Increasing stability in an inverse problem for the acoustic equation
Sei Nagayasu
∗Gunther Uhlmann
†Jenn-Nan Wang
‡Abstract
In this work we study the inverse boundary value problem of determin- ing the refractive index in the acoustic equation. It is known that this inverse problem is ill-posed. Nonetheless, we show that the ill-posedness decreases when we increase the frequency and the stability estimate changes from log- arithmic type for low frequencies to a Lipschitz estimate for large frequen- cies.
1 Introduction
In this paper we study the issue of stability for determining the refractive index in the acoustic equation by boundary measurements. It is well known that this in- verse problem is ill-posed. However, one anticipates that the stability will increase if one increases the frequency. This phenomenon was observed numerically in the inverse obstacle scattering problem [5]. Several rigorous justifications of the in- creasing stability phenomena in different settings were obtained by Isakov et al [6, 7, 8, 10, 11]. Especially, in [8], Isakov considered the Helmholtz equation with a potential
−∆u − k2u + qu = 0 in Ω. (1.1)
∗Department of Mathematical Science, Graduate School of Material Science, University of Hyogo, 2167 Shosha, Himeji, Hyogo 671-2280, Japan. Email:[email protected]
†Department of Mathematics, University of Washington, Box 354305, Seattle, WA 98195- 4350 and Department of Mathematics, University of California, Irvine, CA 92697-3875, USA.
Email:[email protected]
‡Department of Mathematics, NCTS (Taipei), National Taiwan University, Taipei 106, Taiwan.
Email:[email protected]
He obtained stability estimates of determining q by the Dirichlet-to-Neumann map for different ranges of k’s. All of these results demonstrate the increasing stability phenomena in k. For the case of the inverse source problem for Helmholtz equa- tion and an homogeneous background it was shown in [3] that the ill-posedness of the inverse problem decreases as the frequency increases.
In this paper, we study the acoustic wave equation. Let Ω⊂ Rnbe a bounded domain, where n≥ 3. Let ∂Ω be smooth. We consider the equation
(∆ + k2q(x))
u(x) = 0 in Ω, (1.2)
where the real-valued q(x) is the refractive index. Assume that the kernel of the operator ∆ + k2q(x) on H01(Ω) is trivial. Associated with (1.2), we define the Dirichlet-to-Neumann map (DN map) Λ : H1/2(∂Ω)→ H−1/2(∂Ω) by
Λf = ∂u
∂ν
∂Ω
,
where u is the solution to (1.2) with the Dirichlet condition u = f on ∂Ω, and ν is the unit outer normal vector of ∂Ω. The uniqueness of this inverse problem is well known [13]. This inverse problem is notoriously ill-posed. For this aspect, Alessandrini proved that the stability estimate for this problem is of log type [1]
and Mandache showed that the log type stability is optimal [9]. In this paper, we would like to focus on how the stability behaves when the frequency k increases.
Now we state the main result.
Theorem 1.1. Assume that q1(x) and q2(x) are two sound speeds with associ- ated DN maps Λ1 and Λ2, respectively. Let s > (n/2) + 1, M > 0. Suppose
∥ql∥Hs(Ω) ≤ M (l = 1, 2) and supp(q1− q2) ⊂ Ω. Denote eq a zero extension of q1− q2. Then there exists a constant C1, depending only on n, s, and Ω, such that if k2 ≥ 1/(C1M ) and∥Λ1− Λ2∥∗ ≤ 1/e then
∥eq∥H−s(Rn) ≤ C
k2exp(Ck2)∥Λ1− Λ2∥∗+ C (
k2 + log 1
∥Λ1− Λ2∥∗
)−(2s−n)
(1.3) holds, where C > 0 depends only on n, s, Ω, M and supp(q1 − q2). Here∥·∥∗ is the operator norm from H1/2(∂Ω) into H−1/2(∂Ω).
Remark 1.2. 1. The estimate (1.3) consists two parts – Lipschitz and logarithmic estimates. As k increases, the logarithmic part decreases and the Lipschitz part
becomes dominated. In other words, the ill-posedness is alleviated when k is large.
2. We would like to remark on the constant C exp(Ck2)/k2appearing in the Lips- chitz part of (1.3). 1/k2comes from k2q in the equation, which appears naturally, while, exp(Ck2) is due to the fact that we use the complex geometrical optics so- lutions in the proof. Even so, we expect that the there is an exponential growth of the constant with frequency since we do not assume any geometrical restriction on q(x) other than regularity. For the wave equation it has been shown by Burq for the obstacle problem [4] that the local energy decay is log-slow and this is due to the presence of trapped rays. Notice that in our case we can have trapped rays.
For the case of simple sound speeds we expect that there is no exponential increase in the constant. In [12] a H¨older stability estimate was obtained for the hyperbolic DN map for generic simple metrics. For very general metrics there is not known modulus of continuity for the hyperbolic DN map, see [2] for convergence results.
However, in practice, k is fixed and so is the constant. Therefore, one should expect to obtain a better resolution of q from boundary measurements when the chosen k is large.
3. Unlike the result in [8, Theorem 2.1] (for equation (1.1)) where the stability estimates were derived in different ranges of k, estimate (1.3) is valid for all range of k provided k2 ≥ 1/(C1M ) .
The proof of Theorem 1.1 makes use of Alessandrini’s arguments [1] and the CGO solutions constructed in [13]. The main task is to keep track of how k appears in the proof of the stability estimates.
2 Complex geometrical optics solutions
In this section, we construct CGO solutions to the equation (1.2) by using the idea in [13]. The main point is to express the dependence of constants on k explicitly.
We first state two easy consequences from the results in [13].
Lemma 2.1(see [13, Proposition 2.1 and Corollary 2.2]). Let s≥ 0 be an integer.
Let ε0 > 0. Let ξ ∈ Cn satisfy ξ· ξ = 0 and |ξ| ≥ ε0. Then for any f ∈ Hs(Ω) there exists w ∈ Hs(Ω) such that w is a solution to
∆w + ξ· ∇w = f in Ω
and satisfies the estimate
∥w∥Hs(Ω) ≤ C0
|ξ|∥f∥Hs(Ω), where a positive constant C0 depends only on n, s, ε0and Ω.
By using this lemma, we can obtain a solution to the equation
∆ψ + ξ· ∇ψ + gψ = f (2.1)
satisfying some decaying property as in the following lemma.
Lemma 2.2 ([13, Theorem 2.3 and Corollary 2.4]). Let s > n/2 be an integer.
Let ε0 > 0. Let ξ ∈ Cnsatisfy ξ· ξ = 0 and |ξ| ≥ ε0. Let f, g ∈ Hs(Ω). Then there exists C1 > 0 depending only on n, s, ε0 and Ω such that if
|ξ| ≥ C1∥g∥Hs(Ω)
then there exists a solution ψ ∈ Hs(Ω) to the equation (2.1) satisfying the estimate
∥ψ∥Hs(Ω) ≤ 2C0
|ξ| ∥f∥Hs(Ω), where C0 is the positive constant in Lemma 2.1.
The needed CGO solutions are constructed as follows.
Proposition 2.3. Let s > n/2 be an integer. Let ε0 > 0. Let ξ ∈ Cn satisfy ξ· ξ = 0 and |ξ| ≥ ε0. Define the constants C0and C1 as in Lemma 2.2. Then if
|ξ| ≥ C1k2∥q∥Hs(Ω)
then there exists a solution u to the equation (1.2) with the form of u(x) = exp
(ξ 2 · x) (
1 + ψ(x))
, (2.2)
where ψ has the estimate
∥ψ∥Hs(Ω) ≤ 2C0k2
|ξ| ∥q∥Hs(Ω). Proof. Substituting (2.2) into (1.2), we have
∆ψ + ξ· ∇ψ + k2qψ =−k2q.
Then by Lemma 2.2, we obtain this proposition.
3 Proof of stability estimate
This section is devoted to the proof of Theorem 1.1. We begin with Alessandrini’s identity.
Proposition 3.1. Let ulbe a solution to (1.2) with q = ql, then we have k2
∫
Ω
(q2− q1)u1u2dx =⟨
(Λ1− Λ2)u1|∂Ω, u2|∂Ω
⟩.
Now we would like to estimate the Fourier transform of the difference of two q’s. We denoteF(f) the Fourier transformation of a function f.
Lemma 3.2. Let s > (n/2) + 1 be an integer and M > 0. Assume ∥ql∥Hs(Ω) ≤ M , supp(q1 − q2) ⊂ Ω and k2 ≥ 1/C1M , where C1 is the constant defined in Lemma 2.2 corresponding to ε0 = 1. Let eq be a zero extension of q1 − q2 and a0 ≥ C1. Suppose that χ∈ C0∞(Ω) satisfies χ≡ 1 near supp(q1− q2). Then for r ≥ 0 and η ∈ Rnwith|η| = 1 the following statements hold: if 0 ≤ r ≤ a0k2M then
|F eq(rη)| ≤ C∥χ∥Hs(Ω)
a0 ∥eq∥H−s(Rn)+ C
k2 exp(Ca0k2M )∥Λ1− Λ2∥∗ (3.1) holds; if r≥ C1k2M then
|F eq(rη)| ≤ CM k2∥χ∥Hs(Ω)
r ∥eq∥H−s(Rn)+ C
k2 exp(Cr)∥Λ1− Λ2∥∗ (3.2) holds, where C > 0 depends only on n, s and Ω.
Proof. In the following proof, the letter C stands for a general constant depending only on n, s and Ω. By Proposition 2.3, we can construct CGO solutions ul(x) to the equation (1.2) with q = qlhaving the form of
ul(x) = exp (ξl
2 · x) (
1 + ψl(x)) for l = 1, 2, and we have
∫
Ω
(q2− q1) exp (1
2(ξ1+ ξ2)· x )
(1 + ψ1+ ψ2+ ψ1ψ2) dx
= 1 k2
⟨(Λ1− Λ2)u1|∂Ω, u2|∂Ω
⟩ (3.3)
from Proposition 3.1, where ψlsatisfies
∥ψl∥Hs(Ω)≤ Ck2
|ξl| ∥ql∥Hs(Ω)
if ξl ∈ Cnsatisfies ξl· ξl = 0,|ξl| ≥ 1 and
|ξl| ≥ C1k2∥ql∥Hs(Ω). (3.4) We remark that∥ψl∥Hs(Ω) ≤ C also holds. Indeed, we have
∥ψl∥Hs(Ω) ≤ Ck2∥ql∥Hs(Ω)
|ξl| ≤ Ck2∥ql∥Hs(Ω)
C1k2∥ql∥Hs(Ω)
= C C1 = C.
Now, let r≥ 0, and η ∈ Rnsatisfy|η| = 1. We assume that α, ζ ∈ Rnsatisfy α· η = α · ζ = η · ζ = 0 and |ζ|2 =|α|2+ r2. (3.5) Define ξ1 and ξ2as
ξ1 = ζ + iα− irη and ξ2 =−ζ − iα − irη.
Then we have
ξl· ξl= 0, |ξl|2 =|ζ|2+|α|2+ r2 = 2|ζ|2(l = 1, 2) and 1
2(ξ1+ ξ2) =−irη.
Hence by (3.3), we immediately obtain that F eq(rη) = −
∫
Ω
(q2− q1) exp(−irη · x)(ψ1+ ψ2+ ψ1ψ2) dx + 1
k2
⟨(Λ1− Λ2)u1|∂Ω, u2|∂Ω
⟩ (3.6)
provided |ξl| ≥ 1 and (3.4) are satisfied. We first estimate the first term on the
right hand side of (3.6) by ∫
Ω
(q2− q1) exp(−irη · x)(ψ1+ ψ2+ ψ1ψ2) dx
= ∫
Ω
(q2− q1) exp(−irη · x)χ(ψ1+ ψ2+ ψ1ψ2) dx
≤ ∥q2− q1∥H−s(Ω) χ(ψ1+ ψ2+ ψ1ψ2)
Hs(Ω)
≤ ∥eq∥H−s(Rn)∥χ∥Hs(Ω)
(∥ψ1∥Hs(Ω)+∥ψ2∥Hs(Ω)+∥ψ1∥Hs(Ω)∥ψ2∥Hs(Ω)
)
≤ ∥eq∥H−s(Rn)∥χ∥Hs(Ω)
( Ck2
√2|ζ| + Ck2
√2|ζ| + C Ck2
√2|ζ|
)∑2
l=1
∥ql∥Hs(Ω)
= Ck2∥χ∥Hs(Ω)
|ζ| ∥eq∥H−s(Rn)
∑2 l=1
∥ql∥Hs(Ω).
since χ(ψ1+ ψ2+ ψ1ψ2)∈ H0s(Ω) and s > n/2.
On the other hand, by taking R large enough such that Ω⊂ BR(0), we have ul|∂Ω
L2(∂Ω) ≤ |∂Ω|1/2∥ul∥C0(Ω) ≤ |∂Ω|1/2exp
(|Re ξl| 2 R) (
1 +∥ψl∥L∞(Ω)
)
≤ C exp
(|Re ξl| 2 R) (
1 +∥ψl∥Hs(Ω)
)
≤ C exp
(|Re ξl|
2 R
)
(1 + C) = C exp (|ζ|
2 R )
. Likewise, we can get that
∇ul|∂Ω
L2(∂Ω) = ξl
2ul+ exp (ξl
2 · • )
(∇ψl) L2(∂Ω)
≤
√2|ζ|
2 C exp (|ζ|
2 R )
+|∂Ω|1/2exp (|ζ|
2 R )
∥∇ψl∥C0(Ω)
≤ C|ζ| exp (|ζ|
2 R )
+ C exp (|ζ|
2 R )
∥∇ψl∥Hs−1(Ω)
≤ C|ζ| exp (|ζ|
2 R )
+ C exp (|ζ|
2 R )
∥ψl∥Hs(Ω)
≤ C exp(C|ζ|)
since s− 1 > n/2. Consequently, we have ul|∂Ω
H1/2(∂Ω) ≤ C exp(C|ζ|).
Therefore, we can estimate the second term of the right-hand side of (3.6) by ⟨(Λ1− Λ2)u1|∂Ω, u2|∂Ω⟩ ≤ ∥Λ1− Λ2∥∗ u1|∂Ω
H1/2(∂Ω) u2|∂Ω
H1/2(∂Ω)
≤ C exp(C|ζ|)∥Λ1− Λ2∥∗.
Summing up, we have shown that for r > 0 and for η ∈ Rn with|η| = 1 if we take α and ζ satisfying the conditions (3.5),|ζ| ≥ 2−1/2and
|ζ| ≥ 2−1/2C1k2∥ql∥Hs(Ω) (3.7) then
|F eq(rη)| ≤ Ck2∥χ∥Hs(Ω)
|ζ| ∥eq∥H−s(Rn)
∑2 l=1
∥ql∥Hs(Ω)
+ C
k2 exp(C|ζ|)∥Λ1− Λ2∥∗ (3.8) holds.
Now assume that∥ql∥Hs(Ω) ≤ M and k2 ≥ 1/C1M . Thus if
|ζ| ≥ C1k2M (3.9)
holds, then (3.7) and |ζ| ≥ 2−1/2 are satisfied. Pick a0 ≥ C1. We first consider the case where 0≤ r ≤ a0k2M . By choosing α and ζ satisfying
α· η = α · ζ = η · ζ = 0, |ζ| = a0k2M (≥ r) and |α| =√
(a0k2M )2− r2 both (3.5) and (3.9) are then satisfied since a0 ≥ C1. Hence we obtain (3.8), that is (3.1). On the other hand, when r ≥ C1k2M , we can choose α = 0, η · ζ = 0 and|ζ| = r. Then (3.5), (3.9) are satisfied and thus (3.8) holds and consequently (3.2) is valid.
Now we prove our main result.
Proof. As above, C denotes a general constant depending only on n, s and Ω.
Written in polar coordinates, we have
∥eq∥2H−s(Rn) = C
∫ ∞
0
∫
|η|=1|F eq(rη)|2(1 + r2)−srn−1dη dr
= C
(∫ a0k2M 0
∫
|η|=1|F eq(rη)|2(1 + r2)−srn−1dη dr +
∫ T a0k2M
∫
|η|=1|F eq(rη)|2(1 + r2)−srn−1dη dr +
∫ ∞
T
∫
|η|=1|F eq(rη)|2(1 + r2)−srn−1dη dr )
=: C(I1+ I2+ I3), (3.10)
where a0 ≥ C1and T ≥ a0k2M are parameters which will be chosen later. Here C1is the constant given in Lemma 3.2. From now on, we take k2 ≥ 1/(C1M ).
Our task now is to estimate each integral separately. We begin with I3. Since
|F eq(rη)| ≤ C∥q1− q2∥L2(Ω), q1− q2 ∈ H0s(Ω), and s > n/2, we have that I3 ≤ C
∫ ∞
T
∥q1− q2∥2L2(Ω)(1 + r2)−srn−1dr ≤ CT−m∥q1− q2∥2L2(Ω)
≤ CT−m (
ε∥q1− q2∥2H−s(Ω)+C
ε∥q1− q2∥2Hs(Ω) )
≤ CT−m (
ε∥eq∥2H−s(Rn)+M2 ε
)
(3.11) for ε > 0, where m := 2s− n.
On the other hand, by Lemma 3.2, we can estimate I1 ≤ C
∫ a0k2M
0
(1 + r2)−srn−1dr
×
[∥χ∥2Hs(Ω)
a20 ∥eq∥2H−s(Rn)+ exp(2Ca0k2M )
k4 ∥Λ1− Λ2∥2∗ ]
≤ C
∫ ∞
0
(1 + r2)−srn−1dr [Cχ2
a20 ∥eq∥2H−s(Rn)+exp(Ca0k2M )
k4 ∥Λ1− Λ2∥2∗ ]
= CCχ2
a20 ∥eq∥2H−s(Rn)+ C exp(Ca0k2M )
k4 ∥Λ1− Λ2∥2∗, (3.12)
where χ ∈ C0∞(Ω) satisfies χ ≡ 1 near supp(q2 − q1) and Cχ := ∥χ∥Hs(Ω). In view of
∫ T
a0k2M
(1 + r2)−srn−3dr≤
∫ T
a0k2M
r−2s+n−3dr≤ C(a0k2M )−2s+n−2
≤ C(a0k2M )−2(C1k2M )−m≤ C a20k4M2 and ∫ T
a0k2M
exp(Cr)(1 + r2)−srn−1dr ≤ exp(CT )
∫ T a0k2M
(1 + r2)−srn−1dr
≤ exp(CT )
∫ ∞
0
(1 + r2)−srn−1dr
≤ C exp(CT ), we have that
I2 ≤ CM2k4∥χ∥2Hs(Ω)∥eq∥2H−s(Rn)
∫ T
a0k2M
(1 + r2)−srn−3dr + C
k4∥Λ1− Λ2∥2∗
∫ T a0k2M
exp(Cr)(1 + r2)−srn−1dr
≤ CCχ2
a20 ∥eq∥2H−s(Rn)+ C
k4 exp(CT )∥Λ1− Λ2∥2∗. (3.13) Combining (3.10)–(3.13) gives
∥eq∥2H−s(Rn)≤ C(I1+ I2+ I3)
≤ CCχ2
a20 ∥eq∥2H−s(Rn)+ C exp(Ca0k2M )
k4 ∥Λ1− Λ2∥2∗ +CCχ2
a20 ∥eq∥2H−s(Rn)+ C
k4 exp(CT )∥Λ1 − Λ2∥2∗ + CT−m
(
ε∥eq∥2H−s(Rn)+ M2 ε
)
=
(C22Cχ2
a20 + C3T−mε )
∥eq∥2H−s(Rn)
+ C k4
(exp(Ca0k2M ) + exp(CT ))
∥Λ1− Λ2∥2∗+CM2 ε T−m,
where positive constants C2 and C3 depend only on n, s and Ω.
Now we pick a0 and ε as
a0 = 2C2Cχ≥ C1and ε = Tm 4C3 (if needed, we take C2large enough). We then obtain that
∥eq∥2H−s(Rn) ≤ C k4
[exp(2C2CCχk2M ) + exp(CT )]
∥Λ1− Λ2∥2∗+ CT−2mM2
= C
k4 exp(Cak2)A + CΦ(T ) (3.14)
for T ≥ a0k2M = 2C2Cχk2M = ak2, where Φ(T ) := 1
k4exp(C4T )A + M2T−2m,
A :=∥Λ1− Λ2∥2∗, a := 2C2CχM2and C4 > 0 depends only on n, s and Ω.
To continue, we consider two cases:
ak2 ≤ p log 1
A (3.15)
and
ak2 ≥ p log 1
A, (3.16)
where p will be determined later (see (3.24)).
For the first case (3.15), our aim is to show that there exists T ≥ ak2such that Φ(T )≤ 2C5
(
k2+ log 1 A
)−2m
. (3.17)
Substituting (3.17) into (3.14) clearly implies (1.3). Now to derive (3.17), it is enough to prove that
1
k4 exp(C4T )A≤ C5
(
k2+ log 1 A
)−2m
(3.18) and
M2T−2m ≤ C5
(
k2+ log 1 A
)−2m
. (3.19)
Remark that (3.19) in equivalent to T ≥ C5−1/2mM1/m
(
k2+ log 1 A
) , which holds if
T ≥ C5−1/2mM1/m (
1 + p a
) log 1
A (3.20)
because of (3.15). Setting T = p log(1/A) (≥ ak2 by (3.15)), then (3.20) holds provided
p≥ C5−1/2mM1/m (
1 + p a )
. (3.21)
Now we turn to (3.18). It is clear that (3.18) is equivalent to C4p log 1
A ≤ log C5+ 2 log k2+ log 1
A − 2m log (
k2+ log 1 A
)
(3.22) since T = p log(1/A). It follows from (3.15) that
log (
k2 + log 1 A
)
≤ log (p
alog 1
A + log 1 A
)
= log (p
a + 1 )
+ log log 1 A. Hence (3.22) is verified if we can show that
C4p log 1
A ≤ log C5− 2 log(MC1) + log 1 A − 2m
( log
(p a + 1
)
+ log log 1 A
) ,
i.e.
(1− C4p) log 1
A− 2m log log 1
A + log C5 − 2 log(MC1)− 2m log(p a + 1
)≥ 0 (3.23) for log(1/A) ≥ 1. Now we choose
p = 1
2C4. (3.24)
Then (3.23) becomes log 1
A− 4m log log 1
A + 2 log C5− 4 log(MC1)− 4m log(p a + 1
)≥ 0. (3.25)
Notice that
0<A≤1/einf (
log 1
A − 4m log log 1 A
)
= inf
z≥1(z− 4m log z)
≥ inf
z>0(z− 4m log z) = 4m log e 4m. Hence if we choose C5 such that
C5 ≥ (MC1)2 (p
a + 1 )2m(
4m e
)2m
(3.26) then (3.25) follows. Finally, we take
C5 := max {
C12 (4m
e )2m
, p−2m }
M2 (
1 + p a
)2m
,
which depends only on n, Ω, s, M and χ. With such choice of C5, the conditions (3.26) and (3.21) hold, and thus estimate (3.17) is satisfied.
Next we consider the second case (3.16). By (3.14) with T = ak2, we get that
∥eq∥2H−s(Rn) ≤ C
k4 exp(Cak2)A + C
k4 exp(C4ak2)A + CM2(ak2)−2m
≤ C
k4 exp(Cak2)A + CM2a−2mk−4m. Hence it remains to show that
k−4m ≤ C6
(
k2+ log 1 A
)−2m , i.e.
k2 ≥ C6−1/2m
(
k2+ log 1 A
)
. (3.27)
Since
k2+ log 1 A ≤
( 1 + a
p )
k2 by (3.16), we have (3.27) if we take C6 large enough so that
C6 ≥ (
1 + a p
)2m
. The proof is completed.
Acknowledgements
Nagayasu was partially supported by Grant-in-Aid for Young Scientists (B). Uhlmann was partly supported by NSF and a Visiting Distinguished Rothschild Fellowship at the Isaac Newton Institute. Wang was partially supported by the National Sci- ence Council of Taiwan. We would also like to thank P. Stefanov for helpful discussions.
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