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A direct sampling method for simultaneously recovering inhomogeneous inclusions of different nature

Yat Tin Chow Department of Mathematics, University of California, Riverside. The work of this author is supported by Omnibus Research and Travel Award 2019, University of California, Riverside. ([email protected]).    Fuqun Han Department of Mathematics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong. ([email protected]).    Jun Zou Department of Mathematics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong. The work of this author was substantially supported by Hong Kong RGC grant (Projects 14322516 and 14306718). ([email protected]).
Abstract

In this work, we investigate a class of elliptic inverse problems and aim to simultaneously recover multiple inhomogeneous inclusions arising from two different physical parameters, using very limited boundary Cauchy data collected only at one or two measurement event. We propose a new fast, stable and highly parallelable direct sampling method (DSM) for the simultaneous reconstruction process. Two groups of probing and index functions are constructed, and their desired properties are analyzed. In order to identify and decouple the multiple inhomogeneous inclusions of different physical nature, we introduce a new concept of mutually almost orthogonality property that generalizes the important concept of almost orthogonality property in classical DSMs for inhomogeneous inclusions of same physical nature in [12, 13, 14, 24, 31]. With the help of this new concept, we develop a reliable strategy to distinguish two different types of inhomogeneous inclusions with noisy data collected at one or two measurement event. We further improve the decoupling effect by choosing an appropriate boundary influx. Numerical experiments are presented to illustrate the robustness and efficiency of the proposed method.

Key words. Inverse problem, direct sampling method, simultaneous reconstruction, decoupling imaging technique.

AMS subject classifications. 35J67, 35R30, 65N21, 78M25.

1 Introduction

In this work, we propose a novel parameter reconstruction method in which we decouple measurements from one (or at most two) pair(s) of Cauchy data and locate two different types of inhomogeneities in the model. Let us consider an open bounded domain Ω\Omega in d\mathbb{R}^{d} (d=2d=2, 33) with a smooth boundary Ω\partial\Omega, and the following elliptic PDE:

{(σu)+Vu=0inΩ,uν=fonΩ,\begin{cases}-\nabla\cdot(\sigma\nabla u)+Vu=0\quad&\text{in}\quad\Omega\,,\\ \frac{\partial u}{\partial\nu}=f\quad&\text{on}\quad\partial\Omega\,,\end{cases} (1.1)

where the coefficients σ\sigma, VL(Ω)V\in L^{\infty}(\Omega) represent two unknown physical inclusions in the physical ranges c<σ<Cc<\sigma<C and C<V<C-C<V<C for some c>0c>0, C<C<\infty. Let σ0\sigma_{0} and V0V_{0} be the respective coefficients describing the homogeneous background medium u0u_{0}. We assume two physical inclusions are in the interior of the domain, i.e., supp(σσ0)\text{supp}(\sigma-\sigma_{0}), supp(VV0)\text{supp}(V-V_{0}). Our goal is to simultaneously identify and reconstruct these two inclusions, i.e., supp(σσ0)\text{supp}(\sigma-\sigma_{0}) and supp(VV0)\text{supp}(V-V_{0}), using the data uu measured on the boundary corresponding to a boundary influx ff. We like to point out that our proposed method can be appropriately generalized to handle other types of boundary conditions that may arise in real applications, e.g. the Robin boundary condition, although this work focuses only on a Neumann boundary condition (cf. (1.1)).

Inverse problems of the elliptic system (1.1) may arise from a wide range of applications, such as medical imaging, geophysical prospecting, nano-optics, and nondestructive testing; see, e.g., [19, 33, 37, 41] and the references therein. The solution uu and two coefficients σ\sigma and VV may represent different physical state and parameters in different applications. For instance, in the diffusion-based optical tomography [5], uu, σ\sigma and VV represent the photon density, diffusion and absorption coefficients, respectively; Identification of locations of inhomogeneities of σ\sigma and VV helps determine the distribution of different types of tissues. The model (1.1) can also represent the inverse electromagnetic scattering problem. Under the transverse electric symmetry, the three-dimensional full Maxwell equations may be reduced to (1.1), where σ\sigma and V-V stand for the permeability and permittivity of the media [39]. The system (1.1) is also adopted in the ultrasound medical imaging, where σ\sigma and VV represent the volumetric mass density and bulk modulus, respectively, while uu describes the acoustic pressure [2]. For the convenience of descriptions, we shall often call σ\sigma and VV as conductivity and potential throughout this work.

The uniqueness and simultaneous identifiability for the elliptic inverse problem (1.1)) have been widely investigated. In particular, a negative result was proved in [6], that is, no uniqueness for the simultaneous reconstruction of σ\sigma and VV when both coefficients are smooth. For piecewise constant σ\sigma and piecewise analytic VV, the uniqueness and simultaneous identifiability were established in [23] for real-valued coefficients, as long as all possible Neumann-to-Dirichlet data are available. This uniqueness result also hints why there are many reasonable numerical results for simultaneous reconstructions, even though there is still no general uniqueness result.

During the recent two decades, many efficient numerical methods were proposed for the inverse problem (1.1). Minimizing a least-squared functional with appropriate regularizations is a very popular methodology in many applications, along with iterative methods; see, e.g., [7, 17, 18, 29, 40]. Usually, a locally convergent Newton-type method is employed. However, an iterative scheme may be trapped often in local optima, owing to high ill-posedness and high non-convexity of the objective functional. Moreover, the high dimension of the optimization problem also hinders the performance of this type of algorithms. Therefore there is a significant interest to develop some alternative numerical methods, that are fast, computationally cheap and robust against noisy data, to provide a reasonable initial guess for these iterative methods. On the other hand, some rough estimates of the inhomogeneous inclusions directly from the measurement data may be sufficient for many practical applications.

Motivated by these two important applications, many non-iterative schemes were developed for a large class of inverse problems for parameter identifications. Most of those methods are sampling-type, which rely on an appropriately designed functional that is expected to attain relatively large values inside the inhomogeneity. These include linear sampling method [15], singular source method [34], and factorization method [26], etc. Recently, MUSIC-type method using the multistatic response matrix (MSR) [4, 27], algorithms based on the topological derivative [8], and the reverse time migration [10] were also developed for the purpose. We refer to several recent monographs [9, 11, 28, 35] for more developments in this direction. Nevertheless, to the best of our knowledge, there seems to exist little development of sampling type methods for simultaneously reconstructing two different types of inhomogeneities.

In this work, we make the first effort to develop a new sampling type method, a direct sampling method (DSM), for simultaneously identifying and recovering multiple inhomogeneous inclusions corresponding to two different physical parameters. In particular, a specific attempt is made to ensure that the method can apply to the important scenarios where very limited data is available, e.g., only noisy data collected at one or two measurement event. DSMs have been developed recently through a series of efforts, e.g., [12, 13, 14, 24, 31, 34], for recovering the inhomogeneous media, first for the wave type inverse problems, and then for the non-wave inverse problems. This family of direct sampling methods construct an index function that leverages upon an almost orthogonality property between the family of fundamental’s functions of the forward problem and a particular family of probing functions under a properly selected Sobolev duality product. All the existing DSMs were designed for the cases when there are only inhomogeneous inclusions of same physical nature. In this work, we make the first attempt to design DSMs for simultaneously recovering multiple inhomogeneous inclusions of two very different physical parameters. These inverse scattering problems are much more ill-posed and challenging than those associated with inclusions of same physical nature. A natural mathematical and technical issue is how to identify which inclusions come from one physical parameter, not from the other; and how to locate and separate the multiple inclusions corresponding to one parameter from those corresponding to the other. We shall make use of an important observation that the near field or scattered data satisfies a fundamental property that it can be approximated as a combination of Green’s functions and their gradients at a set of discrete points. With this observation, we shall develop two separate families of probing functions, namely, the monopole and dipole probing functions, which enable us to construct two separate index functions for decoupling the multiple inhomogeneous inclusions associated with one physical parameter from those associated with the other parameter. In order for this decoupling to function effectively, we introduce a new and key concept, the mutually almost orthogonality property, between the family of fundamental functions and their gradients, and two families of monopole and dipole probing functions. Furthermore, we take advantage of an additional parameter, namely the probing direction of the dipole probing function, and an appropriate boundary influx to decouple the multiple inhomogeneous inclusions of one parameter from those of the other parameter. As we will see, the new method is computationally cheap and numerically stable, and works quite satisfactorily, as demonstrated in section 6 by several typical challenging numerical examples with very limited data available, e.g., only noisy data collected at one or two measurement event. The outputs generated by the new method can serve as reasonable approximations for many important applications where general rough locations and shapes of inhomogeneous inclusions are sufficient, or as a quick and stable initial guess of some expensive nonlinear optimization approaches when more accurate reconstructions are needed.

The rest of our work is as follows. We address in section 2 the general principles of DSMs, including the fundamental property and the new mutually almost orthogonality property. We then show in section 3 that the fundamental property holds for our inverse problem in many cases that we encounter in practice. We propose in section 4 two index functions for the reconstruction process and discuss their properties, including an alternative characterization. In section 5, we derive some explicit representations of the probing and index functions in some special sampling domains and discuss the mutually almost orthogonality properties in those cases. We will also address some appropriate boundary influxes to further decouple the monopole and the dipole effects in the measurement. Numerical experiments are conducted in section 6 to illustrate the effectiveness of the new method.

2 Principles of DSMs with coupled measurement

We briefly explain in this section some general observations that motivate our direct sampling method with coupled measurement. The development of our DSM hinges on a basic fact that our measurement data can be approximated by a sum of Green’s functions of the homogeneous equation and their gradients. With this in mind, along with an appropriate choice of the Sobolev duality product, those Green’s functions and their gradients located at different sampling points are respectively nearly orthogonal with two properly selected families of probing functions. These two families of probing functions are monopole-type and dipole-type functions, and couple well with the Green’s function and its gradient respectively. This is a very important property to our new method, and will be called the mutually almost orthogonality property, namely, the Green’s functions interact well only with monopole probing functions, while the gradient of Green’s functions interact well solely with dipole probing functions. This allows us to decouple the monopole and the dipole effects. Moreover, different types of boundary influxes and probing directions can be chosen to maximize the decoupling effect.

To be more precise, we aim to make use of the following two properties to develop an effective and robust direct sampling method:

  1. 1.

    (Fundamental property) The boundary data, i.e., uu0u-u_{0} on Ω\partial\Omega, of the model (1.1) can be represented approximately by a sum of Green’s functions of the homogeneous medium and their gradients:

    (uu0)(x)j=1ncjGqj(x)+i=1maidiGpi(x),xΩ(u-u_{0})(x)\approx\sum_{j=1}^{n}c_{j}\,G_{q_{j}}(x)+\sum_{i=1}^{m}a_{i}\,d_{i}\cdot\nabla G_{p_{i}}(x)\,,\quad x\in\partial\Omega

    for some choices of coefficients {cj}j=1n\{c_{j}\}_{j=1}^{n}\in\mathbb{C}, {(ai,di)}i=1n×𝕊d1\{(a_{i},d_{i})\}_{i=1}^{n}\in\mathbb{C}\times\mathbb{S}^{d-1}, and the sets of discrete points {qj}j=1nsupp(VV0)\{q_{j}\}_{j=1}^{n}\in\text{supp}(V-V_{0}), {pi}i=1msupp(σσ0)\{p_{i}\}_{i=1}^{m}\in\text{supp}(\sigma-\sigma_{0}).

  2. 2.

    (Mutually almost orthogonality property) There are two sets of probing functions, namely {ζx}xΩ\{\zeta_{x}\}_{x\in\Omega} representing a family of monopole probing functions at sources xΩx\in\Omega, and {ηx,d}xΩ,d𝕊d1\{\eta_{x,d}\}_{x\in\Omega,d\in\mathbb{S}^{d-1}} representing a family of dipole probing functions at sources xΩx\in\Omega and dipole directions d𝕊d1d\in\mathbb{S}^{d-1}, such that the following four kernels

    (x,z)\displaystyle(x,z) \displaystyle\mapsto K1(x,z):=(ζx,Gz)moCmo(x),\displaystyle{K_{1}}(x,z):=\frac{(\zeta_{x},G_{z})_{\text{mo}}}{C_{\text{mo}}(x)}\,,
    (x,z,dz)\displaystyle(x,z,d_{z}) \displaystyle\mapsto K2,dz(x,z):=(ζx,dzGz)moCmo(x),\displaystyle{K_{2,d_{z}}}(x,z):=\frac{(\zeta_{x},d_{z}\cdot\nabla G_{z})_{\text{mo}}}{C_{\text{mo}}(x)}\,,
    (x,z,dx)\displaystyle(x,z,d_{x}) \displaystyle\mapsto K3,dx(x,z):=(ηx,dx,Gz)diCdi(x,dx),\displaystyle{K_{3,d_{x}}}(x,z):=\frac{(\eta_{x,d_{x}},G_{z})_{\text{di}}}{C_{\text{di}}(x,d_{x})}\,,
    (x,z,dx,dz)\displaystyle(x,z,d_{x},d_{z}) \displaystyle\mapsto K4,dx,dz(x,z):=(ηx,dx,dzGz)diCdi(x,dx)\displaystyle{K_{4,d_{x},d_{z}}}(x,z):=\frac{(\eta_{x,d_{x}},d_{z}\cdot\nabla G_{z})_{\text{di}}}{C_{\text{di}}(x,d_{x})}\,

    have the following properties, under two appropriate couplings (,)mo(\cdot,\cdot)_{\text{mo}}, (,)di(\cdot,\cdot)_{\text{di}} and weights Cmo(x)C_{\text{mo}}(x) for xΩx\in\Omega and Cdi(x,d)C_{\text{di}}(x,d) for xΩx\in\Omega, d𝕊d1d\in\mathbb{S}^{d-1}:

    K1(x,z)\displaystyle{K_{1}}(x,z) is of large magnitude if xx is close to zz, and is small otherwise,
    K2,dz(x,z)\displaystyle{K_{2,d_{z}}}(x,z) is relatively small,
    K3,dx(x,z)\displaystyle{K_{3,d_{x}}}(x,z) is relatively small,
    K4,dx,dz(x,z)\displaystyle{K_{4,d_{x},d_{z}}}(x,z) is of large magnitude if xzx\approx z and dxdzd_{x}\approx d_{z}, and is small otherwise.

The above mutually almost orthogonality property means that the two families of probing functions, i.e., monopole and dipole probing functions, interact well with only the Green’s functions and their gradients respectively. This is a very important property that allows us to decouple the monopole and dipole effects in the measurement data.

With the above definitions and the fundamental property, we can define two index functions

Imo(x):=(ζx,uu0)moCmo(x)andIdi(x,dx):=(ηx,dx,uu0)diCdi(x,dx),\displaystyle I_{\text{mo}}(x):=\frac{(\zeta_{x},u-u_{0})_{\text{mo}}}{C_{\text{mo}}(x)}\,\quad\text{and}\quad I_{\text{di}}(x,d_{x}):=\frac{(\eta_{x,d_{x}},u-u_{0})_{\text{di}}}{C_{\text{di}}(x,d_{x})}\,, (2.1)

which have the approximations

Imo(x)\displaystyle I_{\text{mo}}(x) \displaystyle\approx j=1ncjK1(x,qj)+i=1maiK2,di(x,pi),\displaystyle\sum_{j=1}^{n}c_{j}K_{1}(x,q_{j})+\sum_{i=1}^{m}a_{i}K_{2,d_{i}}(x,p_{i})\,,
Idi(x,dx)\displaystyle I_{\text{di}}(x,d_{x}) \displaystyle\approx j=1ncjK3,dx(x,qj)+i=1maiK4,dx,di(x,pi).\displaystyle\sum_{j=1}^{n}c_{j}K_{3,d_{x}}(x,q_{j})+\sum_{i=1}^{m}a_{i}K_{4,d_{x},d_{i}}(x,p_{i})\,.

From the above, we can see from the mutually almost orthogonality property that the index function Imo(x)I_{\text{mo}}(x) has a large magnitude if xx is close to one of the points {qj}j=1m\{q_{j}\}_{j=1}^{m} inside the potential inclusions, i.e., supp(VV0)(V-V_{0}), and is small otherwise. Meanwhile, the index function Idi(x,dx)I_{\text{di}}(x,d_{x}) has a large magnitude if xx is close to one of the points {pi}i=1n\{p_{i}\}_{i=1}^{n} inside the conductivity inclusions, i.e., supp(σσ0)(\sigma-\sigma_{0}), as well as dxdid_{x}\approx d_{i} for such ii, and is small otherwise. Therefore, this decouples the effect of Green’s functions and their gradients in the near field or scattered data with the help of monopole and dipole probing functions, thanks to the mutually almost orthogonality property. In order to maximize such a decoupling effect, different types of boundary influxes and probing directions are also analysed. The above properties and strategies for decoupling will be addressed in further detail in the rest of the work.

Under the settings above, two index functions in (2.1) give rise to our new Direct Sampling Method:

Given the measurement data uu0u-u_{0} on Ω\partial\Omega, and a set of discrete sampling points xΩx\in\Omega,

(i) evaluate ImoI_{\text{mo}} to recover the potential inclusions, i.e., supp(VV0)(V-V_{0});

(ii) evaluate IdiI_{\text{di}} to recover the conductivity inclusions, i.e., supp(σσ0)(\sigma-\sigma_{0}).

3 Fundamental property

In this section, we aim to verify the fundamental property introduced in section 2 for some typical cases that we encounter in real applications. In particular, we intend to derive an approximation of the measurements as a combination of the Green’s functions of the homogeneous medium and their gradients when σ\sigma is either smooth or piecewise constant.

Associated with the model (1.1), the incident field u0u_{0} from the homogeneous background satisfies

{(σ0u0)+V0u0=0inΩ,u0ν=fonΩ.\begin{cases}-\nabla\cdot(\sigma_{0}\nabla u_{0})+V_{0}u_{0}=0\quad&\text{in}\quad\Omega\,,\\ \frac{\partial u_{0}}{\partial\nu}=f\quad&\text{on}\quad\partial\Omega\,.\end{cases} (3.1)

Combining the systems (1.1) and (3.1), we readily see

{Δ(uu0)+V0σ0(uu0)=1σ0[((σσ0)u)(VV0)u]inΩ,(uu0)ν=0onΩ.\begin{cases}-\Delta(u-u_{0})+\frac{V_{0}}{\sigma_{0}}(u-u_{0})=\frac{1}{\sigma_{0}}[\nabla\cdot((\sigma-\sigma_{0})\nabla u)-(V-V_{0})u]\quad&\text{in}\quad\Omega\,,\\ \frac{\partial(u-u_{0})}{\partial\nu}=0&\text{on}\quad\partial\Omega\,.\end{cases} (3.2)

If V00V_{0}\neq 0, we consider the Green’s function GxG_{x} for xΩx\in\Omega satisfying

ΔGx+V0σ0Gx=δxinΩ,Gxν=0onΩ.-\Delta G_{x}+\frac{V_{0}}{\sigma_{0}}G_{x}=\delta_{x}\quad\text{in}\quad\Omega\,,\qquad\frac{\partial G_{x}}{\partial\nu}=0\quad\text{on}\quad\partial\Omega\,. (3.3)

Then the difference uu0u-u_{0} can be represented by

(uu0)(x)=1σ0Ω[y((σσ0)yu)(VV0)u]Gx𝑑y.(u-u_{0})(x)=\frac{1}{\sigma_{0}}\int_{\Omega}\bigg{[}\nabla_{y}\cdot((\sigma-\sigma_{0})\nabla_{y}u)-(V-V_{0})u\bigg{]}G_{x}dy\,. (3.4)

On the other hand, if V0=0V_{0}=0, we consider the following Green’s function GxG_{x} for xΩx\in\Omega instead:

ΔGx=δxinΩ,Gxν=1|Ω|onΩ,ΩGx𝑑s=0.-\Delta G_{x}=\delta_{x}\quad\text{in}\quad\Omega\,,\qquad\frac{\partial G_{x}}{\partial\nu}=-\frac{1}{|\partial\Omega|}\quad\text{on}\quad\partial\Omega\,,\qquad\int_{\partial\Omega}G_{x}ds=0\,. (3.5)

Then we can obtain a similar representation to (3.4).

From now on, we shall consider only the following two typical cases: either σ\sigma is smooth or piecewise constant. First for the case when σC1(Ω)\sigma\in C^{1}(\Omega), by writing D:=supp(σσ0)supp(VV0)ΩD:=\text{supp}(\sigma-\sigma_{0})\bigcup\text{supp}(V-V_{0})\Subset\Omega, we can readily derive from (3.4) by the divergence theorem that

(uu0)(x)=1σ0[Ω(σσ0)Gxuν𝑑s(y)Ω(σσ0)yuyGxdyΩ(VV0)uGx𝑑y]=1σ0[Ω(σσ0)yuyGxdy+Ω(VV0)uGx𝑑y].\begin{split}(u-u_{0})(x)=&\,\frac{1}{\sigma_{0}}\bigg{[}\int_{\partial\Omega}(\sigma-\sigma_{0})G_{x}\frac{\partial u}{\partial\nu}ds(y)-\int_{\Omega}(\sigma-\sigma_{0})\nabla_{y}u\cdot\nabla_{y}G_{x}dy-\int_{\Omega}(V-V_{0})uG_{x}dy\bigg{]}\\ =&-\frac{1}{\sigma_{0}}\bigg{[}\int_{\Omega}(\sigma-\sigma_{0})\nabla_{y}u\cdot\nabla_{y}G_{x}dy+\int_{\Omega}(V-V_{0})uG_{x}dy\bigg{]}\,.\end{split} (3.6)

Next, we consider the case when σ\sigma is piecewise constant. We assume that D=i=1mΩi¯D=\overline{\cup_{i=1}^{m}\Omega_{i}}, where Ωi\Omega_{i} are open subsets of Ω\Omega with smooth boundary such that ΩiΩj=\Omega_{i}\bigcap\Omega_{j}=\emptyset, and that σ=σi\sigma=\sigma_{i} in Ωi\Omega_{i} for some constant σi\sigma_{i}. And we further write Ω0=Ω¯D\Omega_{0}=\bar{\Omega}\setminus D for simplicity. Then for all ϕH1(Ω)\phi\in H^{1}({\Omega}), we derive from (1.1) that

0=i=0m(Ωiσiuϕdy)Ωσ0fϕ𝑑s(y)+ΩVuϕ𝑑y=i=0m[Ωi(σiΔu+Vu)ϕ𝑑y]+i=1m[Ωi(σiuνσ0u+ν)ϕ𝑑s(y)].\begin{split}0&=\sum_{i=0}^{m}\bigg{(}\int_{\Omega_{i}}\sigma_{i}\nabla u\cdot\nabla\phi dy\bigg{)}-\int_{\partial\Omega}\sigma_{0}f\phi ds(y)+\int_{\Omega}Vu\phi dy\\ &=\sum_{i=0}^{m}\bigg{[}\int_{\Omega_{i}}\bigg{(}-\sigma_{i}\Delta u+Vu\bigg{)}\phi dy\bigg{]}+\sum_{i=1}^{m}\bigg{[}\int_{\partial\Omega_{i}}\bigg{(}\sigma_{i}\frac{\partial u^{-}}{\partial\nu}-\sigma_{0}\frac{\partial u^{+}}{\partial\nu}\bigg{)}\phi ds(y)\bigg{]}\,.\\ \end{split} (3.7)

Noticing that the normal derivative of uu has a jump across Ωi\partial\Omega_{i}, we get for v:=σuv:=\sigma u from (3.7) that

Δv+V0σ0v=(σσ0V0V)uinΩ(i=1mΩi);v+ν|Ωi=vν|ΩionΩi,vν=fσ0onΩ,-\Delta v+\frac{V_{0}}{\sigma_{0}}v=(\frac{\sigma}{\sigma_{0}}V_{0}-V)u\quad\text{in}\quad\Omega\setminus(\cup_{i=1}^{m}\partial\Omega_{i})\,;\quad\frac{\partial v^{+}}{\partial\nu}|_{\partial\Omega_{i}}=\frac{\partial v^{-}}{\partial\nu}|_{\partial\Omega_{i}}~{}~{}\text{on}~{}~{}\partial\Omega_{i}\,,\quad\frac{\partial v}{\partial\nu}=\frac{f}{\sigma_{0}}~{}~{}\text{on}~{}~{}\partial\Omega\,,

where we have chosen the normal vector to point towards Ω0\Omega_{0} on each Ωi\partial\Omega_{i}, and will write the jump of any function ww across the boundary Ωi\partial\Omega_{i} as [w]:=w+w[w]:=w^{+}-w^{-}. The above equation readily implies the equation for γ:=σuσ0u0\gamma:=\sigma u-\sigma_{0}u_{0}

{Δγ+V0σ0γ=(VV0)u+(σσ0)V0σ0uinΩ(i=1mΩi),γν=0onΩ,γ+ν|Ωi=γν|ΩionΩi.\begin{cases}-\Delta\gamma+\frac{V_{0}}{\sigma_{0}}\gamma=-(V-V_{0})u+(\sigma-\sigma_{0})\frac{V_{0}}{\sigma_{0}}u&\text{in}\quad\Omega\setminus(\cup_{i=1}^{m}\partial\Omega_{i})\,,\\ \frac{\partial\gamma}{\partial\nu}=0\quad\text{on}\quad\partial\Omega\,,\qquad\frac{\partial\gamma^{+}}{\partial\nu}|_{\partial\Omega_{i}}=\frac{\partial\gamma^{-}}{\partial\nu}|_{\partial\Omega_{i}}&\text{on}\quad\partial\Omega_{i}\,.\end{cases} (3.8)

For any xΩ0x\in\Omega_{0}, we can easily write

i=1mΩi[γ]Gxν𝑑s(y)=i=1mΩi(γ+Gxνγ+νGx)𝑑s(y)i=1mΩi(γGxνγνGx)𝑑s(y)=[i=1mΩi(γ+Gxνγ+νGx)𝑑s(y)Ω(γGxνγνGx)𝑑s(y)][i=1mΩi(γGxνγνGx)𝑑s(y)].\begin{split}&\sum_{i=1}^{m}\int_{\partial\Omega_{i}}[\gamma]\frac{\partial G_{x}}{\partial\nu}ds(y)\\ =&\sum_{i=1}^{m}\int_{\partial\Omega_{i}}\bigg{(}\gamma^{+}\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma^{+}}{\partial\nu}G_{x}\bigg{)}ds(y)-\sum_{i=1}^{m}\int_{\partial\Omega_{i}}\bigg{(}\gamma^{-}\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma^{-}}{\partial\nu}G_{x}\bigg{)}ds(y)\\ =&\bigg{[}\sum_{i=1}^{m}\int_{\partial\Omega_{i}}\bigg{(}\gamma^{+}\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma^{+}}{\partial\nu}G_{x}\bigg{)}ds(y)-\int_{\partial\Omega}\bigg{(}\gamma\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma}{\partial\nu}G_{x}\bigg{)}ds(y)\bigg{]}\\ &-\bigg{[}\sum_{i=1}^{m}\int_{\partial\Omega_{i}}\bigg{(}\gamma^{-}\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma^{-}}{\partial\nu}G_{x}\bigg{)}ds(y)\bigg{]}\,.\end{split} (3.9)

Applying the Green’s formula in Ω0\Omega_{0} to the first part of the above difference, we obtain

i=1m[Ωi(γ+Gxνγ+νGx)𝑑s(y)]Ω(γGxνγνGx)𝑑s(y)=Ω0(ΔγGxγΔGx)𝑑y=Ω0[(VV0)uGx+σ0(uu0)]𝑑y.\begin{split}&\sum_{i=1}^{m}\bigg{[}\int_{\partial\Omega_{i}}\bigg{(}\gamma^{+}\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma^{+}}{\partial\nu}G_{x}\bigg{)}ds(y)\bigg{]}-\int_{\partial\Omega}\bigg{(}\gamma\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma}{\partial\nu}G_{x}\bigg{)}ds(y)\\ =&\int_{\Omega_{0}}\bigg{(}\Delta\gamma G_{x}-\gamma\Delta G_{x}\bigg{)}dy=\int_{\Omega_{0}}\bigg{[}(V-V_{0})uG_{x}+\sigma_{0}(u-u_{0})\bigg{]}dy\,.\end{split} (3.10)

Meanwhile, for the second part of the difference in (LABEL:pc1), we notice the following for each Ωi\Omega_{i}:

Ωi(γGxνγνGx)𝑑s(y)=Ωi[(VV0)uGx+(σiσ0)uΔGx]𝑑y=Ωi[(VV0)uGx+(σiσ0)uGx]𝑑y+Ωi(σiσ0)uGxν𝑑s(y).\begin{split}&\int_{\partial\Omega_{i}}\bigg{(}\gamma^{-}\frac{\partial G_{x}}{\partial\nu}-\frac{\partial\gamma^{-}}{\partial\nu}G_{x}\bigg{)}ds(y)=\int_{\Omega_{i}}\bigg{[}-(V-V_{0})uG_{x}+(\sigma_{i}-\sigma_{0})u\Delta G_{x}\bigg{]}dy\\ =&-\int_{\Omega_{i}}\bigg{[}(V-V_{0})uG_{x}+(\sigma_{i}-\sigma_{0})\nabla u\cdot\nabla G_{x}\bigg{]}dy+\int_{\partial\Omega_{i}}(\sigma_{i}-\sigma_{0})u^{-}\frac{\partial G_{x}}{\partial\nu}ds(y)\,.\end{split} (3.11)

Combining (LABEL:pc1)-(LABEL:pc3), we come to the difference of the potentials

(uu0)(x)\displaystyle(u-u_{0})(x) (3.12)
=\displaystyle= 1σ0{Ω(VV0)uGx𝑑y+i=1m[Ωi(σiσ0)uGxdy+Ωi([γ](σiσ0)u)Gxν𝑑s(y)]}.\displaystyle-\frac{1}{\sigma_{0}}\bigg{\{}\int_{\Omega}(V-V_{0})uG_{x}dy+\sum_{i=1}^{m}\bigg{[}\int_{\Omega_{i}}(\sigma_{i}-\sigma_{0})\nabla u\cdot\nabla G_{x}dy+\int_{\partial\Omega_{i}}([\gamma]-(\sigma_{i}-\sigma_{0})u^{-})\frac{\partial G_{x}}{\partial\nu}ds(y)\bigg{]}\bigg{\}}\,.

Now using some appropriate numerical quadrature rule, we can easily see from the expressions (3.6) and (3.12) that the boundary data or the scattered field can be approximated by

(uu0)(x)j=1ncjGqj(x)+i=1maidiGpi(x),xΩ(u-u_{0})(x)\approx\sum_{j=1}^{n}c_{j}G_{q_{j}}(x)+\sum_{i=1}^{m}a_{i}d_{i}\cdot\nabla G_{p_{i}}(x)\,,\quad x\in\partial\Omega (3.13)

for some coefficients aia_{i}\in\mathbb{C}, cjc_{j}\in\mathbb{C}, di𝕊d1d_{i}\in\mathbb{S}^{d-1}, and some quadrature points pisupp(σσ0)p_{i}\in\text{supp}(\sigma-\sigma_{0}) and qjsupp(VV0)q_{j}\in\text{supp}(V-V_{0}). We have therefore verified the fundamental property introduced in section 2.

4 Probing and index functions

4.1 Monopole and dipole probing functions

In order to accurately locate the respective medium inhomogeneities supp(σσ0)\text{supp}(\sigma-\sigma_{0}) and supp(VV0)\text{supp}(V-V_{0}), we are expected to decouple the effects of the Green’s function GxG_{x} and Gx\nabla G_{x} in (3.13). For this purpose, we define two groups of probing functions, {ζx}xΩ\{\zeta_{x}\}_{x\in\Omega} representing a family of monopole probing functions from sources xΩx\in\Omega, and {ηx,d}xΩ,d𝕊d1\{\eta_{x,d}\}_{x\in\Omega,d\in\mathbb{S}^{d-1}} representing a family of dipole probing functions from sources xΩx\in\Omega and dipole directions d𝕊d1d\in\mathbb{S}^{d-1}.

We first introduce the family of monopole probing functions {ζx}xΩ\{\zeta_{x}\}_{x\in\Omega}. For a point xΩx\in\Omega, we consider a monopole potential vxv_{x} satisfying

{Δvx+V0σ0vx=δxinΩ,vx=0onΩ.\begin{cases}-\Delta v_{x}+\frac{V_{0}}{\sigma_{0}}v_{x}=\delta_{x}&\text{in}\quad\Omega\,,\\ v_{x}=0&\text{on}\quad\partial\Omega\,.\end{cases} (4.1)

We then define ζx\zeta_{x} as the boundary flux of vxv_{x}

ζx:=vxνonΩ.\zeta_{x}:=-\frac{\partial v_{x}}{\partial\nu}\quad\text{on}\quad\partial\Omega\,. (4.2)

To avoid the approximation of a delta measure in computing ζx\zeta_{x}, we may evaluate vxv_{x} using its equivalent expression vx=vx(1)vx(2)v_{x}=v^{(1)}_{x}-v^{(2)}_{x}, where vx(1)v^{(1)}_{x} is the fundamental solution in the whole space d\mathbb{R}^{d} with any appropriate boundary condition, namely

Δvx(1)+V0σ0vx(1)=δxind,-\Delta v^{(1)}_{x}+\frac{V_{0}}{\sigma_{0}}v^{(1)}_{x}=\delta_{x}\quad\text{in}\quad\mathbb{R}^{d}\,, (4.3)

while vx(2)v^{(2)}_{x} solves

Δvx(2)+V0σ0vx(2)=0inΩ,vx(2)=vx(1)onΩ.-\Delta v^{(2)}_{x}+\frac{V_{0}}{\sigma_{0}}v^{(2)}_{x}=0\quad\text{in}\quad\Omega\,,\quad v^{(2)}_{x}=v^{(1)}_{x}\quad\text{on}\quad\partial\Omega\,. (4.4)

Next we define another family of dipole probing functions {ηx,d}xΩ,d𝕊d1\{\eta_{x,d}\}_{x\in\Omega,d\in\mathbb{S}^{d-1}}. Given xΩx\in\Omega and d𝕊d1d\in\mathbb{S}^{d-1}, we consider the dipole potential wx,dw_{x,d} satisfying

{Δwx,d+V0σ0wx,d=dδxinΩ,wx,d=0onΩ,\begin{cases}-\Delta w_{x,d}+\frac{V_{0}}{\sigma_{0}}w_{x,d}=-d\cdot\nabla\delta_{x}&\text{in}\quad\Omega\,,\\ w_{x,d}=0&\text{on}\quad\partial\Omega\,,\end{cases} (4.5)

then we define ηx,d\eta_{x,d} as the boundary flux

ηx,d:=wx,dνonΩ.\eta_{x,d}:=-\frac{\partial w_{x,d}}{\partial\nu}\quad\text{on}\quad\partial\Omega\,. (4.6)

Similarly, to avoid the approximation of a delta measure in computing ηx,d\eta_{x,d}, we may evaluate wx,dw_{x,d} using its equivalent expression wx,d=wx,d(1)wx,d(2)w_{x,d}=w_{x,d}^{(1)}-w_{x,d}^{(2)}, where wx,d(1)w_{x,d}^{(1)} is defined as (4.3) with the right-hand side replaced by dδx-d\cdot\nabla\delta_{x} while wx,d(2)w_{x,d}^{(2)} is defined as (4.4).

4.2 Monopole and dipole index functions

We are now ready to define two critical index functions that give rise to our new direct sampling method. For this purpose, for a given γ0\gamma\geq 0 and an auxiliary choice of l0l\geq 0, we introduce a Sobolev duality product

f,gHγ(Ω):=Ω(ΔΩ)γf(x)¯g(x)𝑑s(x)fH2γ+l(Ω),gHl(Ω).\langle f,g\rangle_{H^{\gamma}(\partial\Omega)}:=\int_{\partial\Omega}(-\Delta_{\partial\Omega})^{\gamma}\overline{f(x)}g(x)ds(x)\quad\forall\,f\in H^{2\gamma+l}(\partial\Omega),\quad g\in H^{-l}(\partial\Omega)\,. (4.7)

We notice that for ff, gHγ(Ω)g\in H^{\gamma}(\partial\Omega), the above duality product is the standard definition of a γ\gamma-semi-inner product on Hγ(Ω)H^{\gamma}(\partial\Omega). However, the argument gg in (4.7) will play the role of the noisy measurement from the forward problem, which exists generally only in Hl(Ω)H^{-l}(\partial\Omega) for some l0l\geq 0. For simplicity, we will often write ,Hγ\langle\cdot,\cdot\rangle_{H^{\gamma}} instead of ,Hγ(Ω)\langle\cdot,\cdot\rangle_{H^{\gamma}(\partial\Omega)}, and use ||Hγ(Ω)|\cdot|_{H^{\gamma}(\partial\Omega)} as the HγH^{\gamma} semi-norm induced by the duality product in (4.7). γ\gamma is often called a Sobolev scale.

We are now ready to introduce our two index functions. First, for any xΩx\in\Omega, d𝕊d1d\in\mathbb{S}^{d-1}, we know ζx\zeta_{x}, ηx,dH2γl(Ω)\eta_{x,d}\in H^{2\gamma-l}(\partial\Omega) for any γ\gamma, l0l\geq 0. Then corresponding to the monopole probing functions in (4.2) and the dipole probing functions (4.6), we define the index functions as follows:

Imo(x)\displaystyle I_{\text{mo}}(x) :=\displaystyle:= ζx,usHγmo(Ω)|ζx|Hγmo(Ω)n1|Gx|Hγmo(Ω)n2,\displaystyle\frac{\langle\zeta_{x},u_{s}\rangle_{H^{\gamma_{\text{mo}}}(\partial\Omega)}}{|\zeta_{x}|_{H^{\gamma_{\text{mo}}}(\partial\Omega)}^{n_{1}}\cdot|G_{x}|_{H^{\gamma_{\text{mo}}}(\partial\Omega)}^{n_{2}}}\,, (4.8)
Idi(x,dx)\displaystyle I_{\text{di}}(x,d_{x}) :=\displaystyle:= ηx,dx,usHγdi(Ω)|ηx,dx|Hγdi(Ω)m1|dxGx|Hγdi(Ω)m2,\displaystyle\frac{\langle\eta_{x,d_{x}},u_{s}\rangle_{H^{\gamma_{\text{di}}}(\partial\Omega)}}{|\eta_{x,d_{x}}|_{H^{\gamma_{\text{di}}}(\partial\Omega)}^{m_{1}}\cdot|d_{x}\cdot\nabla G_{x}|_{H^{\gamma_{\text{di}}}(\partial\Omega)}^{m_{2}}}\,, (4.9)

under appropriate choices of two Sobelov scales γmo\gamma_{\text{mo}} and γdi\gamma_{\text{di}} and the coefficients nin_{i} and mim_{i}.

Using (3.13), we have the approximations

Imo(x)\displaystyle I_{\text{mo}}(x) \displaystyle\approx j=1ncjζx,GqjHγmo|ζx|Hγmon1|Gx|Hγmon2+i=1maiζx,diGpiHγmo|ζx|Hγmon1|Gx|Hγmon2\displaystyle\sum_{j=1}^{n}c_{j}\frac{\langle\zeta_{x},G_{q_{j}}\rangle_{H^{\gamma_{\text{mo}}}}}{|\zeta_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{1}}\cdot|G_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{2}}}+\sum_{i=1}^{m}a_{i}\frac{\langle\zeta_{x},d_{i}\cdot\nabla G_{p_{i}}\rangle_{H^{\gamma_{\text{mo}}}}}{|\zeta_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{1}}\cdot|G_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{2}}}
=\displaystyle= j=1ncjK1(x,qj)+i=1maiK2,di(x,pi),\displaystyle\sum_{j=1}^{n}c_{j}\,K_{1}(x,q_{j})+\sum_{i=1}^{m}a_{i}\,K_{2,d_{i}}(x,p_{i})\,,
Idi(x,dx)\displaystyle I_{\text{di}}(x,d_{x}) \displaystyle\approx j=1ncjηx,dx,GqjHγdi|ηx,dx|Hγdim1|dxGx|Hγdim2+i=1maiηx,dx,diGpiHγdi|ηx,dx|Hγdim1|dxGx|Hγdim2\displaystyle\sum_{j=1}^{n}c_{j}\frac{\langle\eta_{x,d_{x}},G_{q_{j}}\rangle_{H^{\gamma_{\text{di}}}}}{|\eta_{x,d_{x}}|_{H^{\gamma_{\text{di}}}}^{m_{1}}\cdot|d_{x}\cdot\nabla G_{x}|_{H^{\gamma_{\text{di}}}}^{m_{2}}}+\sum_{i=1}^{m}a_{i}\frac{\langle\eta_{x,d_{x}},d_{i}\cdot\nabla G_{p_{i}}\rangle_{H^{\gamma_{\text{di}}}}}{|\eta_{x,d_{x}}|_{H^{\gamma_{\text{di}}}}^{m_{1}}\cdot|d_{x}\cdot\nabla G_{x}|_{H^{\gamma_{\text{di}}}}^{m_{2}}}
=\displaystyle= j=1ncjK3,dx(x,qj)+i=1maiK4,dx,di(x,pi),\displaystyle\sum_{j=1}^{n}c_{j}K_{3,d_{x}}(x,q_{j})+\sum_{i=1}^{m}a_{i}K_{4,d_{x},d_{i}}(x,p_{i})\,,

where the kernels KsK_{s} for s=1,2,3,4s=1,2,3,4 are now respectively given by

K1(x,z)\displaystyle K_{1}(x,z) =ζx,GzHγmo|ζx|Hγmon1|Gx|Hγmon2,\displaystyle=\frac{\langle\zeta_{x},G_{z}\rangle_{H^{\gamma_{\text{mo}}}}}{|\zeta_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{1}}\cdot|G_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{2}}}\,,\quad K2,dz(x,z)\displaystyle K_{2,d_{z}}(x,z) =ζx,dzGzHγmo|ζx|Hγmon1|Gx|Hγmon2;\displaystyle=\frac{\langle\zeta_{x},d_{z}\cdot\nabla G_{z}\rangle_{H^{\gamma_{\text{mo}}}}}{|\zeta_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{1}}\cdot|G_{x}|_{H^{\gamma_{\text{mo}}}}^{n_{2}}}\,; (4.10)
K3,dx(x,z)\displaystyle K_{3,d_{x}}(x,z) =ηx,dx,GzHγdi|ηx,dx|Hγdim1|dxGx|Hγdim2,\displaystyle=\frac{\langle\eta_{x,d_{x}},G_{z}\rangle_{H^{\gamma_{\text{di}}}}}{|\eta_{x,d_{x}}|_{H^{\gamma_{\text{di}}}}^{m_{1}}\cdot|d_{x}\cdot\nabla G_{x}|_{H^{\gamma_{\text{di}}}}^{m_{2}}}\,,\quad K4,dx,dz(x,z)\displaystyle K_{4,d_{x},d_{z}}(x,z) =ηx,dx,dzGzHγdi|ηx,dx|Hγdim1|dxGx|Hγdim2.\displaystyle=\frac{\langle\eta_{x,d_{x}},d_{z}\cdot\nabla G_{z}\rangle_{H^{\gamma_{\text{di}}}}}{|\eta_{x,d_{x}}|_{H^{\gamma_{\text{di}}}}^{m_{1}}\cdot|d_{x}\cdot\nabla G_{x}|_{H^{\gamma_{\text{di}}}}^{m_{2}}}\,. (4.11)

Therefore, if we have the mutually almost orthogonality property between the two families of probing functions and the fundamental solution with its gradient respectively under the aforementioned duality product, we shall be able to decouple the effects coming from monopoles and dipoles, and reconstruct inhomogeneous inclusions as well as recognize their types with one or two pair(s) of Cauchy data. In section 5, we will verify these desired properties of probing functions under our special choice of the duality product in some typical sampling domains.

We end this subsection with two helpful remarks:

  1. 1.

    In order to numerically evaluate our index functions efficiently from the measurement data, we need only to compute the Sobolev duality product approximately after discretization. The approximations of the HγH^{\gamma} norm and pointwise values of probing functions can be all computed off-line. The entire algorithm does not involve any iterative procedure or matrix inversion.

  2. 2.

    We would like to comment on the intuition of what the surface Laplacian in (4.7) does. Considering the fact that when xx approaches the boundary, one may represent the Laplacian in terms of the surface Laplacian operator (up to the boundary)

    ΔΩu(x)=Δu(x)+V0σ0u(x)+ΔΩu(x)=2uν2(x)(d1)H(x)uν(x)+V0σ0u(x),\Delta_{\partial\Omega}u(x)=-\Delta u(x)+\frac{V_{0}}{\sigma_{0}}u(x)+\Delta_{\partial\Omega}u(x)=-\frac{\partial^{2}u}{\partial\nu^{2}}(x)-(d-1)H(x)\frac{\partial u}{\partial\nu}(x)+\frac{V_{0}}{\sigma_{0}}u(x)\,, (4.12)

    where H(x)H(x) represents the mean curvature of Ω\partial\Omega embedded in d\mathbb{R}^{d} at the point xx and the normal derivative is taken outward from the inside. Therefore, we may expect that, by choosing a larger value of Sobolev scale γ\gamma, we are essentially taking a higher order normal derivative of the boundary measurement in the distributional sense, i.e., a higher order flux of the measurement at the boundary. Hence, taking a bigger γ\gamma in the duality product amounts to comparing the higher order details of probing functions along the boundary (either in the tangential or normal direction) with that of monopole/dipole functions in the measurement. This can improve the reconstruction results; see our numerical studies in Example 1 of section 6.

4.3 Alternative characterization of index functions

In order to simplify the computation and obtain a better understanding of the index functions (4.8) and (4.9), as well as to make an optimal choice of the probing direction dxd_{x} there we now present an alternative characterization of the index functions. For this purpose, let us consider ϕ\phi to be an auxiliary function that solves

{Δϕ+V0σ0ϕ=0inΩ,ϕ=(ΔΩ)γ(uu0)onΩ.\begin{cases}-\Delta\phi+\frac{V_{0}}{\sigma_{0}}\phi=0&\text{in}\quad\Omega\,,\\ \phi=(-\Delta_{\partial\Omega})^{\gamma}(u-u_{0})&\text{on}\quad\partial\Omega\,.\end{cases} (4.13)

where the boundary condition is understood in the distributional sense. Using the definitions (4.6) and (4.7), we can easily observe that

ηx,d,usHγ(Ω)=Ω(ΔΩ)γ(uu0)ηx,d¯𝑑y=Ω(ϕΔwx,d¯+ϕwx,d¯)𝑑y=Ω(V0σ0ϕwx,d¯ϕΔwx,d¯)𝑑y=dϕ(x).\begin{split}\langle\eta_{x,d},u_{s}\rangle_{H^{\gamma}(\partial\Omega)}=&\int_{\partial\Omega}(-\Delta_{\partial\Omega})^{\gamma}(u-u_{0})\,\overline{\eta_{x,d}}dy=-\int_{\Omega}\bigg{(}\phi\overline{\Delta w_{x,d}}+\nabla\phi\cdot\overline{\nabla w_{x,d}}\bigg{)}dy\\ =&\int_{\Omega}\bigg{(}\frac{V_{0}}{\sigma_{0}}\phi\overline{w_{x,d}}-\phi\overline{\Delta w_{x,d}}\bigg{)}dy=\,\,d\cdot\nabla\phi(x)\,.\end{split} (4.14)

Similarly, from definitions (4.2) and (4.7), we readily obtain

ζx,d,usHγ(Ω)=Ω(ΔΩ)γ(uu0)ζx¯𝑑y=ϕ(x).\begin{split}\langle\zeta_{x,d},u_{s}\rangle_{H^{\gamma}(\partial\Omega)}=&\int_{\partial\Omega}(-\Delta_{\partial\Omega})^{\gamma}(u-u_{0})\,\overline{\zeta_{x}}dy=\phi(x)\,.\end{split} (4.15)

With the help of the above expressions, we can therefore rewrite (4.8) and (4.9) as

Imo(x)=ϕ(x)|ζx|Hγn1|Gx|Hγn2,Idi(x,dx)=dxϕ(x)|ηx,dx|Hγm1|dxGx|Hγm2.I_{\text{mo}}(x)=\frac{\phi(x)}{|\zeta_{x}|_{H^{\gamma}}^{n_{1}}\cdot|G_{x}|_{H^{\gamma}}^{n_{2}}}\,,\qquad I_{\text{di}}(x,d_{x})=\frac{d_{x}\cdot\nabla\phi(x)}{|\eta_{x,d_{x}}|_{H^{\gamma}}^{m_{1}}\cdot|d_{x}\cdot\nabla G_{x}|_{H^{\gamma}}^{m_{2}}}\,. (4.16)

The above understanding of the index functions helps in two folds:

  1. 1.

    First, this provides us another way to quickly compute index functions. In particular, given that Ω\partial\Omega is smooth enough, we could quickly evaluate the surface Laplacian. It then remains to numerically solve a Dirichlet boundary value problem for ϕ\phi by any appropriate numerical method.

  2. 2.

    This expression helps us obtain an optimal choice of the probing direction dxd_{x} at each point xΩx\in\Omega. In fact, based on the expression (4.16), we can see that the magnitude of Idi(x,dx)I_{\text{di}}(x,d_{x}) can be maximized by choosing dxd_{x} parallel to ϕ(x)\nabla\phi(x), and minimized when we choose a dxd_{x} that is orthogonal to ϕ(x)\nabla\phi(x). Therefore, in order to locate supp(σσ0)\text{supp}(\sigma-\sigma_{0}), we may therefore maximize Idi(x,dx)I_{\text{di}}(x,d_{x}) by choosing

    dx=ϕ(x)|ϕ(x)|.d_{x}=\frac{{\nabla\phi(x)}}{|\nabla\phi(x)|}\,. (4.17)

    This serves as a guide for an optimal probing direction.

5 Explicit expressions of probing functions and index functions in some special domains

In this section, we aim at obtaining some explicit expressions of our choices of probing functions in some special domains for more efficient numerical computation. With the same technique, We can also obtain explicit expressions of kernels KiK_{i} introduced in (4.10) and (4.11) in those cases, which help us understand more precisely the behaviour of those kernels, and verify the mutually almost orthogonality properties.

For the notational sake, we shall write k2:=V0/σ0k^{2}:={V_{0}}/{\sigma_{0}} from now on. The Poincare-Steklov operator plays an essential role in our subsequent analysis. We define the Neumann-to-Dirichlet map (NtD) as Λf=g\Lambda f=g, where ff and gg satisfy the equations

{ΔΦ+k2Φ=0inΩ,νΦ=fonΩ,Φ=gonΩ.\begin{cases}-\Delta\Phi+k^{2}\Phi=0\quad&\text{in}\quad\Omega\,,\\ \frac{\partial}{\partial\nu}\Phi={f}\quad&\text{on}\quad\partial\Omega\,,\\ \Phi=g\quad&\text{on}\quad\partial\Omega\,.\end{cases} (5.1)

We recall that Λ:H12(Ω)H12(Ω)\Lambda:H^{-\frac{1}{2}}(\partial\Omega)\rightarrow H^{\frac{1}{2}}(\partial\Omega) is a compact self-adjoint operator when we restrict ourselves to L2(Ω)L^{2}(\partial\Omega). Therefore, there exists a complete orthonormal basis consists of eigenfunctions of Λ\Lambda. We notice that, in some special cases, this set of eigenfunctions coincides with the set of eigenfunctions of the surface Laplacian ΔΩ\Delta_{\partial\Omega}. This helps us to write both probing functions and the Hγ(Ω)H^{\gamma}(\partial\Omega) semi-inner product defined in (4.7) explicitly via Fourier coefficients with respect to the same orthonormal basis. In this section, we will focus on one such case, that is when Ω=R𝕊d1\partial\Omega=R\mathbb{S}^{d-1} for some R>0R>0 and d2d\geq 2, which is a typical geometric shape used in many applications.

We like to point out that, although the two sets of eigenfunctions differ in general, they are comparable to each other based on the following observation: if we denote ξg(x)2:=ξ,g1(x)ξ\|\xi\|^{2}_{g(x)}:=\langle\xi,\,g^{-1}(x)\xi\rangle, the dual norm of ξ\xi under the metric g(x)g(x) on the surface, then the principle symbol of ΔΩ\Delta_{\partial\Omega} is ξg(x)2\|\xi\|_{g(x)}^{2}, while that of Λ\Lambda is ξg(x)1\|\xi\|_{g(x)}^{-1} (Proposition 8.53, [38]). With this, via an application of the generalized Weyl’s law, we can obtain a precise comparison of the pointwise asymptotic average squared density between the two sets of eigenfunctions. In fact, one readily checks that the volume of the variety coming from the two Hamiltonians {ξ:ξg(x)2=1}\{\xi:\|\xi\|_{g(x)}^{2}=1\} and {ξ:ξg(x)1=1}\{\xi:\|\xi\|_{g(x)}^{-1}=1\} are in fact the same, and the generalized Weyl’s law will therefore render us that the two sets of eigenfunctions have the same pointwise asymptotic average squared density in some sense mathematically. We skip the details of this argument for the sake of exposition, and focus only on the case Ω=R𝕊d1\partial\Omega=R\mathbb{S}^{d-1} for some R>0R>0, when the two sets of eigenfunctions coincide.

5.1 Circular domains

Now let us consider the special case when the domain Ω=BR2\Omega=B_{R}\subset{\color[rgb]{0,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,0,0}\pgfsys@color@gray@stroke{0}\pgfsys@color@gray@fill{0}{\mathbb{R}^{2}}} is a disk with radius R>0R>0 centered at the origin. We consider the following Poincare-Steklov eigenvalue problem:

{Δφn+k2φn=0inBR,νφn=1λnfnonBR,φn=fnonBR.\begin{cases}-\Delta\varphi_{n}+k^{2}\varphi_{n}=0\quad&\text{in}\quad B_{R}\,,\\ \frac{\partial}{\partial\nu}\varphi_{n}=\frac{1}{\lambda_{n}}f_{n}\quad&\text{on}\quad\partial B_{R}\,,\\ \varphi_{n}=f_{n}\quad&\text{on}\quad\partial B_{R}\,.\end{cases} (5.2)

Writing InI_{n} as the modified Bessel function of the first kind of order nn, we readily obtain, via a separation of variables, that eigenfunctions of Λ\Lambda and their associated eigenvalues are given by

φn={In(kr)In(kR)einθ,k20;r|n|R|n|einθ,k2=0;λn={In(kR)kIn(kR),k20;R|n|,k2=0(n0).\varphi_{n}=\begin{cases}\frac{I_{n}(kr)}{I_{n}(kR)}e^{in\theta}\,,\quad&k^{2}\neq 0\,;\\ \frac{r^{|n|}}{R^{|n|}}e^{in\theta}\,,\quad&k^{2}=0\,;\end{cases}\\ \qquad\lambda_{n}=\begin{cases}\frac{I_{n}(kR)}{kI_{n}^{\prime}(kR)}\,,\quad&k^{2}\neq 0\,;\\ \frac{R}{|n|}\,,\quad&k^{2}=0\quad(n\neq 0)\,.\\ \end{cases} (5.3)

From these explicit expressions, one can readily find for k20k^{2}\neq 0 and k=0k=0 that

φn=\displaystyle\nabla\varphi_{n}= einθIn(kR)(cos(θ)sin(θ)sin(θ)cos(θ))(kIn(kr)inIn(kr)r)\displaystyle\frac{e^{in\theta}}{I_{n}(kR)}\begin{pmatrix}\cos(\theta)&-\sin(\theta)\\ \sin(\theta)&\cos(\theta)\end{pmatrix}\begin{pmatrix}kI_{n}^{\prime}(kr)\\ \frac{inI_{n}(kr)}{r}\end{pmatrix}\,\quad fork0,\displaystyle\mbox{for}~{}~{}k\neq 0\,, (5.4)
φn=\displaystyle\nabla\varphi_{n}= r|n|1R|n|einθ(cos(θ)sin(θ)sin(θ)cos(θ))(|n|in)\displaystyle\frac{r^{|n|-1}}{R^{|n|}}e^{in\theta}\begin{pmatrix}\cos(\theta)&-\sin(\theta)\\ \sin(\theta)&\cos(\theta)\end{pmatrix}\begin{pmatrix}|n|\\ in\end{pmatrix}\quad fork=0.\displaystyle\mbox{for}~{}~{}k=0\,. (5.5)

Recalling the definition of the dipole probing function in (4.6), we obtain their Fourier coefficients

RBReinθyηx,d𝑑θy=BRφnηx,d𝑑s(y)=BR(wx,dφnνφnwx,dν)𝑑s(y)=BR(k2wx,dφnΔwx,dφn)𝑑y=dφn(x).\begin{split}R\int_{\partial B_{R}}e^{in\theta_{y}}\eta_{x,d}d\theta_{y}&=-\int_{\partial B_{R}}\varphi_{n}\eta_{x,d}\,ds(y)=\int_{\partial B_{R}}\bigg{(}w_{x,d}\frac{\partial\varphi_{n}}{\partial\nu}-\varphi_{n}\frac{\partial w_{x,d}}{\partial\nu}\bigg{)}ds(y)\\ &=\int_{B_{R}}\bigg{(}k^{2}w_{x,d}\varphi_{n}-\Delta w_{x,d}\varphi_{n}\bigg{)}dy=\,\,d\cdot\nabla\varphi_{n}(x)\,.\end{split} (5.6)

Similarly, from the definition of the monopole probing function in (4.2), we derive

RBReinθyζx𝑑θy=BR(vxφnνφnvxν)𝑑s(y)=φn(x).\begin{split}R\int_{\partial B_{R}}e^{in\theta_{y}}\zeta_{x}d\theta_{y}=\int_{\partial B_{R}}\bigg{(}v_{x}\frac{\partial\varphi_{n}}{\partial\nu}-\varphi_{n}\frac{\partial v_{x}}{\partial\nu}\bigg{)}ds(y)=\varphi_{n}(x)\,.\end{split} (5.7)

On the other hand, we can deduce from definitions (3.3) and (5.2) that

RBReinθyGx𝑑θy=λnBR(GxφnνφnGxν)𝑑s(y)=λnφn(x).\begin{split}R\int_{\partial B_{R}}e^{in\theta_{y}}G_{x}d\theta_{y}=\lambda_{n}\int_{\partial B_{R}}\bigg{(}G_{x}\frac{\partial\varphi_{n}}{\partial\nu}-\varphi_{n}\frac{\partial{G_{x}}}{\partial\nu}\bigg{)}ds(y)=\lambda_{n}\,\varphi_{n}(x)\,.\end{split} (5.8)

Differentiating (5.8) with respect to xx, and considering the symmetry of the Green’s function GxG_{x} in (3.3), i.e., Gx=xGx\nabla G_{x}=\nabla_{x}G_{x}, we obtain

RBReinθydGxdθy=RBReinθydxGxdθy=λndφn(x).\begin{split}R\int_{\partial B_{R}}e^{in\theta_{y}}d\cdot\nabla G_{x}d\theta_{y}=R\int_{\partial B_{R}}e^{in\theta_{y}}d\cdot\nabla_{x}G_{x}d\theta_{y}=\lambda_{n}\,d\cdot\nabla\varphi_{n}(x)\,.\end{split} (5.9)

Now let us recall the definition of the duality product in (4.7). When Ω=BR\Omega=B_{R}, with f^(n):=BRf(θ)einθ𝑑θ\hat{f}(n):=\int_{\partial B_{R}}{f(\theta)}e^{-in\theta}d\theta, one may readily check that ΔΩeinθ=n2einθ\Delta_{\partial\Omega}e^{in\theta}=n^{2}e^{in\theta}, and therefore

f,gHγ(BR)=n=R|n|2γ2πf^(n)¯g^(n),\begin{split}\langle f,g\rangle_{H^{\gamma}(\partial B_{R})}=\sum_{n=-\infty}^{\infty}\frac{R|n|^{2\gamma}}{2\pi}\overline{\hat{f}(n)}\hat{g}(n)\,,\end{split} (5.10)

Using (5.6)-(5.10), we can obtain the explicit expressions of the duality products and HγH^{\gamma} semi-norms

ηx1,d1,d2Gx2Hγ(BR)\displaystyle\langle\eta_{x_{1},d_{1}},d_{2}\cdot\nabla G_{x_{2}}\rangle_{H^{\gamma}(\partial B_{R})} =\displaystyle= n={|n|2γ2πR(d1xφn(x1))¯(λnd2xφn(x2))},\displaystyle\sum_{n=-\infty}^{\infty}\bigg{\{}\frac{|n|^{2\gamma}}{2\pi R}\overline{(d_{1}\cdot\nabla_{x}\varphi_{n}(x_{1}))}{(\lambda_{n}d_{2}\cdot\nabla_{x}\varphi_{n}(x_{2}))}\bigg{\}}\,, (5.11)
ηx1,d1,Gx2Hγ(BR)\displaystyle\langle\eta_{x_{1},d_{1}},G_{x_{2}}\rangle_{H^{\gamma}(\partial B_{R})} =\displaystyle= n={|n|2γ2πR(d1xφn(x1))¯(λnφn(x2))},\displaystyle\sum_{n=-\infty}^{\infty}\bigg{\{}\frac{|n|^{2\gamma}}{2\pi R}\overline{(d_{1}\cdot\nabla_{x}\varphi_{n}(x_{1}))}{(\lambda_{n}\varphi_{n}(x_{2}))}\bigg{\}}\,, (5.12)
ζx1,d2Gx2Hγ(BR)\displaystyle\langle\zeta_{x_{1}},d_{2}\cdot\nabla G_{x_{2}}\rangle_{H^{\gamma}(\partial B_{R})} =\displaystyle= n={|n|2γ2πR(φn(x1))¯(λnd2xφn(x2))},\displaystyle\sum_{n=-\infty}^{\infty}\bigg{\{}\frac{|n|^{2\gamma}}{2\pi R}\overline{(\varphi_{n}(x_{1}))}{(\lambda_{n}d_{2}\cdot\nabla_{x}\varphi_{n}(x_{2}))}\bigg{\}}\,, (5.13)
ζx1,Gx2Hγ(BR)\displaystyle\langle\zeta_{x_{1}},G_{x_{2}}\rangle_{H^{\gamma}(\partial B_{R})} =\displaystyle= n={|n|2γ2πR(φn(x1))¯(λnφn(x2))};\displaystyle\sum_{n=-\infty}^{\infty}\bigg{\{}\frac{|n|^{2\gamma}}{2\pi R}\overline{(\varphi_{n}(x_{1}))}{(\lambda_{n}\varphi_{n}(x_{2}))}\bigg{\}}\,; (5.14)
|ηx,d|Hγ2\displaystyle|\eta_{x,d}|_{H^{\gamma}}^{2} =n=|n|2γ2πR|dφn(x)|2,\displaystyle=\sum_{n=-\infty}^{\infty}\frac{|n|^{2\gamma}}{2\pi R}|d\cdot\nabla\varphi_{n}(x)|^{2}\,,\,\, |ζx|Hγ2\displaystyle|\zeta_{x}|_{H^{\gamma}}^{2} =n=|n|2γ2πR|φn(x)|2;\displaystyle=\sum_{n=-\infty}^{\infty}\frac{|n|^{2\gamma}}{2\pi R}|\varphi_{n}(x)|^{2}\,; (5.15)
|dGx|Hγ2\displaystyle|d\cdot\nabla G_{x}|_{H^{\gamma}}^{2} =n=|n|2γ2πR|λndφn(x)|2,\displaystyle=\sum_{n=-\infty}^{\infty}\frac{|n|^{2\gamma}}{2\pi R}|\lambda_{n}d\cdot\nabla\varphi_{n}(x)|^{2}\,,\,\, |Gx|Hγ2\displaystyle|G_{x}|_{H^{\gamma}}^{2} =n=|n|2γ2πR|λnφn(x)|2.\displaystyle=\sum_{n=-\infty}^{\infty}\frac{|n|^{2\gamma}}{2\pi R}|\lambda_{n}\varphi_{n}(x)|^{2}\,. (5.16)

5.1.1 More about the mutually almost orthogonality property

We shall focus only on the case of Sobolev scale γ=1\gamma=1, and the cases of other γ0\gamma\geq 0 follow similarly.

Case 1: V0=0V_{0}=0. For given |c|<1|c|<1, one may quickly obtain

n=1ncn=c(1c)2,n=1n2cn=c(1+c)(1c)3,n=1n3cn=c(c2+4c+1)(1c)4,n=1n4cn=c4+11c3+11c2+c(1c)5.\sum_{n=1}^{\infty}nc^{n}=\frac{c}{(1-c)^{2}},\quad\sum_{n=1}^{\infty}n^{2}c^{n}=\frac{c(1+c)}{(1-c)^{3}},\quad\sum_{n=1}^{\infty}n^{3}c^{n}=\frac{c(c^{2}+4c+1)}{(1-c)^{4}},\quad\sum_{n=1}^{\infty}n^{4}c^{n}=\frac{c^{4}+11c^{3}+11c^{2}+c}{(1-c)^{5}}\,. (5.17)

We first consider K4,d1,d2(x1,x2)K_{4,d_{1},d_{2}}(x_{1},x_{2}). For convenience, we write di=(sin(αi),cos(αi))d_{i}=(-\sin(\alpha_{i}),\cos(\alpha_{i})), xi=(ri,θi)x_{i}=(r_{i},\theta_{i}) in the polar coordinates and r~i=ri/R\tilde{r}_{i}={r_{i}}/{R}. Using the fact that r~i<1\tilde{r}_{i}<1, (5.11) can be simplified as

|ηx1,d1,d2Gx2H1(B1)|=|n=1n3π(r1r2)(r~1r~2)ncos((n1)(θ1θ2)+α1α2)||(r~12r~22e2i(θ1θ2)+4r~1r~2ei(θ1θ2)+1)|πR2|(1r~1r~2ei(θ1θ2))4|r~12r~22+4r~1r~2+1πR2(1r~1r~2)4.\begin{split}|\langle\eta_{x_{1},d_{1}},d_{2}\cdot\nabla G_{x_{2}}\rangle_{H^{1}(\partial B_{1})}|=&\,\,\left|\sum_{n=1}^{\infty}\frac{n^{3}}{\pi(r_{1}\,r_{2})}(\tilde{r}_{1}\,\tilde{r}_{2})^{n}\text{cos}((n-1)(\theta_{1}-\theta_{2})+\alpha_{1}-\alpha_{2})\right|\\ \leq&\,\,\frac{|(\tilde{r}_{1}^{2}\,\tilde{r}_{2}^{2}\,e^{2i(\theta_{1}-\theta_{2})}+4\,\tilde{r}_{1}\,\tilde{r}_{2}\,e^{i(\theta_{1}-\theta_{2})}+1)|}{\pi R^{2}|(1-\tilde{r}_{1}\,\tilde{r}_{2}\,e^{i(\theta_{1}-\theta_{2})})^{4}|}\leq\,\frac{\tilde{r}_{1}^{2}\,\tilde{r}_{2}^{2}+4\,\tilde{r}_{1}\,\tilde{r}_{2}+1}{\pi R^{2}(1-\tilde{r}_{1}\,\tilde{r}_{2})^{4}}\,.\end{split} (5.18)

We may notice that the above inequalities become equalities if α1α2=nπ\alpha_{1}-\alpha_{2}=n\pi (i.e. d1=±d2d_{1}=\pm d_{2}) and θ1=θ2\theta_{1}=\theta_{2}, that is, when the maximum is attained for fixed r1r_{1} and r2r_{2}. Applying a similar trick, we further obtain from (5.15) and (5.16) that

|ηx1,d1|H12=n=1n4Rπr~12n2=(r~16+11r~14+11r~12+1)πR(1r~12)5,\displaystyle|\eta_{x_{1},d_{1}}|_{H^{1}}^{2}=\sum_{n=1}^{\infty}\frac{n^{4}R}{\pi}\,\tilde{r}_{1}^{2n-2}=\frac{(\tilde{r}_{1}^{6}+11\tilde{r}_{1}^{4}+11\tilde{r}_{1}^{2}+1)}{\pi R(1-\tilde{r}_{1}^{2})^{5}}\,, |ζx1|H12\displaystyle|\zeta_{x_{1}}|_{H^{1}}^{2} =n=1n2πRr~12n=r~12(1+r~12)πR(1r~12)3;\displaystyle=\sum_{n=1}^{\infty}\frac{n^{2}}{\pi R}\,\tilde{r}_{1}^{2n}=\frac{\tilde{r}_{1}^{2}(1+\tilde{r}_{1}^{2})}{\pi R(1-\tilde{r}_{1}^{2})^{3}}\,; (5.19)
|d1Gx1|H12=n=1n2Rπr~12n2=R(1+r~12)π(1r~12)3,\displaystyle|d_{1}\cdot\nabla G_{x_{1}}|_{H^{1}}^{2}=\sum_{n=1}^{\infty}\frac{n^{2}R}{\pi}\,\tilde{r}_{1}^{2n-2}=\frac{R(1+\tilde{r}_{1}^{2})}{\pi(1-\tilde{r}_{1}^{2})^{3}}\,, |Gx1|H12\displaystyle\,\,|G_{x_{1}}|_{H^{1}}^{2} =n=1Rπr~12n=Rr~12π(1r~12).\displaystyle=\sum_{n=1}^{\infty}\frac{R}{\pi}\,\tilde{r}_{1}^{2n}=\frac{R\,\tilde{r}_{1}^{2}}{\pi(1-\tilde{r}_{1}^{2})}\,. (5.20)

To better understand the behaviour of the kernel K4,d1,d2(x1,x2)K_{4,d_{1},d_{2}}(x_{1},x_{2}), let us fix θ1=θ2\theta_{1}=\theta_{2} and r1r_{1} in (5.18) for the time being. Then we like to check if the maximum of K4,d1,d2K_{4,d_{1},d_{2}}, which is now a rational function of r2r_{2}, is attained when r2r1r_{2}\approx r_{1}. While the explicit optimum is hard to find analytically, we can obtain them by solving the KKT optimality system via numerical approximations. The second plot in Fig. 1 shows the value of r2r_{2} that maximizes K4,d1,d2(x1,x2)K_{4,d_{1},d_{2}}(x_{1},\,x_{2}) with m1=m2=1/2m_{1}=m_{2}=1/2, d1=d2d_{1}=d_{2}, and θ1=θ2\theta_{1}=\theta_{2}. We may observe that, the function argmaxr2K4,d1,d2(x1,x2)\text{argmax}_{r_{2}}K_{4,d_{1},d_{2}}(x_{1},x_{2}) is very close to the linear function r1=r2r_{1}=r_{2}. For instance, we may check that when r1=0.4r_{1}=0.4, the maximum value is attained when r20.386r_{2}\approx 0.386; and when r1=0.6r_{1}=0.6, the maximum value is attained when r20.598r_{2}\approx 0.598. Therefore, we can verify the almost orthogonality property numerically in the most part of the domain Ω\Omega for K4,dx,dzK_{4,d_{x},d_{z}}.

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Figure 1: The location of the maximum value of kernels K1(x1,x2)K_{1}(x_{1},x_{2}) and K4,d1,d2(x1,x2)K_{4,d_{1},d_{2}}(x_{1},x_{2}) defined in (4.10) and (4.11) when V0=0V_{0}=0, under γ=1\gamma=1, mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22), d1=d2d_{1}=d_{2}, and θ1=θ2\theta_{1}=\theta_{2}, where xi=(ri,θi)x_{i}=(r_{i},\,\theta_{i}).

We next study K1(x1,x2)K_{1}(x_{1},x_{2}) defined as in (4.10). We can similarly deduce the explicit expression of the numerator of K1K_{1} when γ=1\gamma=1 as

|ζx1,Gx2H1(BR)|=|n=1nπ(r~1r~2)ncos(nθ1nθ2)|=|Re{r~1r~2ei(θ1θ2)π(1r~1r~2ei(θ1θ2))2}|r~1r~2π|ei(θ1θ2)||1r~1r~2ei(θ1θ2)|2r~1r~2π(1r~1r~2)2.\begin{split}|\langle\zeta_{x_{1}},G_{x_{2}}\rangle_{H^{1}(\partial B_{R})}|=&\,\,\left|\sum_{n=1}^{\infty}\frac{n}{\pi}\,(\tilde{r}_{1}\,\tilde{r}_{2})^{n}\cos(n\theta_{1}-n\theta_{2})\right|=\,\,\left|\text{Re}\left\{\frac{\tilde{r}_{1}\,\tilde{r}_{2}e^{i(\theta_{1}-\theta_{2})}}{\pi(1-\tilde{r}_{1}\,\tilde{r}_{2}\,e^{i(\theta_{1}-\theta_{2})})^{2}}\right\}\right|\\ \leq&\,\,\frac{\tilde{r}_{1}\,\tilde{r}_{2}}{\pi}\frac{|e^{i(\theta_{1}-\theta_{2})}|}{|1-\tilde{r}_{1}\,\tilde{r}_{2}\,e^{i(\theta_{1}-\theta_{2})}|^{2}}\leq\,\frac{\tilde{r}_{1}\,\tilde{r}_{2}}{\pi(1-\tilde{r}_{1}\,\tilde{r}_{2})^{2}}\,.\end{split} (5.21)

We can see that the equalities hold when θ1=θ2\theta_{1}=\theta_{2} in (5.21), that is, when the maximum is achieved for fixed r1{r}_{1} and r2{r}_{2}. Let us now fix θ1=θ2\theta_{1}=\theta_{2} and r1r_{1} in (5.21), we like to check again if the maximum of K1K_{1}, which is a rational function of r2r_{2}, is attained when r2r1r_{2}\approx r_{1}. Similarly, we may approximate them by solving the KKT optimality system via numerical approximations. The first plot in Fig. 1 describes the value of r2r_{2} that maximizes K1(x1,x2)K_{1}(x_{1},x_{2}) with n1=n2=1/2n_{1}=n_{2}=1/2. We may observe that, the function argmaxr2K1(x1,x2)\text{argmax}_{r_{2}}K_{1}(x_{1},x_{2}) is very close to the linear function r1=r2r_{1}=r_{2}. For instance, we may check that when r1=0.4r_{1}=0.4, the maximum occurs at r20.342r_{2}\approx 0.342; and when r1=0.7r_{1}=0.7, the maximum happens at r20.666r_{2}\approx 0.666. Therefore we have verified numerically that the maximum of K1(x1,x2)K_{1}(x_{1},x_{2}) occurs when x1x_{1} is very close to x2x_{2}, which is the desired almost orthogonality property.

Now we consider the decoupling effect, i.e., to check the full version of the mutually almost orthogonality property. For this purpose, we like to compare behaviours of K2,d2(x1,x2)K_{2,d_{2}}(x_{1},x_{2}) and K3,d1(x1,x2)K_{3,d_{1}}(x_{1},x_{2}) with K1(x1,x2)K_{1}(x_{1},x_{2}) and K4,d1,d2(x1,x2)K_{4,d_{1},d_{2}}(x_{1},x_{2}) defined in (4.10) and (4.11). We obtain from (5.13) and (5.12) which provide explicit representations of numerators of K2,d2K_{2,d_{2}} and K3,d1K_{3,d_{1}} that

|ζx1,d2Gx2H1(B1)|=\displaystyle|\langle\zeta_{x_{1}},\,d_{2}\cdot\nabla G_{x_{2}}\rangle_{H^{1}(\partial B_{1})}|= |1πRn=1n2r~1nr~2n1sin(nθ1(n1)θ2α2)|\displaystyle\left|\frac{1}{\pi R}\sum_{n=1}^{\infty}n^{2}\,\tilde{r}_{1}^{n}\,\tilde{r}_{2}^{n-1}\,\sin(n\theta_{1}-(n-1)\theta_{2}-\alpha_{2})\right| (5.22)
=\displaystyle= r1πR2|Im{ei(θ1α2)(1+r~1r~2ei(θ1θ2))(1r~1r~2ei(θ1θ2))3}|,\displaystyle\,\,\frac{r_{1}}{\pi R^{2}}\left|\text{Im}\left\{\frac{e^{i(\theta_{1}-\alpha_{2})}(1+\tilde{r}_{1}\,\tilde{r}_{2}\,e^{i(\theta_{1}-\theta_{2})})}{(1-\tilde{r}_{1}\,\tilde{r}_{2}\,e^{i(\theta_{1}-\theta_{2})})^{3}}\right\}\right|\,,
|ηx1,d1,Gx2H1(BR)|=\displaystyle|\langle\eta_{x_{1},d_{1}},\,G_{x_{2}}\rangle_{H^{1}(\partial B_{R})}|= |1πRn=1n2r~1n1r~2nsin(nθ2(n1)θ1α1)|\displaystyle\left|\frac{1}{\pi R}\sum_{n=1}^{\infty}n^{2}\,\tilde{r}_{1}^{n-1}\tilde{r}_{2}^{n}\,\sin(n\theta_{2}-(n-1)\theta_{1}-\alpha_{1})\right| (5.23)
=\displaystyle= r2πR2|Im{ei(θ2α1)(1+r~1r~2ei(θ1θ2))(1r~1r~2ei(θ1θ2))3}|.\displaystyle\,\,\frac{r_{2}}{\pi R^{2}}\left|\text{Im}\left\{\frac{e^{i(\theta_{2}-\alpha_{1})}(1+\tilde{r}_{1}\,\tilde{r}_{2}\,e^{-i(\theta_{1}-\theta_{2})})}{(1-\tilde{r}_{1}\,\tilde{r}_{2}\,e^{-i(\theta_{1}-\theta_{2})})^{3}}\right\}\right|\,.

We may now see a very interesting behaviour: a minimum (i.e., zero) of |K2,d2(x1,x2)||K_{2,d_{2}}(x_{1},x_{2})| and |K3,d1(x1,x2)||K_{3,d_{1}}(x_{1},x_{2})| are attained when α1=θ2\alpha_{1}=\theta_{2}, α1=α2\alpha_{1}=\alpha_{2}, and θ1=θ2\theta_{1}=\theta_{2}. This is an ideal behaviour as the maximum of the numerator of K1K_{1} and K4,d1,d2K_{4,d_{1},d_{2}} occur at θ1=θ2\theta_{1}=\theta_{2} and α1=α2\alpha_{1}=\alpha_{2} by using (5.18) and (5.21), therefore helps contrast K2,d2K_{2,d_{2}} and K3,d1K_{3,d_{1}} with K1K_{1} and K4,d1,d2K_{4,d_{1},d_{2}}.

In Figs. 2-4, mutually almost orthogonality properties are further studied through numerical experiments for R=1R=1. From these results, we may see that there is a monopole located at z1=(0.6, 0.45)z_{1}=(0.6,\,0.45) and a dipole located at z2=(0.45,0.6)z_{2}=(0.45,\,-0.6). To clearly illustrate the decoupling effect by considering the situation when the influence of the monopole and the dipole on the boundary are comparable, the monopole Gz1G_{z_{1}} is multiplied by a constant 66 with respect to our expressions in (5.21) and (5.23). We also take mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22) and denote the locations of z1z_{1} and z2z_{2} using a yellow cross and a blue cross respectively. In what follows, d=θxd=\theta_{x} represents d=(sin(θx),cos(θx))Td=(-\sin(\theta_{x}),\,\cos(\theta_{x}))^{T}, where θx\theta_{x} is the angular coordinate in polar coordinates for xx.

  1. 1.

    In Fig. 2, the first plot is K1(x,z1)K_{1}(x,z_{1}) for xΩx\in\Omega. This plot demonstrates the desired property of K1K_{1}, and we notice that the maximum occurs when xx is very close to z1z_{1}. We then assume dz2=θz2d_{z_{2}}=\theta_{z_{2}}; the second plot in Fig. 2 is K4,dx,dz2(x,z2)K_{4,d_{x},d_{z_{2}}}(x,z_{2}), with dx=θxd_{x}=\theta_{x}. We can observe that the maximum occurs when xz2x\approx z_{2}, given the appropriate probing direction. The third plot is for K4,dx,dz2(x,z2)K_{4,d_{x},d_{z_{2}}}(x,z_{2}) with dx=θx+π/4d_{x}=\theta_{x}+\pi/4. We notice that even if there is a moderate perturbation from the best probing direction (θx=θz2\theta_{x}=\theta_{z_{2}}), the maximum of the kernel function is not very far away from the point z2z_{2}. The last plot is the case when dx=θx+π/2d_{x}=\theta_{x}+\pi/2. In this case, two peaks of the kernel function appear around the point with a dipole, and the maximum value in the figure is smaller than the case when dx=θxd_{x}=\theta_{x}. This illustrates that a reasonable probing direction is essential for the accurate determination of the location of a dipole.

  2. 2.

    In Fig. 3, we demonstrate behaviours of K3,dx(x,z1)K_{3,d_{x}}(x,z_{1}) with dx=θxd_{x}=\theta_{x}, dx=π/3d_{x}=\pi/3 and K2,dz2(x,z2)K_{2,d_{z_{2}}}(x,z_{2}) with dz2=θz2d_{z_{2}}=\theta_{z_{2}} from left to right. There are two important observations: the maxima of K2,dzK_{2,d_{z}} and K3,dxK_{3,d_{x}} are smaller than that of K1K_{1} and K4,dx,dzK_{4,d_{x},d_{z}}; for the case dx=θxd_{x}=\theta_{x}, the maximum appears at two sides of the point ziz_{i} instead of being right at the spot.

  3. 3.

    In Fig. 4, we examine the coexistence of a monopole at z1=(0.6,0.45)z_{1}=(0.6,0.45) and a dipole at z2=(0.45,0.6)z_{2}=(0.45,-0.6). The first plot can be considered as probing by ζx\zeta_{x}, while the second and third plots can be considered as probing by ηx,dx\eta_{x,d_{x}} under different probing directions. We may conclude that the monopole probing function ζx\zeta_{x} interacts better with the monopole located at z1z_{1}, while the dipole probing function ηx,d\eta_{x,d} interacts better with the dipole located at z2z_{2}, under an appropriate probing direction.

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Figure 2: Almost orthogonality property of K1(x,z1)K_{1}(x,z_{1}) and K4,dx,dz2(x,z2)K_{4,d_{x},d_{z_{2}}}(x,z_{2}) for V0=0V_{0}=0, with mi=ni=1/2m_{i}=n_{i}=1/2 (i=1,2i=1,2) and z1=(0.6,0.45)z_{1}=(0.6,0.45), z2=(0.45,0.6)z_{2}=(0.45,-0.6). Directions in K4,dx,dz2(x,z2)K_{4,d_{x},d_{z_{2}}}(x,z_{2}) are chosen as dx=θxd_{x}=\theta_{x}, dx=θx+π/4d_{x}=\theta_{x}+\pi/4, dx=θx+π/2d_{x}=\theta_{x}+\pi/2 (from left to right), and dz2=θz2d_{z_{2}}=\theta_{z_{2}}.
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Figure 3: Mutually almost orthogonality property of K3,dx(x,z1)K_{3,d_{x}}(x,z_{1}) and K2,dz2(x,z2)K_{2,d_{z_{2}}}(x,z_{2}) for V0=0V_{0}=0, with mi=ni=1/2m_{i}=n_{i}=1/2 (i=1,2i=1,2), and z1=(0.6,0.45)z_{1}=(0.6,0.45), z2=(0.45,0.6)z_{2}=(0.45,-0.6). Directions are chosen as dx=θxd_{x}=\theta_{x}, dx=π/3d_{x}=\pi/3, and dz2=θz2d_{z_{2}}=\theta_{z_{2}} (from left to right).
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Figure 4: Mutually almost orthogonality property of K1(x,z1)+K2,dz2(x,z2)K_{1}(x,z_{1})+K_{2,d_{z_{2}}}(x,z_{2}) (the left plot) and K4,dx,dz2(x,z2)+K3,dx(x,z1)K_{4,d_{x},d_{z_{2}}}(x,z_{2})+K_{3,d_{x}}(x,z_{1}) (the middle and right plots) for V0=0V_{0}=0, with mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22), and z1=(0.6,0.45)z_{1}=(0.6,0.45), z2=(0.45,0.6)z_{2}=(0.45,-0.6). Directions are chosen as dz2=θz2d_{z_{2}}=\theta_{z_{2}}, dx=θxd_{x}=\theta_{x}, and dx=dz2=π/3d_{x}=d_{z_{2}}=\pi/3 (from left to right).

Case 2: V00V_{0}\neq 0. In this case, the kernel functions are expressed in terms of Bessel functions. A closed formula is hard to obtain, so we will verify the mutually almost orthogonality property mainly through numerical experiments. We first derive the explicit representations of the numerators of K1K_{1}, K2,dzK_{2,d_{z}}, K3,dxK_{3,d_{x}}, K4,dx,dzK_{4,d_{x},d_{z}} through (5.11) to (5.14)

|ζx1,Gx2H1(B1)|=12πRk|n[ein(θ2θ1)|n|2In(kr1)In(kr2)In(kR)In(kR)]|.\displaystyle|\langle\zeta_{x_{1}},\,G_{x_{2}}\rangle_{H^{1}(\partial B_{1})}|=\frac{1}{2\pi Rk}\left|\sum_{n\in\mathbb{Z}}\bigg{[}e^{in(\theta_{2}-\theta_{1})}|n|^{2}\frac{I_{n}(kr_{1})I_{n}(kr_{2})}{I_{n}^{\prime}(kR)I_{n}(kR)}\bigg{]}\right|\,. (5.24)
|ζx1,d2Gx2H1(B1)|=12πRk|nein(θ2θ1)|n|2In(kr1)In(kR)In(kR)(sin(θ2α2)cos(θ2α2))T(kIn(kr2)inIn(kr2)/r2)|.\displaystyle|\langle\zeta_{x_{1}},\,d_{2}\cdot\nabla G_{x_{2}}\rangle_{H^{1}(\partial B_{1})}|=\frac{1}{2\pi Rk}\bigg{|}\sum_{n\in\mathbb{Z}}\frac{e^{in(\theta_{2}-\theta_{1})}{|n|^{2}}I_{n}(kr_{1})}{I_{n}(kR)I_{n}^{\prime}(kR)}\binom{\sin(\theta_{2}-\alpha_{2})}{\cos(\theta_{2}-\alpha_{2})}^{T}\binom{kI_{n}^{\prime}(kr_{2})}{inI_{n}(kr_{2})/r_{2}}\bigg{|}\,. (5.25)
|ηx1,d1,Gx2H1(B1)|=12πRk|n[ein(θ2θ1)|n|2In(kr2)In(kR)In(kR)(sin(θ1α1)cos(θ1α1))T(kIn(kr1)inIn(kr1)/r1)]|.\displaystyle|\langle\eta_{x_{1},d_{1}},\,G_{x_{2}}\rangle_{H^{1}(\partial B_{1})}|=\frac{1}{2\pi Rk}\left|\sum_{n\in\mathbb{Z}}\bigg{[}\frac{e^{in(\theta_{2}-\theta_{1})}{|n|^{2}}I_{n}(kr_{2})}{I_{n}(kR)I_{n}^{\prime}(kR)}\binom{\sin(\theta_{1}-\alpha_{1})}{\cos(\theta_{1}-\alpha_{1})}^{T}\binom{kI_{n}^{\prime}(kr_{1})}{-inI_{n}(kr_{1})/r_{1}}\bigg{]}\right|\,. (5.26)
|ηx1,d1,d2Gx2H1(B1)|\displaystyle|\langle\eta_{x_{1},d_{1}},\,d_{2}\cdot\nabla G_{x_{2}}\rangle_{H^{1}(\partial B_{1})}| (5.27)
=\displaystyle= 12πRk|n[ein(θ2θ1)|n|2In(kR)In(kR)(sin(θ1α1)cos(θ1α1))T(kIn(kr1)inIn(kr1)/r1)(sin(θ2α2)cos(θ2α2))T(kIn(kr2)inIn(kr2)/r2)]|.\displaystyle\,\,\frac{1}{2\pi Rk}\bigg{|}\sum_{n\in\mathbb{Z}}\bigg{[}\frac{e^{in(\theta_{2}-\theta_{1})}|n|^{2}}{I_{n}(kR)I_{n}^{\prime}(kR)}\binom{\sin(\theta_{1}-\alpha_{1})}{\cos(\theta_{1}-\alpha_{1})}^{T}\binom{kI_{n}^{\prime}(kr_{1})}{-inI_{n}(kr_{1})/r_{1}}\binom{\sin(\theta_{2}-\alpha_{2})}{\cos(\theta_{2}-\alpha_{2})}^{T}{\binom{kI_{n}^{\prime}(kr_{2})}{inI_{n}(kr_{2})/r_{2}}}\bigg{]}\bigg{|}\,.

Similarly, the explicit expressions for HγH^{\gamma} semi-norms can be derived from (5.15) and (5.16) as

|ηx1,d1|H12\displaystyle|\eta_{x_{1},d_{1}}|^{2}_{H^{1}} =n|n|2[(cos(θ1α1)nr1In(kr1))2+(sin(θ1α1)kIn(kr1))2]2πRIn(kR)2,\displaystyle=\sum_{n\in\mathbb{Z}}\frac{|n|^{2}\bigg{[}(\cos(\theta_{1}-\alpha_{1})\frac{n}{r_{1}}I_{n}(kr_{1}))^{2}+(\sin(\theta_{1}-\alpha_{1})kI_{n}^{\prime}(kr_{1}))^{2}\bigg{]}}{2\pi RI_{n}(kR)^{2}}\,, (5.28)
|d1Gx1|H12\displaystyle|d_{1}\cdot\nabla G_{x_{1}}|^{2}_{H^{1}} =n|n|2[(cos(θ1α1)nr1In(kr1))2+(sin(θ1α1)kIn(kr1))2]2πRk2In(kR)2.\displaystyle=\sum_{n\in\mathbb{Z}}\frac{|n|^{2}\bigg{[}(\cos(\theta_{1}-\alpha_{1})\frac{n}{r_{1}}I_{n}(kr_{1}))^{2}+(\sin(\theta_{1}-\alpha_{1})kI_{n}^{\prime}(kr_{1}))^{2}\bigg{]}}{2\pi Rk^{2}I_{n}^{\prime}(kR)^{2}}\,. (5.29)
|ζx1|H12=n=1n2πRIn(kr1)2In(kR)2,|Gx2|H12=n=1n2πRk2In(kr2)2In(kR)2.|\zeta_{x_{1}}|_{H^{1}}^{2}=\sum_{n=1}^{\infty}\frac{n^{2}}{\pi R}\frac{I_{n}(kr_{1})^{2}}{I_{n}(kR)^{2}}\,,\qquad|G_{x_{2}}|_{H^{1}}^{2}=\sum_{n=1}^{\infty}\frac{n^{2}}{\pi Rk^{2}}\frac{I_{n}(kr_{2})^{2}}{I_{n}^{\prime}(kR)^{2}}\,. (5.30)

Numerical experiments are conducted again to verify the mutually almost orthogonality property of the kernel functions in Figs. 5-8, with k2=10k^{2}=10 and R=1R=1. Three points are chosen in Ω\Omega, i.e., z1=(0.63,0.37)z_{1}=(-0.63,0.37), z2=(0.06,0.73)z_{2}=(-0.06,-0.73), z3=(0.11,0.24)z_{3}=(-0.11,-0.24), and the constants mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22) are selected as the normalizations which are used in (4.8) and (4.9). In the following figures, the yellow cross and the blue cross represent the location of a monopole and a dipole respectively.

  1. 1.

    Fig. 5 plots the kernel K1(x,zi)K_{1}(x,z_{i}) for i=1,2,3i=1,2,3. We can clearly see its maximum is attained when xzix\approx z_{i}, hence verifies the almost orthogonality property of K1(x,zi)K_{1}(x,z_{i}).

  2. 2.

    Fig. 6 plots the kernel K4,dx,dzi(x,zi)K_{4,d_{x},d_{z_{i}}}(x,z_{i}) for i=1,2,3i=1,2,3. With an appropriate probing direction, we can clearly see its maximum is attained when xzix\approx z_{i} and dx=dzid_{x}=d_{z_{i}}, hence verifies the almost orthogonality property of K4,dx,dzi(x,zi)K_{4,d_{x},d_{z_{i}}}(x,z_{i}).

  3. 3.

    We show in Fig. 7 the effect of the probing direction. In the first plot, we examine the special choice of the probing direction such that dxdz2=0d_{x}\cdot d_{z_{2}}=0 at z2z_{2}, and see the kernel function K4,dx,dz2(x,z2)K_{4,d_{x},d_{z_{2}}}(x,z_{2}) can not properly indicate the location of the dipole. The second and third plots demonstrate the behaviours of K2,dzK_{2,d_{z}} and K3,dxK_{3,d_{x}} when dz=θzd_{z}=\theta_{z}, dx=θxd_{x}=\theta_{x}. We notice that as in the case V0=0V_{0}=0, the peaks of the kernel functions appear to be very close to the location of the dipole or the monopole. Meanwhile we see clearly that the value of K4,dx,dzK_{4,d_{x},d_{z}} is larger than the peak values of K2,dzK_{2,d_{z}} and K3,dxK_{3,d_{x}}.

  4. 4.

    In Fig. 8, we examine the coexistence of a monopole at z1=(0.63,0.37)z_{1}=(-0.63,0.37) and a dipole at z2=(0.06,0.73)z_{2}=(-0.06,-0.73). To consider the case when the influence of the monopole and the dipole are comparable on the boundary, we enhance the strength of the monopole by multiplying a constant 1.51.5. The first plot can be considered as probing by ζx\zeta_{x}, while the second and third plots can be considered as probing by ηx,dx\eta_{x,d_{x}} under different probing directions. We may conclude that the monopole probing function ζx\zeta_{x} interacts better with the monopole located at z1z_{1}, while the dipole probing function ηx,d\eta_{x,d} interacts better with the dipole located at z2z_{2}, under an appropriate probing direction.

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Figure 5: Almost orthogonality property of K1(x,zi)K_{1}(x,z_{i}) for V00V_{0}\neq 0, with n1=n2=1/2n_{1}=n_{2}=1/2, and z1=(0.63,0.37)z_{1}=(-0.63,0.37), z2=(0.06,0.73)z_{2}=(-0.06,-0.73), z3=(0.11,0.24)z_{3}=(-0.11,-0.24) (from left to right).
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Figure 6: Almost orthogonality property of K4,dx,dzi(x,zi)K_{4,d_{x},d_{z_{i}}}(x,z_{i}) for V00V_{0}\neq 0, with m1=m2=1/2m_{1}=m_{2}=1/2, dx=dzid_{x}=d_{z_{i}}, and z1=(0.63,0.37)z_{1}=(-0.63,0.37), z2=(0.06,0.73)z_{2}=(-0.06,-0.73), z3=(0.11,0.24)z_{3}=(-0.11,-0.24) (from left to right).
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Figure 7: Mutually almost orthogonality property of K4,dx,dz2(x,z2)K_{4,d_{x},d_{z_{2}}}(x,z_{2}), K3,dx(x,z1)K_{3,d_{x}}(x,z_{1}), and K2,dz2(x,z2)K_{2,d_{z_{2}}}(x,z_{2}) for V00V_{0}\neq 0, with mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22), and z1=(0.63,0.37)z_{1}=(-0.63,0.37), z2=(0.06,0.73)z_{2}=(-0.06,-0.73). Directions are chosen as dxdz2=0d_{x}\cdot d_{z_{2}}=0, dz2=θz2d_{z_{2}}=\theta_{z_{2}}, and dx=θxd_{x}=\theta_{x} (from left to right)

.

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Figure 8: Mutually almost orthogonality property of K1(x,z1)+K2,dz2(x,z2)K_{1}(x,z_{1})+K_{2,d_{z_{2}}}(x,z_{2}) (the left plot) and K4,dx,dz2(x,z2)+K3,dx(x,z1)K_{4,d_{x},d_{z_{2}}}(x,z_{2})+K_{3,d_{x}}(x,z_{1}) (the middle and the right plots) for V00V_{0}\neq 0, with mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22), and z1=(0.63,0.37)z_{1}=(-0.63,0.37), z2=(0.06,0.73)z_{2}=(-0.06,-0.73). Directions are chosen as dz2=θz2d_{z_{2}}=\theta_{z_{2}}, dx=θxd_{x}=\theta_{x}, and dx=dz2=π/4d_{x}=d_{z_{2}}=\pi/4 (from left to right).

5.1.2 Explicit representations of probing functions in terms of Bessel function

Before we continue to explore the mutually almost orthogonality property in other special domains, we present some explicit representations of the probing functions on the boundary of the unit disk. This will help us efficiently evaluate the inner products involved in the index functions (4.8) and (4.9). Note that the corresponding norms of the probing functions used as the weights in the index functions were already given in the previous subsection.

We first compute an explicit expression for ζx\zeta_{x}. Via a separation of variables, the solution to (4.4) can be represented by

vx(2)(y)=n=Cn(k,rx)In(kry)ein(θyθx),v_{x}^{(2)}(y)=\sum_{n=-\infty}^{\infty}C_{n}(k,r_{x})I_{n}(kr_{y})e^{in(\theta_{y}-\theta_{x})}\,, (5.31)

where x=(rx,θx)x=(r_{x},\theta_{x}), y=(ry,θy)y=(r_{y},\theta_{y}) in polar coordinates, and Cn(k,rx)C_{n}(k,r_{x}) are coefficients determined by the boundary condition. Now let us consider one special solution to (4.3), which we may choose as K0(k|yx|)K_{0}(k|y-x|), where K0K_{0} is the modified Bessel function of the second kind of order 0. Note that xx represents a point inside Ω\Omega and yy represents a point on Ω\partial\Omega, hence we always have ry>rxr_{y}>r_{x}. Applying the Graf’s formula [1], we obtain

K0(k|yx|)=n=In(krx)Kn(kry)ein(θyθx).K_{0}(k|y-x|)=\sum_{n=-\infty}^{\infty}I_{n}(kr_{x})K_{n}(kr_{y})e^{in(\theta_{y}-\theta_{x})}\,. (5.32)

Furthermore, we may determine Cn(k,rx)C_{n}(k,r_{x}) by a comparison of coefficients, and derive

vx(y)=n(In(krx)Kn(kry)In(krx)Kn(k)In(k)In(kry))ein(θyθx).v_{x}(y)=\sum_{n\in\mathbb{Z}}\bigg{(}I_{n}(kr_{x})K_{n}(kr_{y})-\frac{I_{n}(kr_{x})K_{n}(k)}{I_{n}(k)}I_{n}(kr_{y})\bigg{)}e^{in(\theta_{y}-\theta_{x})}\,. (5.33)

Employing the relationship on the Wronskian between KnK_{n} and InI_{n} [1], we then get the expression of ζz\zeta_{z} when ry=1r_{y}=1:

ζx(y)=vx(y)ry=knIn(krx)In(k)ein(θyθx).\zeta_{x}(y)=\frac{\partial v_{x}(y)}{\partial r_{y}}=k\sum_{n\in\mathbb{Z}}\frac{I_{n}(kr_{x})}{I_{n}(k)}e^{in(\theta_{y}-\theta_{x})}\,. (5.34)

To compute ηx,d\eta_{x,d}, we first note that ηx,d\eta_{x,d} is linear with respect to different choices of dd, so it suffices to compute ηx,ei\eta_{x,e_{i}} (i=1,2i=1,2) for two canonical basis vectors e1e_{1} and e2e_{2} in 2\mathbb{R}^{2}. For simplicity, we set

an(rx,ry)\displaystyle a_{n}(r_{x},\,r_{y}) =In(krx)In(k)[In(k)Kn(kry)Kn(k)In(kry)],\displaystyle=\frac{I_{n}(kr_{x})}{I_{n}(k)}\big{[}I_{n}(k)K_{n}(kr_{y})-K_{n}(k)I_{n}(kr_{y})\big{]}\,, (5.35)
bn(rx,ry)\displaystyle b_{n}(r_{x},\,r_{y}) =kIn(krx)In(k)[In(k)Kn(kry)Kn(k)In(kry)].\displaystyle=\,k\frac{I_{n}^{\prime}(kr_{x})}{I_{n}(k)}\big{[}I_{n}(k)K_{n}(kr_{y})-K_{n}(k)I_{n}(kr_{y})\big{]}\,. (5.36)

A particular solution to wx,e1w_{x,e_{1}} defined in (4.5) can be obtained by taking the partial derivative of vx(y)v_{x}(y) in (5.33) with respect to ye1y\cdot e_{1}:

wx,e1(y)=n[cos(θx)bn(rx,ry)insin(θx)rxan(rx,ry)]ein(θyθx).w_{x,e_{1}}(y)=\sum_{n\in\mathbb{Z}}\bigg{[}\cos(\theta_{x})b_{n}(r_{x},r_{y})-in\frac{\sin(\theta_{x})}{r_{x}}a_{n}(r_{x},r_{y})\bigg{]}e^{in(\theta_{y}-\theta_{x})}\,. (5.37)

Then the probing function ηx,e1(y)\eta_{x,e_{1}}(y) in (4.6) with ry=1r_{y}=1 is obtained by applying the partial derivative with respect to ryr_{y}

ηx,e1(y)=n[kcos(θx)In(krx)In(k)insin(θx)rxIn(krx)In(k)]ein(θyθx).\eta_{x,e_{1}}(y)=\sum_{n\in\mathbb{Z}}\bigg{[}k\cos(\theta_{x})\frac{I_{n}^{\prime}(kr_{x})}{I_{n}(k)}-in\frac{\sin(\theta_{x})}{r_{x}}\frac{I_{n}(kr_{x})}{I_{n}(k)}\bigg{]}e^{in(\theta_{y}-\theta_{x})}\,. (5.38)

Similarly, ηx,e2\eta_{x,e_{2}} can be given by

ηx,e1(y)=n[ksin(θx)In(krx)In(k)+incos(θx)rxIn(krx)In(k)]ein(θyθx).\eta_{x,e_{1}}(y)=\sum_{n\in\mathbb{Z}}\bigg{[}k\sin(\theta_{x})\frac{I_{n}^{\prime}(kr_{x})}{I_{n}(k)}+in\frac{\cos(\theta_{x})}{r_{x}}\frac{I_{n}(kr_{x})}{I_{n}(k)}\bigg{]}e^{in(\theta_{y}-\theta_{x})}\,. (5.39)

5.2 Spherical domains in d\mathbb{R}^{d} for d>2d>2

We now derive the explicit expressions of kernels KiK_{i} defined in (4.10) and (4.11) and the probing functions for the case of open balls in d\mathbb{R}^{d} for d>2d>2. The analyses are quite similar to the circular case in the previous two subsections, so we will give a sketch only for d=3d=3 and emphasize some main differences. Let Ω\Omega be a unit ball centered at 0 in 3\mathbb{R}^{3}, and Γn\Gamma_{n} and YnmY_{n}^{m} satisfy equations

r2Γn2Γnr2+2rΓnΓnr(k2r2+n(n+1))=0;ΔS2Ynm=n(n+1)Ynm.\frac{r^{2}}{\Gamma_{n}}\frac{\partial^{2}\Gamma_{n}}{\partial r^{2}}+\frac{2r}{\Gamma_{n}}\frac{\partial\Gamma_{n}}{\partial r}-(k^{2}r^{2}+n(n+1))=0\,;\quad-\Delta_{S^{2}}Y_{n}^{m}=n(n+1)Y_{n}^{m}\,. (5.40)

Then by a separation of variables, the kernel of Δ+k2-\Delta+k^{2} can be spanned by the Schauder basis {Γn(r)Ynm(θ,ϕ),\{\Gamma_{n}(r)Y_{n}^{m}(\theta,\phi)\,, n,|m|n}~{}{n\in\mathbb{N}\,,~{}|m|\leq n}\}. And we can readily check that Γn\Gamma_{n} can be solved by the spherical Bessel function of the first kind jnj_{n} while YnmY_{n}^{m} can be solved by the spherical harmonic function. The eigenpairs defined in (5.1) for d=3d=3 can be given by

φnm=jn(ikr)jn(ik)Ynm(θ,ω),λn=jn(ik)ikjn(ik),n,m=n,,n.\varphi_{n}^{m}=\frac{j_{n}(ikr)}{j_{n}(ik)}Y_{n}^{m}(\theta,\omega)\,,~{}~{}\lambda_{n}=\frac{j_{n}(ik)}{ikj_{n}^{\prime}(ik)}\,,~{}~{}n\in\mathbb{N}\,,~{}m=-n,\dots,n\,. (5.41)

Since the spherical harmonics form a complete orthogonal basis in L2(𝕊2)L^{2}(\mathbb{S}^{2}), we may rewrite the duality product, the HγH^{\gamma} semi-norm, and probing functions in terms of this basis. For instance, we can write the HγH^{\gamma} duality product as

f,gHγ=nm=nnnγ(n+1)γf^(n,m)¯g^(n,m),\langle f,g\rangle_{H^{\gamma}}=\sum_{n\in\mathbb{N}}\sum_{m=-n}^{n}n^{\gamma}(n+1)^{\gamma}\overline{\hat{f}(n,m)}{\hat{g}(n,m)}\,, (5.42)

where f^(n,m)=𝕊2f(θ,ω)Ynm(θ,ω)𝑑s\hat{f}(n,m)=\int_{\mathbb{S}^{2}}f(\theta,\omega)Y_{n}^{m}(\theta,\omega)ds is the corresponding coefficient. Then using the addition formula for Legendre polynomials, we can obtain all we need for an explicit expression of K1K_{1} (with γ=1\gamma=1):

ζx1,Gx2H1=nn(n+1)(2n+1)2In+12(kr1)In+12(kr2)Pn(x1x2r1r2)4πkIn+12(k)(r1r2)1/2[nIn12(k)+(n+1)In+32(k)];\begin{split}&\langle\zeta_{x_{1}},G_{x_{2}}\rangle_{H^{1}}=\sum_{n\in\mathbb{N}}\frac{n(n+1)(2n+1)^{2}I_{n+\frac{1}{2}}(kr_{1})I_{n+\frac{1}{2}}(kr_{2})P_{n}(\frac{x_{1}\cdot x_{2}}{r_{1}r_{2}})}{4\pi kI_{n+\frac{1}{2}}(k)(r_{1}r_{2})^{1/2}[nI_{n-\frac{1}{2}}(k)+(n+1)I_{n+\frac{3}{2}}(k)]}\,;\end{split}
|ζx1|H12=n(n)(n+1)(2n+1)(In+12(kr1))24πr1(In+12(k))2,|Gx1|H12=n(n)(n+1)(2n+1)3(In+12(kr1))24πk2r1[nIn12(k)+(n+1)In+32(k)]2.|\zeta_{x_{1}}|_{H^{1}}^{2}=\sum_{n\in\mathbb{N}}\frac{(n)(n+1)(2n+1)(I_{n+\frac{1}{2}}(kr_{1}))^{2}}{4\pi r_{1}(I_{n+\frac{1}{2}}(k))^{2}}\,,\qquad|G_{x_{1}}|_{H^{1}}^{2}=\sum_{n\in\mathbb{N}}\frac{(n)(n+1)(2n+1)^{3}(I_{n+\frac{1}{2}}(kr_{1}))^{2}}{4\pi k^{2}r_{1}[nI_{n-\frac{1}{2}}(k)+(n+1)I_{n+\frac{3}{2}}(k)]^{2}}\,.

The explicit expressions for K2,dz,K3,dx,K4,dx,dzK_{2,d_{z}},K_{3,d_{x}},K_{4,d_{x},d_{z}}, as well as that of the probing functions, are similar. As an example, Fig. 9 shows the almost orthogonality property for the kernel K1(x,z)K_{1}(x,z) and K4,dx,dz(x,z)K_{4,d_{x},d_{z}}(x,z) defined in (4.10) and (4.11), with γ=1\gamma=1, mi=ni=1/2m_{i}=n_{i}=1/2, (i=1i=1, 22), dx=dz=(0,0,1)d_{x}=d_{z}=(0,0,1), x=(0.114,0.114,0.396)x=(0.114,0.114,0.396) and zΩz\in\Omega.

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(a) K1K_{1} defined in (4.10).
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(b) K4,dx,dzK_{4,d_{x},d_{z}} defined in (4.11).
Figure 9: Almost orthogonality property of K1(x,z)K_{1}(x,z) and K4,dx,dz(x,z)K_{4,d_{x},d_{z}}(x,z) with γ=1\gamma=1, mi=ni=1/2m_{i}=n_{i}=1/2 (i=1i=1, 22), dx=dz=(0,0,1)d_{x}=d_{z}=(0,0,1), x=(0.114,0.114,0.396)x=(0.114,0.114,0.396), and zB(0,1)z\in B(0,1).

5.3 A decoupling strategy based on the frequency of the boundary influx

In this subsection, we investigate a decoupling strategy that makes use of the effect from changing the frequency of the boundary influx. This strategy is a very reliable and effective decoupling technique when we implement our DSM. For illustrations, we consider two different cases: the first one for two small inhomogeneous inclusions, each inhomogeneity from one of two parameters σ\sigma and VV in (1.1); the second one for one inhomogeneous inclusion.

5.3.1 Two small inhomogeneous inclusions

Let us consider a simplified situation when there are two small inhomogeneous inclusions D1D_{1}, D2D_{2} in Ω=B1\Omega=B_{1}. We write D1=z1+δB1D_{1}=z_{1}+\delta B_{1}, D2=z2+δB1D_{2}=z_{2}+\delta B_{1}, with z1z_{1}, z2Ωz_{2}\in\Omega and |δ|<<1|\delta|<<1. We further assume in (1.1) that σ=σ1\sigma=\sigma_{1} in D1D_{1} and σ=σ0\sigma=\sigma_{0} otherwise; and V=V1V=V_{1} in D2D_{2} and V=V0V=V_{0} otherwise. Under this setting, we can readily obtain the asymptotic expansion of uu0u-u_{0} for xΩx\in\partial\Omega, uniformly as kδ0k\delta\rightarrow 0 [22]:

(uu0)(x)δ2{C1(σ,σ0,Ω)Gz1(x)u0(z1)+C2(V,V0,Ω)Gz2(x)u0(z2)},\begin{split}(u-u_{0})(x)\approx\delta^{2}\Big{\{}C_{1}(\sigma,\sigma_{0},\Omega)\nabla G_{z_{1}}(x)\cdot\nabla u_{0}(z_{1})+C_{2}(V,V_{0},\Omega)G_{z_{2}}(x)u_{0}(z_{2})\Big{\}}\,,\end{split} (5.43)

where constants C1C_{1} and C2C_{2} depend only on the domain. Supposing the boundary influx is of the form f=eimθf=e^{im\theta} on Ω\partial\Omega, we can get the following expressions of u0u_{0} satisfying (3.1) and its gradient:

u0(x)=Im(krx)Im(k)keimθx,u0(x)r=Im(krx)Im(k)eimθx,u0(x)θ=imu0(x);u_{0}(x)=\frac{I_{m}(kr_{x})}{I_{m}^{\prime}(k)k}e^{im\theta_{x}}\,,\qquad\frac{\partial u_{0}(x)}{\partial r}=\frac{I_{m}^{\prime}(kr_{x})}{I_{m}^{\prime}(k)}e^{im\theta_{x}}\,,\qquad\frac{\partial u_{0}(x)}{\partial\theta}=imu_{0}(x)\,;
u0(z1)=(cos(θz1)sin(θz1)sin(θz1)cos(θz1))(Im(krz1)imIm(krz1)krz1)eimθz1Im(k)=(Im(krz1)Im(k))2+(mIm(krz1)krz1Im(k))2dz1,\begin{split}&\nabla u_{0}(z_{1})=\begin{pmatrix}\cos(\theta_{z_{1}})&-\sin(\theta_{z_{1}})\\ \sin(\theta_{z_{1}})&\cos(\theta_{z_{1}})\end{pmatrix}\binom{I_{m}^{\prime}(kr_{z_{1}})}{\frac{imI_{m}(kr_{z_{1}})}{kr_{z_{1}}}}\frac{e^{im\theta_{z_{1}}}}{I_{m}^{\prime}(k)}=\sqrt{\bigg{(}\frac{I_{m}^{\prime}(kr_{z_{1}})}{I_{m}^{\prime}(k)}\bigg{)}^{2}+\bigg{(}\frac{mI_{m}(kr_{z_{1}})}{kr_{z_{1}}I_{m}^{\prime}(k)}\bigg{)}^{2}}\vec{d}_{z_{1}}\,,\end{split}

where |dz1|=1|\vec{d}_{z_{1}}|=1. Denoting β~m(z1)={(Im(krz1)Im(k))2+(mIm(krz1)krz1Im(k))2}1/2\tilde{\beta}_{m}(z_{1})=\Big{\{}\Big{(}\frac{I_{m}^{\prime}(kr_{z_{1}})}{I_{m}^{\prime}(k)}\Big{)}^{2}+\Big{(}\frac{mI_{m}(kr_{z_{1}})}{kr_{z_{1}}I_{m}^{\prime}(k)}\Big{)}^{2}\Big{\}}^{1/2}, βm(z2)=Im(krz2)Im(k)k\beta_{m}(z_{2})=\frac{I_{m}(kr_{z_{2}})}{I^{\prime}_{m}(k)k}, we can readily derive

|u0(z1)||u0(z2)|=β~m(z1)βm(z2)=(kIm(krz1)Im(krz2))2+(mrz1Im(krz1)Im(krz2))2mrz1Im(krz1)Im(krz2).\frac{|\nabla u_{0}(z_{1})|}{|u_{0}(z_{2})|}=\frac{\tilde{\beta}_{m}(z_{1})}{\beta_{m}(z_{2})}=\sqrt{\bigg{(}\frac{kI_{m}^{\prime}(kr_{z_{1}})}{I_{m}(kr_{z_{2}})}\bigg{)}^{2}+\bigg{(}\frac{m}{r_{z_{1}}}\frac{I_{m}(kr_{z_{1}})}{I_{m}(kr_{z_{2}})}\bigg{)}^{2}}\geq\frac{m}{r_{z_{1}}}\frac{I_{m}(kr_{z_{1}})}{I_{m}(kr_{z_{2})}}\,. (5.44)

The above comparison hints that the inhomogeneity associated with σ\sigma is more sensitive to the change of frequency around the local maxima of K1K_{1}, K2,dxK_{2,d_{x}}, K3,dzK_{3,d_{z}}, K4,dx,dzK_{4,d_{x},d_{z}} when rz1rz2r_{z_{1}}\approx r_{z_{2}}. To see this, let us consider the index function in (4.9) when Sobolev scale γ=0\gamma=0, then we can approximate IdiI_{di} in (4.11) by

Idi(x,dx)C1β~m(z1)K4,dx,dz1(x,z1)+C2βm(z2)eimθz2K3,dx(x,z2).\begin{split}I_{di}(x,d_{x})\approx&\,\,C_{1}\tilde{\beta}_{m}(z_{1})K_{4,d_{x},d_{z_{1}}}(x,z_{1})+C_{2}\beta_{m}(z_{2})e^{im\theta_{z_{2}}}K_{3,d_{x}}(x,z_{2})\,.\end{split} (5.45)

Now from (5.44), it is ready to see that the coefficient associated with K4,dx,dzK_{4,d_{x},d_{z}} will be more significant as mm becomes larger compared with the coefficient associated with K3,dxK_{3,d_{x}}. Therefore, we should expect a much larger value of the index function around D1D_{1} when the boundary influx has a higher frequency.

5.3.2 A single inhomogeneous extended inclusion

We now consider the case when there is a single inhomogenous inclusion that is not necessarily small. We compare the effects of varying two inhomogeneous coefficients σ1\sigma_{1} and V1V_{1} in the same inclusion. For the sake of exposition, we assume that the inhomogeneity is located in a disk BRB_{R} with radius RR, and take u0=Im(kr)eimθ/Im(k)u_{0}={I_{m}(kr)e^{im\theta}}/{I_{m}(k)} in polar coordinates.

Case 1: VV is constant, but σ\sigma is piecewise constant, i.e., σ=σ1\sigma=\sigma_{1} in BRB_{R}, and σ=σ0\sigma=\sigma_{0} otherwise. Letting ks2:=V0/σ1k_{s}^{2}:={V_{0}}/{\sigma_{1}}, then the scattered wave us:=uu0u^{s}:=u-u_{0} and the total wave uu satisfy the equations

{Δu+ks2u=0|x|<R,Δus+k2us=0|x|>R,us+u0=uonBR,σ0(us+u0)ν=σuνonBR.\begin{cases}-\Delta u+k_{s}^{2}u=0\qquad&|x|<R\,,\\ -\Delta u^{s}+k^{2}u^{s}=0\qquad&|x|>R\,,\\ u^{s}+u_{0}=u\qquad&\text{on}\quad\partial B_{R}\,,\\ \sigma_{0}\frac{\partial(u^{s}+u_{0})}{\partial\nu}=\sigma\frac{\partial u}{\partial\nu}\qquad&\text{on}\quad\partial B_{R}\,.\end{cases} (5.46)

As we expect no singularity for uu around the origin, we may assume u(r,θ)=n=1αnIn(ksr)einθu(r,\theta)=\sum_{n=1}^{\infty}\alpha_{n}I_{n}(k_{s}r)e^{in\theta} for some αn\alpha_{n}. Similarly, we write us(r,θ)=n=1βnKn(kr)einθu^{s}(r,\theta)=\sum_{n=1}^{\infty}\beta_{n}K_{n}(kr)e^{in\theta} for some βn\beta_{n}. By comparing Fourier coefficients, we easily see αn=βn=0\alpha_{n}=\beta_{n}=0 if nmn\neq m. Therefore it suffices to consider the Fourier coefficient associated with eimθe^{im\theta}. Using the transmission condition on BR\partial B_{R}, we derive

|βm|=|ksIm(ksR)Im(kR)kIm(ksR)Im(kR)kIm(ksR)Km(kR)ksIm(ksR)Km(kR)|1Im(k)C(Im(ksR)Im(kR)Im(ksR)Km+1(kR)Im(k)),\begin{split}|\beta_{m}|=&\,\,\bigg{|}\frac{{k_{s}}I_{m}(k_{s}R)I_{m}^{\prime}(kR)-kI_{m}^{\prime}(k_{s}R)I_{m}(kR)}{kI_{m}^{\prime}(k_{s}R)K_{m}(kR)-k_{s}I_{m}(k_{s}R)K_{m}^{\prime}(kR)}\bigg{|}\frac{1}{I_{m}(k)}\geq C\bigg{(}\frac{I_{m}(k_{s}R)I_{m}(kR)}{I_{m}(k_{s}R)K_{m+1}(kR)I_{m}(k)}\bigg{)}\,,\end{split} (5.47)

for some constant C>0C>0, where we have used the following estimate for Bessel functions [1]:

|ksIm(ksR)Im+1(kR)kIm+1(ksR)Im(kR)|\displaystyle\bigg{|}k_{s}I_{m}(k_{s}R)I_{m+1}(kR)-kI_{m+1}(k_{s}R)I_{m}(kR)\bigg{|} =\displaystyle= |[Im(kR)Im(ksR)kks][Im+1(kR)kIm(kR)Im+1(ksR)ksIm(ksR)]|\displaystyle\bigg{|}\bigg{[}I_{m}(kR)I_{m}(k_{s}R)kk_{s}\bigg{]}\bigg{[}\frac{I_{m+1}(kR)}{kI_{m}(kR)}-\frac{I_{m+1}(k_{s}R)}{k_{s}I_{m}(k_{s}R)}\bigg{]}\bigg{|} (5.48)
\displaystyle\leq (Im(kR)Im(ksR)kks)(Rm).\displaystyle\,\bigg{(}I_{m}(kR)I_{m}(k_{s}R)kk_{s}\bigg{)}\bigg{(}\frac{R}{m}\bigg{)}\,.

Case 2: σ\sigma is constant, and VV is piecewise constant, i.e., V=V1V=V_{1} in BRB_{R}, and V=V0V=V_{0} otherwise. Letting kv2:=V1/σ0k_{v}^{2}:={V_{1}}/{\sigma_{0}}, we write the scattered wave u~s(r,θ)=n=1β~nKn(kr)einθ\tilde{u}^{s}(r,\theta)=\sum_{n=1}^{\infty}\tilde{\beta}_{n}K_{n}(kr)e^{in\theta} for some β~n\tilde{\beta}_{n}. Again, we can see that β~n=0\tilde{\beta}_{n}=0 for nmn\neq m, hence we need to focus only on β~m\tilde{\beta}_{m}, which can be estimated as follows:

|β~m|=|kIm(kvr)Im(kr)kvIm(kvr)Im(kr)kvIm(kvr)Km(kr)kIm(kvr)Km(kr)|1Im(k)C~(Im(kvR)Im(kR)mIm(kvR)Km+1(kR)Im(k)).\begin{split}\bigg{|}\tilde{\beta}_{m}\bigg{|}=&\,\,\bigg{|}\frac{kI_{m}(k_{v}r)I_{m}^{\prime}(kr)-k_{v}I_{m}^{\prime}(k_{v}r)I_{m}(kr)}{k_{v}I_{m}^{\prime}(k_{v}r)K_{m}(kr)-kI_{m}(k_{v}r)K_{m}^{\prime}(kr)}\bigg{|}\frac{1}{I_{m}(k)}\leq\tilde{C}\bigg{(}\frac{I_{m}(k_{v}R)I_{m}(kR)}{mI_{m}(k_{v}R)K_{m+1}(kR)I_{m}(k)}\bigg{)}\,.\end{split} (5.49)

Comparison between Cases 1 and 2: Considering the ratio τm:=|βm|/|β~m|\tau_{m}:={|\beta_{m}|}/{|\tilde{\beta}_{m}|} between the Fourier coefficients from the above two cases, we can readily see from (5.47) and (5.49) that τmcm\tau_{m}\geq c\,m for some constant cc. Noting that βm\beta_{m} and β~m\tilde{\beta}_{m} represent the magnitude of the scattered waves for two different inhomogeneous inclusions respectively, this infers that the measurement coming from the inhomogeneous inclusion with a different σ\sigma is more sensitive than that coming from an inhomogeneous inclusion with a different VV at the high frequency regime of the boundary influx.

6 Numerical experiments

In this section, we present a series of typical examples to illustrate the efficiency and robustness of our proposed direct sampling method for solving the inverse coefficient problem (1.1). We take the probing domain Ω\Omega to be the unit disk in 2\mathbb{R}^{2}, and the coefficients σ0\sigma_{0} and V0V_{0} in the homogeneous background to be σ0=1\sigma_{0}=1, V0=10V_{0}=10. For each numerical experiment, there are several inhomogeneities of different types that are located separately inside the domain.

Forward data. In all the experiments, we choose a boundary influx f=cos(kθ)f=\cos(k\theta), with different kk\in\mathbb{N}. We solve the forward problem for uu and u0u_{0} using a finite element method of mesh size 1/1001/100, and take as the forward data the values of the potential us=uu0u_{s}=u-u_{0} at a set of discrete probing points, denoted by Γp\Gamma_{p}, distributed uniformly on the boundary of Ω\Omega. Then the noisy data is generated by adding a random noise of multiplicative form:

usδ(x)=us(x)(1+εδ),xΓp,u_{s}^{\delta}(x)=u_{s}(x)(1+\varepsilon\delta)\,,\quad x\in\Gamma_{p}\,, (6.1)

where ε\varepsilon is randomly uniformly distributed in [1,1][-1,1]. Unless it is specified otherwise, Γp\Gamma_{p} shall often consist of 4848 points, and the noise level δ\delta is chosen to be 3%3\%.

Then we move on to address the implementation of the new DSM. We first compute the pointwise evaluations of the monopole and dipole probing functions using the explicit expressions in section 5.1.2, and all these are carried out off-line. We then compute the monopole and dipole index functions Imo(x)I_{\text{mo}}(x) and Idi(x,dx)I_{\text{di}}(x,d_{x}) in (4.8) and (4.9) at each sampling point through appropriate numerical integrations. In all our numerical examples, we choose the parameters involved in (4.8) and (4.9) as follows: n1=n2=1/2n_{1}=n_{2}=1/2, m1=m2=1/2m_{1}=m_{2}=1/2, γmo=γdi=1\gamma_{\text{mo}}=\gamma_{\text{di}}=1 (except Example 1). At each probing point xx, the probing direction dxd_{x} is chosen to be dx=ϕ(x)/|ϕ(x)|d_{x}=\nabla\phi(x)/|\nabla\phi(x)|, as it is described in section 4.3.

We make a remark on the denominator of ImoI_{mo}, by noting the fact that |ζ0|H1=0|\zeta_{\vec{0}}|_{H^{1}}=0 from (5.30) and hence the index function ImoI_{mo} is singular around the origin when γ=1\gamma=1. To get rid of this singularity, we take |ζx1|H1=|ζ(η,0)|H1|\zeta_{x_{1}}|_{H^{1}}=|\zeta_{(\eta,0)}|_{H^{1}} for all |x1|<η|x_{1}|<\eta, with η\eta fixed at 0.10.1. The same modification is also applied to |Gx2|H1|G_{x_{2}}|_{H^{1}}.

For each example, we plot the exact inhomogeneous inclusions, along with the monopole and dipole index functions I~mo\tilde{I}_{\text{mo}} and I~di\tilde{I}_{\text{di}}, which are the squares of the respective normalized monopole and dipole index functions Imo(x)/maxyImo(y)I_{\text{mo}}(x)/\max_{y}I_{\text{mo}}(y) and Idi(x,dx)/maxyIdi(y,dy)I_{\text{di}}(x,d_{x})/\max_{y}I_{\text{di}}(y,d_{y}). The choice of squaring the index functions and normalizing by their maximum are only for the sake of better illustrations, and other choices can be used as well. In all the figures showing the exact inclusions, the orange color represents an inhomogeneity associated with σ\sigma, whereas the blue color represents an inhomogeneity associated with VV.

6.1 Numerical tests on appropriate choices of boundary influxes and Sobolev index

We start first with an illustrative example to demonstrate the effectiveness of the decoupling strategy we proposed in section 5.3 for choosing boundary influxes ff with different frequencies and the necessity of choosing a non-zero Sobolev scale γ\gamma that appears in the index functions (4.8) and (4.9). We pick us a toy example, Example 1, that contains two inhomogeneous inclusions, arising from σ\sigma and VV, respectively. With boundary influxes of different frequencies, we compare the indices I~mo\tilde{I}_{\text{mo}} and I~di\tilde{I}_{\text{di}}. This helps us develop an appropriate choice of two frequencies for boundary influxes for the use in all the subsequent evaluations of the monopole and the dipole index functions.

Example 1. This example contains two different types of inhomogeneities: an inhomogeneity with σ=1.5\sigma=1.5 located at the disk centered at (0.4, 0)(-0.4,\,0) with radius 0.20.2, and another inhomogeneity with V=15V=15 located at the disk centered at (0.4, 0)(0.4,\,0) with radius 0.20.2. We apply the boundary influxes of two different frequencies, f1=cos(θ)f_{1}=\cos(\theta), f2=cos(20θ)f_{2}=\cos(20\theta), and show their index functions I~mo\tilde{I}_{\text{mo}} and I~di\tilde{I}_{\text{di}} in Figs. 10(b) and 10(c). We can see, as the frequency of the boundary influx increases, the reconstruction by I~di\tilde{I}_{\text{di}} of the inhomogeneity with σ\sigma located at left becomes more and more apparent, while the reconstruction by I~mo\tilde{I}_{\text{mo}} of the inhomogeneity with VV located at right disappears eventually. Fig. 10 shows the reconstructions with Sobolev index γ=0\gamma=0, from which we can see the reconstructions are much less sharp than the ones with γ=1\gamma=1. Therefore a non-zero γ\gamma is essential for a sharper reconstruction.

Similar numerical effects with the boundary influxes of different frequencies have been observed in many experiments. Therefore we will present in all subsequent examples only two measurement events. The first measurement is taken with a boundary influx of low frequency, i.e., f=cos(θ)f=\cos(\theta), with which we calculate I~mo\tilde{I}_{mo}; the second measurement is taken with a boundary influx of high frequency, with which we compute I~di\tilde{I}_{di}.

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Figure 10: Example 1. Top left (exact inclusions): conductivity inhomogeneity (orange), potential inhomogeneity (blue); Top right: monopole index I~mo\tilde{I}_{\text{mo}} and dipole index I~di\tilde{I}_{\text{di}}, with f=cos(θ)f=\cos(\theta); Bottom left: I~mo\tilde{I}_{\text{mo}} and I~di\tilde{I}_{\text{di}}, with f=cos(20θ)f=\cos(20\theta); Bottom right: γ=0\gamma=0. Left: I~mo\tilde{I}_{\text{mo}}, with f=cos(θ)f=\cos(\theta);  Right: I~di\tilde{I}_{\text{di}}, with f=cos(20θ)f=\cos(20\theta).

6.2 Decoupled reconstructions via the monopole and dipole index functions and appropriate choices of boundary influxes

We are going to present three representative examples for reconstructing two types of inhomogeneities with appropriate choices of boundary influxes based on the strategy we proposed in section 6.1. In all our reconstructions for these examples, we do not assume any prior knowledge of the shapes, locations and ranges of values of the unknown inhomogeneous coefficients σ\sigma and VV.

Example 2. In this example, we consider a medium with three inhomogeneities as indicated in Fig. 11. As we see, there are two inhomogeneities correspond to the potential V=15V=15, located at two disks centered at (0.5,0.3)(-0.5,-0.3) and (0.5,0.3)(0.5,-0.3) with radius 0.10.1, respectively, and there is another inhomogeneity corresponding to the conductivity σ=1.5\sigma=1.5, located at the disk centered at (0.4,0.4)(-0.4,0.4) with radius 0.10.1. In Fig. 11, we have plotted the monopole index I~mo\tilde{I}_{\text{mo}} associated with the boundary influx f=cos(θ)f=\cos(\theta), and the dipole index I~di\tilde{I}_{\text{di}} associated with the boundary influx f=cos(20θ)f=\cos(20\theta). As one can see from Fig. 11, the two different types of inhomogeneities are decoupled: I~mo\tilde{I}_{\text{mo}} shows the inhomogeneities with VV, while I~di\tilde{I}_{\text{di}} shows the inhomogeneity with σ\sigma. It is surprising that even when the two types of inhomogeneities (both residing in the left part of Ω\Omega) are very close to each other, the DSM could still separate them clearly.

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Figure 11: Example 2. Left (exact inclusions): conductivity inhomogeneity (orange), potential inhomogeneities (blue); Middle: monopole index I~mo\tilde{I}_{\text{mo}} with f=cos(θ)f=\cos(\theta); Right: dipole index I~di\tilde{I}_{\text{di}} with f=cos(20θ)f=\cos(20\theta).

Example 3. This is a more challenging example with four inhomogeneous inclusions as shown in Fig. 12. As we see from the figure, there are two inhomogeneities corresponding to the conductivity σ=2.5\sigma=2.5, located at two disks centered at (0,0.4)(0,0.4) and (0,0.4)(0,-0.4) with radius 0.10.1, respectively; meanwhile there are two other inhomogeneities corresponding to the potential V=15V=15, located at two disks centered at (0.4,0)(0.4,0) and (0.4,0)(-0.4,0) with radius 0.10.1, respectively. Fig. 12 shows the monopole index I~mo\tilde{I}_{\text{mo}} associated with the boundary influx f=cos(θ)f=\cos(\theta) and the dipole index I~di\tilde{I}_{\text{di}} associated with the boundary influx f=cos(20θ)f=\cos(20\theta). The numerical reconstructions demonstrated the two different types of inhomogeneities are well separated: I~mo\tilde{I}_{\text{mo}} recovers two inhomogeneities corresponding to VV, while I~di\tilde{I}_{\text{di}} recovers two inhomogeneities corresponding to σ\sigma. This shows clearly the success of the DSM in decoupling the measurement data, locate two different types of inhomogeneous inclusions and distinguish their types quite reasonably.

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Figure 12: Example 3. Left (exact inclusions): conductivity inhomogeneities (orange), potential inhomogeneities (blue); Middle: monopole index I~mo\tilde{I}_{\text{mo}} with f=cos(θ)f=\cos(\theta); Right: dipole index I~di\tilde{I}_{\text{di}} with f=cos(20θ)f=\cos(20\theta).

Example 4. This example shows a medium with four inhomogeneous inclusions as in Fig. 13. We see three conductivity inhomogeneities with σ=2\sigma=2 placed at three disks centered at (0.3,0.3)(-0.3,0.3), (0.3,0.3)(0.3,-0.3), and (0.3,0.3)(-0.3,-0.3) with radius 0.150.15, and one potential inhomogeneity with V=22V=22 placed at the disk centered at (0.4,0.4)(0.4,0.4) with radius 0.10.1. Fig. 13 plots the monopole index I~mo\tilde{I}_{\text{mo}} with the boundary influx f=cos(θ)f=\cos(\theta) and the dipole index I~di\tilde{I}_{\text{di}} with the boundary influx f=cos(30θ)f=\cos(30\theta). This example is quite surprising to see a satisfactory separation of the conductivity inhomogeneous inclusions from the potential inhomogeneities although the number of the former is three times of the latter. We can further improve the sharpness of I~di\tilde{I}_{di} when the data is collected at more measurement points.

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Figure 13: Example 4. Left (exact inclusions): conductivity inhomogeneities (orange), potential inhomogeneity (blue); Middle: monopole index I~mo\tilde{I}_{\text{mo}}, with f=cos(θ)f=\cos(\theta); Right: dipole index I~di\tilde{I}_{\text{di}}, with f=cos(30θ)f=\cos(30\theta).

7 Concluding remarks

We have proposed a novel direct sampling method for simultaneously reconstructing two different types of inhomogeneities inside a domain with boundary measurements collected from only one or two measurement events. This inverse problem is theoretically known to have no uniqueness in most cases, and is highly unstable and ill-posed.

A main feature of the new method is to design two distinct sets of probing functions, i.e., the monopole and dipole probing functions, which help decouple the respective signals coming from the monopole-type and dipole-type sources located in the sampling domain. Each type of sources carries the information of one distinctive type of inhomogeneity we aim to reconstruct. This enables us to decouple the boundary measurements and achieve reasonable simultaneous reconstructions. The direct sampling method relies on two index functions that can be computed in a fast, stable and highly parallel manner. Numerical experiments have illustrated its stability in decomposing different signals coming from two types of inhomogeneities in measurement data, and its robustness against noise.

Our choice of the model inverse problem covers a general class of inverse coefficients problems that we encountered in applications, for instance, diffusion-based optical tomography, inverse electromagnetic scattering problem under transverse symmetry and ultrasound medical imaging. A very unique feature of the new method is its applications to the important scenarios when very limited data is available, e.g., only the data from one or two measurement event, to which most existing methods are not applicable.

Along this research topic, there are some interesting and important directions that deserve further exploration: extend the sampling method to a broader class of coefficients inverse problems with more complicated interaction terms, for instance, anisotropic electromagnetic scattering, fully anisotropic linear and nonlinear elasticity model, shallow water wave equation, Boltzmann transport equation, Klein-Gordon and Sine-Gordon equations, etc.; develop a unified framework of the direct sampling methods, with a concrete recipe for generating optimal probing functions and duality products for a given inverse problem.

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