An Abstract Framework for Elliptic Inverse Problems: Part 2.

An Augmented Lagrangian Approach

MARK S. GOCKENBACH
Department of Mathematical Sciences, 319 Fisher Hall, Michigan Technological University,
1400 Townsend Drive, Houghton MI 49931-1295, USA
AKHTAR A. KHAN
Department of Mathematics and Computer Science, 1001 New Science Facility, Northern
Michigan University, Marquette, MI-49855, USA
(Received 4 May 20071 accepted 7 November 2007)
Abstract: The coefficient in a linear elliptic partial differential equation can be estimated from interior mea-
surements of the solution. Posing the estimation problem as a constrained optimization problem with the
PDE as the constraint allows the use of the augmented Lagrangian method, which is guaranteed to converge.
Moreover, the convergence analysis encompasses discretization by finite element methods, so the proposed
algorithm can be implemented and will produce a solution to the constrained minimization problem. All of
these properties hold in an abstract framework that encompasses several interesting problems: the standard
(scalar) elliptic BVP in divergence form, the system of isotropic elasticity, and others. Moreover, the analy-
sis allows for the use of total variation regularization, so rapidly-varying or even discontinuous coefficients
can be estimated.
Key Words: Lam coefficients, linear elasticity, inverse problem, augmented Lagrangian, regularization
1. INTRODUCTION
The problem of identifying parameters in elliptic boundary value problems from interior
measurements has applications in several fields, such as image processing, groundwater man-
agement, identifying cracks, and modeling of car shields (see [1, 2]). Many papers have been
devoted to the theoretical and numerical investigation of these problems. Although most of
the early work has imposed smoothness assumptions on coefficients to be recovered, recent
applications, such as in image processing, have necessitated methods allowing the recovery
of discontinuous parameters. Motivated by the desire to identify discontinuous coefficients
in elliptic or parabolic problems, several authors have considered the parameter space as the
space of functions of bounded variations. In this setting, since the parameter space is a non-
Mathematics and Mechanics of Solids 00: 000000, 2008 DOI: 10.1177/1081286507087150
1 _SAGE Publications 2008
Los Angeles, London, New Delhi and Singapore
Figures 1, 2 appear in color online: http://mms.sagepub.com
Mathematics and Mechanics of Solids OnlineFirst, published on March 11, 2008 as doi:10.1177/1081286507087150
Copyright 2008 by SAGE Publications.
2 M. S. GOCKENBACH and A. A. KHAN
reflexive Banach space, the analysis becomes more involved. The reader is referred to [3]
and [4] for some instances where BV seminorm regularization has been successfully em-
ployed and discontinuous coefficients have been estimated. This field is dynamic and several
interesting approaches are in making.
Recently, in Part 1 of this paper [5], we presented an abstract framework for elliptic
inverse problems. We have applied our theoretical results to identify discontinuous Lam
parameters in linear elasticity. In this work we continue the development of the abstract
framework. We begin by describing the general nature of the problems we address.
Most of the work on parameter identification has been in the context of the standard
scalar elliptic boundary value problem (BVP) (see [6])
V (qVu) = f in O, (1a)
u = 0 on cO. (1b)
where the problem is to estimate q from a measurement of u. In this context, there have
been mainly two approaches for attacking the corresponding inverse problem. The first ap-
proach reformulates the inverse problem as an optimization problem and then employs some
suitable method for the solution. The second approach treats (1) as a hyperbolic first order
partial differential equation in q. Furthermore, the approach of reformulating (4) as an opti-
mization problem is divided into two possibilities, namely either formulating the problem as
an unconstrained optimization problem or treating it as a constrained optimization problem
in which the PDE itself is the constraint. In [5], we began to study common features of ellip-
tic inverse problems by establishing an abstract framework based on the output least-square
approach, which formulates the inverse problem as an unconstrained minimization problem.
In this paper we extend the abstract framework for solving elliptic inverse problem by
employing an augmented Lagrangian method. In Ito and Kunisch [7], the augmented La-
grangian approach was used to give an effective scheme for the recovery of smooth co-
efficients. Recently, Chen and Zou [3] have extended the work of Ito and Kunisch to recover
discontinuous coefficients. In the present paper, we propose and analyze an abstract aug-
mented Lagrangian approach to recover smooth as well discontinuous coefficients. Some
examples of PDEs with discontinuities can be found in [8, 9].
The contents of this paper are organized into four sections. We begin, in the next section,
by formulating the inverse problem of an abstract elliptic BVP. Some particular cases are
also discussed. Section 3 is devoted to formulating the constrained minimization problem as
an equivalent saddle point problem. The solvability of the minimization problem and hence
of the saddle point problem is also given in this section. Section 4 deals with the issue of
discretizing the continuous problem. Complete convergence analysis is given in this section.
2. PROBLEM FORMULATION
We begin with by defining an abstract framework for the elliptic inverse problem. Through-
out this work, we suppose that V is a Hilbert space, B is a Banach space, and A is a subset
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 3
of B with nonempty interior. We assume that T : B V V 1 is a trilinear form with
T(a, u, o) symmetric in u, o, and that there exist positive constants o and ] such that
T(a, u, o) _ ]|a|
B
|u|
V
|o|
V
for all u, o V, a A (2)
T(a, u, u) _ o|u|
2
V
for all u V, a A. (3)
Finally, we assume that m is a fixed bounded linear functional on V. Then, by the Riesz
representation theorem, the variational equation
T(a, u, o) = m(o) for all o V (4)
has a unique solution u for each a A. Therefore the mapping F : A V defined by the
condition that u = F(a) is the solution to (4) is well-defined.
In this abstract setting, the inverse problem associated with the direct problem (4) is the
following: Given a measurement of u, say z, estimate the coefficient a which together with
u makes (4) true.
The output least-squares approach to the inverse problem of identifying a from a mea-
surement of u = F(a) would seek to minimize the functional
a
1
2
|F(a) z|
2
defined by an appropriate norm. For example, Falk [10] analyzed the case of the L
2
norm
applied to the scalar problem (1). The H
1
norm is also a possibility.
In [5], we proposed to minimize the functional
a
1
2
T(a, F(a) z, F(a) z), (5)
which seems preferable to other possibilities because it is convex.
In this work we aim to analyze an augmented Lagrangian approach based on a variant
of the above functional. We remark that (5) was motivated by the independent proposals of
Chen and Zou [3] and Knowles [11] of using the a-dependent energy norms in place of the
L
2
or H
1
norm. The work of these authors was in the context of the scalar problem (1).
2.1. Some Special Cases
Let us now discuss some cases which can be recovered from our abstract formulation. We
have mentioned that that most of the works for parameter identification problems are in the
context of the elliptic (1). For example, papers such as [7, 10, 11, 12, 13, 14, 15] have ex-
amined this problem or variations of it. This problem is not only mathematically interesting,
it also appears in numerous industrial applications such as reservoir and underground wa-
ter resources [11]. The books by Banks-Kunisch [1] and by Engl-Hanke-Neubauer [2] are
excellent references for a detailed exposition of the subject.
4 M. S. GOCKENBACH and A. A. KHAN
The variational form of (1) is
_
O
qVu Vo =
_
O
f o for all o H
1
0
(O). (6)
The existence and uniqueness of solutions to (6) follows from the Riesz representation
theorem, given the usual assumptions on q: There exist positive constants k
0
, k
1
such that
k
0
_ q _ k
1
on O.
We write V = H
1
0
(O), B = L
o
(O), and A = {q L
o
(O) : k
0
_ q _ k
1
}, where
k
1
> k
0
> 0 are given. We notice that the trilinear form T : B V V 1 given by
T(a, u, o) =
_
O
qVu Vo
then satisfies (2) and (3), where ] = 1 and o > 0 comes from Poincars inequality. In this
setting the functional m is given by m(o) =
_
O
f o.
There has also been some work on extending various techniques from the papers cited
above to inverse problems involving other elliptic BVPs, especially the system of linear,
isotropic elasticity:
V o = f in O, (7a)
o = 2e
u
.tr (e
u
) I, (7b)
u = 0 on I
1
, (7c)
on = h on I
2
. (7d)
Here cO = I
1
'I
2
is a partition of the boundary of O, n is the outward-pointing unit normal
to cO, and
e
u
=
1
2
_
Vu Vu
T
_
.
The problem in this case is to estimate and ., the Lam moduli. In recent years, this
problemhas been studied in the context of applications in biomedical imaging. The following
papers address this inverse problem: [16, 17, 18, 19, 20, 21, 22, 23, 24].
The variational form of (7) is
_
O
{2e
u
e
o
.tr (e
u
) tr (e
o
)} =
_
O
f o
_
I
2
h o for all o V, (8)
where V =
_
o
_
H
1
(O)
_
2
: o = 0 on I
1
_
.
The variational equation (8) can also be expressed in terms of a trilinear formby defining
T(, u, o) =
_
O
{2e
u
e
o
.tr (e
u
) tr (e
o
)} ,
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 5
where = (, .), and
m(o) =
_
O
f o
_
I
2
h o.
We write B = (L
o
(O))
2
and A = { = (, .) B : a
0
_ , . _ a
1
} , where a
1
>
a
0
> 0 are given. Then, for any A,
T(, u, o) = m(o) for all o V
has a unique solution u. The trilinear form T satisfies (2) and (3) where the constant o comes
from Korns inequality and ] = 10 will work.
Related problems that may be of interest include the matrix conductivity problem, in
which the scalar function q in (1) is replaced by a matrix, and elasticity systems such as (7)
but with a more general stressstrain law relating o and e (to replace (7c)).
3. THE SADDLE POINT PROBLEM
By the Riesz representation theorem, there is an isomorphism E : V V
-
defined by
(Eu)(o) = ,u, o)
V
for every o V.
For each (a, u) A V, T(a, u, ) m() defines an element of V
-
. We define e(a, u) to
be the pre-image under E of this element:
,e(a, u), o)
V
= T(a, u, o) m(o) for every o V.
We now consider the following constrained optimization problem:
min
(a,o)AV
J(a, o) =
1
2
T(a, o z, o z) (9a)
subject to e(a, o) = 0. (9b)
The only solutions to e(a, o) = 0 are of the form (a, F(a)), so (9) is equivalent to the
problem of minimizing (5). The above problem is in general ill-posed and the functional
J(a, o) should be regularized.
As already mentioned, in elliptic inverse problems, it is of particular interest to estimate
coefficients that are discontinuous or at least rapidly-varying. For this reason, we want any
theory we develop to apply the case of BV-regularization, which has recently been considered
in [15] and [3]. We now briefly discuss the space BV(O) and its norm.
By definition, the total variation of f L
1
(O) is
6 M. S. GOCKENBACH and A. A. KHAN
TV( f ) = sup
__
O
f (V g) : g
_
C
1
0
(O)
_
2
, g(x) _ 1 vx O
_
. (10)
When f belongs to W
1,1
(O), then it is easy to show (by integration by parts) that
TV( f ) =
_
O
V f .
If f L
1
(O) satisfies TV( f ) o, then f is said to have bounded variation, and BV(O) is
defined by
BV(O) =
_
f L
1
(O) : TV( f ) o
_
.
The norm on BV(O) is
| f |
BV(O)
= | f |
L
1
(O)
TV( f ).
The functional TV() is a seminorm on BV(O) and is often called the BV-seminorm.
The (square of the) H
1
(O)-seminorm,
f
2
H
1
(O)
=
_
O
V f V f =
_
O
V f
2
,
is often used as a regularization functional. By contrast with TV(),
H
1
(O)
imposes a
large penalty on large gradients and is therefore appropriate for recovering mildy-varying
coefficients. The BV-seminorm, on the other hand, has been used successfully to recover
sharply-varying images in image processing, and, as mentioned above, has recently been
applied to elliptic inverse problems. For details on the functions of bounded variations, we
refer to the text by Giusti [25].
We use the following properties of BV(O) and L
o
(O):
1. L
o
(O) is continuously embedded in L
1
(O) (so | |
L
o
(O)
is stronger than | |
L
1
(O)
).
2. BV(O) is compactly embedded in L
1
(O).
To continue the development of the abstract theory, we therefore assume that:
1. The Banach space B (corresponding to L
o
(O) in the scalar case) is continuously embed-
ded in a larger Banach space L.
2. There is another Banach space X (corresponding to BV(O) in the scalar case) that is
compactly embedded in L. The norm on X is defined by
| f |
X
= | f |
L
f
X
,
where
X
is a seminorm.
3. The subset A (the domain of the solution operator F) is a closed and bounded subset of
B X, and A is also closed in L.
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 7
In dealing with the scalar elliptic inverse problem, the Lebesgue dominated convergence
theorem and the CauchySchwartz inequality play a decisive role. In our abstract develop-
ment, these two results motivate the following assumptions on the trilinear form T(, , ).
We will assume that L is a space of real-valued functions and that
T(a, u, o) _ [T(a, u, u)]
1,2
[T(a, o, o)]
1,2
for all u, o V, a B. (11)
Moreover, we assume that if {a
k
} is a bounded sequence in B, a
k
0 in L, and u, o are fixed
elements of V, then T(a
k
, u, o) 0. We also need to assume that the following condition
holds for both | |
B
and | |
L
:
|a| _ |a| for all a. (12)
We finally assume that we have a convex and lower semicontinuous functional R : X
1 satisfying the following property:
There exists > 0 such that R( f ) _ f
X
for all f X. (13)
Then we consider the following constrained optimization problem:
min
(a,o)AV
J(a, o) =
1
2
T(a, o z, o z) ,R(a) (14a)
subject to e(a, o) = 0. (14b)
Here R serves the role of a regularizing operator and , > 0 is the regularization parameter.
We begin with stating the following existence theorem.
Theorem 3.1 The constrained minimization problem (14) has a solution.
Proof. The proof can be found in [5]. 1
For r _ 0 and the functional J(, ) given in (14a), we define the augmented Lagrangian
functional 1
r
: A V V 1 as follows:
1
r
(a, o, .) = J(a, o) ,e(a, o), .)
r
2
|e(a, o)|
2
V
. (15)
The following result, which is the main result of this section, establishes the equivalence
between the saddle point problem and the constrained minimization problem (14).
Theorem 3.2 For each r _ 0, a pair (a
-
, o
-
) A V is a solution of (14) if and only if
there exists .
-
V such that (a
-
, o
-
, .
-
) A V V is a saddle point of the augmented
Lagrangian 1
r
. That is
1
r
(a
-
, o
-
, .) _ 1
r
(a
-
, o
-
, .
-
) _ 1
r
(a, o, .
-
) v(a, o, .) A V V. (16)
8 M. S. GOCKENBACH and A. A. KHAN
Proof. Let (a
-
, o
-
) A V be a solution of (14). That is,
J(a
-
, o
-
) _ J(a, o) for all (a, o) A V and e(a
-
, o
-
) = 0.
Let us define a set
S = {(J(a, o) J(a
-
, o
-
) s, e(a, o)) 1 V; (a, o) A V, s _ 0}. (17)
In view of the optimality of (a
-
, o
-
), we have S (2 {0
V
}) = u where 2 = {t 1 :
t > 0} and 0
V
is the zero element of V. In fact, if there exists ( p, q) S (2 {0
V
}),
then q = e(a, o) = 0 and J(a, o) J(a
-
, o
-
) for some (a, o) A V. This, however,
contradicts the optimality of (a
-
, o
-
).
In view of Lemma 3.1 and Lemma 3.2, given below, the set S, defined in (17), is solid
convex.
1
Then a well-known separation theorem (see [26]) ensures the existence of function-
als ( p
1
, p
2
) 1 V
-
, not both zero, such that for all (a, o) A V, s _ 0, t 2 we
have
p
1
(J(a, o) J(a
-
, o
-
) s) p
2
(e(a, o)) _ p
1
(t ).
By setting (a, o) = (a
-
, o
-
) in the above inequality, we obtain that p
1
_ 0. We claim that
p
1
> 0. Indeed, if p
1
= 0, then for p
2
= E
1
p
2
V we have
,e(a, o), p
2
) = [T(a, o, p
2
) m( p
2
)] _ 0 v (a, o) A V.
Now, for any a A, let o V be a solution to the following variational problem:
T(a, o, w) = m(w) , p
2
, w) for all w V.
The above two inequalities imply that | p
2
| = |p
2
| = 0, contradicting that (p
1
, p
2
) ,=
(0, 0). Thus p
1
,= 0. By choosing .
-
= p
2
,p
1
, we obtain that
J(a
-
, o
-
) _ J(a, o) (e(a, o), .
-
)
which proves the second inequality in (16). (The first inequality in (16) is trivial.)
Conversely, if (a
-
, o
-
, .
-
) A V V is a saddle point of 1
r
, then it follows from the
first inequality in (16) that e(a
-
, o
-
) = 0
V
and this, in view of the second inequality in (16),
confirms that indeed (a
-
, o
-
) is a minimizer to (14). The proof is complete. 1
In the following two results, we give some properties of the set S, defined in (17), which
have been used in the above proof.
Lemma 3.1 The set S has a nonempty topological interior.
Proof. Given arbitrary s
0
> 0, we claim that (s
0
, 0) int(S). Indeed, let o > 0 be arbitrary
and let (s, p) satisfy s s
0
|p|
V
_ o. For this p V, we consider
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 9
T(a
-
, o, w) = m(w) , p, w) for all w V. (18)
For the pairs (a
-
, o
-
) and (a
-
, o), where o V is a solution of (18), we have
2J(a
-
, o
-
) 2J(a
-
, o) = T(a
-
, o
-
z, o
-
z) T(a
-
, o z, o z)
= T(a
-
, o
-
z, o
-
z) T(a
-
, o
-
z, o z)
T(a
-
, o o
-
, o z)
= T(a
-
, o
-
z, o
-
o) T(a
-
, o z, o
-
o)
= T(a
-
, o
-
o, o
-
o 2z).
Consequently
J(a
-
, o
-
) J(a
-
, o) _ c
1
|o
-
o| |o
-
o 2z|.
In view of the optimality of (a
-
, o
-
) and (18), we have
|o
-
o| _ o
1
|p|
V
|o
-
| _ o
1
|m|
V
-
Combining the above three inequalities yields
J(a
-
, o
-
) J(a
-
, o) _ c
2
o, (19)
where c
2
is a constant. Considering
s = s J(a
-
, o
-
) J(a
-
, o)
_ s
0
o c
2
o
Choosing o sufficiently small, we obtain s _ 0. Therefore, with s = J(a
-
, o) J(a, o
-
) s,
we have (s, p) A V. The proof is complete. 1
Lemma 3.2 For any fixed (a
-
, u
-
) A V, the set
S = {(J(a, u) J(a
-
, u
-
) s, e(a, u)) : (a, u) A V, s _ 0}
is a convex subset of 1 V.
Proof. Consider any (r
0
, o
0
), (r
1
, o
1
) S, where
r
i
= J(a
i
, u
i
) J(a
-
, u
-
) s
i
, i = 0, 1,
10 M. S. GOCKENBACH and A. A. KHAN
o
i
= e(a
i
, u
i
), i = 0, 1.
We must show that
(1 o)(r
0
, o
0
) o(r
1
, o
1
) S
for each o (0, 1).
Consider first
(1 o)o
0
oo
1
= (1 o)e(a
0
, u
0
) oe(a
1
, u
1
).
We have
(e(a
i
, u
i
), o)
V
= T(a
i
, u
i
, o) m(o) for all o V,
and therefore
((1 o)e(a
0
, u
0
) oe(a
1
, u
1
), o) = (1 o)T(a
0
, u
0
, o) oT(a
1
, u
1
, o) m(o)
for all o V.
If there exists (a
o
, u
o
) A V such that
(1 o)e(a
0
, u
0
) oe(a
1
, u
1
) = e(a
o
, u
o
),
then
T(a
o
, u
o
, o) m(o) = (e(a
o
, u
o
), o)
V
= ((1 o)e(a
0
, u
0
) oe(a
1
, u
1
), o)
V
= (1 o)T(a
0
, u
0
, o) oT(a
1
, u
1
, o) m(o) for all o V
must hold. We therefore define a
o
= (1 o)a
0
oa
1
and u
o
to be the unique solution to the
following variational equation:
T(a
o
, u
o
, o) = (1 o)T(a
0
, u
0
, o) oT(a
1
, u
1
, o) for all o V. (20)
We notice that, when o = 0, the solution to (20) is u
0
and similarly for o = 1, so the notation
u
o
is consistent for 0 _ o _ 1.
It now suffices to show that
(1 o) (J(a
0
, u
0
) J(a
-
, u
-
) s
0
) o (J(a
1
, u
1
) J(a
-
, u
-
) s
1
)
= J(a
o
, u
o
) J(a
-
, u
-
) s
o
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 11
for some s
o
_ 0. The previous equation is equivalent to
(1 o)J(a
0
, u
0
) oJ(a
1
, u
1
) (1 o)s
0
os
1
= J(a
o
, u
o
) s
o
,
or
s
o
= (1 o)J(a
0
, u
0
) oJ(a
1
, u
1
) J(a
o
, u
o
) (1 o)s
0
os
1
.
Since s
0
, s
1
can be any non-negative real numbers and s
o
must be non-negative, it is necessary
and sufficient to prove that
J(a
o
, u
o
) _ (1 o)J(a
0
, u
0
) oJ(a
1
, u
1
),
or, equivalently,
T(a
o
, u
o
z, u
o
z) _ (1 o)T(a
0
, u
0
z, u
0
z) oT(a
1
, u
1
z, u
1
z).
We now define : [0, 1] 1 by
(o) =
1
2
T(a
o
, u
o
z, u
o
z).
To complete the proof, it suffices to show that is convex, which we do by proving that

//
(o) _ 0 for o (0, 1). We first notice that
a
o
= a
1
a
0
and
T(a
o
, u
o
, o) = (1 o)T(a
0
, u
0
, o) oT(a
1
, u
1
, o) for all o V
= T( a
o
, u
o
, o) T(a
o
, u
o
, o) = T(a
1
, u
1
, o) T(a
0
, u
0
, o) for all o V.
This shows that u
o
is defined by the variational equation
T(a
o
, u
o
, o) = T(a
1
, u
1
, o) T(a
0
, u
0
, o) T(a
1
a
0
, u
o
, o) for all o V. (21)
We also notice that
T(a
1
, u
1
, o) T(a
0
, u
0
, o) = T(a
1
a
0
, u
o
, o) T(a
o
, u
o
, o) for all o V, (22)
which will be useful below.
We now have
12 M. S. GOCKENBACH and A. A. KHAN

/
(o) =
1
2
T( a
o
, u
o
z, u
o
z) T(a
o
, u
o
, u
o
z)
=
1
2
T(a
1
a
0
, u
o
z, u
o
z) T(a
1
, u
1
, u
o
z) T(a
0
, u
0
, u
o
z)
T(a
1
a
0
, u
o
, u
o
z)
= T(a
1
, u
1
, u
o
z) T(a
0
, u
0
, u
o
z)
1
2
T(a
1
a
0
, u
o
, u
o
z)

1
2
T(a
1
a
0
, z, u
o
z)
= T(a
1
, u
1
, u
o
z) T(a
0
, u
0
, u
o
z)
1
2
T(a
1
a
0
, u
o
z, u
o
z)
= T(a
1
, u
1
, u
o
z) T(a
0
, u
0
, u
o
z)
1
2
T(a
1
a
0
, u
o
, u
o
)

1
2
T(a
1
a
0
, z, z).
It then follows that

//
(o) = T(a
1
, u
1
, u
o
) T(a
0
, u
0
, u
o
) T(a
1
a
0
, u
o
, u
o
)
= T(a
1
a
0
, u
o
, u
o
) T(a
o
, u
o
, u
o
) T(a
1
a
0
, u
o
, u
o
)
= T(a
o
, u
o
, u
o
) _ 0,
where we use (22). This completes the proof. 1
By employing the notion of the augmented Lagrangian, we have formulated the con-
strained minimization problem into an equivalent saddle problem. The next step is to solve
this saddle point problem to obtain an estimate for the required coefficient. To attain this
goal, we discretize the continuous saddle point problem and show that, in a certain sense,
solutions of the discretized problems converge to a solution of the continuous problem.
4. FINITE-DIMENSIONAL APPROXIMATION
To solve either the forward or inverse problem, discretization is required. In the examples
we have in mind, finite element discretization will be used. For the sake of the abstract
development, we assume that {V
k
} is a sequence of finite-dimensional subspaces of V and,
for each k, P
k
: V V
k
is a projection operator. We assume that V
k
and P
k
have the property
that
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 13
for all o V, |o P
k
o|
V
0 as k o. (23)
We similarly assume that {B
k
} is a sequence of finite-dimensional subspaces of B and define
A
k
= B
k
A.
Moreover, we need to assume that
o

k=1
A
k
,= u. (24)
The necessary approximation properties of the spaces A
k
are described by the following
assumption: For any a A, there exists a sequence {a
k
} such that
a
k
A
k
for all k, (25a)
a
k
a in L, (25b)
R(a
k
) R(a). (25c)
The above condition is motivated by the properties of the BV seminorm and the approxima-
tion properties of the BV spaces (see [3, 25]). We define the discretized solution operator
F
k
: A V
k
by the condition that u = F
k
(a) is the unique solution of the variational
problem:
T(a, u, o) = m(o) for all o V
k
.
We also consider the finite-dimensional analogue e
k
of the operator E defined as follows:
,e
k
(a
k
, o
k
), w) = T(a
k
, o
k
, w) m(w) for all w V
k
. (26)
The inverse problem is discretized by defining J
(k)
: A
k
V
k
1 by
J
(k)
0
(a, u) =
1
2
T(a, o z, o z).
We consider
min
(a,o)A
k
V
k
J
(k)
(a, u) = J
(k)
0
(a, u) ,R
(k)
(a) (27a)
subject to e
k
(a, o) = 0. (27b)
Here R
(k)
: B
k
1 is a finite-dimensional version of the regularizing operator which is
assumed to be convex and lower semicontinuous and satisfy
a
k
A
k
for all k = R
k
(a
k
) R(a
k
) 0. (28)
14 M. S. GOCKENBACH and A. A. KHAN
For r _ 0, the discretized augmented Lagrangian L
(k)
r
: A
k
V
k
V
k
1 is defined as
L
(k)
r
(a
k
, o
k
,
k
) = J
(k)
(a
k
, o
k
) ,e
k
(a
k
, o
k
),
k
)
r
2
|e
k
(a
k
, o
k
)|
2
V
. (29)
We have the following finite-dimensional version of Theorem 3.2.
Theorem 4.1 For each r _ 0, a pair (a
-
k
, o
-
k
) A
k
V
k
is a solution of (27) if and only if
there exists .
-
k
V such that (a
-
k
, o
-
k
, .
-
k
) A
k
V
k
V
k
is a saddle point of the discretized
augmented Lagrangian L
(k)
r
, that is, for all (a
k
, o
k
, .
k
) A
k
V
k
V
k
, we have
L
(k)
r
(a
-
k
, o
-
k
, .
k
) _ L
(k)
r
(a
-
k
, o
-
k
, .
-
k
) _ L
(k)
r
(a
k
, o
k
, .
-
k
). (30)
Proof. The proof is the same as for Theorem 3.2. 1
The following result is useful.
Lemma 4.1 Suppose (a
k
, o
k
) A
k
V
k
for all k and suppose a
k
a in L.
(a) If o
k
o in V, then e(a
k
, o
k
) e(a, o) in V.
(b) o
k
o weakly in V, then e
k
(a
k
, o
k
) e(a, o) weakly in V.
Proof. The proof of this result relies on the abstract assumptions imposed on the trilinear
form and can be found in [5]. 1
The following is the main result of this section.
Theorem 4.2 For each r _ 0, for each subsequence of the saddle points
_
(a
-
k
, o
-
k
, .
-
k
)
_
k3
of L
(k)
r
there exists a subsequence, still denoted by
_
(a
-
k
, o
-
k
, .
-
k
)
_
k3
, with a
-
k
a
-
in L,
o
-
k
o
-
weakly in V and .
-
k
.
-
weakly in V such that (a
-
, o
-
, .
-
) is a saddle point of
1
r
.
Proof. Assume that (a
-
k
, o
-
k
, .
-
k
) A
k
V
k
V
k
is a saddle point of L
(k)
r
, that is,
L
(k)
r
(a
-
k
, o
-
k
; .
k
) _ L
(k)
r
(a
-
k
, o
-
k
; .
-
k
) _ L
(k)
r
(a
k
, o
k
; .
-
k
) for all (a
k
, o
k
, .
k
) A
k
V
k
V
k
.
The first inequality above implies that e(a
-
k
, o
-
k
) = 0
V
and hence we have
J(a
-
k
, o
-
k
) _ J(a
k
, o
k
) ,e
k
(a
k
, o
k
), .
-
k
)
r
2
|e(a
k
, o
k
)|
2
V
for every (a
k
, o
k
) A
k
V
k
. (31)
Since a
-
k
A
k
, |a
-
k
|
L
is bounded uniformly by assumption, and from |o
-
k
|
V
_ o
1
|m|
V
- it
follows that |a
-
k
|
L
|o
-
k
|
V
_ C. In order to show that {.
-
k
} is also bounded, we proceed as
follows. For any c > 0, choose o
k
V
k
so that
e(a
-
k
, o
k
) = c .
-
k
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 15
which implies that
,c.
-
k
, w)
V
= T(a
-
k
, o
k
, w) m(w) for all w V
k
. (32)
By choosing w = c .
-
k
, we obtain
,c.
-
k
, c.
-
k
)
V
= T(a
-
k
, o
k
, c.
-
k
) m(c.
-
k
)
or
T(a
-
k
, o
k
, .
-
k
) m(.
-
k
) = c|.
-
k
|
2
V
. (33)
By choosing a
k
= a
-
k
in (31), for all o
k
V
k
, we have
1
2
T(a
-
k
, o
-
k
z, o
-
k
z) _
1
2
T(a
-
k
, o
k
z, o
k
z) T(a
-
k
, o
k
, .
-
k
) m(.
-
k
)
r
2
|e(a
-
k
, o
k
)|
2
V
.
The above inequality, in view of (33), implies that
1
2
T(a
-
k
, o
-
k
z, o
-
k
z) _
1
2
T(a
-
k
, o
k
z, o
k
z)
_
r c
2
2
c
_
|.
-
k
|
2
V
.
Therefore
_
c
rc
2
2
_
|.
-
k
|
2
V
_
1
2
T(a
-
k
, o
k
z, o
k
z)
1
2
T(a
-
k
, o
-
k
z, o
-
k
z)
_
1
2
T(a
-
k
, o
k
z, o
k
z)
_
]
2
|a
-
k
|
B
|o
k
z|
2
V
_ ]|a
-
k
|
B
_
|o
k
|
2
V
|z|
2
V
_
. (34)
Now we need to bound {o
k
}. Once again, by choosing w = o
k
in (32) we obtain that
T(a
-
k
, o
k
, o
k
) = m(o
k
) ,c.
-
k
, o
k
)
V
which implies
|o
k
|
V
_ o
1
|m|
V
- c|.
-
k
|
V
.
Therefore
|o
k
|
2
V
_
_
o
1
|m|
V
- c|.
-
k
|
V
_
2
_ 2 o
2
|m|
2
V
-
2c
2
|.
-
k
|
2
V
.
16 M. S. GOCKENBACH and A. A. KHAN
By choosing c sufficiently small, and combining the above inequality with (34), we obtain
|.
-
k
| _ C.
Therefore, we have shown that {(a
-
k
, o
-
k
, .
-
k
)} B V V is a bounded sequence.
Consequently, we obtain a subsequence of {(a
-
k
, o
-
k
, .
-
k
)}, still denoted by {(a
-
k
, o
-
k
, .
-
k
)}, such
that for some (a
-
, o
-
, .
-
) L V V, we have
a
-
k
a
-
in L; (35a)
o
-
k
o
-
weakly in V; (35b)
.
-
k
.
-
weakly in V. (35c)
The above convergence, in view of Lemma 4.1 further implies that
e(a
-
k
, o
-
k
) e(a
-
, o
-
), weakly in V.
Since e(a
-
k
, o
-
k
) = 0, we get that e(a
-
, o
-
) = 0. Consequently
1
r
(a
-
, o
-
; .) _ 1
r
(a
-
, o
-
; .
-
) for all . V. (36)
Notice that, in view of (28), we have
J(a
-
, o
-
) =
1
2
T(a
-
, o
-
z, o
-
z) , R(a
-
)
_ lim inf
k0
1
2
T(a
-
k
, o
-
k
z, o
-
k
z) , lim inf
k0
R
(k)
(a
-
k
)
_ lim inf
k0
_
1
2
T(a
-
k
, o
-
k
z, o
-
k
z) , R
(k)
(a
-
k
)
_
_ lim inf
k0
J
(k)
(a
-
k
, o
-
k
). (37)
In the above we have used that
lim
ko
1
2
T(a
-
k
, o
-
k
z, o
-
k
z) =
1
2
T(a
-
, o
-
z, o
-
z).
Let a A and o V be arbitrary. By the assumption there exists {a
k
} such that a
k
a in
| |
L
. We set (a
k
, o
k
) = (a
k
, P
k
o) A
k
V
k
in (31) to obtain:
J
(k)
(a
-
k
, o
-
k
) _ J
(k)
(a
k
, P
k
o) ,e
k
(a
k
, P
k
o), .
-
k
)
r
2
|e(a
k
, P
k
o)|
2
V
. (38)
Passing the above inequality to k 0, and taking into account (37), we obtain that
J(a
-
, o
-
) _ J(a, o) ,e(a, o), .
-
)
r
2
|e(a, o)|
2
V
.
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 17
Consequently,
L
r
(a
-
, o
-
; .
-
) = J(a
-
, o
-
) _ L
r
(a, o; .
-
) for all (a, o) A V.
This along with (31) completes the proof. 1
We shall use the following Uzawa type algorithm to solve (30).
Algorithm 1: Let .
0
V
k
be known. For n _ 0 and a known .
n
, we compute (a
n
, o
n
)
A
k
V
k
by solving
L
(k)
r
(a
n
, o
n
, .
n
) _ L
(k)
r
(a
k
, o
k
, .
n
) for all (a
k
, o
k
) A
k
V
k
(39)
and update .
n
by
.
n1
= .
n
k
n
e(a
n
, o
n
), k
n
> 0. (40)
The following result proves the convergence properties of the above algorithm.
Theorem 4.3 For n 3, assume that 0 k _ k
n
_ k r. Then for each subse-
quence of a sequence computed by Algorithm 1, there exists a subsequence, still denoted by
_
(a
-
k
, o
-
k
, .
-
k
)
_
k3
, with a
-
k
a
-
in L, o
-
k
o
-
weakly in V and .
-
k
.
-
weakly in V, so
that (a
-
, o
-
, .
-
) is a saddle point of L
(k)
r
.
Proof. Let (a
-
k
, o
-
k
, .
-
k
) be a saddle-point of L
(k)
0
, that is
L
(k)
0
(a
-
k
, o
-
k
, .
k
) _ L
(k)
0
(a
-
k
, o
-
k
, .
-
k
) _ L
(k)
0
(a
k
, o
k
, .
-
k
) for all (a
k
, o
k
, .
k
) A
k
V
k
V
k
.
In view of the inequality
L
(k)
0
(a
-
k
, o
-
k
,
k
) _ L
(k)
0
(a
-
k
, o
-
k
, .
-
k
)
we infer that
e
k
(a
-
k
, o
-
k
) = 0.
This, in view of the second inequality
L
(k)
0
(a
-
k
, o
-
k
, .
-
k
) _ L
(k)
0
(a
k
, o
k
, .
-
k
)
implies that
J
(k)
(a
-
k
, o
-
k
) _ J
(k)
(a
k
, o
k
) ,e
k
(a
k
, o
k
), .
-
k
) for all (a
k
, o
k
) A
k
V
k
. (41)
By choosing (a
k
, o
k
) = (a
-
k
, o
-
k
) in (39) we obtain
18 M. S. GOCKENBACH and A. A. KHAN
L
(k)
r
(a
n
, o
n
, .
n
) = J
(k)
(a
n
, o
n
) ,e
k
(a
n
, o
n
), .
n
)
r
2
|e
k
(a
n
, o
n
)|
2
_ L
(k)
r
(a
-
k
, o
-
k
, .
n
)
= J
(k)
(a
-
k
, o
-
k
)
_ J
(k)
(a
n
, o
n
) ,e
k
(a
n
, o
n
), .
-
k
)
where the last inequality comes from using (41). Consequently
,e
k
(a
n
, o
n
), .
n
.
-
k
)
r
2
|e
k
(a
n
, o
n
)|
2
_ 0. (42)
We set ]
n
= .
n
.
-
k
which results in the relation
]
n1
= .
n1
.
-
k
= {.
n
k
n
e(a
n
, o
n
)} .
-
k
= ]
n
k
n
e(a
n
, o
n
).
The above identity further yields
,e(a
n
, o
n
), ]
n
) =
1
k
n
_
,]
n1
]
n
, ]
n
)
_
=
1
2k
n
_
|]
n1
|
2
|]
n
|
2
k
2
n
|e(a
n
, o
n
)|
2
_
The above estimate, in view of (42), implies that
1
2k
n
_
|]
n1
|
2
|]
n
|
2
_
_
1
2
(k
n
r)|e(a
n
, o
n
)|
2
. (43)
If we choose 0 k
n
r then
1
2k
n
_
|]
n1
|
2
|]
n
|
2
_
_ 0
which ensures that
|]
n1
|
2
_ |]
n
|
2
.
Therefore, the sequence {|]
n
|
2
} is monotonically nonincreasing. This, in view of (43), en-
sures that
|e(a
n
, o
n
)|
2
0. (44)
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 19
By choosing (a
k
, o
k
) = (a
-
k
, o
-
k
) in (39), we obtain
J
(k)
(a
n
, o
n
) _ J
(k)
(a
-
k
, o
-
k
) ,e
k
(a
n
, o
n
), .
n
) _ C
where C is some constant which is independent of n.
In view of the definition of J
(k)
(a
n
, o
n
) and the inequality J
(k)
(a
n
, o
n
) _ C, we obtain
|a
n
|
B
|o
n
|
V
_ C.
Therefore, we have shown that {(a
n
, o
n
, .
n
)} is a bounded sequence in A
k
V
k
V
k
. We
have a subsequence {(a
n
, o
n
, .
n
)} such that
a
n
a
-
in L; (45a)
o
n
o
-
weakly in V; (45b)
.
n
.
-
weakly in V (45c)
for some (a
-
, o
-
, .
-
) A
k
V
k
V
k
.
From Lemma 4.1 and (44), we obtain that e
k
(a
-
, o
-
) = 0. Finally passing the limit
n o in (39), we deduce that
L
(k)
r
(a
-
, o
-
, .
-
) _ L
(k)
r
(a
k
, o
k
) (a
k
, o
k
) B
k
V
k
.
This, however, implies that (a
-
, o
-
, .
-
) A
k
V
k
V
k
is a saddle point of L
(k)
r
. 1
5. NUMERICAL EXAMPLES
In the following we show the numerical feasibility of the augmented Lagrangian approach
by presenting two examples, one for smooth Lam moduli and one for nonsmooth.
5.1. Example 1
We consider an isotropic elastic membrane occupying the unit square O = (0, 1) (0, 1).
The exact Lam moduli are . = 1 and = 1 _
S
, where S = {(x, y) S : y _ 0.5}
and _
S
is the intex function of S. That is, is the discontinuous function whose value is 2
on S and 1 on the rest of O. We perform one experiment of stretching the membrane by
a boundary traction h and measuring the resulting displacement u. The boundary traction
chosen is
h =
1
10
_
1 1
1 1
_
n,
where n is the outward point unit normal to cO. This traction is applied to the bottom, left,
and right edges of the membrane, while the top edge (y = 1) is fixed by a Dirichlet condition.
20 M. S. GOCKENBACH and A. A. KHAN
Figure 1. The exact coefficients (top left) and the estimated (bottom left) on a mesh with 1156
elements. The plots on the bottom left show the element-wise error and the bottom right show the nodal
error.
In all finite element computations for this example, we use a sequence of uniform triangula-
tions on O. The coefficients were identified in a finite-dimensional space of dimension 613
on a mesh with 1156 triangles. On the other hand the dimension of u was 2346. The discrete
L
2
error between the exact and the computed was 0.07. The discrete L
2
error between
the exact . and the computed . was 0.0082.
These results seem quite satisfactory. We remark that the discontinuous coefficient was
identified quite accurately, except along the line of discontinuity.
5.2. Example 2
In this example the Lam parameters are smooth functions. As previously we consider an
isotropic elastic membrane occupying the unit square O = (0, 1) (0, 1) and the exact
Lam moduli are
(x, y) = 1 x y
.(x, y) = x.
AN ABSTRACT FRAMEWORK FOR ELLIPTIC INVERSE PROBLEMS 2 21
Figure 2. The exact coefficients (top left) and the estimated (bottom left) on a mesh with 1024
elements. The plots on the bottom left show the element-wise error and the bottom right show the nodal
error.
We perform another experiment of stretching the membrane by a boundary traction h given
by
h(x, y) = 0.02(6 6x, 6 10x)
T
on the bottom edge
h(x, y) = 0.02(8 2y, 12 6y)
T
on the left edge
h(x, y) = 0.02(2 2y, 6 6y)
T
on the right edge
The membrane is fixed on the top edge by a Dirichlet boundary condition. Then the exact
displacement u = (u
1
, u
2
) is given by
u
1
(x, y) = 0.02(x 6y)
u
2
(x, y) = 0.06y.
22 M. S. GOCKENBACH and A. A. KHAN
The coefficients were identified in a finite-dimensional space of dimension of 545 on a mesh
with 1024 triangles. On the other hand the dimension of u was 2080. The discrete L
2
error
between the exact and the computed was 0.0007. The discrete L
2
error between the
exact . and the computed . was 0.0009. The H
1
seminorm regularization was used and the
regularization parameter was 10
7
.
6. CONCLUDING REMARKS
The analysis presented in this paper shows that the augmented Lagrangian method, which
has already been shown to be effective for problems with smooth coefficients, can be used
to estimate discontinuous coefficients in elliptic boundary value problems. Moreover, the
results are valid in a setting that encompasses any elliptic inverse problem based on inte-
rior measurements, including the system of linear isotropic elasticity and more complicated
linearly elastic systems.
NOTE
1. A set is termed as solid if it has a nonempty topological interior.
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