Mathematical Problems in Engineering

Volume 2016 (2016), Article ID 3543571, 18 pages

http://dx.doi.org/10.1155/2016/3543571

## Space-Dependent Sobolev Gradients as a Regularization for Inverse Radiative Transfer Problems

^{1}Laboratoire de Thermocinétique de Nantes (LTN), UMR CNRS 6607, Université de Nantes, rue C. Pauc, BP 50609, 44306 Nantes Cedex 3, France^{2}Chaire de Recherche Industrielle en Technologies de l'énergie et en Efficacité Énergétique (T3E), Ecole de Technologie Supérieure, 1100 rue Notre-Dame Ouest, Montréal, Canada H3C 1K3

Received 12 January 2016; Accepted 7 March 2016

Academic Editor: Maria Gandarias

Copyright © 2016 Y. Favennec et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

Diffuse optical tomography problems rely on the solution of an optimization problem for which the dimension of the parameter space is usually large. Thus, gradient-type optimizers are likely to be used, such as the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm, along with the adjoint-state method to compute the cost function gradient. Usually, the -inner product is chosen within the extraction procedure (i.e., in the definition of the relationship between the cost function gradient and the directional derivative of the cost function) while alternative inner products that act as regularization can be used. This paper presents some results based on space-dependent Sobolev inner products and shows that this method acts as an efficient low-pass filter on the cost function gradient. Numerical results indicate that the use of Sobolev gradients can be particularly attractive in the context of inverse problems, particularly because of the simplicity of this regularization, since a single additional diffusion equation is to be solved, and also because the quality of the solution is smoothly varying with respect to the regularization parameter.

#### 1. Introduction

Diffuse optical tomography (DOT) consists in reconstructing the spatial radiative property distributions of an optically thick participating (absorbing and scattering) medium, , from optical measurements collected at the border of [1–3]. This inverse problem has been a surge of interest since the middle of the nineties, due to better theoretical understanding in radiative transfer; improvements in light detection and control of light sources; and the increase of the computing resource performances. This optical diagnostic technique is mainly driven by potential applications in biological tissues imaging although it can be used for nondestructive testing in industrial processes [4, 5] or the characterization of complex semitransparent media such as cellular foams with spatially varying porosities or fiber reinforced thermoplastic composites with inhomogeneity in the fibers distribution. In this domain, the characterization has often been limited to the reconstruction of constant absorption and scattering coefficients and anisotropy factor of the phase function, considering the unidimensional radiative transfer equation (RTE) as forward model [6].

Biomedical applications of the DOT include imaging of finger joints [7], breast imaging [8, 9], neuroimaging of humans [10–12], or small-animal imaging [13] to name but a few. In this context, near-infrared light is used in order to take advantage of the so-called therapeutic window (600–900 nm) in which tissues have low absorption. According to the application, RTE has to be considered as forward model [14–19], diffuse approximation (DA) may be applied [8, 12, 20–23], or hybrid model is employed [24–28]. This paper deals with two very different forward models, namely, the bidimensional steady-state RTE and the three-dimensional frequency DA, in order to gauge the potential ability of the introduced regularization with the different models.

The evaluation of space-distributed physical properties from the knowledge of measurements is an inverse problem as opposed to forward problems where the state is computed from the knowledge of properties, boundary conditions, and so forth. Such inverse problems are usually difficult to solve due to their ill-posed nature [29].

The solution of the inverse problem is obtained through the minimization of a cost function that measures the misfit between the predictions (solution of the forward problem) and some experimental measurements. Though zero-order optimization methods may be used for relatively similar problems [31, 32], gradient-type methods are dealt with in this paper because of the large dimension of the parameter space. Due to the ill-posed nature of the inverse problem, unstable solutions may be obtained if no regularization is performed.

In order to cope with such instabilities, the ordinary Tikhonov approach consists in assuming that the properties are subject to a minimal norm in a given vectorial space which leads to enhancing the* a priori* regularity of the properties [33, 34]. This approach relies on the penalization of the cost function adding prior information on the properties to be recovered. However, the weight associated with the penalization function must be chosen carefully. Indeed, a too small value for the penalization function leads to a small cost function but with high property variations, while too high values lead to small property variations about priors but with a high resulting cost function value at the optimum. The compromise minimizing both the cost function and the property variations may be performed according to the construction of the so-called L-curve as suggested by Hansen and O’Leary [35]. Even though, for appropriate penalization, the optimal Tikhonov parameter has been found to be quasi-independent of the parameter space dimension [36], the construction of such curve, searching its convex corner location, is likely to necessitate a large number of inverse problem solutions for plenty of penalization function weights. Furthermore, it is now well known that the Tikhonov regularization is to be used only together with matrix-inversion-based optimizers, but not with BFGS-like optimizers because these do not rely on matrix inversion [19, 23].

Appropriate parameterization for the space-dependent properties may also affect the solution regularity. As a matter of fact, the amount of measurements data is likely to be insufficient to retrieve the large amount of parameters when considering, at the end, the discrete optimization problem on a fine grid. Thus, regularization by reduction of the dimension of the parameter space could be employed, which consists in searching the physical properties projected on a coarse finite element grid, as suggested for instance in [37], and applied for optical tomography applications in [23].

This paper focuses on a different strategy to improve the reconstruction of space-distributed parameters when the data is corrupted by noise. The proposed strategy filters the effect of the noise, not on the data as it is done for instance when using the mollification method [29, 38], but on the cost function gradient itself. This means that the optimization is not modified at all since the original cost function remains the same. It also means that the data is not modified: the whole information contained within the experimental data is integrated within the cost function to be minimized. As a matter of fact, several inner products are to be defined when considering the inverse optimization problem. According to Protas [39], each of them (cost function definition, adjoint identity, and gradient extraction after defining the space used in the definition relationship between the cost function derivative and its gradient) may somehow yield to a particular regularization opportunity. The noise present in the measurements data propagates through the adjoint problem and then to the cost function gradient from which the directions of descent are computed to supply the optimizer. The propagation of the noise induces high variations of the cost function gradient with respect to what the gradient would be without noise. The idea is thus to somehow apply a low-pass filter to the cost function gradient, exactly where the noise is the highest. This is done choosing the space-dependent weighted Sobolev inner product definition when extracting the cost function gradient rather than the ordinary Hilbert inner product. Note that space-independent Sobolev inner products have been used in other situations, in image treatment (e.g., [40]), in partial differential equations (PDEs), in energy minimization (e.g., [41]), and in boundary conditions reconstruction with accurate final time [42, 43].

The underlying application of this study is optical tomography, that is, the reconstruction of radiative properties from light intensity measurements on some parts of the boundary. The paper is therefore organized as follows. Section 2 gives the theoretical bases for extracting the cost function gradients when the cost function is expressed in terms of a state which is solution of some PDEs. This section is written in a concise way, following [44], such that the results can be easily transposed to other practical applications. Also, only the continuous equations are dealt with, for the states, the adjoints, and the gradients. This “differentiate-then-discretize” approach has the advantage of versatility when considering afterwards different discretization choices (one for the states, one for the physical properties, etc.). The cost function gradient is then extracted firstly in a general framework using the ordinary -inner product and then using space-independent and finally space-dependent Sobolev inner products. Section 3 presents application of space-dependent Sobolev gradients for the inverse problem of optical tomography in which the forward model is the RTE. The continuous cost function gradient is fully derived and numerical tests are performed for several levels of noise. As the Sobolev filter is chosen to follow an exponential function, only one parameter fully describes the regularization. Next, in Section 4, a very different model, namely, the frequency DA in the three-dimensional case, is considered as forward model of light propagation. For the two models, the quality of the reconstructions is measured quantitatively with the aid of both deviation and correlation factors. Without contest, reconstructions are greatly improved with the space-dependent Sobolev gradients. Finally, Section 5 naturally summarizes the main conclusions and perspectives of the current work.

#### 2. Space-Dependent Sobolev Cost Function Gradient

Let us define the domain of interest and denote the cost function expressed in terms of the state . This cost function may be expressed as the half of the squared norm of a quadratic function based on the discrepancy between some state predictions and the related measurements . The norm is expressed with a complex inner product defined later on for specific applications. Cost function is actually to be minimized with respect to some space-distributed parameters , with , for example (depending on the forward model considered). The generic cost function is given by

The state is related to the parameters through an operator (that is likely to be nonlinear) that combines the partial differential equations along with the boundary conditions, initial condition, and so forth. This operator is denoted as for the state problem. To be concise, one writes down

In order to use efficient optimization algorithms for large-scale inverse problems encountered in distributed parameter estimation, the cost function derivative or rather the cost function gradient has to be computed. To do so, the definition of the directional derivative of towards the direction is used.

*Definition 1 (directional derivative). *Let a point and a direction . The directional derivative of at point in the direction is [45]

The application of the directional derivative (3) on the cost function (1) leads to the equalityand, because of the linearity of with respect to ,

The inner product involved in the right-hand side of (5) will be also defined later on, when necessary. That is, in this inner product, regularization should be introduced.

The differentiation of the state problem in the direction yields the directional derivative that can further be injected into the inner product (4). The state equation being given by (2), the derivative of towards the direction is written aswhere is the tangent operator, that is, the Jacobian of with respect to , and is the Jacobian of with respect to . Using this basic approach, one needs integrations of (6) to access the full gradient for a fully discretized problem. When is large, which is likely to be the case when recovering space-distributed parameters, this approach becomes inefficient even though the computation of the linear tangent operator can be reused for all directions of the canonical basis of .

Following Lions [46] and Céa [47], the adjoint-state method computes the whole cost function gradient through the integration of a single additional adjoint-state problem. A new variable (the adjoint-state variable ) is then introduced so that the cost function derivative also satisfies the relationshipwhere, again, the inner product should be defined later on when necessary. Combining (6) and (7), the cost derivative is rewritten as

The adjoint-state problem is then identified through (4) and (8), such that it satisfies the equality

Next, if the adjoint problem (9) is satisfied (this means that the adjoint-state is accessible), then the cost function gradient is given by the inner product (7). In practice, operators involved in (9) are transposed. The inner product property (with being the transposed conjugate operator of ) gives the adjoint equation concisely written as

As reported by Protas [39], the gradient is identified in a given space for which the metric had been selected. To do so, the two following definitions are needed.

*Definition 2 ( Hilbert space). *ConsiderThis functional space is associated with the inner product:

*Definition 3 ( Sobolev space). *ConsiderThis functional space is associated with the inner product:

Most often, the real inner product for is used to extract the gradient. Combining (5) and (7) with the inner product of Definition 2 gives, after transposing within the right-hand side inner product, the following result:

This way for writing down the cost function gradient is the ordinary one as first suggested by Lions [46] and Céa [47]. However, according to Protas [39], it is suggested to use other inner product definitions due to the poor scaling of the corresponding discrete optimization problem. As reported in [48], the incorporation of such derivatives into the inner product, instead of using the inner product, has the effect of scale-dependent filtering and allows one to extract smoother gradients, thereby preconditioning the optimization process. In some other studies, solving partial differential equations through optimization (see, e.g., the articles of Mahavier [49], Danaila and Kazemi [41], and Majid and Sial [50]), in image treatment (see, e.g., Renka [40]), in boundary conditions reconstruction (see, e.g., Nassiopoulos and Bourquin [42] and Bourquin and Nassiopoulos [43]), or in initial state reconstruction [39], the Sobolev space is used for extracting the cost function gradient. This acts as a preconditioner modifying the direction of descent involved in the gradient-type optimization algorithm. It is shown, for instance, in the study of Danaila and Kazemi [41] that the cost function decrease when solving the PDEs problem can be much higher with the inner product than with the ordinary one.

In the present study, the choice of another inner product comes from the fact that we are faced with dealing with noisy measurements . As a matter of fact, the measurements are noisy by nature. These measures are involved in the cost function definition (1), through a difference with the predictions. The noisy measurements are thus also involved in the forcing term . The noise then propagates through the adjoint equation (10), and then to the cost function gradient (15).

In order to deal with the smoothing of the measurements noise that propagates in the adjoint system and then to the cost function gradient, the weighted Sobolev space is introduced.

*Definition 4 ( weighted Sobolev space inner product). *Consider

*Remark 5. * is the regularization parameter.

This strategy has been applied in bidimensional optical tomography applications based on the radiative transfer equation [19] where it was shown how the diffusion of the noise could attenuate fluctuations and thus give better reconstructions with a moderate parameter .

The strategy that is developed here goes much further: it consists in filtering the cost function gradient where, and only where it is needed, the high frequency fluctuations exist, at the vicinity of the sensors.

In applications considered here, that is, in optical tomography, sensors are located on the boundaries, so that the effect of the noise appears on the boundaries before being diffused through the adjoint-state equation. Thus, the idea is to choose a filtering function whose value is high on the boundary and that continuously decreases within the medium. To do so, one uses the distance function definition.

*Definition 6 (distance function). *Let and ; is the Euclidean distance function to the set if

*Remark 7. *As an example, the filtering function can be written as

This makes the construction of the space-dependent weighted Sobolev space possible.

*Definition 8 ( space-dependent weighted Sobolev space inner product). *Consider

*Remark 9. *With the choice of the filtering function (18), the regularization parameter becomes .

Using the inner product for and if , then there exists a unique such that

Taking into account thatone obtains by identifying termswith a null flux boundary condition; that is, on . At this stage, the application being defined (measurements, state model, etc.), the -norm is given accordingly, and the cost function gradient can be extracted.

*Remark 10. *Due to the inclusion , the space-dependent weighted Sobolev gradient is indeed an acceptable direction of descent for the optimization problem that consists in minimizing (1).

#### 3. Application on 2D RTE-Based Optical Tomography

##### 3.1. Inverse Problem Statement

The inverse problem consists mathematically in minimizing a cost function which quantitatively measures the discrepancy between some optical measurements and related predictions over a set of sources, sensors, and angles of directional integration. In optical tomography, taking into account the reflection at the interface and assuming that the medium is convex, the measurable quantity is the exitance, or portion of it in a given solid angle centered on direction . The related prediction can be written as where is the radiative intensity and the function is the Fresnel reflection factor. In what follows in this section, the border of the medium is assumed to be transparent; that is, . Moreover, the solid angle is assumed to be sufficiently small so that the approximation holds. Therefore, the radiative intensity measurements can be assessed and the cost function (24) mapping from to uses, according to the schematic description of the problem (Figure 1), the specific Euclidean norm:where the index refers to the source (test) number, the index refers to the detection node, and the index refers to the direction. In (24), is the cost function explicitly expressed in terms of the prediction , while is the cost function implicitly expressed in terms of the parameters. This latter function is often called the reduced cost function. According to (1), one has the straightforward correspondence . Note that the scalar in (24) is introduced in order to avoid infinite Dirichlet boundary condition in the adjoint-state problem. For a given source configuration, say the th one, the prediction at the sensor and direction is given through the solution of the forward steady-state radiative transfer problem formulated aswhere is the considered direction of propagation, is the phase function representing the probability that a photon arriving from the direction is scattered to the direction , and are the absorption and scattering space-dependent functions, respectively, and denotes the indicator function.