ANISOTROPIC EQUATIONS AND APPLICATIONS
HIDEKI TAKUWA, GUNTHER UHLMANN, AND JENN-NAN WANG
Abstract. In this article, we construct complex geometrical op- tics solutions with general phase functions for the second order elliptic equation in two dimensions. We then use these special so- lutions to treat the inverse problem of reconstructing embedded inclusions by boundary measurements.
1. Introduction
In previous works [21] and [22], special complex geometrical optics (CGO) solutions for certain isotropic systems in the plane were con- structed and their applications to the object identification problem were also demonstrated theoretically and numerically. Those systems include the conductivity equation, the elasticity equations, and the Stokes equations, all with isotropic inhomogeneous coefficients. In this paper we will extend the method in [21] and [22] to scalar equations with anisotropic inhomogeneous coefficients in the plane. We shall fo- cus on the conductivity equation:
Lγu =:
2
X
i,j=1
∂xj(γij(x)∂xiu) = 0 in Ω, (1.1) where Ω is a bounded open set in R2 with smooth boundary ∂Ω and the matrix γ(x) = [γij(x)] is symmetric and there exists C0 > 0 such that
γ(x) ≥ C0I for all x ∈ Ω.
The precise regularity of γ will be specified later on. Our method can treat the equation with Lγ as the leading order without essential modification. The main aim here is to construct solutions to (1.1) with
The first author was partially supported by Grant-in-Aid for Young Scientists (B) 18740073, Japan.
The second author was partially supported by NSF and a Walker Family En- dowed Professorship.
The third author was supported in part by the National Science Council of Taiwan (NSC 96-2628-M-002-009).
1
general complex phases. These types of solutions are very useful in the reconstruction of objects embedded in Ω by boundary measurements.
The key step in treating (1.1) is to transform it to an isotropic equa- tion using isothermal coordinates, which are closely related to quasi- conformal mappings [1]. This idea is crucial in studying the Calder´on problem in two dimensions (see, for example, [2] and [20]). After reduc- ing the anisotropic equation (1.1) to an isotropic one, we can apply the method in [21] to construct CGO solutions for the isotropic equation and then transform the solutions back to the original coordinates.
A useful application of these CGO solutions is to study the object identification problem by boundary measurements when the known background medium is anisotropic. Using the complex geometrical op- tics solutions in the reconstruction of embedded objects from boundary measurements was first introduced by Ikehata [11], [12]. He called this method the enclosure method. Our method shares the same spirit as the enclosure method. For brevity, we will not give a detailed Ikehata’s enclosure method here. We refer the reader to a nice survey article by Ikehata [13] for more details and related applications.
In the implementation of the enclosure type method, how much in- formation of the embedded object one can reconstruct depends on the phase functions of the CGO solutions used in the method. For exam- ple, one can reconstruct the convex hull of the object with Calder´on type solutions [11], [12]. With complex spherical waves, one may be able to reconstruct some nonconvex parts of the object [8], [19]. In the two-dimensional case, we are able to get much more information of the object by using Mittag-Leffler functions [14], [15] or the spe- cial solutions constructed in [21]. Note that Mittag-Leffler functions can be only applied to the case where the background equation is the Laplacian. Like the results in [21], the method of this paper works for any general second order elliptic equations with coefficients having appropriate finite smoothness.
In this paper, we provide theoretical grounds for our method. In order to find the coordinates transformation, we need to solve the Bel- trami equation. In Section 4, we will describe a numerical scheme to solve the Beltrami equation. This algorithm is a combination of the fast algorithm developed by Daripa et al. [3], [4], [5] (also see [6]) and the NUFFT (nonuniform fast Fourier transform) [7]. The rest of the paper is organized as follows. In Section 2, we will show how to construct complex geometrical optics solutions with general phases for (1.1). The key step is to reduce the equation to the isotropic equation with the
help of a quasiconformal mapping. In Section 3, we provide theoret- ical backgrounds of reconstructing the embedded object by boundary measurements with these special solutions.
2. Construction of CGO solutions
In this section we will give a framework of constructing complex geo- metrical optics solutions for Lγ. We first recall a fundamental fact: let F : Ω → eΩ, y = F (x), be a C1 bijective map (orientation-preserving), then u(x) solves (1.1) if and only if v(y) = u ◦ F−1(y) solves
Leγv = 0 in Ω,e (2.1)
where eγ = F∗γ defined by (F∗γ)k`(y) = 1
det(DF )
2
X
i,j=1
∂xiFk∂xjF`γij
x=F−1(y).
Our aim here is to find a suitable F so that F∗γ is isotropic. In the plane, the existence of such map F is well-known and it is a quasicon- formal map. In the following, we will review some essential properties we need from the theory of quasiconformal mapping. For more details, we refer to [1], [16], and [18].
Let us denote R2 as the complex plane C and z = x1+ ıx2 from now on. Assume that γ ∈ C1(Ω). We now extend γ to C, still denoted by γ, such that γ ∈ C1(C) and γ = I for |z| > R for some R > 0.
Theorem 2.1. There exists a C1 bijective map F : C → C such that F∗γ = (detγ ◦ F−1)1/2I. (2.2) Proof. The proof of this theorem can be found in [20] for C3 or C1,1 conductivities and in [2] for L∞ conductivities. For the purpose of numerical computation in the following sections, we sketch the proof here. The relation (2.2) holds if and only if F is a quasiconformal map with complex dilatation
µγ = γ22− γ11− 2iγ12 γ11+ γ22+ 2√
detγ, i.e.,
∂F = µ¯ γ∂F, (2.3)
where
∂ =¯ 1
2(∂x1 + i∂x2) and ∂ = 1
2(∂x1 − i∂x2).
Equation (2.3) is the well-known Beltrami equation. Note that here µγ
is supported in a disc of radius R and kµγkL∞ ≤ K < 1.
Following Ahlfors’ approach [1, Chapter V], there are two integral operators which play key roles in solving (2.3):
P f (ξ) = ı 2π
Z
C
1 z − ξ − 1
zf (z)d¯z ∧ dz and
T f (ξ) = lim
ε→0
ı 2π
Z
|z−ξ|>ε
f (z)
(z − ξ)2d¯z ∧ dz.
The existence of F to (2.3) can be achieved in two steps [1, page 92].
Firstly, we solve the integral equation
h = T (µγh) + T µγ. (2.4) Let h be a solution of (2.4) then
F = P (µγ(h + 1)) + z (2.5) solves (2.3). Since ∂µγ ∈ Lp for any p > 2, it follows from [1, Lemma 3, page 94] that F ∈ C1 and is bijective.
Before ending the proof, we say a few words on the existence of (2.4).
The celebrated Calder´on-Zygmund inequality indicates that for p > 1 kT f kLp ≤ Cpkf kLp
with the constant Cp only depending on p. Also, one has Cp → 1 as p → 2. Now by taking KCp < 1, the existence of (2.4) can be obtained using the Neumann series. On the other hand, the operator is well-defined on Lp functions with p > 2. Now we discuss how to construct complex geometrical optics solu- tions for Lγ. Suppose that the original conductivity function γ, defined on Ω, was suitably extended and a quasiconformal map F described in Theorem 2.1 was found. Let us define ˜F = F |Ω. Then ˜F : Ω → ˜Ω with Ω = ˜˜ F (Ω) is a C1 diffeomorphism and
˜
γ(y) = ˜F∗γ = (detγ ◦ ˜F−1)1/2(y) ∈ C1( ˜Ω).
As before, we know that v(y) solves 1
˜
γL˜γv = ∆v + ∇˜γ
˜
γ · ∇v = 0 in Ω˜ (2.6) if and only if u(x) = v ◦ F (x) solves
Lγu = 0 in Ω.
Therefore, it suffices to construct CGO solutions for (2.6). We recall that some CGO solutions with general phase functions for (2.6) have been established in [21]. We now demonstrate how to adapt the ar- guments in [21] to our setting here. Pick a y0 ∈ C. Without loss of generality, we take y0 = 0. For N ∈ N, let
φ˜N(y) = cN(y − y0)N = cNyN = ˜ϕN(y) + ı ˜ψN(y),
where y = y1 + ıy2 ∈ C, ˜ϕN = Re(cNyN), ˜ψN = Im(cNyN), cN ∈ C with |cN| = 1. Some level curves of ˜ϕN were shown below (also see [21]).
As in [21], let ΓN be the open cone with vertex at 0 and opening angle π/N in which ˜ϕN > 0 in ΓN and ˜ϕN = 0 on the boundary of ΓN. We assume that ΓN ∩ ˜Ω 6= ∅. According to [21], we can construct solutions of the form
˜
vN,h= eφ˜N/h(˜aN(y) + ˜rN(y, h)) to (2.6), where ˜aN(y) never vanishes in ΓN ∩ ˜Ω and
k∂yβr˜NkL2(ΓN∩ ˜Ω) ≤ Ch1−|β| ∀ |β| ≤ 1.
We now extend ˜vN,h defined in ΓN ∩ ˜Ω to the whole ˜Ω by introducing a suitable cut-off function.
For s > 0, let ˜`s = {y ∈ ΓN : ˜ϕN = s−1}. This is the level curve of
˜
ϕN in ΓN. Let 0 < t < t0 such that
(∪s∈(0,t)`˜s) ∩ ˜Ω 6= ∅
and choose a small ε > 0. Define a cut-off function χN,t(y) ∈ C∞(R2) so that χN,t(y) = 1 for y ∈ (∪s∈(0,t+ε/2)`˜s) ∩ ˜Ω and is zero for y ∈
¯˜
Ω \ (∪s∈(0,t+ε)`˜s). We want to remark that ∪s∈(0,t+ε/2)`˜s ⊂ ∪s∈(0,t+ε)`˜s. Now we define
˜
vN,t,h(y) = χN,te−t−1/h˜vN,h= χN,te( ˜ϕN−t−1+ı ˜ψN)/h(˜aN + ˜rN) for y ∈ (∪s∈(0,t+ε)`˜s) ∩ ˜Ω. So ˜vN,t,h can be regarded as a function in ˜Ω which is zero outside of ΓN ∩ ˜Ω. Note that ˜vN,t,h does not solve (2.6) in ˜Ω. We thus take ˜fN,t,h = ˜vN,t,h|∂ ˜Ω and consider the boundary value problem:
(∆˜uN,t,h+∇˜˜γγ · ∇˜uN,t,h= 0 in Ω˜
˜
uN,t,h= ˜fN,t,h on ∂ ˜Ω. (2.7)
Clearly (2.7) is uniquely solvable. Also it was shown in [21] that there exist ˜C > 0 and ˜ε > 0 such that
k˜uN,t,h− ˜vN,t,hkH1( ˜Ω) ≤ ˜Ce−˜ε/h
for h 1.
Next we define
uN,t,h(x) = (˜uN,t,h◦ F )(x), fN,t,h= ˜fN,t,h◦ F |∂Ω, and
vN,t,h(x) = (˜vN,t,h◦ F )(x) = (χN,t◦ F )e(ϕN−t−1+iψN)/h(aN + rN), where ϕN = ˜ϕN ◦ F , ψN = ˜ψN ◦ F , aN = ˜aN ◦ F , and rN = ˜rN ◦ F . Then, aN is never zero in F−1(ΓN ∩ ˜Ω) and
k∂xβrNkL2(F−1(ΓN∩ ˜Ω)) ≤ Ch1−|β| ∀ |β| ≤ 1.
Moreover, we have that uN,t,h satisfies (LγuN,t,h= 0 in Ω
uN,t,h= fN,t,h on ∂Ω and
kuN,t,h− vN,t,hkH1(Ω) ≤ Ce−ε0/h (2.8) for some positive constants C and ε0. The solution uN,t,h(x) is a CGO solution of (1.1) and is approximated by vN,t,h with exponentially small errors. We shall pay attention to the level curves of ϕN = ˜ϕN ◦ F defined in F−1(ΓN), which are key to our reconstruction method for the object identification problem.
3. Applications to inverse problems
In this section we demonstrate how to use CGO solutions constructed previously in the object identification problem. To simplify our pre- sentation, we will only discuss the case of identifying inclusions inside of the domain Ω filled with known conductivity. This inverse problem has been extensively studied both theoretically and numerically. We refer to [8] for related references. Let D be an open bounded domain with C1 boundary such that ¯D ⊂ Ω and Ω \ ¯D is connected. Assume that γ0(x) ∈ C1( ¯Ω) is a symmetric matrix satisfying
γ0(x) ≥ δI
with some δ > 0 for all x ∈ ¯Ω. The conductivity γ(x) is a perturbation of γ0 described by γ(x) = γ0 + χDγ1, where χD is the characteristic function of D and γ1 ∈ C( ¯D) is a positive semi-definite matrix, i.e,
γ1 ≥ 0 on D.¯ (3.1)
Then we have γ(x) ≥ δI almost everywhere in Ω. Let v be the solution of
(Lγv = 0 in Ω,
v = f on ∂Ω. (3.2)
The meaning of the solution to (3.2) is understood in the following way.
Define
[w]∂D = tr+w − tr−w
the jump of the function across ∂D, where tr+ and tr− denote re- spectively the trace of w on ∂D from inside and outside of D. For f ∈ H3/2(∂Ω), we define
Vf = {w ∈ H2(D) ⊕ H2(Ω \ ¯D) : w|∂Ω= f, [w]∂D = 0, [γ∂νw]∂D = 0}, where ν is unit normal of ∂D and
γ∂νw =
2
X
j,k=1
γjkνk∂xjw.
We say that v is the solution of (3.2) if v ∈ Vf and Lγv = 0 in D and Ω \ ¯D. The Dirichlet-to-Neumann map is given as
ΛD : f → γ∂nv|∂Ω=
2
X
j,k=1
γ0jknk∂xjv|∂Ω,
where n is the unit outer normal of ∂Ω. The inverse problem is to determine the inclusion D from ΛD. Here we are interested in the reconstruction question.
To begin, we would like to derive two important integral inequalities.
Let u(x) ∈ H2(Ω) be the solution of
(Lγ0u = 0 in Ω,
u = f on ∂Ω (3.3)
for f ∈ H3/2(∂Ω). The Dirichlet-to-Neumann map corresponding to (3.3) is denoted by
Λ0 : f → γ0∂nu|∂Ω. Then we can prove
Lemma 3.1.
h(ΛD− Λ0) ¯f , f i∂Ω ≤ hγ1∇u, ∇¯uiD (3.4) and
h(γ0−1− γ−1)γ0∇u, γ0∇¯uiD ≤ h(ΛD− Λ0) ¯f , f i∂Ω, (3.5)
where
hA∇u, ∇¯uiD = Z
D
(∇¯u)TA∇udx for any matrix A.
Proof. When γ0 and γ1 are isotropic, derivations of (3.4) and (3.5) can be found in [8] (or in [9]). Here we adapt their arguments to treat anisotropic conductivities. Let v and u be solutions of (3.2) and (3.3) with same Dirichlet condition f , respectively. From Green’s formula, we have that
hγ∇v, ∇¯viΩ = hγ∇v, ∇¯uiΩ (3.6) and
hγ0∇u, ∇¯uiΩ = hγ0∇u, ∇¯viΩ. (3.7) Next we observe that
hΛ0f , f i¯ ∂Ω= hγ0∇¯u, ∇uiΩ = hγ0∇u, ∇¯uiΩ (3.8) and
hΛDf , f i¯ ∂Ω= hγ∇¯v, ∇uiΩ = hγ∇u, ∇¯viΩ. (3.9) Using (3.6), (3.8), (3.9), and some simple computations, we get that
h(ΛD − Λ0) ¯f , f i∂Ω
≤h(ΛD − Λ0) ¯f , f i∂Ω+ hγ∇(v − u), ∇(¯v − ¯u)iΩ
=hγ∇u, ∇¯viΩ− hγ0∇u, ∇¯uiΩ+ hγ∇(v − u), ∇(¯v − ¯u)iΩ
=h(γ − γ0)∇u, ∇¯uiΩ
=hγ1∇u, ∇¯uiD, which is exactly (3.4).
By similar computations, we can show that
h(ΛD − Λ0) ¯f , f i∂Ω= hγ0∇(v − u), ∇(¯v − ¯u)iΩ+ h(γ − γ0)∇v, ∇¯viΩ. (3.10) On the other hand, it is not hard to check that
hγ0∇(v − u), ∇(¯v − ¯u)iΩ+ h(γ − γ0)∇v, ∇¯viΩ
=hγ(∇v − γ−1γ0∇u), (∇¯v − γ−1γ0∇¯u)iΩ+ hγ0(γ0−1− γ−1)γ0∇u, ∇¯uiΩ. (3.11) Using (3.10), (3.11), and the positive-definiteness of γ immediately
leads to (3.5).
Now we are ready to consider the reconstruction of D from the mea- surements ΛD. To make sure that the medium has jumps across ∂D, we assume that for any q ∈ ∂D, there exist δq > 0 and εq > 0 such that
γ1(x) ≥ εqI for all x ∈ D ∩ B(q, δq). (3.12)
To set up the measurements, we choose the following Dirichlet condi- tion
fN,t,h= uN,t,h|∂Ω= vN,t,h|∂Ω= (χN,t◦ F )e(ϕN−t−1+ıψN)/h(aN + rN)|∂Ω. Note that the Dirichlet condition fN,t,h is localized on ∂Ω. With fN,t,h, we now solve the boundary value problem
(LγuN,t,h= 0 in Ω, uN,t,h= fN,t,h on ∂Ω and then evaluate the quadratic term
E(N, t, h) := h(ΛD − Λ0) ¯fN,t,h, fN,t,hi∂Ω.
It is clear that E(N, t, h) is determined entirely by boundary measure- ments. Before proving the main reconstruction result, we would like to remark that
{x ∈ F−1(ΓN) : ϕN > t−11 } ⊂ {x ∈ F−1(ΓN) : ϕN > t−12 } for t1 < t2. Theorem 3.2. Let t > 0 be given. Then we have:
(i) if ¯D ∩ {x ∈ F−1(ΓN) : ϕN > t−1} = ∅ then there exist C1 > 0, ε1 > 0, and h1 > 0 such that E(N, t, h) ≤ C1e−ε1/h for all h ≥ h1; (ii) if D ∩ {x ∈ F−1(ΓN) : ϕN > t−1} 6= ∅ then there exist C2 > 0, ε2 > 0, and h2 > 0 such that E(N, t, h) ≥ C2eε2/h for all h ≥ h2. Proof. For statement (i), we use integral inequality (3.4) and (2.8) to obtain that
E(N, t, h) ≤ hγ1∇uN,t,h, ∇¯uN,t,hiD ≤ C Z
D
|∇uN,t,h|2dx
≤ C Z
D
|∇vN,t,h|2dx + Ce−ε0/h.
(3.13)
Using the structure of vN,t,h and (3.13) immediately leads to (i).
To prove (ii), we need to investigate the matrix γ0−1− γ−1 a little bit more. For x ∈ D, we see that
γ0−1− γ−1 = γ0−1− (γ0+ γ1)−1
= (γ0+ γ1)−1{(γ0+ γ1)γ0−1(γ0 + γ1) − (γ0+ γ1)}(γ0+ γ1)−1
= (γ0+ γ1)−1(γ1+ γ1γ0−1γ1)(γ0+ γ1)−1
(see similar computations in [10] for anisotropic elastic body). There- fore, γ0−1− γ−1 is positive semi-definite and from (3.12) we have
(γ0−1− γ1−1)(x) ≥ ˜εqI ∀ x ∈ D ∩ B(q, δq) (3.14)
for some ˜εq > 0. Now assume that
D ∩ B(q, δq) ⊂ D ∩ {x ∈ F−1(ΓN) : ϕN > t−1}
for some q ∈ ∂D and δq > 0. Using (3.14), (3.5), and (2.8), we can compute
E(N, t, h) ≥ h(γ0−1− γ−1)γ0∇uN,t,h, γ0∇¯uN,t,hiD
≥ C ˜εq Z
D∩B(q,δq)
|∇vN,t,h|2dx − Ce−ε0/h. (3.15) Combining the exponentially growing behavior of vN,t,h and (3.15)
yields (ii).
With the help of Theorem 3.2, we can determine whether the level curve {x ∈ F−1(ΓN) : ϕN = t−1} intersects D or not by looking into the behavior of E(N, t, h) as h 1. In practice, we can start with a smaller t and move the level curve deeper into the domain Ω by choosing a larger t. In addition, we are able to determine more parts of ∂D by increasing N . We refer to [21] for precise arguments.
4. Algorithm of constructing the quasiconformal map In the study of our reconstruction method mentioned above, the forward problem is solved with CGO solutions as the Dirichlet bound- ary condition. Thus, comparing with the reconstruction algorithm in [21] for the isotropic medium case, the only difference is the bound- ary condition used in the forward problem (3.2). In other words, the numerical scheme used in [21] can be adapted to the problem studied here by merely changing the boundary condition. Therefore, we do not intend to repeat computational results in the paper. Nonetheless, since the CGO solutions constructed here involve the quasiconformal map F , we want to discuss how to find this map F numerically. We will leave the implementation of this algorithm to interested readers.
A fast algorithm using FFT for solving the Beltrami equation has been proposed by Daripa et al. [3], [4], [5]. Based on Daripa’s al- gorithm, a slightly modified version was given in [6]. Here we shall follow the description of Daripa’s algorithm given in [6]. Since it is often desirable to refine the grid in the part of boundary where the measurements are taken, we shall replace FFT in Darpia’s algorithm by NUFFT described in [7].
As outlined in the proof of Theorem 2.1, a solution F to the Beltrami equation (2.3) can be constructed by solving integral equations:
h = T (µγh) + T (µγ) (4.1)
and
F = P (µγ(h + 1)) + z. (4.2) Here the anisotropic conductivity function γ(x) has been extended to C with γ ∈ C1 and γ = I for x ∈ B(0, R)c. Viewing the definition of the complex dilatation µγ, we get µγ ∈ C1 and µγ(x) = 0 for all x ∈ B(0, R)c.
As shown in the proof of Theorem 2.1, a solution to (4.1) can be constructed by a fix-point type iteration:
hn+1 = T (µγhn) + T (µγ) (4.3) and hn→ h∗ in some Lp norm with p > 2. Let g be H¨older continuous and supported in B(0, R). For such g, it is known that T (g) exists in the sense of the Cauchy principal value [1]. Let us express g and T (g) in Fourier series
g(reıθ) =
∞
X
−∞
gk(r)eıkθ and
T (g)(reıθ) =
∞
X
−∞
tk(r)eıkθ.
It was proved in [5] that if T (g) exists as the Cauchy principal value, then the Fourier coefficients of T (g) are given by
t0(0) = −2 lim
ε→0
Z R ε
g2(ρ)
ρ dρ, and tk(0) = 0, for k 6= 0, (4.4) tk(r) = Ak
Z r 0
rk
ρk+1gk+2(ρ)dρ + Bk Z R
r
rk
ρk+1gk+2(ρ)dρ + gk+2(r), (4.5) where
Ak =
(0, k ≥ 0,
2(k + 1), k < 0, and Bk =
(−2(k + 1), k ≥ 0, 0, k < 0
(see also [4]). Note that gk(0) = g(0) if k = 0 and gk(0) = 0 if k 6= 0.
Having found a solution to (4.1), we can find a solution of the Bel- trami equation by solving (4.2). Let us define
P (˜˜ g)(z) = ı 2π
Z
C
˜ g(z0)
z0− zd¯z0∧ dz0, then
P (˜g)(z) = ˜P (˜g)(z) − ˜P (˜g)(0).
An effective algorithm for evaluating the integral transform ˜P was pro- posed in [3]. Precisely, let ˜g and ˜P (˜g) be expressed as
˜
g(reıθ) =
∞
X
−∞
˜
gk(r)eıkθ and P (˜˜ g)(reıθ) =
∞
X
−∞
pk(r)eıkθ, then
pk(r) = (2Rr
0(ρr)kg˜k+1(ρ)dρ, k < 0,
−2RR
r (rρ)k˜gk+1(ρ)dρ, k ≥ 0 (4.6) (see [3]). In view of the formulae (4.5) and (4.6), one can easily derive useful relations for tk(r) and pk(r) at any pair of nonnegative r and r0. Define
dk(r, r0) = 2(k + 1) Z r0
r
1 ρ(r0
ρ)kgk+2(ρ)dρ and
ek(r, r0) = 2 Z r0
r
(r
ρ)k˜gk+1(ρ)dρ, then we can derive
tk(r) = (r
r0)k(tk(r0) − gk+2(r0) − dk(r, r0)) + gk+2(r) (4.7) and
pk(r) = (r
r0)kpk(r0) − ek(r, r0) (4.8) (see [3], [6]). Armed with recurrence formulae (4.7), (4.8), we can evaluate the Fourier coefficients tk(r) and pk(r) more efficiently.
We now describe how to implement the above algorithm in actual computation. In view of (4.2), since supp (µγ) ⊂ B(0, R), we only need to construct h in B(0, R). We discretize B(0, R) with a circular M1× M2 grid. In other words, each grid point is represented by (ri, θj), where 0 < ri ≤ R and θj ∈ [0, 2π], for 1 ≤ i ≤ M1, 0 ≤ j ≤ M2 − 1.
Note that {θj} are not necessarily equi-distributed on [0, 2π]. We may take r0 = 0 and rM1 = R. To initiate the iteration (4.3), we can take h0 = 0. Then we have h1 = T (µγ). Since in each iteration we need to compute T (µγ) and T (µγhn), it is helpful to see how to calculate T (g) for a given function g. Suppose that the value of g at each grid point (ri, θj) is given, say g(rieıθj) = gi,j. Then implementing the type-1 NUFFT [7], one can compute
gk(ri) = 1 M2
M2−1
X
j=0
gi,je−ıkθj (4.9)
for −N2 ≤ k ≤ N2 − 1 and 1 ≤ i ≤ M1. To find the Fourier coefficients of T (g), we start from rM1 = R. Using (4.5), we see that
tk(rM1) = Ak Z rM1
0
rMk1
ρk+1gk+2(ρ)dρ + gk+2(rM1). (4.10) We then approximate the integral in (4.10) with available values of gk(r) at ri (0 ≤ i ≤ M1) using a suitable approximation formula.
Having determined tk(rM1), we then determine tk(ri) for i ≤ M1− 1 by the recurrence formula (4.7) with r0 = rM1. Applying (4.3), we can determine the discrete Fourier transform of hn+1. Let h∗ be an approximate solution of (4.3) with Fourier coefficients h∗i,k for 0 ≤ i ≤ M1 and −N2 ≤ k ≤ N2 − 1.
Our next step is to construct a quasiconformal map F from (4.2).
To this end, we need to evaluate µγ(h∗ + 1) =: ˜g. We do so by using the point-wise multiplication over grid points. To get the values of h∗ at grid points, we simply perform type-2 NUFFT [7] with coefficients h∗i,k, i.e.,
h∗(rieıθj) =
N 2−1
X
k=−N2
h∗i,keıkθj.
Then applying the type-1 NUFFT again, we can compute ˜gk(ri). By (4.6), we see that for rM1 = R
pk(rM1) =
(2RR
0 (Rρ)kg˜k+1(ρ)dρ, k < 0, 0, k ≥ 0.
To find pk(ri) for i ≤ M1− 1, we simply apply the recurrence formula (4.8). Having found Fourier coefficients pk(ri), we obtain the values of P (˜˜ g) at grid points by using the type-2 NUFFT. Finally, we can get
P (˜g)(rieıθj) = ˜P (˜g)(rieıθj) − ˜P (˜g)(0) and
F (rieıθj) = P (˜g)(rieıθj) + rieıθj, where
P (˜˜ g)(0) = p0(0) = −2 Z R
0
˜
g1(ρ)dρ.
To get F at other points in B(0, R), we can use appropriate interpola- tion or extrapolation techniques.
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Faculty of Science and Engineering, Doshisha University, Kyotan- abe City, 610-0394 Japan
E-mail address: htakuwa@mail.doshisha.ac.jp
Department of Mathematics, University of Washington, Box 354305, Seattle, WA 98195-4350, USA.
E-mail address: gunther@math.washington.edu
Department of Mathematics, Taida Institute for Mathematical Sci- ences, and NCTS (Taipei), National Taiwan University, Taipei 106, Tai- wan.
E-mail address: jnwang@math.ntu.edu.tw