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On a Transmission Problem Related to Models of Electrocardiology

Yulia L. Shefer
Institute of Mathematics, Siberian Federal University
Abstract

We a generalization of transmission problems for elliptic matrix operators related to the mathematical models of cardiology. We indicate sufficient conditions providing that the approach elaborated for scalar elliptic operators is still valid in this much more general situation.

Introduction

In this paper we consider a family of transmission problems for elliptic operators with constant coefficients related to models of electrocardiology. More precisely, for many years for satisfactory models of heart activity one uses Cauchy, Dirichlet, and Neumann problems for scalar strongly elliptic operators, see, for example, [1], [2]. A modification of such a model involving boundary problems for the Laplace operator has been recently studied in [3].

We consider similar problems for more general matrix linear elliptic operators and find sufficient conditions under which the scheme for solving the problems suggested in [3] allows to construct their solutions. Our approach is essentially based on the general theory of Fredholm problems for strongly elliptic (matrix) linear operators, see, e.g., [4], and the theory of regularization of an ill-posed Cauchy problem for operators with an injective principal symbol, see [3].

1 A model example

To begin with, we consider a basic example related to models of electrocardiology. As known from clinical practice, see, e.g., [1], [2], electrical activity of cardiac cells is crucial for pumping function of heart, which is the result of rhythmical cycles of contraction-relaxation of the cardiac tissue. Anomalies of electrical activity often cause heart diseases, which makes these investigations, in particular, development of adequate mathematical models, very relevant nowadays.

Let us illustrate this by one model of electrocardiology [1, 2, 5]. Denote by ΩB\Omega_{B} and ΩH\Omega_{H} three-dimensional domains with piecewise smooth boundaries with ΩB\partial\Omega_{B} and ΩH\partial\Omega_{H} corresponding to a body and a heart (see Fig. 1). Then the domain Ω=ΩBΩH\Omega=\Omega_{B}\setminus\Omega_{H} with the boundary Ω=ΩBΩH\partial\Omega=\partial\Omega_{B}\cup\partial\Omega_{H} corresponds to the body without heart.

Refer to caption
Figure 1: Geometry of the model

Usually, in standard models one assumes that the cardiac tissue can be divided into two parts – intracellular and extracellular parts separated by a membrane – to which the electric potential uiu_{i} and ueu_{e}, respectively, is assigned. Regarding the cardiac tissue as a continuous medium we think of the potentials as defined in each point of ΩH\Omega_{H} and satisfying the equation

Miui+Meue=0,\nabla^{*}M_{i}\nabla u_{i}+\nabla^{*}M_{e}\nabla u_{e}=0, (1)

where MiM_{i} and MeM_{e} are known tensor matrices that characterize intracellular and extracellular parts, and \nabla is the gradient operator in 3\mathbb{R}^{3}.

One often considers the case when MiM_{i} and MeM_{e} are positively defined matrices with constant coefficients with entry values defined by conductivity of the cardiac tissue. For simplicity of the further analysis one assumes that these matrices are proportional

Mi=λMe,λ>0.M_{i}=\lambda M_{e},\quad\ \lambda>0.

Based on equation (1) one considers two models of heart activity. In one model it is assumed that the heart is isolated and one considers the problem

Miui+Meue=0 в ΩH,(ν1,ν2,ν3)Miui=0 на ΩH,(ν1,ν2,ν3)Meue=(ν1,ν2,ν3)Mbub на ΩH,ub=ue на ΩH,\begin{gathered}\nabla^{*}M_{i}\nabla u_{i}+\nabla^{*}M_{e}\nabla u_{e}=0\text{ в $\Omega_{H}$},\\ (\nu_{1},\nu_{2},\nu_{3})M_{i}\nabla u_{i}=0\text{ на $\partial\Omega_{H}$},\\ (\nu_{1},\nu_{2},\nu_{3})M_{e}\nabla u_{e}=-(\nu_{1},\nu_{2},\nu_{3})M_{b}\nabla u_{b}\text{ на $\partial\Omega_{H}$},\\ u_{b}=u_{e}\text{ на $\partial\Omega_{H}$},\end{gathered} (2)

where MbM_{b} is the tensor matrix characterizing conductivity of the body, ν\nu is the vector field of unit outward normal vectors to the boundary of the domain under the consideration and ubu_{b} is the electric potential of the body.

In the second model one takes the body into account, and from the electrodynamics of stationary currents it follows that the electric potential of the body ubu_{b} in the domain Ω\Omega is defined by the equations

Mbub=0 in Ω,(ν1,ν2,ν3)Mbub=0 on ΩB.\begin{gathered}\nabla^{*}M_{b}\nabla u_{b}=0\text{ in $\Omega$},\\ (\nu_{1},\nu_{2},\nu_{3})M_{b}\nabla u_{b}=0\text{ on $\partial\Omega_{B}$}.\end{gathered} (3)

A feature of the model is the fact that one is more interested not in potentials uiu_{i} and ueu_{e} separately but in their difference v=uiuev=u_{i}-u_{e} in ΩH\Omega_{H} or at least on its boundary.

Since matrices MiM_{i} and MeM_{e} are positively defined and not degenerate, the problems (2), (3) can be studied in the framework of the theory of boundary (maybe ill-posed) problems for elliptic formally self-adjoint equations, see [1, 2, 5]. Moreover, notice that the problems above may be regarded as transmission problems for elliptic equations with discontinuous coefficients describing solutions in different domains of a continuum with the help of additional conditions on separating surfaces, see, for example, [6], [7].

Until now we have not used any functional spaces in the problems description, in the next section we give a precise formulation of a more general problem and specify functional classes for its solution.

2 Formulation of a problem

Let θ\theta be a measurable set in n{\mathbb{R}}^{n}, n2n\geq 2. Denote by L2(θ)L^{2}(\theta) a Lebesgue space of complex-valued functions on θ\theta with the scalar product

(u,v)L2(θ)=θv¯(x)u(x)𝑑x.\left(u,v\right)_{L^{2}(\theta)}=\int_{\theta}\overline{v}(x)u(x)\ dx.

If DD is a domain in n{\mathbb{R}}^{n} with a piecewise smooth boundary D\partial D, then for ss\in\mathbb{N} we denote by Hs(D)H^{s}(D) the standard Sobolev space with the scalar product

(u,v)Hs(D)=D|α|s(αv)¯(αu)dx.\left(u,v\right)_{H^{s}(D)}=\int_{D}\sum_{|\alpha|\leq s}\overline{(\partial^{\alpha}v)}(\partial^{\alpha}u)dx.

It is well-known that this scale extends for all s>0s>0. Let now Hs(D)H^{s}(D) for s++s\in{\mathbb{R}}_{+}\setminus{\mathbb{Z}}_{+} be the standard Sobolev-Slobodeckij spaces. Denote by H0s(D)H^{s}_{0}(D) the closure of the subspace Ccomp(D)C^{\infty}_{\mathrm{comp}}(D) in Hs(D)H^{s}(D), where Ccomp(D)C^{\infty}_{\mathrm{comp}}(D) is the linear space of functions with compact supports in DD.

The space of kk-vectors u=(u1,,uk)u=(u_{1},...,u_{k}) whose components lie in Hs(D)H^{s}(D) equipped with the scalar product

(u,v)[Hs(D)]k=j=1kD|α|s(αvj)¯(αuj)dx=D|α|s(αv)(αu)dx\left(u,v\right)_{[H^{s}(D)]^{k}}=\sum_{j=1}^{k}\int_{D}\sum_{|\alpha|\leq s}\overline{(\partial^{\alpha}v_{j})}(\partial^{\alpha}u_{j})dx=\int_{D}\sum_{|\alpha|\leq s}(\partial^{\alpha}v)^{*}(\partial^{\alpha}u)dx

we shall denote by [Hs(D)]k[H^{s}(D)]^{k}.

Further on, we shall consider linear matrix operators

A=|α|pAαα,xD,A=\sum_{|\alpha|\leq p}A_{\alpha}\partial^{\alpha},\,x\in D,

where pp\in\mathbb{N} is the order of operator AA, α+n\alpha\in{\mathbb{Z}}^{n}_{+}, and AαA_{\alpha} are (l×k)(l\times k)-matrices with constant coefficients. By a formal adjoint of AA we call the differential operator

A=|α|pAαα,A^{*}=\sum_{|\alpha|\leq p}A^{*}_{\alpha}\partial^{\alpha},

where AαA^{*}_{\alpha} is the adjoint matrix for AαA_{\alpha} or, equivalently,

(Au,v)[L2(D)]l=(u,Av)[L2(D)]kдля всех u[C0(D)]k,v[C0(D)]l.\left(Au,v\right)_{[L^{2}(D)]^{l}}=\left(u,A^{*}v\right)_{[L^{2}(D)]^{k}}\,\ \text{для всех }u\in{\left[C_{0}^{\infty}(D)\right]}^{k},v\in{\left[C_{0}^{\infty}(D)\right]}^{l}.

As usual, the principal symbol of an operator AA is the matrix

σ(A)(x,ζ)=|α|=pAαζα,xD,ζn.\sigma(A)(x,\zeta)=\sum_{|\alpha|=p}A_{\alpha}\zeta^{\alpha},\,x\in D,\,\zeta\in{\mathbb{C}}^{n}.

We say that the principal symbol of AA is injective if lkl\geq k and

rangσ(A)(x,ζ)=k,для всех ζn{0} и всех xD¯.\text{rang}\,\sigma(A)(x,\zeta)=k,\,\ \text{для всех }\zeta\in\mathbb{R}^{n}\setminus\left\{0\right\}\,\ \text{ и всех }x\in\overline{D}.

If l=kl=k operators with injective principal symbols are called elliptic.

Let now AeA_{e}, AiA_{i}, and AbA_{b} be linear differential operators of the first order with constant coefficients on D¯m\overline{D}_{m}, i.e.

Am=j=1naj(m)xj+a0(m),A_{m}=\sum_{j=1}^{n}a_{j}^{(m)}\frac{\partial}{\partial x_{j}}+a_{0}^{(m)},\\

where m{e,i,b}m\in\{e,i,b\}, DeDiΩHD_{e}\equiv D_{i}\equiv\Omega_{H}, DbΩD_{b}\equiv\Omega.

Further on, we assume that principal symbols of operators AmA_{m} are injective in the corresponding domains.

Denote by AmA_{m}^{*} a formal adjoint of AmA_{m} and consider a generalized Laplacian AmAmA_{m}^{*}A_{m}.

Under assumptions made above, the operator AmAmA_{m}^{*}A_{m} is a strongly elliptic (k×k)(k\times k)-matrix second order operator, i.e. it is elliptic and there exists a positive constant cc such that

(wσ(AmAm)(x,ζ)w)c|w|2|ζ|2for all ζn{0},wk{0},xD¯m.\Re\Big{(}-w^{*}\sigma(A_{m}^{*}A_{m})(x,\zeta)w\Big{)}\geq c\left|w\right|^{2}|\zeta|^{2}\,\text{for all }\zeta\in\mathbb{R}^{n}\setminus\left\{0\right\},\,w\in\mathbb{C}^{k}\setminus\left\{0\right\}\,,x\in\overline{D}_{m}.

The operator AmAmA_{m}^{*}A_{m} is also formally self-adjoint, i.e.

(AmAmu,v)[L2(Dm)]k=(u,AmAmv)[L2(Dm)]k=(Amu,Amv)[L2(Dm)]lfor all u,v[C0(Dm)]k;\left(A_{m}^{*}A_{m}u,v\right)_{[L^{2}(D_{m})]^{k}}=\left(u,A_{m}^{*}A_{m}v\right)_{[L^{2}(D_{m})]^{k}}=\left(A_{m}u,A_{m}v\right)_{[L^{2}(D_{m})]^{l}}\,\ \text{for all }u,v\in{\left[C_{0}^{\infty}(D_{m})\right]}^{k};

in particular, the operator AmAmA_{m}^{*}A_{m} is (formally) positively defined

(AmAmu,u)[L2(Dm)]k0for all u[C0(Dm)]k.\left(A_{m}^{*}A_{m}u,u\right)_{[L^{2}(D_{m})]^{k}}\geq 0\,\ \text{for all }u\in{\left[C_{0}^{\infty}(D_{m})\right]}^{k}.

Let, as before, ν\nu be the outward normal vector operator on the boundary of the domain of the operator AmA_{m}. Introduce the conormal derivatives

νAm=σ(Am)(ν)Am,\nu_{A_{m}}=\sigma^{*}(A_{m})(\nu)A_{m},

associated with these operators via Green’s formula:

ΩvνAmu𝑑s=Ω(v(AmAmu)(Amv)Amu)𝑑x for all u,v[H2(Dm¯)]k.\int_{\partial\Omega}v\nu_{A_{m}}uds=\int_{\Omega}(v^{*}(A_{m}^{*}A_{m}u)-(A_{m}v)^{*}A_{m}u)dx\text{ for all }u,v\in{\left[H^{2}(\overline{D_{m}})\right]}^{k}. (4)

Assume that bounded domains ΩH\Omega_{H}, Ω\Omega, and Ωb\Omega_{b} have twice smooth boundaries and consider the following problem (5)-(6): find vector-functions uiu_{i}, ueu_{e} from [H2(ΩH)]k{\left[H^{2}(\Omega_{H})\right]}^{k} and a vector-function ubu_{b} from [H2(Ω)]k{\left[H^{2}(\Omega)\right]}^{k} such that

{AiAiui+AeAeue=0 in ΩH,νAiui=0 on ΩH,νAeue=νAbub на ΩH,ue=ub на ΩH,\left\{\begin{gathered}A_{i}^{*}A_{i}u_{i}+A_{e}^{*}A_{e}u_{e}=0\text{ in $\Omega_{H}$},\\ \nu_{A_{i}}u_{i}=0\text{ on $\partial\Omega_{H}$},\\ \nu_{A_{e}}u_{e}=-\nu_{A_{b}}u_{b}\text{ на $\partial\Omega_{H}$},\\ u_{e}=u_{b}\text{ на $\partial\Omega_{H}$},\end{gathered}\right. (5)
{AbAbub=0 in Ω,νAbub=0 on ΩB,\left\{\begin{gathered}A_{b}^{*}A_{b}u_{b}=0\text{ in $\Omega$},\\ \nu_{A_{b}}u_{b}=0\text{ on $\partial\Omega_{B}$},\end{gathered}\right. (6)

where the equality on the boundary is in the sense of traces, and the equality in the domains is in the sense of distributions. In this case we can assume that traces of functions and their conormal derivatives are well-defined.

It is obvious that the problem (5-6) is a generalization of the problem (2-3). Note also that it incorporates several classical boundary problems.

Example 2.1.

Consider first the classical case Ab=A_{b}=\nabla (k=1k=1, l=nl=n), then νAb=ν\nu_{A_{b}}=\frac{\partial}{\partial\nu} is a directional derivative along the outward normal vector to ΩB\partial\Omega_{B}. If we assume that ueu_{e} is known on ΩH\partial\Omega_{H} and equal to a function v0H3/2(ΩH)v_{0}\in H^{3/2}(\partial\Omega_{H}), then (5-6) gives the following problem: find a function ubH2(Ω)u_{b}\in H^{2}(\Omega) satisfying

{Δub=0 in Ω,ubν=0 on ΩB,ub=v0 on ΩH.\left\{\begin{gathered}-\Delta u_{b}=0\text{ in $\Omega$},\\ \frac{\partial u_{b}}{\partial\nu}=0\text{ on $\partial\Omega_{B}$},\\ u_{b}=v_{0}\text{ on $\partial\Omega_{H}$}.\end{gathered}\right. (7)

This is a classical mixed problem that is often called a Zaremba problem, see, e.g. [8], [4]. This problem can be studied by standard methods in Sobolev and Hölder spaces. It is well-known that this problem has a unique solution in these classes that can be written with the help of the Green function 𝒵Ω(x,y){\mathcal{Z}}_{\Omega}(x,y) having the standard properties

ub(x)=Ω𝒵Ω(x,y)v0(y)𝑑S(y),xΩH,u_{b}(x)=\int\limits_{\partial\Omega}{\mathcal{Z}}_{\Omega}(x,y)v_{0}(y)dS(y),\,\,x\in\Omega_{H},

where dS(y)dS(y) is the volume form on the surface Ω\partial\Omega, see [8], [4].

Analogously, if we assume that Ae=A_{e}=\nabla (k=1k=1, l=nl=n), then νAe=ν\nu_{A_{e}}=\frac{\partial}{\partial\nu} is a directional derivative along the outward normal vector to ΩH\partial\Omega_{H}. If the conormal derivative νAeue\nu_{A_{e}}u_{e} is known on ΩH\partial\Omega_{H} and equal to a function v1H1/2(ΩH)v_{1}\in H^{1/2}(\partial\Omega_{H}), then (5)-(6) gives a special case of a classical Neumann problem for a Laplace operator: find a function ubH2(Ω)u_{b}\in H^{2}(\Omega) satisfying

{Δub=0 в Ω,ubν=0 on ΩB,ubν=v1 on ΩH,\left\{\begin{gathered}-\Delta u_{b}=0\text{ в $\Omega$},\\ \frac{\partial u_{b}}{\partial\nu}=0\text{ on $\partial\Omega_{B}$},\\ \frac{\partial u_{b}}{\partial\nu}=v_{1}\text{ on $\partial\Omega_{H}$},\end{gathered}\right. (8)

see [4], [9]. It is known that this problem is Fredholm in Sobolev and Hölder spaces, its solution is defined up to an additive constant, and the necessary and sufficient condition for solvability is the following

ΩHv1(y)𝑑S(y)=0.\int\limits_{\partial\Omega_{H}}v_{1}(y)dS(y)=0. (9)

If this condition is satisfied the problem has a unique solution ubu_{b} in these classes that satisfies, for example,

ΩHub(y)𝑑S(y)=0.\int\limits_{\partial\Omega_{H}}u_{b}(y)dS(y)=0. (10)

It can be written with the help of an appropriate parametrix 𝒩Ω(x,y){\mathcal{N}}_{\Omega}(x,y) that has the standard properties

ub(x)=Ω𝒩Ω(x,y)v0(y)𝑑S(y),xΩH,u_{b}(x)=\int\limits_{\partial\Omega}{\mathcal{N}}_{\Omega}(x,y)v_{0}(y)dS(y),\,\,x\in\Omega_{H},

However, the general theory of boundary problems suggests that knowledge of ueu_{e} or νAeue\nu_{A_{e}}u_{e} on ΩH\partial\Omega_{H} does not allow to recover the potential uiu_{i} uniquely from the remaining data and equations without additional conditions (see also Uniqueness Theorem 3.1 for the problem (5)-(6) proved under additional assumptions below).

Besides that, cardiology models are special in the sense that additional conditions necessary for recovering of unknown potentials ui,ue,ubu_{i},\,u_{e},\,u_{b} in the problem (5)-(6) should preferably be set on the boundary of ‘the body’ Ω\Omega, since all measurements must be less traumatic for a patient and not invasive.

3 Application of an ill-posed Cauchy problem

On of the simplest additional conditions mentioned above leads to using of an ill-posed Cauchy problem. More precisely, it implies measuring the potential ubu_{b} on the boundary of ‘the body’:

ub=f on ΩB,u_{b}=f\text{ on $\partial\Omega_{B}$}, (11)

where ff is a given vector-function from [H3/2(Ω)]k{\left[H^{3/2}(\Omega)\right]}^{k}.

Unfortunately, as known very well, the problem (6), (11) is nothing else but an ill-posed problem for an elliptic operator AbAbA_{b}^{*}A_{b}. Let us see what the addition of the property (11) gives in a more general problem than those in cardiology.

Denote by N(Ω)N(\Omega) the set of solutions to the problem (5), (6), (11) under the condition f=0f=0. Let SAe(ΩH)S_{A_{e}}(\Omega_{H}) be the space of generalized solutions of the equation Aeh=0A_{e}h=0 в ΩH\Omega_{H}. Since the operator AeA_{e} has an injective symbol and its coefficients are real analytic, the Petrovsky theorem yields that the elements of the space SAe(ΩH)S_{A_{e}}(\Omega_{H}) are real analytic vector-functions in ΩH\Omega_{H}.

Theorem 3.1.

Let bounded domains ΩH\Omega_{H}, Ω\Omega, and Ωb\Omega_{b} have twice smooth boundaries and let for some constant λ>0\lambda>0,

Ai=λAe.A_{i}=\lambda A_{e}. (12)

Then the set N(Ω)N(\Omega) consists of triples (ui,ue,ub)[H2(ΩH)]k×[H2(ΩH)]k×[H2(Ω)]k(u_{i},u_{e},u_{b})\subset{\left[H^{2}(\Omega_{H})\right]}^{k}\times{\left[H^{2}(\Omega_{H})\right]}^{k}\times{\left[H^{2}(\Omega)\right]}^{k} such that

ui=hwλ2,ue=w,ub=0,u_{i}=\frac{h-w}{{\lambda}^{2}},\ \ \ u_{e}=w,\ \ \ u_{b}=0, (13)

where hh is an arbitrary function from the space SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}, and ww is an arbitrary function from [H02(ΩH)]k{\left[H^{2}_{0}(\Omega_{H})\right]}^{k}.

Proof.

Let a vector hh belong to SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k} and a vector ww belong to [H02(ΩH)]k{\left[H^{2}_{0}(\Omega_{H})\right]}^{k}. Then ww satisfies the following conditions

w=0 на ΩH,νAi(w)=0 on ΩH,w=0\text{ на $\partial\Omega_{H}$,}\,\,\nu_{A_{i}}(w)=0\text{ on $\partial\Omega_{H}$,} (14)

and AiAi=λ2AeAeA_{i}^{*}A_{i}=\lambda^{2}A_{e}^{*}A_{e}. Therefore the vector functions from (13) give a solution to the problem (5), (6), (11) for f=0f=0.

Let ui,ue[H2(ΩH)]ku_{i},u_{e}\in{\left[H^{2}(\Omega_{H})\right]}^{k}, and ub[H2(Ω)]ku_{b}\in{\left[H^{2}(\Omega)\right]}^{k} is a triple of functions from N(Ω)N(\Omega). Then from (5)-(6) it follows that ubu_{b} is a solution to the Cauchy problem for the operator AbAbA_{b}^{*}A_{b}:

AbAbub=0 in Ω,νAb(ub)=0 on ΩB,ub=0 on ΩB.A_{b}^{*}A_{b}u_{b}=0\text{ in $\Omega$},\nu_{A_{b}}(u_{b})=0\text{ on $\partial\Omega_{B}$},u_{b}=0\text{ on $\partial\Omega_{B}$}.

Since the operators AmA_{m} have injective symbols, we have

rang(νAm)(x,ν(x))=σ(Am)(x,ν(x))σ(Am)(x,ν(x))=k\mbox{rang}\,(\nu_{A_{m}})(x,\nu(x))=\sigma^{*}(A_{m})(x,\nu(x))\sigma(A_{m})(x,\nu(x))=k

for any m=e,i,bm=e,i,b and all xΩHx\in\partial\Omega_{H} or Ω\partial\Omega, respectively. In particular, the systems of boundary operators {I,νAe}\{I,\nu_{A_{e}}\}, {I,νAi}\{I,\nu_{A_{i}}\} are first order Dirichlet systems on ΩH\partial\Omega_{H}, while the system of boundary operators {I,νAb}\{I,\nu_{A_{b}}\} is a first order Dirichlet system on Ω\partial\Omega (see, for example, [3]). Then by the uniqueness theorem for a Cauchy problem for elliptic operators (see, for example, [3, Theorem 10.3.5]), ub0u_{b}\equiv 0 in Ω\Omega. Now by the trace theorem for Sobolev spaces and by equations from (5) we see that ue0u_{e}\equiv 0 нon ΩH\partial\Omega_{H} and νAe(ue)0\nu_{A_{e}}(u_{e})\equiv 0 on ΩH\partial\Omega_{H}. However, since the system of boundary operators {I,νAe}\{I,\nu_{A_{e}}\} is a first order Dirichlet system on ΩH\partial\Omega_{H}, it follows from the theorem on spectral synthesis (see [10]) that ue[H02(ΩH)]ku_{e}\in[H^{2}_{0}(\Omega_{H})]^{k}.

To complete the proof of the theorem we need the following lemma.

Lemma 3.1.

Let ΩH\Omega_{H} be a bounded domain in n\mathbb{R}^{n} with a twice smooth boundary and (12). If the functions ueu_{e}, ui[H2(ΩH)]ku_{i}\in{\left[H^{2}(\Omega_{H})\right]}^{k} satisfy the equations (5) then they are related in ΩH\Omega_{H} by

ue+λ2ui=h,u_{e}+\lambda^{2}u_{i}=h, (15)

where hh as a function from the space SAeAe(ΩH)[H2(ΩH)]kS_{A_{e}^{*}A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}.

Moreover, if ub0u_{b}\equiv 0 on ΩH\partial\Omega_{H}, then the functions ueu_{e}, uiu_{i} are related in ΩH\Omega_{H} by 15, where hh is a function from the space SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}.

Proof.

Since Ai=λAeA_{i}=\lambda A_{e}, the first equation in (5) can be rewritten in the form

AeAeh=0 in ΩH,{A_{e}}^{*}A_{e}h=0\text{ in $\Omega_{H}$}, (16)

with h=ue+λ2uih=u_{e}+\lambda^{2}u_{i}, and clearly hSAeAe(ΩH)[H2(ΩH)]kh\in S_{A_{e}^{*}A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}.

If we additionally know that ub0u_{b}\equiv 0 on ΩH\partial\Omega_{H} then, as noticed above, ub0u_{b}\equiv 0 in Ω\Omega. Therefore νAe(ue)=0\nu_{A_{e}}(u_{e})=0 on ΩH\partial\Omega_{H}, and νAi(ui)=0\nu_{A_{i}}(u_{i})=0 and ΩH\partial\Omega_{H}, which implies that

νAe(h)=0 on ΩH.\nu_{A_{e}}(h)=0\text{ on $\partial\Omega_{H}$}. (17)

From this, by the Green formula (4) we obtain

0=(AeAeh,h)[L2(ΩH)]k=ΩHh(AeAeh)𝑑x==ΩH(Aeh)(Aeh)𝑑x+ΩHhνAe(h)𝑑s=Aeh[L2(ΩH)]l2.\begin{gathered}0=(A_{e}^{*}A_{e}h,h)_{[L^{2}(\Omega_{H})]^{k}}=\int\limits_{\Omega_{H}}h^{*}(A_{e}^{*}A_{e}h)dx=\\ =\int\limits_{\Omega_{H}}(A_{e}h)^{*}(A_{e}h)dx+\int\limits_{\partial\Omega_{H}}h^{*}\nu_{A_{e}}(h)ds=\left\|A_{e}h\right\|_{[L^{2}(\Omega_{H})]^{l}}^{2}.\end{gathered}

Therefore, the vector function hh defined by the equality (15) belongs to SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}. ∎

Thus, the functions ui,ue[H2(ΩH)]ku_{i},u_{e}\in{\left[H^{2}(\Omega_{H})\right]}^{k} satisfy (5), and by Lemma 3.1 we get ui=hvλ2u_{i}=\frac{h-v}{{\lambda}^{2}}, where v[H02(ΩH)]kv\in[H^{2}_{0}(\Omega_{H})]^{k} and hSAe(ΩH)[H2(ΩH)]kh\in S_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}. ∎

In particular, it follows from Lemma 3.1 that the zero space of the problem (5) coincides with the space SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}.

Denote by kerAe\ker A_{e} the kernel of a continuous linear operator Ae:[H2(ΩH)]k[H1(ΩH)]lA_{e}:\,[H^{2}(\Omega_{H})]^{k}\rightarrow[H^{1}(\Omega_{H})]^{l} and consider several examples. In fact, kerAe=SAe(ΩH)[H2(ΩH)]k\ker A_{e}=S_{A_{e}}(\Omega_{H})\cap{\left[H^{2}(\Omega_{H})\right]}^{k}.

Example 3.1.

Let Ae=(1)A_{e}=\begin{pmatrix}\nabla\\ 1\end{pmatrix}, (k=1k=1, l=n+1l=n+1). Then Ae=(div,1)A_{e}^{*}=\begin{pmatrix}-\text{div},1\end{pmatrix}, νAe=ν\nu_{A_{e}}=\frac{\partial}{\partial\nu}, AeAe=Δ+1A_{e}^{*}A_{e}=-\Delta+1, and the problem (16)-(17) becomes a Neumann problem for the Helmholtz operator

{Δh+h=0 in ΩH,hν=0 on ΩH,\left\{\begin{aligned} -\Delta h+h=0\text{ in $\Omega_{H}$},\\ \frac{\partial h}{\partial\nu}=0\text{ on $\partial\Omega_{H}$},\end{aligned}\right. (18)

and the equation Aeh=0A_{e}h=0 takes the form

{h=0 in ΩH,h=0 in ΩH.\left\{\begin{aligned} \nabla h=0\text{ in $\Omega_{H}$},\\ h=0\text{ in $\Omega_{H}$}.\end{aligned}\right.

Consequently, kerAe={0}\text{ker}A_{e}=\{0\} and coincides with the space of solutions of the homogeneous problem (18).

Example 3.2.

Let Ae=A_{e}=\nabla then Ae=divA_{e}^{*}=-\text{div}. In this case (k=1k=1, l=nl=n), Ae=divA_{e}^{*}=-\text{div}, νAe=ν\nu_{A_{e}}=\frac{\partial}{\partial\nu}, AeAe=ΔA_{e}^{*}A_{e}=-\Delta, and the problem (16)-(17) becomes a Neumann problem for the Laplace operator

{Δh=0 in ΩH,hν=0 on ΩH,\left\{\begin{aligned} \Delta h=0\text{ in $\Omega_{H}$},\\ \frac{\partial h}{\partial\nu}=0\text{ on $\partial\Omega_{H}$},\end{aligned}\right. (19)

and the equation Aeh=0A_{e}h=0 takes the form

h=0 in ΩH.\nabla h=0\text{ in $\Omega_{H}$}.

Therefore, kerAe=\text{ker}A_{e}=\mathbb{R} and coincides with the space of solutions of the problem (19).

Example 3.3.

Consider the case where Ae=¯=xiyA_{e}=\overline{\partial}=\partial_{x}-i\partial_{y} is the Cauchy- Riemann operator in 2{\mathbb{R}^{2}}\cong\mathbb{C} where ii stands for imaginary unit. Then Ae==xiyA_{e}^{*}=-\partial=-\partial_{x}-i\partial_{y}, and the kernel of AeA_{e} is holomorphic functions. The problem (16)-(17) defines then the zero space of a non- coercive ¯\overline{\partial}-Neumann problem, see, for example, [11], [12].

It is clear that the operator AeA_{e} should be chosen in a way that its kernel is at least finite dimensional.

Under assumptions of Theorem 3.1 the rest of the scheme of solving the problem (5), (6), (11) differs little from the standard one, see [5]. Namely, first we introduce a function h(x)h(x) such that h(x)=λ2ui+ueh(x)={\lambda}^{2}u_{i}+u_{e}, where xΩHx\in\Omega_{H}. From the conditions on the boundaries in (5) and the fact that νAi=λνAe\nu_{A_{i}}=\lambda\nu_{A_{e}} we get that

νAeh=νAbub on ΩH.\nu_{A_{e}}h=-\nu_{A_{b}}u_{b}\text{ on $\partial\Omega_{H}$}.

Thus, we can rewrite the original problem (5), (6), (11) in new notation: knowing a vector f[H3/2(ΩH)]kf\in[H^{3/2}(\partial\Omega_{H})]^{k}, find vectors h[H2(ΩH)]kh\in[H^{2}(\partial\Omega_{H})]^{k} and ub[H2(Ω)]ku_{b}\in[H^{2}(\partial\Omega)]^{k} such that

{AeAeh=0 in ΩH,νAeh=νAbub on ΩH,\left\{\begin{gathered}A_{e}^{*}A_{e}h=0\text{ in $\Omega_{H}$},\\ \nu_{A_{e}}h=-\nu_{A_{b}}u_{b}\text{ on $\partial\Omega_{H}$},\\ \end{gathered}\right. (20)
{AbAbub=0 in Ω,νAbub=0 on ΩB,ub=f on ΩB.\left\{\begin{gathered}A_{b}^{*}A_{b}u_{b}=0\text{ in $\Omega$},\\ \nu_{A_{b}}u_{b}=0\text{ on $\partial\Omega_{B}$},\\ u_{b}=f\text{ on $\partial\Omega_{B}$}.\end{gathered}\right. (21)

The original problem splits into two – (20) and (21). The problem (21), as noticed above, is an ill-posed Cauchy problem for an elliptic operator AbAbA_{b}^{*}A_{b}. It is known that if a solution to this problem exists it is unique. The problem (20) is a Neumann problem for an elliptic operator AeAeA_{e}^{*}A_{e}. Unfortunately, in general the Neumann problem may also be ill-posed. For it to be Fredholm, the so called Shapiro-Lopatinsky conditions must be placed [13, Chapter 1, §3, condition II for q=0q=0], [14] on the pair (AeAe,νAe)(A_{e}^{*}A_{e},\nu_{A_{e}}). In particular, they guarantee that the space SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k} is finite dimensional.

More precisely, let us consider the following Neumann problem: for a given vector h0[H1/2(ΩH)]kh_{0}\in[H^{1/2}(\partial\Omega_{H})]^{k} find a vector h[H2(ΩH)]kh\in[H^{2}(\partial\Omega_{H})]^{k} such that

{AeAeh=0 in ΩH,νAeh=h0 on ΩH,\left\{\begin{gathered}A_{e}^{*}A_{e}h=0\text{ in $\Omega_{H}$},\\ \nu_{A_{e}}h=h_{0}\text{ on $\partial\Omega_{H}$},\\ \end{gathered}\right. (22)

and formulate conditions for solvability.

Theorem 3.2.

If for a pair of operators (AeAe,νAe)(A_{e}^{*}A_{e},\nu_{A_{e}}) the Shapiro-Lopatinsky conditions are fulfilled then the problem (22) is Fredholm. To be precise,

  1. 1)

    the zero space of the problem coincides with the finite-dimensional space SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k};

  2. 2)

    the problem is solvable if and only if

    (h0,φ)[L2(ΩH)]k=0 for all φSAe(ΩH)[H2(ΩH)]k;(h_{0},\varphi)_{[L^{2}(\partial\Omega_{H})]^{k}}=0\mbox{ for all }\varphi\in S_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k}; (23)
  3. 3)

    under (23) there exists a unique solution h1h_{1} of the problem (22) satisfying

    (h1,φ)[L2(ΩH)]k=0 for all φSAe(ΩH)[H2(ΩH)]k.(h_{1},\varphi)_{[L^{2}(\partial\Omega_{H})]^{k}}=0\mbox{ for all }\varphi\in S_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k}. (24)
Proof.

See [4]. ∎

Thus, under hypothesis of Theorem 3.2 for solvability of the Neumann problem (20) it is necessary and sufficient that for the vector h0=νAbubh_{0}=-\nu_{A_{b}}u_{b} the condition (23) is fulfilled. This can be achieved if we place additional conditions on relations between the operators AeA_{e} and AbA_{b}. Namely, as we have seen above, it is quite natural to assume that

Ae=λ~Ab for some constant λ~>0.A_{e}=\tilde{\lambda}A_{b}\mbox{ for some constant }\tilde{\lambda}>0. (25)

Denote by SAb(Ω)S_{A_{b}}(\Omega) the zero space of solutions to the problem (21) in the domain Ω\Omega.

Corollary 3.1.

Let for the pair of operators (AeAe,νAe)(A_{e}^{*}A_{e},\nu_{A_{e}}) the Shapiro-Lopatinsky conditions be fulfilled. Besides that assume that the identity (25) holds and the spaces SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k} and SAb(Ω)[H2(Ω)]kS_{A_{b}}(\Omega)\cap[H^{2}(\Omega)]^{k} coincide. Then for any vector ub[H2(Ω)]ku_{b}\in[H^{2}(\Omega)]^{k} satisfying (21) there exists a unique vector h1[H2(ΩH)]kh_{1}\in[H^{2}(\Omega_{H})]^{k} that satisfies (20) and (24).

Proof.

By Theorem 3.2 for solvability of the problem (20) it is necessary and sufficient that

(νAeub,φ)[L2(ΩH)]k=0 for all φSAe(ΩH)[H2(ΩH)]k.(\nu_{A_{e}}u_{b},\varphi)_{[L^{2}(\partial\Omega_{H})]^{k}}=0\mbox{ for all }\varphi\in S_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k}. (26)

If the vector ub[H2(Ω)]ku_{b}\in[H^{2}(\Omega)]^{k} satisfies (21), then by the Green formula (4) for the operator AbA_{b}

ΩHνAbubψ𝑑s=ΩνAbubψ𝑑s=(ψ,AbAbu)[L2(Ω)]k(Abψ,Abu)[L2(Ω)]k=0,-\int\limits_{\partial\Omega_{H}}\nu_{A_{b}}u_{b}\psi ds=\int\limits_{\partial\Omega}\nu_{A_{b}}u_{b}\psi ds=(\psi,A^{*}_{b}A_{b}u)_{[L^{2}(\Omega)]^{k}}-(A_{b}\psi,A_{b}u)_{[L^{2}(\Omega)]^{k}}=0,

for any ψSAb(ΩH)[H2(ΩH)]k\psi\in S_{A_{b}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k}.

On the other hand, the relation (25) guarantees that (λ~)2νAb=νAe(\tilde{\lambda})^{2}\nu_{A_{b}}=-\nu_{A_{e}}, and therefore

(νAeub,φ)[L2(ΩH)]k=(λ~)2(νAbub,φ)[L2(ΩH)]k=(λ~)2ΩHνAbubψ𝑑s(\nu_{A_{e}}u_{b},\varphi)_{[L^{2}(\partial\Omega_{H})]^{k}}=-(\tilde{\lambda})^{2}(\nu_{A_{b}}u_{b},\varphi)_{[L^{2}(\partial\Omega_{H})]^{k}}=-(\tilde{\lambda})^{2}\int\limits_{\partial\Omega_{H}}\nu_{A_{b}}u_{b}\psi ds

for any φSAe(ΩH)[H2(ΩH)]k\varphi\in S_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k}. Due to the fact that the spaces SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k} and SAb(Ω)[H2(Ω)]kS_{A_{b}}(\Omega)\cap[H^{2}(\Omega)]^{k} coincide, (26) holds. Then by statement 3 of Theorem 3.2 for any vector ubu_{b} there exists a unique vector h1[H2(ΩH)]kh_{1}\in[H^{2}(\Omega_{H})]^{k} satisfying (20) and (24). ∎

The condition that the spaces SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k} and SAb(Ω)[H2(Ω)]kS_{A_{b}}(\Omega)\cap[H^{2}(\Omega)]^{k} coincide seems to be rather strong, especially since these are spaces of solutions to different differential equations in different domains. Nevertheless, provided (25) holds, such a coincidence is possible if the operator AeA_{e} is so much overdetermined that the space of its solutions in any domain is finite dimensional and coincides with the space of solutions in n{\mathbb{R}}^{n}; the typical examples are the so-called stationary holonomic systems. Let us illustrate this by the following examples.

Example 3.4.

Let Ae=A_{e}=\nabla and Ab=λ~A_{b}=\tilde{\lambda}\nabla (k=1k=1, l=nl=n). The function u=constu=const is a solution to the equation u=0\nabla u=0 in ΩH\Omega_{H} and extends to Ω\Omega, where it is a solution to λ~u=0\tilde{\lambda}\nabla{u}=0. Thus we get that the spaces SAe(ΩH)S_{A_{e}}(\Omega_{H}) and SAb(Ω)S_{A_{b}}(\Omega) coincide.

Example 3.5.

Let Ae=(1)A_{e}=\begin{pmatrix}\nabla\\ 1\end{pmatrix} and Ab=λ~(1)A_{b}=\tilde{\lambda}\begin{pmatrix}\nabla\\ 1\end{pmatrix}, (k=1k=1, l=n+1l=n+1). A solution to Aeu=0A_{e}u=0 in ΩH\Omega_{H} is u0u\equiv{0} and it extends to Ω\Omega, where it is a solution Abu=0A_{b}u=0. Thus, the spaces SAe(ΩH)S_{A_{e}}(\Omega_{H}) and SAb(Ω)S_{A_{b}}(\Omega) coincide.

Example 3.6.

Consider the following operators AiA_{i}, AeA_{e} и AbA_{b}:

Ae=(x00y000x00y010x01y),Ai=λ(x00y000x00y010x01y),Ab=λ~(x00y000x00y010x01y).A_{e}=\begin{pmatrix}\partial_{x}&0&0\\ \partial_{y}&0&0\\ 0&\partial_{x}&0\\ 0&\partial_{y}&0\\ -1&0&\partial_{x}\\ 0&-1&\partial_{y}\\ \end{pmatrix},\,\ A_{i}=\lambda\begin{pmatrix}\partial_{x}&0&0\\ \partial_{y}&0&0\\ 0&\partial_{x}&0\\ 0&\partial_{y}&0\\ -1&0&\partial_{x}\\ 0&-1&\partial_{y}\\ \end{pmatrix},\,\ A_{b}=\tilde{\lambda}\begin{pmatrix}\partial_{x}&0&0\\ \partial_{y}&0&0\\ 0&\partial_{x}&0\\ 0&\partial_{y}&0\\ -1&0&\partial_{x}\\ 0&-1&\partial_{y}\\ \end{pmatrix}.

These operators have injective principal symbols and are equivalent to second order operators

Ae~=(xxyyxy),Ai~=λ(xxyyxy),Ab~=λ~(xxyyxy,).\tilde{A_{e}}=\begin{pmatrix}\partial_{xx}\\ \partial_{yy}\\ \partial_{xy}\end{pmatrix},\,\,\tilde{A_{i}}=\lambda\begin{pmatrix}\partial_{xx}\\ \partial_{yy}\\ \partial_{xy}\end{pmatrix},\,\,\tilde{A_{b}}=\tilde{\lambda}\begin{pmatrix}\partial_{xx}\\ \partial_{yy}\\ \partial_{xy},\end{pmatrix}.

Therefore the space of solutions of the system Aeu=0A_{e}u=0 in ΩH\Omega_{H} coincides with the set of all linear functions u=c1x+c2y+c3u=c_{1}x+c_{2}y+c_{3}, and any function of this form extends to Ω\Omega, where it is a solution to the equation Abu=0A_{b}u=0. Therefore, the spaces SAe(ΩH)S_{A_{e}}(\Omega_{H}) and SAb(Ω)S_{A_{b}}(\Omega) coincide.

As noticed above, if a solution to the Neumann problem (20) exists, it is ‘unique’ up to an element of the space SAe(ΩH)[H2(ΩH)]kS_{A_{e}}(\Omega_{H})\cap[H^{2}(\Omega_{H})]^{k} ( additively).

Recall that the aim of solving the original problem (5), (6), (11) is to find the transmembrane potential vv on the surface ΩH\partial\Omega_{H}. Let us write down the algorithm for solving the problem (20), (21):

  1. 1.

    find a function ubu_{b} and its conormal derivative νAb(ub)\nu_{A_{b}}(u_{b}) on the surface ΩH\partial\Omega_{H} by solving an ill-posed Cauchy problem (21) for an elliptic operator AbAbA_{b}^{*}A_{b}.

  2. 2.

    compute values of h(x)h(x) on the surface ΩH\partial\Omega_{H} by solving a Neumann problem (20) for an elliptic operator AeAeA_{e}^{*}A_{e} with the data νAbub\nu_{A_{b}}u_{b} on ΩH\partial\Omega_{H} obtained in Step 1. The possibility of this depends on whether the restrictions on operators AeA_{e} and AbA_{b} described above hold.

  3. 3.

    find the transmembrane potential vv on the surface ΩH\partial\Omega_{H} by using the relation (15) together with ubu_{b} and hh on ΩH\partial\Omega_{H}, found in Steps 1 and 2, respectively

    v=uiue=hubλ2ub on ΩH.v=u_{i}-u_{e}=\frac{h-u_{b}}{{\lambda}^{2}}-u_{b}\text{ on $\partial\Omega_{H}$}. (27)

In conclusion we note that solvability conditions for an ill-posed Cauchy problem in Sobolev spaces for a rather wide class of operators with real analytic coefficients are well known, see, for example, [3]. Moreover, in [3], [15] on can find constructive procedures for its regularization, i.e. for construction exact and approximate solutions (the so called Carleman formulas). Regarding areas with models with the geometry corresponding to that in cardiology and operators that are first order matrix factorizations of the Laplace operator, or more generally, of a Lamé-type operator such Carleman formulas were obtained in [17].

The work was supported by the Foundation for the Advancement of Theoretical Physics and Mathematics “BASIS”.


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