-functions on Ω (14) KR1=nμaI+(IB)μs,(14) (15) KI1=nkI(15) respectively. As an immediate consequence of Assumptions 2.1 and 2.2 we have (16) nλ1(1+E1)|ξ|2KR1(x)ξξnλ(1+E)|ξ|2,(16) (17) KI1(x)ξξ=nk|ξ|2,(17) for a.e. xΩ and any ξRn. Moreover KR1 and KI1 commute, therefore the real and imaginary parts of K are the symmetric, real matrix valued-functions on Ω (18) KR=1n((μaI+(IB)μs)2+k2I)1(μaI+(IB)μs),(18) (19) KI=kn((μaI+(IB)μs)2+k2I)1(19) respectively. Assumptions 2.1 and 2.2 also imply that (20) KR(x)ξξλ(1+E)n(λ2(1+E)2+k2)1|ξ|2,(20) (21) KI(x)ξξkn(λ2(1+E)2+k2)1|ξ|2,(21) for a.e. xΩ, for every ξRn and the boundness condition (22) |KR(x)|2+|KI(x)|2(λ2(1+E1)2+k2)2λ2(1+E)2+k2n2,(22) for a.e. xΩ.

Moreover K={Khk}h,k=1,,n and q satisfy (23) ||Khk||W1,p(Ω)C1,h,k=1,,n,(23) and (24) |q(x)|=|μa(x)ik|λ+k,fora.e. xΩ,(24) respectively, where C1 is a positive constant depending on λ, E, E, k and n.

By denoting q=qR+iqI, the complex equation (25) divKu+qu=0,in Ω(25) is equivalent to the system for the vector field u=(u1,u2) (26) div(KRu1)+div(KIu2)+qRu1qIu2=0,in Ω,div(KIu1)+div(KRu2)+qIu1+qRu2=0,in Ω,(26) which can be written in a more compact form as (27) div(Cu)+qu=0,in Ω(27) or, in components, as (28) xhCljhkxkuj+qljuj=0,forl=1,2,in Ω,(28) where {Cljhk}h,k=1,,n is defined by (29) Cljhk=KRhkδljKIhkδl1δj2δl2δj1(29) and {qlj}l,j=1,2 is a 2×2 real matrix valued function on Ω defined by (30) qlj=qRδljqIδl1δj2δl2δj1.(30) (Equation20), together with (Equation22) imply that system (Equation26) is uniformly elliptic and bounded, therefore it satisfies the strong ellipticity condition (31) C21|ξ|2Cljhk(x)ξhlξkjC2|ξ|2,fora.e. xΩ,for all ξR2n,(31) where C2>0 is a constant depending on λ, E, k and n.

Remark 2.3

Matrix q={qlj}l,j=12 (32) μakkμa(32) is uniformly positive definite on Ω and it satisfies (33) λ1|ξ|2q(x)ξξλ|ξ|2,fora.e. xΩ,forevery ξR2.(33)

Definition 2.2

We will refer in the sequel to the set of positive numbers r0, L, λ, E, E introduced above, along with the space dimension n, p>n, the wave number k and the diameter of Ω, diam(Ω), as to the a-priori data.

2.2. The Dirichlet-to-Neumann map

Let K be the complex matrix valued-function on Ω introduced in (Equation6) and q=μaik, satisfying Assumptions 2.1 and 2.2. B and μs are assumed to be known in Ω and satisfying Assumption 2.1, so that K is completely determined by μa, satisfying Assumption 2.2, on Ω. Denoting by , the L2(Ω)-pairing between H1/2(Ω) and its dual H1/2(Ω), we will emphasise such dependence of K on μa by denoting K by Kμa. For any v,wCn, with v=(v1,,vn), w=(w1,,wn), we will denote throughout this paper by vw, the expression vw=i=1nviwi.

Definition 2.3

The Dirichlet-to-Neumann (D–N) map corresponding to μa is the operator (34) Λμa:H1/2(Ω)H1/2(Ω)(34) defined by (35) Λμaf,g¯=Ω(Kμa(x)u(x)ϕ(x)+(μa(x)ik)u(x)ϕ(x))dx,(35) for any f, gH1/2(Ω), where uH1(Ω) is the weak solution to div(Kμa(x)u(x))+(μaik)(x)u(x)=0,in Ω,u=f,on Ω and ϕH1(Ω) is any function such that ϕ|Ω=g in the trace sense.

Given B, μs, μai, and the corresponding diffusion tensors Kμai, for i = 1, 2, satisfying Assumptions 2.1 and 2.2, the well known Alessandrini's identity (see [Citation8, (5.0.4), p.129]) (36) Λμa1Λμa2f,g¯=ΩKμa1(x)Kμa2(x)u(x)v(x)dx+Ωμa1(x)μa2(x)u(x)v(x)dx,(36) holds true for any f,gH1/2(Ω), where u,vH1(Ω) are the unique weak solutions to the Dirichlet problems div(Kμa1(x)u(x))+(μa1ik)u(x)=0,in Ω,u=f,on Ω and div(Kμa2(x)v(x))+(μa2ik)v(x)=0,in Ω,v=g,on Ω, respectively.

We will denote in the sequel by L(H1/2(Ω),H1/2(Ω)) the norm on the Banach space of bounded linear operators between H1/2(Ω) and H1/2(Ω).

2.3. The main result

Theorem 2.4

Lipschitz stability of boundary values

Let n3, and Ω be a bounded domain in Rn with Lipschitz boundary with constants L,r0 as in Definition 2.1. If p>n, B, μs and μai, for i=1,2, satisfy Assumptions 2.1 and 2.2 and the wave number k satisfies either (37) 0<kk0:=λ2(1+E)2+λ2(1+E1)2tan2π2nλ(1+E)tanπ2n,(37) or (38) kk~0:=1+1+tan2π2ntanπ2nλ(1+E),(38) where, λ and E are the positive numbers introduced in Assumptions 2.1 and 2.2, then (39) μa1μa2L(Ω)CΛμa1Λμa2L(H1/2(Ω),H1/2(Ω)),(39) where C>0 is a constant depending on n, p, L, r0, diam(Ω), λ, E, E and k.

3. Singular solutions

We consider (40) L=divK+q,in BR={xRn|x|<R},(40) where K={Khk}h,k=1,,n and q are the complex matrix valued-function and the complex function respectively introduced in Section 1 and satisfying Assumptions 2.1 and 2.2 on BR.

Theorem 3.1

Singular solutions for L=div(K)+q

Given L on BR as in (Equation40), there exists uWloc2,p(BR{0}) such that (41) Lu=0,in BR{0}(41) and furthermore (42) u(x)=K1(0)xx2n/2+w(x),(42) where w satisfies (43) |w(x)|+|x||Dw(x)|C|x|2n+α,in BR{0},(43) (44) r<|x|<2r|D2w|p1/pCr(n/p)n+α,forevery r, 0<r<R/2.(44) Here α is such that 0<α<1n/p, and C is a positive constant depending only on α,n,p,R, λ, E, E and k.

Remark 3.2

Since K1(0) is a complex matrix, the expression (45) K1(0)xx1/2(45) appearing in the leading term in (Equation42) is defined as the principal branch of (Equation45), where a branch cut along the negative real axis of the complex plane has been defined for z1/2, zC. Expressions like (Equation45) will appear in the sequel of the paper and they will be understood in the same way.

Next we consider two technical lemmas that are needed for the proof of Theorem 3.1. The proofs of these results for the case where L=div(K), with K a real matrix valued-function, are treated in detail in [Citation8] and their extension to the more general case L=div(K)+q, with K, q a real matrix valued-function and a real function respectively, was extended in [Citation7], therefore only the key points of their proof will be highlighted in the complex case below.

Lemma 3.3

Let p>n and uWloc2,p(BR{0}) be such that, for some positive s, (46) |u(x)||x|2s,forany xBR{0},(46) (47) r<|x|<2r|Lu|p1/pAr(n/p)s,forany r, 0<r<R2.(47) Then we have (48) |Du(x)|C|x|1s,forany xBR{0},(48) (49) r<|x|<2r|D2u|p1/pCr(n/p)sforany r, 0<r<R4,(49) where C is a positive constant depending only on A, n, p, λ, E, E and k.

Proof of Lemma 3.3.

Proof of Lemma 3.3

The proof of (Equation49) is based on the interior Lp - Schauder estimate for uniformly elliptic systems (50) r<|x|<2r|D2u|p1/pC(r/2)<|x|<4r|Lu|p1/p+r2(r/2)<|x|<4r|u|p1/p,(50) for every r, 0<r<R/4, which, combined with interpolation inequality (51) r(n/p)1supr<|x|<2r|Du(x)|C(r/2)<|x|<4r|D2u|p1/p+r2(r/2)<|x|<4r|u|p1/p(51) leads to (Equation48). The positive constant C appearing in (Equation50) depends on n, p, λ, E, E and k only, whereas the positive constant C in (Equation51) depends on n and p only. For (Equation50) we refer to [Citation26, Lemma 6.2.6]) and for a detailed proof of it, in the case of a single real equation in divergence form, we refer to [Citation8, Proof of Lemma 2.1]. We refer to [Citation27, Theorem 5.12] for a detailed proof of (Equation51) in the real case. For the complex case, (Equation51) can be derived by denoting u=u1+iu2 and combining (52) r(n/p)1supr<|x|<2r|Dui(x)|C||D2ui||Lp(r/2)<|x|<4r+r2||ui||Lp((r/2)<|x|<4r)C||D2u||Lp(r/2)<|x|<4r+r2||u||Lp((r/2)<|x|<4r),(52) for i = 1, 2 together with (53) supr<|x|<2r|Du(x)|supr<|x|<2r|Du1(x)|+supr<|x|<2r|Du2(x)|.(53)

Lemma 3.4

Let fLlocp(BR{0}) satisfy (54) r<|x|<2r|f|p1/pAr(n/p)s,forany r, 0<r<R2,(54) with 2<s<n<p. Then there exists uWloc2,p(BR{0}) satisfying (55) Lu=f,in BR{0}(55) and (56) |u(x)|C|x|2s,forany xBR{0},(56) where C is a positive constant depending only on A, s, n, p, R, λ, E, E and k.

Proof of Lemma 3.4.

Proof of Lemma 3.4

If fL(BR) then there exists a unique Green matrix G(x,y)={Gij(x,y)}i,j=12 defined in {x,yBR,xy} such that (57) LG(,y)=δ(y)I,forall yBR(57) in the sense that for every φ=(φ1,φ2)Cc(BR) we have (58) BRKijαβDβGjk(,y)Dαφi+qijGjk(,y)φi=φk(y),for k=1,2.(58) Moreover (59) |G(x,y)|C|xy|2n,forany xy,(59) where C is a positive constant depending on n, λ, E, E and k and the vector valued-function u=(u1,u2) defined by (60) uk(y)=BRGjk(x,y)fj(x)dx,for k=1,2,(60) satisfies Lu = f with (61) |u(x)|BR|G(x,y)||f(y)|dyC(I1+I2),(61) where f=(f1,f2) and (62) I1=|y|<(|x|/2)|xy|2n|f(y)|dy,(62) (63) I2=(|x|/2)<|y|<R|xy|2n|f(y)|dy.(63) For the existence, uniqueness and asymptotic behaviour of the Green's matrix G on BR as in (Equation57)–(Equation59) we refer to [Citation28]. We also refer to [Citation29], [Citation30] and the more recent result [Citation31] for further reading on the issue of the Green's matrix for elliptic systems of the second order. By an argument based on the monotone convergence theorem, one can show that I1 and I2 are both bounded from above by C|x|2s, where C is a positive constant depending on A,s,n,p,R,λ, E, E and k.

If flocp(BR{0}), we introduce a sequence {fN}N=1, with fN=(fN1,fN2), for N1, defined by fNj=N,when fj>N,fjwhen |fj|N,N,when fj<N, for j = 1, 2. fNL(BR), for any N1 and fNf pointwise on BR{0}. For any N1, let uNWloc2,p(BR{0}) be the solution to (64) LuN=fNin BR{0}(64) such that (65) |uN(x)|CN|x|2s,forany xBR{0}.(65) |fN||f| on BR, therefore ||fN||Lp(Ω~)||f||Lp(Ω~), for any Ω~, Ω~⊂⊂BR{0}, for any N1. By applying interior Lp - Schauder estimates to uN and using the fact that fLlocp(BR{0}) we obtain that (66) ||uN||W2,p(Ω~)C,forany Ω~, Ω~⊂⊂BR{0},(66) where C is a positive constant that depends on Ω~. By applying a diagonal process we can find a subsequence {uN}N=1 weakly converging in Wloc2,p(BR{0}) to some function uWloc2,p(BR{0}). This limit satisfies both (Equation55) and (Equation56).

We proceed next with the proof of Theorem 3.1.

Proof of Theorem 3.1.

Proof of Theorem 3.1.

We start by considering H(x)=C(K1(0)xx)2n/2, solution to (67) L0H=0,in BR{0},(67) where L0:=div(K(0)) on BR. We want to find w such that (68) L(H+w)=0,in BR{0},(68) satisfying (Equation43), (Equation44), where L is defined by (Equation5). We have (69) LH=L0HLH=(Kij(x)Kij(0))2HxixjaijxiHxjqH.(69) Therefore for any r, 0<r<R/2 we have (70) r<|x|<2r|LH|p1/pr<|x|<2r|Kij(x)Kij(0)|p2Hxixjp1/p+r<|x|<2rKijxipHxjp1/p+r<|x|<2r|qH|p1/pr<|x|<2r|x|βp|x|np1/p+r<|x|<2rKijxip|x|(1n)p1/p+λr<|x|<2r|x|(2n)p1/pCr(n/p)n+β,(70) where β=1n/p and C is a positive constant depending on λ, E, E, R and k only. If we take wWloc2,p(BR{0}) to be the solution to Lw = f given by Lemma 3.4, with f = −LH and s=nβ, then (71) |w(x)|C|x|2n+β(71) and, by Lemma 3.3, properties (Equation43), (Equation44) are satisfied.

4. Proof of the main result

Since the boundary Ω is Lipschitz, the normal unit vector field might not be defined on Ω. We shall therefore introduce a unitary vector field ν~ locally defined near Ω such that: (i) ν~ is C smooth, (ii) ν~ is non-tangential to Ω and it points to the exterior of Ω (see [Citation9, Lemmas 3.1–3.3] for a precised construction of ν~). Here we simply recall that any point zτ=x0+τν~, where x0Ω, satisfies (72) Cτd(zτ,Ω)τ,forany τ, 0ττ0,(72) where τ0 and C depend on L, r0 only.

Remark 4.1

Several constants depending on the a-priori data introduced in Definition 2.2 will appear in the proof of the main result below. In order to simplify our notation, we shall denote by C any of these constants, avoiding in most cases to point out their specific dependence on the a-priori data which may vary from case to case.

Proof of Theorem 2.4.

Proof of Theorem 2.4.

We start by recalling that by (Equation36) we have (Λμa1Λμa2)u,v¯=ΩKμa1(x)Kμa2(x)u(x)v(x)dx+Ωμa1(x)μa2(x)u(x)v(x)dx, for any u,vH1(Ω) that solve (73) div(Kμa1u)+(μa1ik)u=0,in Ω,(73) (74) div(Kμa2v)+(μa2ik)v=0,in Ω.(74) We set x0Ω such that (μa1μa2)(x0)=∥μa1μa2L(Ω) and zτ=x0+τν~, with 0<ττ0, where τ0 is the number fixed in (Equation72). Let u,vW2,p(Ω) be the singular solutions of Theorem 3.1 to (Equation73), (Equation74), respectively, having a singularity at zτ (75) u(x)=(Kμa11(zτ)(xzτ)(xzτ))2n/2+Oxzτ2n+α,v(x)=(Kμa21(zτ)(xzτ)(xzτ))2n/2+Oxzτ2n+α.(75) By setting ρ=2τ0 we have that Bρ(zτ)Ω and from (Equation36) we obtain (76) Λμa1Λμa2L(H1/2(Ω),H1/2(Ω))|u¯||H1/2(Ω)||v||H1/2(Ω)ΩBρ(zτ)(Kμa1(x)Kμa2(x))u(x)v(x)dxΩBρ(zτ)|Kμa1(x)Kμa2(x)||u(x)||v(x)|dxΩBρ(zτ)|(μa1μa2)(x)|u(x)v(x)dxΩBρ(zτ)|(μa1μa2)(x)|u(x)v(x)dx.(76) By (Equation75) and Theorem 3.1 we have (77) u(x)=(2n)(Kμa11(zτ)(xzτ)(xzτ))n/2Kμa11(zτ)(xzτ)+O(|xzτ|1n+α),v(x)=(2n)(Kμa21(zτ)(xzτ)(xzτ))n/2Kμa21(zτ)(xzτ)+O(|xzτ|1n+α).(77) Recalling that for i = 1, 2 the real and imaginary parts of Kμai1 satisfy (Equation16) and (Equation17), respectively, we have (78) C1|ξ|2|Kμai1(x)ξξ|C|ξ|2,for a.e. xΩ, for every ξRn(78) and combining (Equation76) together with (Equation75), (Equation77) and (Equation78) we obtain (79) ΩBρ(zτ)(Kμa1(x)Kμa2(x))u(x)v(x)dxCΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|22ndx+Λμa1Λμa2L(H1/2(Ω),H1/2(Ω))|u||H1/2(Ω)||v||H1/2(Ω)ΩBρ(zτ).(79) The left-hand side of (Equation79) can be estimated from below by recalling that Kμai() is Hölder continuous on Ω¯ with exponent β=1n/p, for i = 1, 2 and by recalling again (Equation75), which leads to (80) ΩBρ(zτ)(Kμa1(x)Kμa2(x))u(x)v(x)dxΩBρ(zτ)(Kμa1(x0)Kμa2(x0))u(x)v(x)dxCΩBρ(zτ)|xx0|β|u(x)||v(x)|dxΩBρ(zτ)(Kμa1(x0)Kμa2(x0))u(x)v(x)dxCΩBρ(zτ)|xx0|β|xzτ|22ndx(80) and combining (Equation80) together with (Equation79) we obtain (81) ΩBρ(zτ)(Kμa1(x0)Kμa2(x0))u(x)v(x)dxCΩBρ(zτ)|xzτ|22n|xx0|βdx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|22ndx+Λμa1Λμa2L(H1/2(Ω),H1/2(Ω))|u||H1/2(Ω)||v||H1/2(Ω)ΩBρ(zτ).(81) Recalling (Equation78) and combining it together with (Equation77), we can estimate the left-hand side of (Equation81) from below as (82) ΩBρ(zτ)(Kμa1(x0)Kμa2(x0))u(x)v(x)dx(2n)2×ΩBρ(zτ)Kμa21(zτ)(Kμa1(x0)Kμa2(x0))Kμa11(zτ)(xzτ)(xzτ)(Kμa11(zτ)(xzτ)(xzτ))n/2(Kμa21(zτ)(xzτ)(xzτ))n/2dxCΩBρ(zτ)|xzτ|22n+α+ΩBρ(zτ)|xzτ|22n+2α.(82) (Equation82) together with (Equation81) leads to (83) ΩBρ(zτ)Kμa21(zτ)(Kμa1(x0)Kμa2(x0))Kμa11(zτ)(xzτ)(xzτ)(Kμa11(zτ)(xzτ)(xzτ))n/2(Kμa21(zτ)(xzτ)(xzτ))n/2dxCΩBρ(zτ)|xzτ|22n+αdx+ΩBρ(zτ)|xzτ|22n|xx0|βdx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|22ndx+Λμa1Λμa2L(H1/2(Ω),H1/2(Ω))|u||H1/2(Ω)||v||H1/2(Ω)ΩBρ(zτ).(83) Kμai1 is Hölder continuous on Ω¯, with β=1n/p, for i = 1, 2 and, recalling that Cτ|xzτ|, we have (84) Kμa21(zτ))(Kμa1(x0)Kμa2(x0))Kμa11(zτ)(xzτ)(xzτ)=(Kμa21(x0)+O(τβ))(Kμa1(x0)Kμa2(x0))(Kμa11(x0)+O(τβ))(xzτ)(xzτ)=(Kμa21(x0)Kμa11(x0))(xzτ)(xzτ)+O(|xzτ|2+β)=n(μa2μa1)(x0)|xzτ|2+O(|xzτ|2+β).(84) Hence (Equation83), combined with (Equation84) and again with (Equation78), leads to (85) (μa1μa2)(x0)×ΩBρ(zτ)|xzτ|2(Kμa11(zτ)(xzτ)(xzτ))n/2(Kμa21(zτ)(xzτ)(xzτ))n/2dxCΩBρ(zτ)|xzτ|22n+βdx+ΩBρ(zτ)|xzτ|22n+αdx+ΩBρ(zτ)|xzτ|22n|xx0|βdx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|22ndx+Λμa1Λμa2L(H1/2(Ω),H1/2(Ω))|u||H1/2(Ω)||v||H1/2(Ω)ΩBρ(zτ).(85) The integrand appearing on the left-hand side of (Equation85) can be expressed as (86) |xzτ|2F(x)|Kμa11(zτ)(xzτ)(xzτ)|n|Kμa21(zτ)(xzτ)(xzτ)|n,(86) where the complex-valued function F is defined by (87) F(x):={(K¯μa11(zτ)(xzτ)(xzτ))(K¯μa21(zτ)(xzτ)(xzτ))}n/2.(87) The choices of k in either (Equation37) or (Equation38) imply (88) |F(x)||F(x)|andF(x)>0,(88) where z and z denote the real and imaginary parts of a complex number z respectively. By combining (Equation88) together with (Equation78), the left-hand side of inequality (Equation85) can be estimated from below as (89) (μa1μa2)(x0)×ΩBρ(zτ)|xzτ|2F(x)|Kμa11(zτ)(xzτ)(xzτ)|n|Kμa21(zτ)(xzτ)(xzτ)|ndx(μa1μa2)(x0)×ΩBρ(zτ)|xzτ|2F(x)|Kμa11(zτ)(xzτ)(xzτ)|n|Kμa21(zτ)(xzτ)(xzτ)|ndx12(μa1μa2)(x0)×ΩBρ(zτ)|xzτ|2|F(x)||Kμa11(zτ)(xzτ)(xzτ)|n|Kμa21(zτ)(xzτ)(xzτ)|ndx12(μa1μa2)(x0)×ΩBρ(zτ)|xzτ|2|K¯μa11(zτ)(xzτ)(xzτ)|n/2|K¯μa21(zτ)(xzτ)(xzτ)|n/2|Kμa11(zτ)(xzτ)(xzτ)|n|Kμa21(zτ)(xzτ)(xzτ)|ndx.(89) Combing (Equation89) together with (Equation78), we obtain (90) (μa1μa2)(x0)×ΩBρ(zτ)|xzτ|2F(x)|Kμa11(zτ)(xzτ)(xzτ)|n|Kμa21(zτ)(xzτ)(xzτ)|ndx12(μa1μa2)(x0)CΩBρ(zτ)|xzτ|22ndx.(90)

(Equation90) combined with (Equation85) and (Equation86) then leads to (91) ||μa1μa2||L(Ω)ΩBρ(zτ)|xzτ|22ndx.CΩBρ(zτ)|xzτ|22n+βdx+ΩBρ(zτ)|xzτ|22n+αdx+ΩBρ(zτ)|xzτ|22n|xx0|βdx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|42ndx+ΩBρ(zτ)|xzτ|22ndx+Λμa1Λμa2L(H1/2(Ω),H1/2(Ω))|u||H1/2(Ω)||v||H1/2(Ω)ΩBρ(zτ).(91) By recalling (Equation72), the first integral appearing on the right-hand side of (Equation91) can be estimated from above by observing that ΩBρ(zτ){x|Cτ|xzτ|2τ0}, therefore (92) ΩBρ(zτ)|xzτ|22n+βdxCτ|xzτ|2τ0|xzτ|22n+βdx=Cτ2τ0s22n+β+n1ds{|ξ|=1}dSξC(Cτ)2n+β(2τ0)2n+βCτ2n+β,(92)

(see also [Citation8], [Citation9]), where dSξ denotes the surface measure on the unit sphere. Similarly to (Equation92), the second, third and forth integrals on the right-hand side of inequality (Equation91) are estimated from above as (93) ΩBρ(zτ)|xzτ|22n+αdxCτ2n+α,ΩBρ(zτ)|xzτ|22n|xx0|βdxCτ2n+β,ΩBρ(zτ)|xzτ|42ndxCτ4n.(93) By observing that (ΩBρ(zτ)){x|2τ0|xzτ|R}, where R depends on diam(Ω), the last two integrals appearing on the right-hand side of (Equation91) can be estimated from above as (94) ΩBρ(zτ)|xzτ|42ndx2τ0|xzτ|R|xzτ|42ndxC,ΩBρ(zτ)|xzτ|22ndxC.(94) The integral appearing on the left-hand side of (Equation91) can be estimated from below as (95) ΩBρ(zτ)|xzτ|22ndxCτ2n(95) and we refer to [Citation13, p.66] for a detailed calculation of estimate (Equation95). By combining (Equation91) together with (Equation92)–(Equation95) and the H1/2(Ω) norms of u, v (see [Citation8], [Citation9]), we obtain (96) μa1μa2L(Ω)τ2nCτ2n+β+τ2n+α+τ4n+C+τ2nΛμa1Λμa2L(H1/2(Ω),H1/2(Ω)).(96) By multiplying (Equation96) by τn2 we obtain (97) μa1μa2L(Ω)Cω(τ)+Λμa1Λμa2L(H1/2(Ω),H1/2(Ω)),(97) where ω(τ)0 as τ0, which concludes the proof.

Remark 4.2

When n = 3 the ranges for k, (Equation37) and (Equation38), simplify to (98) 0<kk0:=3λ2(1+E)2+λ2(1+E1)23λ(1+E),(98) and (99) kk~0:=(2+3)λ(1+E).(99)

Acknowledgments

R. Gaburro would like to express her gratitude to Giovanni Alessandrini for the fruitful conversations regarding the construction of the singular solutions in this manuscript and to Simon Arridge who kindly offered insights on the physical problem of diffuse Optical Tomography some time ago.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

R. Gaburro would like to acknowledge the support of the Higher Education Authority (HEA) Government of Ireland International Academic Mobility Program 2019. W. Lionheart would like to acknowledge the support of EPSRC grants EP/F033974/1 and EP/L019108/1 and the Royal Society for a Wolfson Research Merit Award.

References