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Time reversal methods in unknown medium and inverse problems 7 0 0 Kenri k Bingham 2 Yaroslav Kurylev n a Matti Lassas J 4 Samuli Siltanen ] P January 4, 2007 A . h t a Abstra t m [ A novel method to solve inverse problems for the wave equation is introdu ed. The method is a ombination of the boundary ontrol 1 v method and an iterative time reversal s heme, leading to adaptive 3 imaging of oe(cid:30) ient fun tions of the wave equation using fo using 3 1 waves inunknown medium. The approa h is omputationally e(cid:27)e tive 1 sin e the iteration lets the medium do most of the pro essing of the 0 data. 7 0 The iterative time reversal s heme also gives an algorithm for on- / stru ting boundary ontrols for whi h the orresponding (cid:28)nal values h t are as lose as possible to the (cid:28)nal values of a given wave in a part of a m the domain, and as lose as possible to zero elsewhere. The algorithm does not assume that the oe(cid:30) ients of the wave equation are known. : v i X Keywords: Inverse problems, wave equation, ontrol, time reversal. r a AMS lassi(cid:28) ation: 35R30, 93B05. 1. Introdu tion We present a novel inversion method for the wave equation. Suppose that we an send waves from the boundary into an unknown body with spatially c(x) varying wave speed . Using a ombination of the boundary ontrol (BC) method and an iterative time reversal s heme, we show how to fo us waves x c(x ) c 0 0 near a point inside the medium and simultaneously re over if is 1 c(x) isotropi . In the anisotropi ase we an re onstru t up to a hange of oordinates. In the lassi al BC method material parameters are re onstru ted using hyperboli te hniques, see [1,9,10,11,25,26,27℄. Straightforwardnumeri al implementation of the BC method is omputationally demanding. Inspired by Isaa son's iterative measurement s heme [22℄ for ele tri al impedan e to- mography (EIT), we ombine the BC method with an adaptive time reversal iteration that lets the medium do most pro essing of the data. Traditional time reversal methods re ord waves, invert them in time, and send them ba k into the medium. If the re orded signal originated from point sour es or was re(cid:29)e ted from small s atterers in the medium, the time reversed waves fo us at the sour e or s atterer points. This is useful for time reversal mirrors in ommuni ation te hnologies and medi al therapies. For early referen es on time reversal (using ultrasound in air), see the seminal works of Fink [19, 18, 17℄. For a mi rolo al dis ussion of time reversal, see Bardos [3, 4℄, and for another mathemati al treatment see Klibanov [29℄. Time reversal in known ba kground medium with random (cid:29)u tuations has also been extensively studied [5, 6, 7, 8, 13, 14℄ and applied to medi al imaging, non-destru tive testing and underwater a ousti s. These methods are outside the s ope of this paper. Iterativetimereversalhasbeenused to(cid:28)ndbestmeasurementsforinverse problems. By (cid:16)best(cid:17) we here mean (cid:16)optimal for dete ting the presen e of an obje t(cid:17). This distinguishability problem has been studied for (cid:28)xed-frequen y problems in EIT [22℄ and a ousti s attering [34℄. The onne tion between optimal measurements and iterative time-reversal experiments was pointed out in [34, 35, 36℄. For the wave equation, the best measurement problem has been studied in [16℄, where it has been shown that the optimal in ident (cid:28)eld for probing a half spa e an be found by an iterative pro ess involving time reversal mirrors. M ⊂LetRu3s des ribe our hybrid me∂thMod in a simcp(lxe) ase. Take a ompa t set with smooth boundary , and let be a s alar-valued wave M speed in . Consider the wave equation u −c(x)2∆u = 0 M ×R , tt + in (1) u| = 0, t=0 u | = 0, t t=0 −c(x)−2∂ u = f(x,t) ∂M ×R , n + in ∂ uf = n where denotes the Eu lidean normal derivative. We denote by uf(x,t) f the solution of (1) orresponding to a given boundary sour e term . 2 T > 0 M Take larger than the diameter of in travel time metri , so M that any point inside an be rea hed by waves sent from the boundary T f in time less than . We onsider imposing a boundary sour e on the set ∂M × (0,2T) uf and measuring the boundary value of the resulting wave 0 < t < 2T during the time . All su h boundary measurements onstitute the Neumann-to-Diri hlet map Λ : f 7→ uf| , 2T ∂M×(0,2T) that models a variety of physi al measurements [28℄. Instead of the full map Λ f f 2T we only need here the values for a spe i(cid:28) olle tion of sour es given by an iterative pro ess. L2(∂M ×[0,2T]) We need three spe ial operators on the fun tion spa e . First, the time reversal operator Rf(x,t) = f(x,2T −t), se ond, the time (cid:28)lter 1 min(2T−t,t) Jf(x,t) = f(x,s)ds, 2 Z0 and (cid:28)nally the restri tion operator Pf(x,t) = χ (x,t)u(x,t), B χ B ⊂ ∂M ×[0,2T] B where is the hara teristi fun tion of a set . We de(cid:28)ne the pro essed time reversal iteration 1 F := P(RΛ RJ −JΛ )f, 2T 2T ω a := Λ (h ), b := Λ (RJh ), n 2T n n 2T n (2) α 1 h := (1− )h − (PRb −PJa )+F, n+1 n n n ω ω f ∈ L2(∂M × [0,2T]) α,ω > 0 where and are parameters. Starting with h = 0 h(α) = lim h 0 n→∞ n the iteration (2) onverges to a limit . In the ase B = ∂M ×[T −s,T] we have limuh(α)(x,T) = 1−χ (x) uf(x,T) L2(M), N α→0 in (3) (cid:0) (cid:1) N ⊂ M x ∈ M ∂M where is the set of points with travel time distan e to at s N most . In other words, is the maximal region where the waves sent from s the boundary an propagate in time . 3 y ∈ ∂M γ y,ν Let and denote by the geodesi (in travel time metri ) y starting ffrom in the normal(yd,irTe− tsio)n∈a∂nMd p×aRrametrised by ar lengtt≤h.TT−akse + asour e on entratednear andvanishingfor . uf(x,T) N Then is supported in the union of the set and a neighbourhood x = γ (s) 0 y,ν of the point , and the limit (3) vanishes outside a neighbourhood x x T 0 0 of . This way our iteration produ es a wave lo alized near at time . Below we introdu e an alternative onstru tion of fo using waves for gen- f eral sour es by applying the pro essed time reversal iteration with two B di(cid:27)erent sets and using the di(cid:27)eren e of the resulting boundary values. We show also that the limits(3) an be used to determine the travel time x = γ (s) ∈ M y,ν distan e between an arbitrary point and any boundary z ∈ ∂M point . It follows that the pro essed time reversal iteration gives an algorithm for determining the wave speed in the medium. Furthermore, f uh(x,t) given a sour e , our iterationallows us to(cid:28)nd a wave havingat time t = T χ (x)uf(x,T ) T 1 N 2 2 approximately the value for any without knowing the material parameters of the medium. Analogous methods without the χ (x) N multiplier have been developed before in [23, 31℄. The paper is organised as follows. In Se tion 2 we formulate our main results. In Se tion 3 we prove the onvergen e of the pro essed time reversal iteration. Se tion 4 is devoted to the analysis of the fo using properties of the waves, and in Se tion 5 we show how to re onstru t the metri using the boundary distan e fun tion. In the last se tion we dis uss our method in the ase of noisy measurements. 2. De(cid:28)nitions and main results M ⊂ Rm m ≥ 1 Letus onsiderthe losure , ,ofanopensmoothset,ora(non- (M,g) m ompa t or ompa t) omplete Riemannian manifold of dimension with a non-empty boundary. For simpli ity, we assume that the boundary ∂M u is ompa t. Let solve the wave equation u (x,t)+Au(x,t) = 0 M ×R , tt + in (4) u| = 0, u | = 0, t=0 t t=0 Bν,ηu|∂M×R+ = f. f ∈ L2(∂M ×R ) A + Here, is a real valued fun tion, is a formally self-adjoint ellipti partial di(cid:27)erential operator of the form (in lo al oordinates in the M ase when is a manifold) m ∂ ∂v Av = − µ(x)−1|g(x)|−21 µ(x)|g(x)|21gjk(x) (x) +q(x)v(x) ∂xj ∂xk (5) j,k=1 (cid:18) (cid:19) X 4 [gjk] c I ≤ [gjk(x)] ≤ c I 0 1 where is a smooth real positive de(cid:28)nite matrix, , c ,c > 0 |g| = ([g ]) [g ] [gjk] 0 1 jk jk , det , where is the inverse matrix of , and µ(x) ≥ c > 0 q(x) 2 and are smooth real valued fun tions. Also, B v = −∂ v +ηv ν,η ν η : ∂M → R where is a smooth bounded fun tion and m ∂ ∂ v = µ(x)gjk(x)ν v(x), ν k∂xj j,k=1 X ν(x) = (ν ,ν ,...,ν ) ∂M 1 2 m where m gjkνiνs t=he1interior o-normal ve tor (cid:28)eld of normalised so that j,k=1 j k . A parti ular example is the operator P A = −c2(x)∆+q(x) 0 (6) ∂ v = c(x)−m+1∂ v ∂ v ν n n for whi h , where is the Eu lidean normal derivative v of . We denote the solutions of (4) by uf(x,t) = u(x,t). For the initial boundary value problem (4) we de(cid:28)ne the response operator Λ (or non-stationary Robin-to-Diri hlet map) by setting Λf = uf|∂M×R+. (7) Λ T We also onsider the (cid:28)nite time response operator orresponding to time T > 0 , Λ f = uf| . T ∂M×(0,T) (8) Λ : L2(∂M × (0,T)) → H1/3(∂M × (0,T)) T By [39℄, the map is bounded, Hs(∂M × (0,T)) ∂M × (0,T) where denotes the Sobolev spa e on . Below Λ L2(∂M ×(0,T)) T we onsider as a bounded operator that maps to itself. g (x) jk We also need some other notation. The matrix , that is, the inverse gjk(x) M of the matrix , is a Riemannian metri in that is alled the travel time metri . The reason for this is the waves propagate with speed one with ds2 = g (x)dxjdxk d(x,y) respe t to the metri jk jk . We denote by the distan e fun tion orrespondinPg to this metri . For the wave equation we L2(M,dV ) µ de(cid:28)ne the spa e with inner produ t hu,vi = u(x)v(x)dV (x), L2(M,dVµ) µ ZM 5 dV = µ(x)|g(x)|1/2dx1dx2...dxm µ where . t > 0 Γ ⊂ ∂M For and , let M(Γ,t) = {x ∈ M : d(x,Γ) ≤ t}, (9) Γ t be the domainLo2f(iBn(cid:29))u=en{ fe∈ofL2(a∂tMtim×eR .) : (f) ⊂ B} B ⊂ ∂M×R + + We denote supp , , Γ ⊂ ∂M identifyinfg ∈funL t2i(oΓns×aRnd)their zero ontinuations. When is open + set and , it is well known (see e.g. [21℄) that the wave uf(t) = uf(·,t) M(Γ,t) is supported in the domain , uf(t) ∈ L2(M(Γ,t)) = {v ∈ L2(M) : (v) ⊂ M(Γ,t)}. supp 2.1. Results on onvergen e of pro essed time reversal iteration. f uf(x,T) Our obje tive is to (cid:28)nd a boundary sour e su h that the wave is x 0 lo alized in a neighbourhood of a single point . Note that in this paper (u(x,T),u (x,T)) t we do not fo us the pair , but only the value of the wave, u(x,T) .0 < T < T Γ ⊂ ∂M f ∈ L2(Γ×R ) 0 + Let , be ohp(αen) ∈setLa2(n∂dM ×R ) α > 0. Our (cid:28)rst aim + is to onstru t boundary values , su h that limuh(α)(T) = χ uf(T) α→0 M(∂M,T0) (10) L2(M) χ (x) X X in . Here is the hara teristi fun tion of the set . Then limuf−h(α)(T) = (1−χ )uf(T) M(∂M,T0) α→0 M(Γ,T) \ M(∂M,T ) T → T 0 0 is supported in (see Figure 1). When and Γ → {z} M(Γ ,T)\ j j M(∂M,T t)hen under suitable assumptions dis fuss∈edLl2a(tΓer×theRse)t 0 j + goes to a single point. Thus for , the waves (1−χ )uf(T) M(∂M,T0) lo alize to a small neighbourhood of a single point. For later use we will onsider (10) below in a more general setting. h(α) Next we explain a pro edure to (cid:28)nd boundary values . Denote R f(x,t) = f(x,2T −t), 2T (11) J h(x,t) = J(s,t)h(x,s)ds 2T Z[0,2T] J(s,t) = 1χ (s,t) where 2 L , L = {(s,t) ∈ R ×R : t+s ≤ 2T, s > t}. + + (12) 6 M(Γ,T)\M(∂M,T ) 0 Figure 1: The set . Our goal is to (cid:28)nd waves sent from the boundary that fo us into this area. M(∂M,T ) 0 M(Γ,T) s s Γ R = R J = J 2T 2T We all the time reversal map and the time (cid:28)lter. We P = P : L2(∂M ×[0,2T]) → L2(∂M ×[0,2T]) B denote by the multipli ation operator P f(x,t) = χ (x,t)f(x,t), B B B = J (Γ ×[T −T ,T]), Γ ⊂ ∂M 0 ≤ T ≤ T where j=1 j j j are open sets and j . Λ R , J L2(∂M ×[0,2T]) 2T 2T 2T Next, we oSnsider , and as operators from to itself. α ∈ (0,1) ω > 0 Let and be a su(cid:30) iently large onstant. We de(cid:28)ne a ,b ∈ L2(∂M×[0,2T]) h = h (α) ∈ L2(∂M×[0,2T]) n n n n and by the iteration a := Λ (h ), b := Λ (RJh ), n 2T n n 2T n (13) α 1 h := (1− )h − (PRb −PJa )+F, n+1 n n n ω ω a = 0 b = 0 h = 0 0 0 0 with , , , and 1 F = P(RΛ RJ −JΛ )f. 2T 2T ω We say that this iteration is the pro essed time reversal iteration on time- [0,2T] P f ∈ L2(∂M ×[0,2T]) interval with proje tor and starting point . a b n n Here orrespondstothe(cid:16)iteratedmeasurement(cid:17), tothe(cid:16)time(cid:28)ltered h h a n+1 n n and time-reversed measurement(cid:17) and to post-pro essing of , and b n using time reversal and time (cid:28)ltering. 7 T > 0 ∂M Theorem 1 Let . Assume we are given and the response operator Λ Γ ⊂ ∂M j = 1,...,J 0 ≤ T ≤ T 2T j j . Let , be non-empty open sets, , and B = J (Γ ×[T −T ,T]). f ∈ L2(∂M×R ) ω j=1 j j Let + and let for large enough α ∈ (0,1) h = h (α) n n and S fun tions be de(cid:28)ned by the pro essed time reversal P f = f| B 0 ∂M×(0,2T) iteration (13) with proLje2 (∂toMr ×Ran)d starting point . These + fun tions onverge in , h(α) = lim h (α) n n→∞ and the limits satisfy limuh(α)(x,T) = χ (x)uf(x,T) N α→0 L2(M) N = J M(Γ ,T ) ⊂ M in , where j=1 j j . S This theorem is proven later in Se tion 3. Before that we onsider its onsequen es. γ x,ξ 2.2. Results on fo using of the waves Let us onsider a geodesi (M,g) γ (0) = x γ˙ (0) = ξ x,ξ x,ξ in parametrised along ar length where , with kξk = 1 ν = ν(z) z ∈ ∂M ∂M g . Let , be the unit interior normal ve tor of (M,g) τ(z) ∈ (0,∞] t < τ(z) in . There is a riti al value , su h that for the γ ([0,t]) t > τ(z) z,ν geodesi is the unique shortest geodesi , and for it is no γ (t) ∂M z,ν longer a shortestΓge→ode{szi} froΓm its⊂enΓdpoint ∞ Γ t=o {z}. We say that j if j+1 j and j=1 j . Theorem1yieldsthefollowingresultstellTingthatwe anprodu efo using b b waves, that is, wave that fo us to a single point. z ∈ ∂M 0 < T0 < T < T x = γzb,ν(T) CΓo⊂rol∂laMryj2∈LeZt and z ∈ ∂.MLet Γ → a{nz}d j + j , be open neighbourhoods of su h that j → ∞ b b b b when f ∈ C.∞(∂M ×R ) h (α;T ,j) 0 + n 0 b b Let . Let be the fun tions obtained from P B = (Γ ×[T − B j the pro essed time reversal iteration (13) with proje tor , T,T]) ∪ (∂M × [T − T ,T]) f = f| 0 0 ∂M×(0,2T) and starting point . Similarly, h′ (α;T ,j) n 0 let be the fun tions obtained from the pro essed time reversal b PB′ B′ = ∂M ×[T −T0,T] iteration (13) with proje tor , and starting point f 0 . Let h (α;T ,j) = f −h (α;T ,j)+h′ (α;T ,j). n 0 0 n 0 n 0 T < τ(z) If thene b b (14) 1 e lim lim lim lim uhn(α;T0,j)(T) = C0(x)uf(x,T)δxb(x) T0→Tbj→∞α→0n→∞ (T −T0)(m+1)/2 b b b 8 M PSfrag repla emenFtsigure 2: Subsets of used in the proof of Corollary 2. x T b T b 0 ∂M z Γj b D′(M) C (x) > 0 f T > τ(z) 0 in where does not depend on . If the limit (14) is zero. b b b M(Γ ,T) \ M(∂M,T ) xˆ j 0 In Figure 2, the set tends to the point when j → ∞ T → Tˆ 0 and . This turns out to be essential in the proof of Corollary b 2. δxb (M,g) Above, is Dira 's delta distribution on su h that δxb(x)φ(x)dVµ = φ(x), φ ∈ C0∞(M). ZM b f,h ∈ L2(∂M × 2.3. Inner produ ts. Later, we show that that using [0,2T]) Λ 2T and the boundary measurements we may ompute via an expli it integral the inner produ t uf(x,T)uh(x,T)dV (x) = (Kf)(x,t)h(x,t)dS (x)dt, µ g (15) ZM Z∂M×[0,2T] dS ∂M g where is the Riemannian surfa e volume of and K = K := R Λ R J −J Λ 2T 2T 2T 2T 2T 2T 2T (16) Λ 2T so that terms (15) an be found using measurement operator and simple R J 2T 2T basi operations like time reversal and the time (cid:28)lter operator . ∂M In the above formula the Riemannian surfa e volume of an be om- ∂M Λ 2T puted using the intrinsi metri of , whi h is determined by the map . Indeed, its follows from Tataru's unique ontinuation prin iple (see [38, 40℄, Λ 2T see also Theorem 4 below) that the S hwartz kernel of is supported in E = {(x,t,x′,t′) ∈ (∂M × [0,2T])2 : t − t′ ≥ d(x,x′)} the set and that ∂E ∂E the boundary is in the support. The set determines the distan es z,z′ ∈ ∂M (M,g) of points with respe t to the metri of , and thus also the (∂M,g ) ∂M distan e with respe t to the intrinsi metri of the boundary . 9 2.4. Re onstru tionof materialparameter fun tions. Itiswellknown Λ µ g jk that the response map an not generally determine oe(cid:30) ients and be ause of two transformations dis ussed below. First, we one an introdu e a oordinate transformation, that is a di(cid:27)eo- F : M → M F| ∂M morphism su h that the boundary value is the identity g = F g ∗ operator. Then the push forward metri , that is, m ∂xp ∂xq g (y) = g (x), y = F(x) jk ∂yj ∂yk pqe p,q=1 X e µ = µ◦F−1 q = q◦F−1 η = η and the fun tions , , and determine the operator A A A of the form (5) su h that response operators for and are the same (for e e e this, see [25, 26, 27℄). e u(x,t) →eκ(x)u(x,t) Se ond, one an do the gauge transformation where κ ∈ C∞(M) is stri tly positive fun tion. In this transformation the operator A A κ is transforms to the operator de(cid:28)ned be 1 A w := κA( w) e κ e κ and the operator in boundarey onditioen is transformed to Bν,ηb, with η = η −κ−1∂ κ. ν Λ A Λ κ κ Then the response operator of oin ides with the response operator A b of . e e κ = µ−1 By above transformations, making a gauge transformation with , A A κ we ome to operator having the same response operator as and that µ(x) = 1 an be represented in the form (5) with . It turns out that this is e the only sour e of non-uniqueness. µ = 1 ∂M Corollary 3 Assume that and that we are given the boundary and Λ the response operator . Then using the the pro essed time reversal iteration (M,g) we an (cid:28)nd onstru tively the manifold upto an isometry and on it A the operator uMniq⊂uelRy.m m ≥ 2 A M Moreover, if , , and is of the form (6), given the set Λ c(x) q(x) M and the response operator we an determine and uniquely in . (M,g) A We note that the unique determinationof and iswell known, see e.g. [11, 25, 26℄ and referen es therein. The novelty of Corollary 3 is that in the onstru tionbased on pro essed timereversal iterationtheuse ofiterated measurement avoid many omputationally demanding steps used required in [26℄. Anexampleofsu h step isaGram-S hmidtorthogonalisationofbasisof L2(Γ×[t ,t ]) Γ ⊂ ∂M 1 2 spa es , with respe t to an inner produ t determined Λ 2T by . This is a typi al step used in traditional Boundary Control method that is very sensitive for measurement errors. 10

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