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A Level Set Technique for 3D Magnetic Induction Tomography at Different Scales Oliver Dorn The University of Manchester, United Kingdom ICERM workshop on Mathematical and Computational Aspects of Radar Imaging, Providence 18 October 2017 1 /


  1. A Level Set Technique for 3D Magnetic Induction Tomography at Different Scales Oliver Dorn The University of Manchester, United Kingdom ICERM workshop on Mathematical and Computational Aspects of Radar Imaging, Providence 18 October 2017 1 / 35

  2. Applications of Interest Electromagnetic imaging in the near field has a variety of applications. We are interested in using time-harmonic EM fields for the 3D imaging of domains or objects. Of particular concern to us is penetration depth. The objects we are interested in might be enclosed in metallic boxes or in a conductive environment. Practical applications include: Geophysics/Environmental - Locating objects in the earth ( > 200 m 3 ) Cargo Containers ( ∼ 10 m 3 ) Boxes/Suitcases/Luggage ( ∼ 1 m 3 ) Small boxes ( ∼ 0 . 5 m 3 ) 2 / 35

  3. Proof of Concept - Geophysical Scale ( > 200 m 3 ) Source: https://en.wikipedia.org/wiki/Lost Hills Oil Field 3 / 35

  4. Proof of Concept - Cargo Container Scale (20 m 3 ) Source: Wikipedia https://en.wikipedia.org/wiki/Cargo scanning 4 / 35

  5. Proof of Concept - Luggage and Box Scale (2 m 3 ) Source: https://en.wikipedia.org/wiki/Airport security 5 / 35

  6. Maxwell’s Equations M s ∇ × E − i ωµ H = J s ∇ × H − ˆ σ ( x ) E = ˆ σ = σ − i ωǫ Use one frequency (for the moment). We want to use ‘low frequencies’ in order to increase penetration depth. Fields tend to behave diffusive. Inverse problem becomes severely ill-posed. Singularities inside the domain are not represented by ‘measurable’ singularities in the data. 6 / 35

  7. Mathematical Forward Problem For the moment we restrict ourselves to imaging σ . We write Maxwell’s equations in operator form as Λ( σ ) u = q with u = ( E , H ) and q being the source (e.g. coil) Forward operator A mapping the parameter σ to the corresponding data g = Mu : A ( σ ) = M u = M Λ( σ ) − 1 q where M is the linear measurement operator (e.g. coils) 7 / 35

  8. Optimization problem formulation of inverse problem Physically measured ’true data’ (for ˜ u being true field) g = M ˜ ˜ u Residual operator R : R ( σ ) = A ( σ ) − ˜ g . Optimization problem (regularized output least squares) J ( σ ) = 1 2 + η 2 �R ( σ ) � 2 Min σ 2 � σ � α where � σ � α denotes some norm or semi-norm of σ and η is some regularization parameter. 8 / 35

  9. The shape-based inverse problem Often we are interested in detecting and characterizing specific objects (targets) of unknown shapes (a priori assumption). Can we determine and characterize shape-like targets (with sharp interfaces to the background) from data that do not contain visible singularities? In more details, assume that the parameter σ has the following specific form � in σ i S σ ( x ) = σ e ( x ) in Ω \ S where S is the shape of interest. 9 / 35

  10. Shape evolution approach (‘shape optimal control’) Shape Evolution initial shape shape after a few ’time−steps’ shape after more ’time−steps’ hidden objects 10 / 35

  11. Shape evolution by artificial shape velocity field F(x) = V(x) n(x) V(x) n(x) boundary Γ = δΩ Moving the boundary with velocity field V(x) 11 / 35

  12. Practical shape optimization There are two basic problems to solve in the shape evolution approach: 1 Constructing an appropriate velocity function from boundary data. 2 Moving the shape computationally according to the velocity function Notice that: During the evolution, the ease of handling topological changes is crucial since we do not know the topology of the shapes a-priori. 12 / 35

  13. Level set approach Introduce a sufficiently smooth level set function ψ such that � σ i , if ψ ( x ) ≤ 0 σ ( x ) = σ e , if ψ ( x ) > 0 δ ψ ( S) ψ (S) ψ + δ S = + ( ) S level set function level set function ψ ψ + δ ( ) S S (S) z + δ S S shape y x plane z=0 13 / 35

  14. Formal setup The boundary Γ( t ) of the shape S at time t is Γ( t ) = { x : ψ ( x , t ) = 0 } The residual operator R R ( ψ ) = R ( σ ( ψ )) = A ( σ ( ψ )) − ˜ g is now understood as a function in ψ . The least squares cost functional (without explicit regularization term) is given by J ( ψ ) = 1 2 �R ( ψ ) � 2 14 / 35

  15. Some formal calculations We consider the general evolution law d ψ = f ( x , t , ψ, A , ˜ g , . . . ) dt We introduce the one-dimensional Heaviside function h ( ψ ) � 1 ψ > 0 , h ( ψ ) = 0 , ψ ≤ 0 Then, we can write σ ( ψ ) = σ e h ( ψ ) + σ i (1 − h ( ψ )) . Formal differentiation yields d σ d ψ = ( σ e − σ i ) δ ( ψ ) 15 / 35

  16. More formal calculations Formal differentiation of the least squares cost functional J ( σ ( ψ ( t ))) yields d J = d J d σ d ψ R ′ ( σ ) ∗ R ( σ ) , d σ d ψ � � = dt d σ d ψ dt d ψ dt P by the chain rule. Here, R ′ ( σ ) is the linearized residual operator, and R ′ ( σ ) ∗ is its adjoint. Remark: The sensitivities R ′ ( σ ) ∗ R ( σ ) can be calculated efficiently by just solving one forward and one adjoint Maxwell problem (’adjoint scheme’). 16 / 35

  17. Adjoint scheme for calculating sensitivities The operator R ′ ( σ ) ∗ is defined by �R ′ ( σ ) δσ, ρ � Z = � δσ, R ′ ( σ ) ∗ ρ � P . (1) We have R ′ ( σ ) ∗ j R j ( σ ) = E j ( x ) · E j ( x ) (2) where E j and H j are the solution of the ’adjoint Maxwell system’ � − b � � E j � ∇× = M ∗ j R j ( σ ) ∇× H j a 0 17 / 35

  18. Even more formal calculations Collecting terms yields d J � � R ′ ( σ ) ∗ R ( σ ) , ( σ e − σ i ) δ ( ψ ) f ( x , . . . ) = . dt P Let us define now the descent direction f d by f d ( x , t , ψ, R , . . . ) = − F χ NB ,∂ S with the narrowband function χ NB ,∂ S ( x ) and F ( x ) = ( σ e − σ i ) R ′ ( σ ) ∗ R ( σ ) . This provides us with a descent flow for J . 18 / 35

  19. Regularization Regularization: Use regularized forcing term f r = ( α I − β ∆) − 1 f d with regularization parameters α > 0 and β > 0. Discretization: We calculate discrete time-steps with step-size τ > 0 ψ ( t + τ ) − ψ ( t ) = ( α I − β ∆) − 1 f d ( t ) τ With ψ ( n +1) = ψ ( t + τ ) and ψ ( n ) = ψ ( t ), this yields ψ ( n +1) = ψ ( n ) + τ ( n ) δψ ( n ) , ψ (0) = ψ 0 with δψ ( n ) = ( α I − β ∆) − 1 f ( n ) d 19 / 35

  20. A nonlinear Kaczmarz style approach with line search The step size τ ( n ) needs to be determined by a line search procedure. Regardless which forward solver we use, 3D Maxwell simulation in heterogeneous media is computationally expensive. Full gradient calculation requires one forward and one adjoint solve times the number of sources . A traditional line search requires another one or two forward solves per source . This is too expensive! Instead, we apply updates immediately after an individual source position is considered (‘nonlinear Kaczmarz’). As line search we control the ‘shape speed’ instead of reduction in cost which can be done ‘on the fly’ without extra computational cost (no additional forward or adjoint problem). 20 / 35

  21. Numerical forward solver We are currently experimenting with two different numerical forward solvers. 1 A finite volume frequency domain discretization in 3D. 2 A finite difference frequency domain discretization in 3D. Alternative forward solvers are possible, such as finite elements or variants of iterated Born/Neumann series. 21 / 35

  22. Schematic pseudo code I Forward Problem source Ω domain E , H f f shape S u(S) u(S) E , H f f receiver, data g(S) receiver, data g(S) 22 / 35

  23. Schematic pseudo code II Adjoint Problem source domain Ω shape S z(S) z(S) E a , H a E a , H a ~ g(S) − g adjoint sources: (phase−conjugated residuals) attached at receiver positions 23 / 35

  24. Schematic pseudo code III Adjoint Scheme source domain Ω E f , H f shape S (from forward problem) u(S) u(S) z(S) E , H z(S) a a (from adjoint problem) 24 / 35

  25. Schematic pseudo code IV level set function f(S+ δ S) = f(S)+ δ f (F(S)) z y shape S + δ S S+ δ S x plane z=0 25 / 35

  26. Schematic pseudo code V source Ω domain shape S +δ S F(S) F(S)=F(u(S),z(S)) receiver receiver 26 / 35

  27. Geometry of Problem (Geophysics and Environmental) x y 200 m z 1 5 7 9 2 m 10 0 0 2 3 11 4 6 8 12 source loop 200 m BH 2 BH 1 receiver loop BH 4 BH 3 Figure: f = 1kHz. 27 / 35

  28. Proof of concept - Geophysics scale Figure: f = 1kHz. 28 / 35

  29. Geometry of Problem (boxes and containers) x x receivers x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x emitters x x x Figure: f = 0 . 2 MHz (containers) or f = 10MHz (boxes) 29 / 35

  30. Sensitivity Functions Sensitivity Re( S ) = Re( E . E ) 0.2 0.15 0.15 -10 -10 -10 0.15 -8 -8 -8 0.1 0.1 -6 0.1 -6 -6 -4 -4 0.05 -4 0.05 0.05 -2 -2 -2 y y y 0 0 0 0 0 0 2 2 2 -0.05 -0.05 4 4 -0.05 4 6 -0.1 6 6 -0.1 -0.1 8 8 8 -0.15 10 10 10 -0.15 -0.2 -0.15 -10 -5 0 5 10 -10 -5 0 5 10 -10 -5 0 5 10 z = 35: x z = 40: x z = 45: x 1 8 -10 -10 0.8 -8 6 -8 0.6 -6 -6 4 0.4 -4 -4 2 -2 -2 0.2 y y 0 0 0 0 2 2 -0.2 -2 4 4 -0.4 -4 6 6 -0.6 -6 8 8 -0.8 10 10 -8 -1 -10 -5 0 5 10 -10 -5 0 5 10 z = 50: x z = 55: x 30 / 35

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