SIAM J. APPL. MATH.

() 1992 Society for Industrial and Applied Mathematics

Vol. 52, No. 2, pp. 442-458, April 1992 010

CONVERGENCE OF A RECONSTRUCTION
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METHOD FOR THE

INVERSE CONDUCTIVITY PROBLEM*
DAVID C. DOBSONt
Abstract. The inverse conductivity problem is that of reconstructing a spatially varying
isotropic conductivity in the interior of some region by means of steady-state measurements taken
at the boundary. Reconstruction schemes including least-squares type minimization methods have
been widely studied and implemented, but convergence analysis has been largely ignored. This pa-
per establishes the convergence of a well-known least-squares minimization scheme--the Levenberg-
Marquardt method--on a regularized formulation of the inverse conductivity problem.

Key words, inverse problem, reconstruction, convergence

AMS(MOS) subject classifications. 35R30, 49D15

1. Introduction. The inverse conductivity problem is that of reconstructing a

spatially varying conductivity on the interior of some region by means of steady-state
measurements taken at the boundary. This problem is also widely known as electrical
impedance tomography. Typically, in applications we are concerned with determining
electrical conductivity. The flow of electricity is modelled by a second-order elliptic
equation in which the conductivity appears as a scalar coefficient. The problem is then
to determine the coefficient from knowledge of the boundary values of the electrical
potential.
The inverse conductivity problem is known to be well posed over some large classes
of functions [2], [15], [19]. However, the problem is very unstable, as shown explicitly
for the linearized problem in [3].
Computational schemes for obtaining approximate solutions to the inverse con-
ductivity problem are often called reconstruction methods. Many reconstruction meth-
ods have been proposed and implemented [4], [7], [8], [13], [16], [17], [21]. One class
of reconstruction methods treats the inverse conductivity problem as a data-fitting
problem in which a conductivity is sought that fits the measurements in a least-
squares sense. The least-squares problem is usually regularized by adding constraints
or penalties to offset instability. The regularized problem is then solved using New-
ton’s method, steepest-descent, or a related "quasi-Newton" method. This approach
has been implemented relatively successfully despite the inherent linear instability
[4], [21]. However, to our knowledge, no rigorous study of convergence has yet been
given. We note that It5 and Jiang [13] have shown the convergence of an augmented
Lagrangian method for a constrained formulation of the inverse conductivity problem.
In this paper we prove the convergence of a particular quasi-Newton method,
the well-known Levenberg-Marquardt method [9], on a regularized least-squares for-
mulation of the inverse conductivity problem. The Levenberg-Marquardt method
is widely used in practice. In 2 and 3 we formulate the regularized minimization
problem and describe the Levenberg-Marquardt method. The main result of the pa-
per, the local convergence of the Levenberg-Marquardt method on the regularized

Received by the editors January 14, 1991; accepted for publication (in revised form) April 30,
1991. This research was carried out at Rice University as part of the author’s doctoral thesis. Partial
support was given by Air Force Office of Scientific Research grant AFOSR-89-0363.
Institute for Mathematics and its Applications, University of Minnesota, Minneapolis, Min-
nesota 55455.
442
 CONVERGENCE OF A RECONSTRUCTION METHOD 443

problem, is given in 4. The key property necessary to establish convergence is the

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regularity (smoothness) of the forward map. Regularity estimates for the forward map
have been obtained previously, for example by Calder6n [5], but are not applicable in
this case. Our regularity estimates are deferred to 5.
Finally, we must mention that due to the regularization of the problem, the
convergence of the least-square minimization method proved here does not imply the
successful reconstruction of the original conductivity. As yet, nothing is known about
the accuracy of the reconstruction obtained in this way.
2. A minimization problem. In this section we formulate the inverse conduc-
tivity problem as a regularized least-squares minimization problem, prove that the
minimization problem has a solution, and show that the solution satisfies certain
smoothness bounds. First, we introduce the inverse conductivity problem.
The steady-state flow of electricity through an isotropically conductive material
in a bounded region D C ]R’, n _> 2 is modelled by the elliptic equation
(1) V. (7Vu) 0 in ft.
,
potential in.
The coefficient 7, a bounded measurable scalar function with 7(x) >_ a > 0 in
represents the electrical conductivity of the material. The function u is the voltage
The vector 7Vu represents current flow.
We assume that has a smooth boundary 0. Equation (1) along with the
Neumann boundary condition
Ou

where is the unit outward normal to 0D and f E L2(0D) with fo

f O, is a well-
posed boundary value problem with solutions u E Hi(D) unique up to a constant.
The function f represents an applied current flux density.
Each "current" f applied to 0D results in a corresponding voltage_potential
u on 0. The boundary values ulo depend linearly on f. Denoting L2(0)
{f e L2(0D) f 0}, we can define a linear operator
f
(3) A" e (0g) --+ (0D)
by
(4)
where u e HI() solves (1),(2), and fo u O. The operator A is called the
Neumann-to-Dirichlet map. The Neumann-to-Dirichlet map depends nonlinearly on
the conductivity 7. The inverse conductivity problem is to determine the conductivity
7 from knowledge of the Neumann-to-Dirichlet map A.
;
Suppose that we wish to reconstruct a particular conductivity so the corre-
sponding Neumann-to-Dirichlet map A is given as data. We will be concerned with
finding on the interior of D, that is, we assume that is known on a neighborhood of
the boundary. We look for the variation p supported in
’ c c such that p+ 7’
where 7’ is a smooth extension to "la-a’. (Hence, we assume that is smooth in
,
D- ’.) We choose D’ such that 0D’ is smooth.
Given some set of currents {fa} c 2(0), we can formulate the least-squares
reconstruction problem

pET)CL2(,)
 444 DAVID C. DOBSON

where 7) is some class of admissible conductivity perturbations. It is shown by Gisser,

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Isaacson, and Newell [12] that in the presence of bounded measurement errors, the
"best" currents fs are the eigenfunctions of the difference operator A A#. It is also
pointed out in [12] that the eigenvalues decay very rapidly so that little information
can be gained from most currents fs.
If {fs} is a complete orthonormal set in 2(0), we have

where I]" I]HS denotes the Hilbert-Schmidt norm over L2(0). It can be verified that
A A is a Hilbert-Schmidt operator for a suitable class 7) [10].
Problem (5) has the right structure for solution by Newton-like methods but still
suffers from linear instability. We will construct a regularization term that stabilizes
the problem and also facilitates regularity estimates that will be important later.
To simplify notation, we henceforth approximate the sum in (5) with a single
boundary measurement. We emphasize that all of the following holds with any finite
sum approximating (5). Furthermore, all of the estimates in the remainder of the
paper are independent of the choice of f, requiring only that Ilfll.(on)is bounded by
a constant. Let us define the map F over some subset of L2() by

(7) F(7) Af,

where f e L2(0fl) and I]fil 1. Denote the measurement g F(). We pose the
Tikhonov regularized problem

1 2 2
(8) min J(p)- g L

where/ E (0, x)), and B is an unbounded operator over L2(f’), which we will con-
struct. The regularization operator B is constructed so that its domain is contained
in the class ck,l() for a certain integer k (to be specified later). This fact will be
used in 5 to establish regularity estimates for the forward map F.
We construct B in terms of a "wavelet" basis. In [14], Jaffard and Meyer con-
struct orthonormal wavelet bases for L 2 functions on bounded domains, as opposed
to the usual constructions for L2(lRn). The wavelets have all the usual smoothness,
localization, and vanishing moments properties, and they are shown to naturally char-
acterize functions in the HSlder spaces C() and the Sobolev spaces H(). Refer
to [14] for details.
Let {s}seA be a wavelet basis of order m for L2(t’), as constructed by Jaffard
and Meyer. This orthonormal set in L2(gt ’) has exponential localization properties in
space, and each Cs is in the class c2m-2(’). We slightly alter the indexing notation
o
in [14] denoting the index set 4 j=0 Rj where each Rj is a discrete set in
that indexes location, and j denotes the scale.
Given a function p E L2(), for each a 4, let as, below, denote the wavelet
coefficient of p:

as In, p(x)s(x)dx.
 CONVERGENCE OF A RECONSTRUCTION METHOD 445

Let {b}e.4 be a set of real numbers with b >_ 1. With {ba}, we associate the
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operator B by defining

(Bp)(x)- E baaaCa(x),
for all p for which the sum converges in L2(fl’).
LEMMA 2.1. Let k E IN be given. Assume that the wavelet basis {} used in the
construction of B is of order m, where m > k + n/4 + 3/2, and that the coefficients
{} a4
(9) ba >_ 2iS, aE Rj, j 6 ]N,
where s e (k + n/2 + 1,2k + n/2 + 1). Then there is a constant C C(fY, k, m, s)
such that

(10) Ilpllc,(() <- CIIBplIL(a’),

where p is extended to by zero.
Proof. Since 0 < s < 2m 2, the proof of Theorem 2 in [14] shows that

(11)

From the Sobolev imbedding theorem (see, for example, [1]) and the fact that Of is
smooth, we have the imbeddings
(12)
so that
H(a’)
- ck+l( ’)
(10) follows immediately from (11). rl
ck’l(’),

The reason for this construction of B is that there is evidence that the com-
putational stability of the inverse problem can be improved by reparametrizing the
conductivities in terms of a wavelet basis. Chavent [6] has demonstrated this for a
similar coefficient determination problem. For the inverse conductivity problem we
could use the freedom allowed by (9) to choose the weights b larger for the wavelets
that are localized away from the boundary. This places less emphasis on determin-
ing details in p far away from the boundary, reflecting the limited resolution inherent
in the problem. See [10] for more along these lines, and [3] for a detailed resolution
analysis.
We should mention that in most practical least-square reconstruction schemes
(e.g., [7], [21]), the conductivity is represented by a simpler basis such as piecewise
constant functions. Although a similar regularization scheme could be used in this
case, the conductivity would no longer have the smoothness properties required by
our convergence theorem. This is perhaps of little practical consequence except in
the limit as the discretization approaches the continuous problem. See 5 for further
discussion of the smoothness condition.
We finish this section by showing that the functional J defined in (8) has a
minimizer whose Ck,(() norm is bounded as increases.
LEMMA 2.2. For all > O, the functional J has a minimizer p in the set
A {p e L2(f’)" p-F ")/_> a > 0},
 446 DAVID C. DOBSON

and p E Ck’l(). Furthermore, there is a constant MI such that .for all sufficiently
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large, IIpllc.l(fi) <_ M.

-
Proof. Choose a sequence (pi} C A such that Jf(Pi) If inf(Jf(p) p E A).
Given some number M > l, the proof of Lemma 2.1 shows that for all i sufficiently
large,

(13) IIp, ll,(n,) -< C-IIBp, IIL=(n,) <-- CJ(p,) <_ M.

Thus the sequence {p} is contained in the set
A n {P’IIPlIHz(n) <-- M},
which is weakly compact in H(f’). So there is a subsequence (which we still denote
{pi}) and an element p e H(D’) such that
pi pf, H(’),
weakly in
with
pi
-
IIp ll.z( ,) <_ M, and p
pf strongly in L2(’). It will
A. The imbedding H(f’)
be shown
a functional over L2(f ’) in the sense that pi
in Lemma
p/
4.2
implies
L2(f ’) is compact, so
that J/ is continuous as
J(pi) J(p) 1B.
Thus p minimizes J. The fact that p Ck,l() follows from inequality (13) and
imbedding (12).
To prove the second assertion, let us assume that the negation is true. Then there
is a sequence of real numbers {fli} with fli oc, such that IIBp, IIL2(n’) --* oc. Then
necessarily
(14)

- J, (p,) ----, oo.

Let P0 0. Since Bpo 0, we have J,(Po) C for all i. From (14), there exists
an index j such that J/j (P0) < Jj (P), contradicting the fact that p minimizes
Jf. D
3. The Levenberg-Marquardt method. The Levenberg-Marquardt method
is a popular quasi-Newton method for solving least-squares minimization problems.
To set notation and ideas, in this section we will describe the Levenberg-Marquardt
method as applied to the minimization problem (8). For a detailed discussion of this
method in a more general context, see [9].
First, we formally derive the derivatives of the functional J.
Given a conductivity
perturbation 5% we can expand (1) and (2) to see that the linear change 5u in u is
formally given by
(15) V. (’Vhu) -V. (&yVu) in n,
OSu
(16) "7 _-g:-__ 0 on 0[2.

Ignoring constant functions, denote the derivative

(17) ulo.
We define the L2 adjoint derivative DF*(/)(.) by the equation

(18)
Jfoa DF(’7)(5"7)
L s"TDF*(’7)()’
 CONVERGENCE OF A RECONSTRUCTION METHOD 447

where 2(0ft). Let u* E Ul(ft) satisfy

E
,
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(19) V. (Vu*) 0 in
Ou*

Multiplying (15) by u* and integrating by parts along with identity (16) reveals that
(21) jfo(hu) =-/5/(Vu. Vu*).
Thus, we make the identification
(22) DR* (-)() -Vu- Vu*.
Differentiating J(p) in the direction 6p we get
(23) DJ(p)(6p) (Df*(p+’’)(F(p+’’) g) + B*Bp, 6p)L2().
Thus the gradient of Jt at p is the function

Formally,

where
G(p) nF*(p + ")(F(p + "’)
We denote the bilinear second derivative operator for F at

n2F(7)(6")’, 6"7) 62u[on,

62u solves the perturbational equation
V "yV62u -V 6"t’V6u in f,
06u
g) + S*Sp.

- by D2F(7)( ., .).

/ =0 on0gt.
Or/
Taking the second derivative of Jo in the direction 6p and applying the chain rule for
differentiation yields

D2j(p)(6p, 6p) (D[DF*(p + .’)(F(p + /’) g) + S*Bp](6p), 6p)L.(a,)

(DR* (p + "),’)DF(p + "),’)(6p)
+ D2F*(p + "’)(F(p + "y’) g, 6p) + B*B6p, 6p)L.(a,),
where D2F*(-y)( ., .) is the bilinear form on L2(0gt) L2(t ’) that satisfies
(, D2F(’)(6p, 6p))Z(oa (D2F (/)(, 6p), 6p) L.(a)
for all 2(0). The Hessian is the linear operator defined by
HF(p)(6p) DR* (p + "7’)DF(p + 9/’)(6p)
+ D2F*(p + /)(F(p + /’) g, 6p) + B*B6p,
so D2j(p)(6p, 6p) Jo
(HF(p)(6p),6p) Writing in a truncated Taylor series ex-
pansion about p gives a quadratic model of near p: Jo
(4) J( + ) J,() + DJ()(5) + 1/2D:J()(5, ).
 448 DAVID C. DOBSON

Newton’s method is the iterative procedure Pi/l Pi -t-p, which at each step selects
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the p that minimizes the right-hand side of (24). This is equivalent to solving the
corresponding linear equation
(25) HF(p)(p) -G(p).
In the hope that the residual F(p+/’) -g is small, or the problem is nearly linear
so that DF2(-) is small, we discard the second-order derivative term in HF. Denote
(26) H(p)(p) DF(p + 7’)*DF(p + 7’)(p) + B*Bp.
We will refer to H as the Gauss-Newton Hessian. Given an initial estimate p0 of the
solution to (8), and assuming that H(p)(.) is invertible for each i, the Gauss-Newton
method is the iteration

(27) p,+ p,-

which is continued until convergence.
Remark 3.1. We have already computed in (22) that
DF(’)* () -Vu. Vu*.
A similar integration by parts reveals that the adjoint second derivative is
D2F(’)’)*(, p) -Vu. Vu*,
where u* is exactly the same function as above. Straightforward numerical computa-
tion of the Gauss-Newton Hessian (26) requires solving partial differential equations
to find u, u*, and u, which then constitute all the terms in the full Hessian HR.
Thus HE is essentially no more expensive to compute than H.
The Gauss-Newton method (27) cannot be expected to converge for starting
points far from a solution, or in the event that ][H -1 is large or unbounded. The
method can be made more robust with the addition of a "globalization strategy." We
will now describe a globalization strategy that gives rise to the Levenberg-Marquardt
method.
The Levenberg-Marquardt method can be viewed trust-region method, where at
each iteration, the linear subproblem
H(p,)(Sp) -G(p,)
is constrained so that the step 6p must lie inside a ball of a certain radius. The radius
is chosen at each step on the basis of how much the quadratic model is "trusted"
as an accurate description of the behavior of J. This is equivalent to replacing the
iteration (27) with

(28)
where #i 0 if the Gauss-Newton step lies inside the trust-region, and # > 0
otherwise. (Larger #i corresponds to a smaller trust-region radius.) If the trust-region
radius is chosen properly at each step, it can be shown under minimal assumptions
that the Levenberg-Marquardt method will converge to a local minimizer from any
starting point. An adequate description of trust-region globalization strategies is
beyond our scope; see Dennis and Schnabel [9] for a complete discussion. The key
 CONVERGENCE OF A RECONSTRUCTION METHOD 449

fact we will use is that the trust-region can always be chosen so that J(pi+l) <_ J(pi)
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at each step. In fact, most trust-region strategies insist on much stronger decrease
conditions. In addition, we will assume that the trust-region radius is bounded away
from zero: for some constant b,
(29) #i _< b for all i.
4. Convergence. In this section we establish the local convergence of the
Levenberg-Marquardt method (28)on problem (8).
Let k be an integer with k > n/2- 1; let the regularization operator B be
constructed as in 2. For convenience, we assume that the iterates satisfy pi
a > 0. This assumption can be removed by making the substitution /-+ log % but
+- _>

THEOREM 4.1. For every M > O, there exists constants e, ,

at the expense of a slightly more complicated proof. We have the following theorem.
N > O, such that
for every initial iterate po with IlPo--PIIL2(n) < e and IIBpollL2(n,) <_ M, the sequence
{pi} generated by the iteration (28) is well defined, satisfies

and converges to p in L2( ) at a q-linear rate.

Furthermore, if
F(pz + /’) g O,
and

Ik O(IIDF(p, + ’)*(F(pi + /’) g)llL(’)),

then the convergence rate is q-quadratic.
Thus, for all starting points with bounded Ck,l() norm, the problem can be
regularized enough to guarantee local convergence.
The main difficulty in proving Theorem 4.1 is establishing the "regularity" of
the functional J, in the sense that the formal derivative (23) approximates the local
behavior of J well over L2(). The required estimates are stated in the following
lemma.

a > 0 in ,
LEMMA 4.2. Let
<-
and that [[’[[c,1(), [1 + i[[c,l() M. Then we have

(30)

(31)

(32)
and .for every

()
where
IIF(+5/) F(7)
L2 (0),
I[DF()(.)l[L.(n,),.(o) <_
IIF( + 5)

-
F(/)IIz:(o) C21ISIIL:(),
DF()(,)II’E=(o)<_C3115 ILL(,)

II[DF*(’ + i3’) DF*(/)]IIL(a,) <_ (Ca + KIlll(oa))ll/llg2(a,),

C1 C1 (a’, a, k,
 450 DAVID C. DOBSON
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C3 C3(a’, a, k, M),

Ca Ca( ’, a, k, M),
and K K(ft’, a, k,
The proof is deferred to 5.
Proo] of Theorem 4.1. Let I) {p’l]SpllL2(S,) _< M, p-t-.t _> a > 0}. Let S
suppz) liE(P-t-9/) -gl]’2(os)" From Lemma 2.1 and (al), it is easy to see that S
Let N C(M 2 + $2) 1/2, where C is the constant given by Lemma 2.1. From Lemma

and

CL Cd(’,a,k,N, M1) + K(t’,a,k,M)M2,

<-
F(p + 9/) g, we see that for all p with IIP]]c,*(t) N, the constant
-
2.2, there is a constant M1 such that ]]p +-llc.l(fi) _< M for all sufficiently large.
It follows from (31) that there is a constant M2 such that IIF(p+’),)-g]].(os) <_ M2
for all/3 sufficiently large. Thus, considering the bound (33) with p +/, 5- p,

is independent of fl for all fl large enough. We choose

b is the trust-region bound (29). We have for each i,

so that
/2 IIBpll2 <- J(P) < J(po)
(34) llp, llc,,,()
Thus,
- _
Lemma 2.1 yields
1
llF(po + o")

1
gll

CIIBP, IIL.(n,) <_ C(IIBpoll + llF(po + ") gll:) 1/:

/
+ -[lBpoll

IlPillc,,(fi) is uniformly bounded. The estimates of Lemma 4.2 can now be

applied with fixed constants C, C2, C3, C4
_
fl such that fl > CL + b, where

2,

We can now follow the structure of the proof of the local convergence of the Gauss-
N.

Newton method given in [9]. Let :D(B* B) denote the domain of B* S. For every > 0,

.
since DF*(/)DF() is a nonnegative operator, and B*B satisfies llS*SSpllL(,) >_
IlSpllL.(,) for all 5p e T)(B*B), the operator H(p)-(.) exists and
1
(35) llH(p)-ll

_
Let us denote H(pi) (’) Hi (.), F(pi + 7’) Fi, and similarly for DF, DF*, and a.
We proceed by induction. From (26) and (28), we see that
pf pl -H[DF) (F g) DF(F Fo DFo(pf Po))
+ B*Bpf + #o(Pf Po)].
It follows from (30), (32), and (35) that
1
llp roll -[IIDF) (F ) + B*BpII
+ CaIIp poll u + %ollp poll],
 CONVERGENCE OF A RECONSTRUCTION METHOD 451

where I1" I1" IIL(a’) It is easy to check that over D(B*B), J is Gateaux
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differentiable, and DJ(p)(hp) (G(p), 5p)L2(a,). From the proof of Lemma 2.1,
we see that H(t) C Z)(B*B), so Z)(B*B) is a dense, convex subset of L2([2). Since
p is a local minimizer of J, the variational inequality DJ(p)(hp) 0 implies that
G(p) DF(F g) + B*Bp O.
Hence we have
(36) DF(F g) + B*Bp [DF DF](F g).
Applying (33) to bound (36), we obtain
1
(37) IIP roll < -[(CL + %o)llP poll + CCllp poll ]
1
< (CL + b + CCe)[Ip Poll

Since > CL + b, we can choose e small enough so that the iteration constant in (38)
is strictly less than one, and the q-linear convergence follows.
To see that the convergence rate is q-quadratic when F(p + 7)-g 0 and
# O(I[DF(p + 9/)*(F(p + /’) g)[[L2(gt,)), note that in this case (36) is zero, so
CL O. The q-quadratic convergence rate then follows from (37). E]

5. Regularity estimates. This section contains the proof of Lemma 4.2. As

mentioned in the Introduction, regularity results for the forward map have been es-
tablished previously. In fact, Calder6n [5] proved that the forward map is analytic
as a function over LC(t). However, the n2(ct) regularity demanded by the least-

-
squares method of 3 does not follow. To establish the stronger result, we make use
of elliptic regularity estimates. These estimates require that the conductivity -y be
bounded in Ck’l(t), where k > n/2- 1. After proving Lemma 4.2, we will finish this
section by examining the necessity of the smoothness assumption E ck’(t). We
construct a simple one-dimensional example that "almost" shows that the smoothness
assumptions are necessary.
Let DF(9/)(5/) be defined as in (17). Let p e H() solve
V. (’), + 5")’)Vp
Op
-V. 5-Vhu in ,
(39) (9’ + 59’) _-dz__ 0 on OFt.

Taking linear combinations, we see that

P[oa F(7 + 7) F(7) DF(7)(57).

Remark 5.1. With only the condition that for some constants a, M,

(40) M >_ /, (’), + 59/) >_ a > O in,

we can establish the L(t) regularity bound
(41) IIPlIL(O) <-- C(, a, M)IISII().
This estimate was pointed out and proved by Vogeliu8 [20].
 452 DAVID C. DOBSON

Remark 5.2. As a corollary to (41), application of the Sobolev imbedding lemma

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immediately yields

(42) IIPlIL(Oa) < C(f, a, M, s)lltill 2H (a)’ where s > n/2,

showing the regularity of F as a function on H(f) Thus it is possible to obtain the

regularity of F on a Hilbert space at the expense of strengthening the norm on the
conductivities.
In all of the following, C denotes a generic constant depending on f, with addi-
tional dependence as noted, whose value may vary from line to line. Recall that
we choose ft’ c c ft such that Oft’ is smooth, and that we have chosen f with
Ilfl].(o) 1. The following estimates are otherwise independent of f. Lemma 4.2

.
will follow easily from the next three lemmas.
LEMMA 5.1. Let "/ 6 ck’l(=), where k is an integer with k > n/2- 1, and
7(x) >_ a > 0 in Let f 6 2(0ft). For each solution u 6 Hl(t) of the problem

(43)
V.
7-5- f on Oft,
we have

(44)
where C C(fY, a, k, 1lTllck,l(f)).
Proof. By standard elliptic regularity results (see, for example, Gilbarg and
Trudinger [111), for each solution u of (43),
(45)
where C C(ft’,a,k, II/llck. (a) ). Having assumed that OFt’ is smooth, we can ap-
ply the Sobolev imbedding lemma (see Adams [1]), which gives the existence of a
continuous linear injection

Hk+2(ft ’) C(ft’) {u e el(at): Vu e L(ft’)}.

Hence
(46)
for all u E Hk+2(ft). Let B be a ball containing ft. Since Oft is smooth, there is a
strong 1-extension operator E for ft. By the Poincar(5 inequality on convex domains,

liEu- EUBI]2L.(B) <_ C(B)IIVEuII2L(S), where EUB

-1
so that after some manipulation,

(47) Ilull/(a) _< clIvull(n + IBI(EUB) 2.

Combining the bounds (45), (46), and (47), we have
(48) IIVUllLo(a, _< C(llVull(a + ISl(Eus)2) 1/2
 CONVERGENCE OF A RECONSTRUCTION METHOD 453

If u is a particular solution of (43), then uo u- EUB is also a solution, with

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the property that. (Euo)s O. Hence (48) yields the desired inequality (44) for u0.
Since Vu and C are independent of additive constants in u, (44) remains valid for all
solutions u.

9/(x) >_ a > 0in .

LEMMA 5.2. Let 9/ E ck’l(), where k is an integer with k > n/2- 1, and
Assume supp 59/c ’. Then

where C C(’, a, k, I]9/11ck.1()).

Proof. Multiplying the linearized equation (15) by 5u, integrating by parts, and
using the fact that supp 59/c ’, we have

Hence

The result now follows by Lemma 5.1. [

LEMMA 5.3. Let M >_ 9/(x) >_ a > O. For each u H () satisfying (43) we have

IIVUllL2(a < C(a,

Proof. This is proved by Sylvester and Uhlmann [18, Prop. 3.2] for the dual
Dirichlet problem. We need only switch Dirichlet problems for Neumann problems,

the fact that the inclusion map I’L2(O)

-
replace HI/2(O) estimates with the corresponding H-/2(O) estimates, and use
H-/2(O) is bounded.

-
D
Equipped with these estimates, we go on to prove Lemma 4.2.
Proof of Lemma 4.2. We first prove (30). Let w H () be a solution of
V.9/Vw=0 ingt,
(49) Ow
9/ 6u on0.

Let us hold 9/fixed and use the notation DF(69/) DF(9/)(69/). Integrating by parts,
applying (15) and (49), and using the fact that supp 69/C ’, we obtain

IfDF(6) II2L.(o)

Thus

IIDF()II2L<O) IIIIL<’)IlVwlIL<’)IlVulIL<,
Application of Lemmas 5.3 and 5.1 yields

(50) IIDF(,5)II2L.(oa) Clll’%:llL-(a,)ll’SullL(Oa)llJ’llL(Oa),

where C1 C1 (if, a, k, IIllc,<n)), from which (30) follows immediately.
 454 DAVID C. DOBSON

To establish (32), we need to estimate Ilpll2L.(O), where p is defined in (39). Let

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w E HI(f) solve
V ( + 6)Vw 0 in f,

Inteating by parts above with identity (39) yields

(51) ]Pl(o) f 5Vbu. Vw’
Jfl

since supp C fl. Hence

Using Lemm 5.1 and 5.3 to estimate ]]Vw’[]L(,) and Lemma 5.2 to estimate
]]VbU]]L(), we obtain

Estimate (32) now follows immediately from Lemma 5.3.

To prove (31), first note that F( + 5) f() v]o, where v solves
V. ( + 5)Vv -V. 6Vu in fl,
(e) Ov
( + 6) 0 on 0.

Let v’ E Hl(fl) satisfy

V. (- + 5/)Vv’ 0 in fl,
(53) Ov
(’ / 5/)-- v on 0f.

Integrating by parts and using identities (52) and (53) yields

Thus

(54) -
IlvlI 2 (o)
Using Lemmas 5.1 and 5.3 to estimate
2
<

Ilvl[ :(o)
IIIIL- (’) IlVv’IIL: (’) IlVullL (’)"
IIVull we obtain

(’)

where C C(’, a, k, ]]c,,(fi)). We can estimate ]]Vv’]L:(n,) with Lemma 5.3, so

that (31) follows from (54).
Finally, let us prove (33). Let u* be
-Vu. Vu*. Let v, v* satis the perturbational equations
(’)’

V. (- + t-)Vv -V. 6-Vu,

(55) Ov
o
-NIo
 CONVERGENCE OF A RECONSTRUCTION METHOD 455

and
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V. ( + 5)Vv* -V. 5Vu*,

Or*
o,
.NIo

_
so that

-[DF(7 + 67)* DF(7)*] (Vu* + Vv*). (Vu + Vv) (Vu. Vu*)

(56) (W. W*)+ (W. W*)+ (W. W*).

_ _
Hence
[[[DF(y + 5,-y)* DF(0’)*]II2 IlVu*lloollWll + IlVulloollW,*ll +
where all norms are over ’. We have by Lemmas 5.1 and 5.3 that liVUiiL(,) C.
By Lemmas 5.2 and 5.3,
(57)
Similarly, I[Vu*l[oo KIIll.(o) and IlVv*ll2 c so that
(58) II[DF*(’y + ,5O,) DF*(/)IOIIL.(,) Ile"YIIL-(,)(C + IlVvllLoo(,)).
Inequalities (45) and (47)show that
IlL’(a) + IBI(EuB)2)I/2;
hence Lemma 5.3 yields for 1 _< j _< n,

(59)
The fact that IIllc,(), k 1, is bounded, combined with (59) shows that for some
constant N, IIV" 57Vu1152() <_ N. Since the right-hand side of (55) is bounded in L 2,
elliptic regularity applies to give

IlvllH,+=(,) C(llvllH() + N).

Then an argument similar to the proof of Lemma 5.1 shows that

(60) IlVvlILoo(’) C(IlVvlIL() + N).

Substitution of (60) and (57) into (58) leaves us with the desired inequality. D
We conclude this section with a discussion of the condition 7 6 C k’l (). We first
remark that the condition 7 6 Ck’() can be weakened (in the sense that k can be
made smaller) in the following two cases. In the first case, consider strengthening the
norm on the conductivities from L2() to Lq(), where q > 2. In the limit q oo,
the bound (41) shows that no smoothness is required whatsoever. It is natural to ask
what happens for 2 < q < oo. By replacing 116/11L2() in estimate (32) with 116/llLq(),
the restriction k > n/2- 1 can be reduced to k > n(1/2- l/r) 1, where r satisfies
1/q / 1/r 1/2.
Thus in the particular case n 2, the smoothness assumption on the
conductivity is reduced from C1,() to C,]() by merely strengthening the norm
 456

on 67 from L2() to
DAVID C. DOBSON

Lq() for any q > 2. In the second case, consider relaxing the

_
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bound (32) to

(the usual notion of Fr6chet differentiability). In this case, for n 3, we can relax
the smoothness condition on 67 in Lemma 4.2 to C’1 (). Both of these facts can be
proved in a manner similar to our proof of Lemma 4.2; see [10] for details.
We will now construct a simple one-dimensional example illustrating that the
forward map is not regular over LP(), p < 2, when the derivative of the conductivity
function is not uniformly bounded. Although the example falls short of establishing
the necessity of the smoothness conditions in Lemma 4.2, it does show that the forward
map does not have all the regularity properties that we might hope it would.
Let (0, 1) C IR. We linearize about _= 1, with Neumann data f {-1, 1},
so that u(x) x solves

d2u
--0 in,
dx 2
u’(O)=u’(1)--1,
o,
and F(7) u(1) 1.
Let m be an integer, m >_ 2. Define 5m on as follows

2mx ifxE[0, ),
-),3

_
1
1 1/2-2rex ifxE[-,
&’ym(X--)= 2mx-1/2 ifxe[ mm’ )’
3

0 otherwise.

Note that 5y, C,() for all m, supp 5Ym C

above and bounded away from zero. Also, ’ [, ], and "y + 5Ym is bounded

(61) 11&TmllL,,(n) C(p)m -/p, for 1 p < x).

Inserting (’m into the linearized equation

d25u d&Ti in fl,

dx 2 dx
5u’(0) 5u’(1) -0,
o,
and solving explicitly we see that

(62) DF(’7)(5m) 5u(1) O.

DF simply returns the average of the perturbation (m over the interval. Solving

d-- (’)’ + &Tm) dx ]-’0

 CONVERGENCE OF A RECONSTRUCTION METHOD 457

along with the appropriate boundary conditions yields

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1
(63) IF( + 5) F(7) DF()(5%)[ m
(log(i-i-2
1
)1)
2m

Since the log term tends to zero as m c, (63) tends to zero no faster than 1/m.
By (61), for any p < 2,

(64)
so that
IF(7 + 57m) F(7) DF(7)(57m)I
(65) oc
115 mll ( )
as m .Since only the unifo Lipschitz continuity of the conductivity per-
turbations w violated, we "almost" showed that the smoothness sumptions in
Lemma 4.2 are necessary in the ce n 1.
The same argument shows that
[F( + 5) F(7) nF()(5)] > K > 0

for all m suciently large, so that in particular, selecting p 1, the map F on

is not 6chet differentiable.

Acknowledgments. The author thanks the Institute for Mathematics and its
Applications for support while finishing this manuscript, and Bill Symes and Fadil
Santosa for encouragement. Thanks also to the referee for very helpful suggestions.

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