inverse source estimation problems in magnetostatics€¦ · can be subsequently altered, under...

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Inverse source estimation problems in magnetostatics ERNSI Workshop, Lyon, 2017 Juliette Leblond INRIA Sophia Antipolis (France), Team APICS Joint work with: Laurent Baratchart, Sylvain Chevillard, Doug Hardin, Eduardo Lima, Jean-Paul Marmorat, Dmitry Ponomarev

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Page 1: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Inverse source estimation problems inmagnetostatics

ERNSI Workshop, Lyon, 2017

Juliette Leblond

INRIA Sophia Antipolis (France), Team APICS

Joint work with: Laurent Baratchart, Sylvain Chevillard, Doug Hardin,Eduardo Lima, Jean-Paul Marmorat, Dmitry Ponomarev

Page 2: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Context

APICS team, Inria Sophia Antipolis, France

Earth, Atmospheric & Planetary Sciences Dep., MITCambridge, Massachusetts, USA

Center for Constructive ApproximationVanderbilt University, Nashville, Tennessee, USA

• Planetary sciences, paleomagnetism, remanent magnetization ofancient rocks history and future of Earth magnetic field

• Magnetization not measurable measures of generated magnetic field inverse problems, non destructive inspection

Page 3: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

How do rocks acquire magnetization?

• Igneous rocks (from Earth volcanoes, lava, magma; basalts)

• Thermoremanent magnetization, ferromagnetic particles(small magnets) follow the magnetic field:

• Can be subsequently altered, under high pressure ortemperature

Page 4: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

How do rocks acquire magnetization?

• Igneous rocks (from Earth volcanoes, lava, magma; basalts)

• Thermoremanent magnetization, ferromagnetic particles(small magnets) follow the magnetic field:

• Can be subsequently altered, under high pressure ortemperature

Page 5: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

How do rocks acquire magnetization?

• Igneous rocks (from Earth volcanoes, lava, magma; basalts)

• Thermoremanent magnetization, ferromagnetic particles(small magnets) follow the magnetic field:

• Can be subsequently altered, under high pressure ortemperature

Page 6: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

How do rocks acquire magnetization?

• Igneous rocks (from Earth volcanoes, lava, magma; basalts)

• Thermoremanent magnetization, ferromagnetic particles(small magnets) follow the magnetic field:

• Can be subsequently altered, under high pressure ortemperature

Page 7: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

How do rocks acquire magnetization?

• Igneous rocks (from Earth volcanoes, lava, magma; basalts)

• Thermoremanent magnetization, ferromagnetic particles(small magnets) follow the magnetic field:

• Can be subsequently altered, under high pressure ortemperature

Page 8: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

How do rocks acquire magnetization?

• Igneous rocks (from Earth volcanoes, lava, magma; basalts)

• Thermoremanent magnetization, ferromagnetic particles(small magnets) follow the magnetic field:

• Can be subsequently altered, under high pressure ortemperature

Page 9: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

SQUID microscope

Scanning magnetic microscopes: (MIT, EAPS)

for weakly magnetized small samples

pedestal + sensorsapphire window

map of the vertical component of the (tiny) magnetic fieldon a rectangular region Q above the sample S

Page 10: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

General schemeThin sample planar (rectangle) S ⊂ R2 ~M = m = (m1,m2,m3)t

support of unknown magnetization (source term) m B3 on Q m on S?

Page 11: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

General schemeThin sample planar (rectangle) S ⊂ R2 ~M = m = (m1,m2,m3)t

support of unknown magnetization (source term) m B3 on Q m on S?

Page 12: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

General schemeThin sample planar (rectangle) S ⊂ R2 ~M = m = (m1,m2,m3)t

support of unknown magnetization (source term) m B3 on Q m on S?

Page 13: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Hawaiian Basalt example magnetization recovery

pictureof thin sample

measures (nT )

of B3 on Q × hestimated

magnetization (Am2)

m on S × 0

knowing ≈ direction of m & after re-magnetization (MIT, EAPS)not always feasible...

Page 14: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Problem setting, B3 = B3[m]

• m generates a magnetic field at x 6∈ S : B[m](x) = −µ0∇U[m](x)

where U[m](x) =1

∫∫S

〈m(y), x − y〉|x − y |3

dy

U scalar magnetic potential, µ0 magnetic constant, ∇ 3D gradient

• measurements b3[m] of vertical component B3[m] = −µ0∂x3U[m]performed on square Q ⊂ R2 at height h (incomplete data)

∂xi partial derivative w.r.t. xi

• inverse problems: from pointwise values of b3[m] on Q recovermagnetization m or net moment 〈m〉 on S

〈m〉 =

〈m1〉〈m2〉〈m3〉

, 〈mi 〉 =

∫∫Smi (y) dy

average, mi ∈ L2(S) ⊂ L1(S), i = 1, 2, 3

Page 15: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Problem setting, B3 = B3[m]

• m generates a magnetic field at x 6∈ S : B[m](x) = −µ0∇U[m](x)

where U[m](x) =1

∫∫S

〈m(y), x − y〉|x − y |3

dy

U scalar magnetic potential, µ0 magnetic constant, ∇ 3D gradient

• measurements b3[m] of vertical component B3[m] = −µ0∂x3U[m]performed on square Q ⊂ R2 at height h (incomplete data)

∂xi partial derivative w.r.t. xi

• inverse problems: from pointwise values of b3[m] on Q recovermagnetization m or net moment 〈m〉 on S

〈m〉 =

〈m1〉〈m2〉〈m3〉

, 〈mi 〉 =

∫∫Smi (y) dy

average, mi ∈ L2(S) ⊂ L1(S), i = 1, 2, 3

Page 16: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Problem setting, B3 = B3[m]

• m generates a magnetic field at x 6∈ S : B[m](x) = −µ0∇U[m](x)

where U[m](x) =1

∫∫S

〈m(y), x − y〉|x − y |3

dy

U scalar magnetic potential, µ0 magnetic constant, ∇ 3D gradient

• measurements b3[m] of vertical component B3[m] = −µ0∂x3U[m]performed on square Q ⊂ R2 at height h (incomplete data)

∂xi partial derivative w.r.t. xi

• inverse problems: from pointwise values of b3[m] on Q recovermagnetization m or net moment 〈m〉 on S

〈m〉 =

〈m1〉〈m2〉〈m3〉

, 〈mi 〉 =

∫∫Smi (y) dy

average, mi ∈ L2(S) ⊂ L1(S), i = 1, 2, 3

Page 17: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Operators

Put X = (x1, x2, x3) ∈ R3

grad = ∇ =

∂x1

∂x2

∂x3

with ∂xi =∂

∂xi

div = ∇· , curl = ∇×

Laplacian = ∆ = div (grad) = ∇ · ∇ = ∂2x2

1+ ∂2

x22

+ ∂2x2

3

Page 18: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Inverse recovery problems

Poisson-Laplace equation with source term in divergence form:Maxwell, magnetostatics, time-harmonic, macroscopic

∆U[m] = ∇ ·m in R3 , supp m ⊂ S × 0

B3 = B3[m] = ∂x3 U[m]

U[m] and B3[m] harmonic functions in x3 > 0

b3[m] = B3[m]|Q×h on Q × h 〈m〉 or m on S × 0 ?

〈m〉 =

∫∫S

m(y) d y ∈ R3, m ∈ L2(S,R3) , b3[m] ∈ L2(Q)

Integral expression for (x1, x2) ∈ Q (also in terms of Poisson and Riesz transforms)

b3 [m] (x1, x2) = −µ0

4π×

∂x3

∫∫S

m1(y) (x1 − y1) + m2(y) (x2 − y2) + m3(y) x3((x1 − y1)2 + (x2 − y2)2 + x2

3

)3/2dy

|x3=h

y = (y1, y2)

Page 19: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Inverse recovery problems

Data: b3 [m] on Q

• net moment 〈mi 〉 estimation:uniqueness, unstability regularization (BEP)

• preliminary step for magnetization recovery (non-uniqueness): mean values 〈mi 〉 of mi on S 〈m〉 direction of m

Page 20: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Inverse recovery problems

• Linear map:

b3 :

L2(S ,R3)→ L2(Q)

m 7→ B3[m]|Q×h = b3[m]

• Magnetization recovery (full inversion): recover m from b3[m] ill-posed (non uniqueness) because Ker b3 6= 0, silent sources

• Moment recovery: well-defined i ∈ 1, 2, 3Ran b3 → R

b3[m] 7→ 〈mi 〉

• Strategy: linear estimator ∀m of given norm, once and for all

find test functions φi ∈ L2(Q) such that 〈φi , b3[m]〉L2(Q)'〈mi 〉 best constrained approximation problems (BEP)

and asymptotic formulas, for large measurement area Q

Direct inversion of associated discrete problem: heavy, unstable

Page 21: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Inverse recovery problems

• Linear map:

b3 :

L2(S ,R3)→ L2(Q)

m 7→ B3[m]|Q×h = b3[m]

• Magnetization recovery (full inversion): recover m from b3[m] ill-posed (non uniqueness) because Ker b3 6= 0, silent sources

• Moment recovery: well-defined i ∈ 1, 2, 3Ran b3 → R

b3[m] 7→ 〈mi 〉

• Strategy: linear estimator ∀m of given norm, once and for all

find test functions φi ∈ L2(Q) such that 〈φi , b3[m]〉L2(Q)'〈mi 〉 best constrained approximation problems (BEP)

and asymptotic formulas, for large measurement area Q

Direct inversion of associated discrete problem: heavy, unstable

Page 22: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Inverse recovery problems

• Linear map:

b3 :

L2(S ,R3)→ L2(Q)

m 7→ B3[m]|Q×h = b3[m]

• Magnetization recovery (full inversion): recover m from b3[m] ill-posed (non uniqueness) because Ker b3 6= 0, silent sources

• Moment recovery: well-defined i ∈ 1, 2, 3Ran b3 → R

b3[m] 7→ 〈mi 〉

• Strategy: linear estimator ∀m of given norm, once and for all

find test functions φi ∈ L2(Q) such that 〈φi , b3[m]〉L2(Q)'〈mi 〉 best constrained approximation problems (BEP)

and asymptotic formulas, for large measurement area Q

Direct inversion of associated discrete problem: heavy, unstable

Page 23: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Strategy for net moment recovery

Determine φi ∈ L2(Q) such that 〈b3[m], φi 〉Q ' 〈mi 〉 = 〈m, e i 〉S

〈., .〉L2(Q)

, 〈., .〉L2(Q,R2)

〈., .〉Q , ‖.‖Q , 〈., .〉S 〈., .〉S , ‖.‖S

e1 = (1, 0, 0) , e2 = (0, 1, 0) , e3 = (0, 0, 1) on S

〈b3[m], φi 〉Q = 〈m, b∗3 [φi ]〉S with adjoint operator b∗3 : L2(Q)→ L2(S,R3) to b3

linear estimator for moment 〈mi 〉 given bound on ‖m‖S

trade-off between prescribed accuracy ' and norm of φiin Sobolev space, L2 norm of gradient of φ

stability w.r.t. measurement errors, robustness

Page 24: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Tools for analysis

• Properties of Hilbert Sobolev spaces W 1,20 (Ω) ⊂ L2(Ω) Ω ⊂ R2

• Integral expression of b3[m] in terms of Poisson and Riesz transforms

• Properties of operator b3 and its adjoint b∗3• e i ⊥ Ker b3: silent sources possess vanishing net moments

uniqueness of 〈m〉 from b3 [m]• Ran b3 dense in L2(Q)

Page 25: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Net moment recovery, strategy

• no hope to find φ ∈ L2(Q) such that

〈b3 [m] , φ〉Q − 〈mi 〉 = 0 ∀m ∈ L2(S ,R3)

because e i 6∈ Ran b∗3 and 〈b3 [m] , φ〉Q − 〈mi 〉 = 〈m , b∗3 [φ]− e i 〉S

• however, density result for m ∈ L2(S ,R3)

∃φn ∈W 1,20 (Q) s.t. |〈b3 [m] , φn〉Q − 〈mi 〉| → 0 as n →∞

infφ∈W 1,2

0(Q)

∣∣〈b3 [m] , φ〉Q − 〈mi 〉∣∣ = 0

• but it satisfies ‖∇2 φn‖Q →∞ unstability

for m ∈ L2(S,R3), we can find φ ∈ W1,20 (Q) ⊂ L2(Q) s.t.

∣∣〈b3 [m] , φ〉Q − 〈mi 〉∣∣ arbitrarily small

at the expense of arbitrarily large ‖∇2 φ‖Q

needs for regularization, trade-off (error / constraint)

Page 26: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Bounded extremal problem

∣∣〈b3 [m] , φ〉Q − 〈mi 〉∣∣ =

∣∣〈m , b∗3 [φ]− e i 〉S∣∣ ≤ ‖m‖S ∥∥b∗3 [φ]− e i

∥∥S

Best constrained approximation, optimization issue M > 0

• ∃ unique solution φ∗ ∈W 1,20 (Q) to (BEP)

‖b∗3 [φ∗]− e i‖S = minφ∈W 1,2

0 (Q), ‖∇2 φ‖Q≤M‖b∗3 [φ]− e i‖S

and ‖∇2 φ∗‖Q = M

• it satisfies the critical point equation (CPE) Tykhonov type regularization

b3 b∗3 [φ∗]− λ∆2 φ∗ = b3 [e i ] on Q

for unique λ > 0 s.t. ‖∇2 φ∗‖Q = M also, φ∗ ∈ C1/2(Q)

Lagrange parameter λ→ 0 iff constraint M →∞ & criterion error→ 0 resolution algorithm: iterate in λ

Page 27: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Ongoing, solving (CPE), preliminary numerics

m = (m1,m2,m3) on S b3[m] on Q

synthetic data (matlab) simulated m, b3[m]

R = 2.55, s = 1.97, h = 0.27 mm, |Q|/|S| ' 1.3, |S|/h ' 14.6

100× 100 overlapping squares, finite elements P0 on S Q1 on Q, for W1,20 (Q) basis functions ψ

(CPE) Dirichlet problems for elliptic 2D PDE: φ∗ ∈ W1,20 (Q), φ∗|∂Q = 0

〈b∗3 [φ∗] , b∗3 [ψ]〉S + λ 〈∇2 φ∗ , ∇2 ψ〉Q = 〈b3 [e i ] , ψ〉Q

Page 28: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Solving (CPE), preliminary numerics

towards a numerical magnetometer, φ∗ = φe i , i = 1, 2, 3

-14 -12 -10 -8 -6 -4 -2 0 2

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

log10(6)

kb$3[?e1(6)] ! e1kL2(S;R3)

ke1kL2(S;R3)

kb$3[?e3(6)] ! e3kL2(S;R3)

ke3kL2(S;R3)

-14 -12 -10 -8 -6 -4 -2 0 2

0

20

40

60

80

100

120

140

160

log10(6)

kr?e1(6)kL2(Q;R2)

kr?e3(6)kL2(Q;R2)

criterion error (cost) on S constraint M on Q

‖b∗3 [φe i ]− e i‖S ‖∇2 φe i‖Q

for i = 1, 3, w.r.t. log10(λ)

Page 29: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Solving (CPE), preliminary numerics

0 50 100 150

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

6 = 10!126 = 10!116 = 10!10

6 = 10!9

6 = 10!8

6 = 10!7

6 = 10!6

6 = 10!5

6 = 10!4

M = kr?e1(6)kL2(Q;R2)

kb$3[?e1(6)] ! e1kL2(S;R3)

ke1kL2(S;R3)

0 5 10 15 20 25 30 35 40 45 50

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

6 = 10!126 = 10!11

6 = 10!10

6 = 10!9

6 = 10!8

6 = 10!7

6 = 10!6

6 = 10!5

6 = 10!4

M = kr?e3(6)kL2(Q;R2)

kb$3[?e3(6)] ! e1kL2(S;R3)

ke3kL2(S;R3)

L-curves, i = 1 (left), i = 3 (right):

criterion error on S w.r.t. constraint M on Q, at values of λ

∥∥∥b∗3 [φe i ]− e i∥∥∥S

w.r.t.∥∥∥∇2 φe i

∥∥∥Q

trade-off between error and constraint

Page 30: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Solving (CPE), preliminary numerics

φei(λ1) on Q, for i = 1, 2, 3 λ1 = 10−11

φei(λ2) on Q, for i = 1, 2, 3 λ2 = 10−8

Page 31: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Solving (CPE), preliminary numerics

errors εk on component k = 1, 2, 3 of b∗3

[φe i (λ1)

]− e i on S for i = 1, 2, 3 (rows) λ1 = 10−11

Page 32: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Solving (CPE), preliminary numerics

1st row: actual values of components 〈mi 〉, i = 1, 2, 3

-7.4059e-05 -1.1218e-04 4.0880e-05

λ = 10−6 -6.4500e-05 -9.4439e-05 3.9343e-05 14.38%

10−7 -6.7673e-05 -1.0144e-04 3.9859e-05 8.92%

10−8 -6.9700e-05 -1.0586e-04 4.0132e-05 5.49%

10−9 -7.1047e-05 -1.0861e-04 4.0319e-05 3.35%

10−10 -7.2020e-05 -1.1031e-04 4.0461e-05 1.99%

10−11 -7.2749e-05 -1.1128e-04 4.0578e-05 1.15%

10−12 -7.3267e-05 -1.1180e-04 4.0664e-05 0.64%

next rows: estimated values values 〈b3[m] , φe i [λ]〉Qlast column: relative errors on moment 〈m〉

Page 33: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

Ongoing, next

• Resolution schemes, numerical analysis (ctn), test noisy & actualdata & other resolution schemes:

• iterative, φn → φ∗ = φe i n →∞

−λ %∆2 φn + φn = −% b3 b∗3[φn−1

]+ φn−1 + % b3 [e i ] and φn|∂Q = 0, n ≥ 1

• in Fourier basis product of sin of separated variables

• asymptotic estimations |Q| > |S| or R > s

• Local moments determined by b3[m] if m of minimal L2(S) norm

• (BEP) for general e ∈ Ran b∗3 \ Ran b∗3 higher order moments

• Use 〈m〉 for magnetization m estimation

Page 34: Inverse source estimation problems in magnetostatics€¦ · Can be subsequently altered, under high pressure or temperature. SQUID microscope Scanning magnetic microscopes: (MIT,

References

• L. Baratchart, D. Hardin, E.A. Lima, E.B. Saff, B.P. Weiss,Characterizing kernels of operators related to thin-platemagnetizations via generalizations of Hodge decompositions,Inverse Problems, 2013

• L. Baratchart, S. Chevillard, J. Leblond, Silent and equivalentmagnetic distributions on thin plates, Theta Series in AdvancedMathematics, to appear, hal-01286117

Also, in planetary sciences, paleomagnetism:

• magnetizations m in L1(S,R3) or distributions

• for 3D samples S , pointwise dipolar sources chondrules, also Moon rocks, ...

In brain imaging (medical engineering), electroencephalography (EEG), source and conductivity inverse problems,

spherical geometry, software FindSources3D ( + MEG)