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In last years, the methods for shape and material structure recognition using the modern CAD

technology has made remarkable progress in achieving automatically optimum designs. The

shape recognition, so as recognition and optimization of structure, are done in order to fine

tune the optimum layout. The sensitivity analysis is the tool used to accelerate optimization

process. The optimization takes place in iterative manner, basing on gradient information

derived from the sensitivity analysis [6], [10].

Sensitivity analysis determines the dependence of global or local electromagnetic quantities on

geometrical or physical parameters expressed in the form of an objective function. This chapter

deals with sensitivity evaluation in conjunction with finite element algorithms. It will be shown,

that the sensitivity analysis necessary to solve an inverse problem, requires only a low additional

calculation cost.

1.1. Definitions

define as partial derivative [5]

∂U

S Up = . (1.1)

∂p

The sensitivity defined in such manner is appointed by both quantities: U and p. To avoid

this dependence the relative sensitivity may be used:

∂U

∂ ln U U p

Slnln pU = = = S Up , (1.2)

∂ ln p ∂p U

p

which can be easily find knowing (1.1). These are the sensitivities of first order, also called

linear sensitivities. In this work we will use only absolute sensitivity (1.1). For evaluation of

sensitivity the finite element method will be used. As the parameter p we will understand

either material parameter, as electric conductivity γe inside the finite element e, or the

geometric parameter, as the coordinate of the node xn , which can be part of the border line.

The electromagnetic quantities, for which the sensitivity is calculated, may be of two types:

quantity defined in the point m of the area, for example the modified magnetic vector

potential in the node m of finite element,

∂um ∂u

Sem = lub Snm = mn , (1.3)

∂γ e

∂x

quantity defined for some area, for example the voltage induced in measurement coil c

evaluated as the integral on the coil area Sc,

1 ∂ 1 ∂

Se(c ) =

Sc ∂γ e ∫∫ u dS

Sc

or S (nc ) =

Sc ∂xn ∫∫ u dS .

Sc

(1.4)

Sensitivity may be evaluated directly, when we disturb the chosen parameter of the model,

and then evaluate effect of this disturbance. In the Fig.1 the analyzed model, containing

conductive region (SE), non-conductive region and the area of measurement coil (Sc) is

shown.

Conductivity disturbance δγ inside element e causes the change of the voltage on the

measurement coil with cross-section Sc. Value of this voltage may be evaluated using any

commercial finite elements package. When the number of changeable parameters is large,

such treatment may be not effective, and the obtained sensitivities ballasted with additional

error. All these reasons together preclude the use of direct method to solve real problems.

However, it is useful for testing the correctness of other algorithms for determining the

sensitivity, described in this work.

been extensively described in textbooks on the circuits theory . Analogous methods for the

analysis of electromagnetic fields in the frequency domain appeared in the works. Similarly,

as in circuits theory, the evaluation methods may be divided on two types, described below.

2.1. Adjoint model method

Adjoint models used in circuit theory are basing on the Tellegen’s theorem [16]. The

sensitivity equation for electromagnetic fields may be also derived using Lorenz lemma [14].

Exploiting divergence theorem this can written as follows:

S

+ +

V

+ +

(2.1)

∫

= (H rotE − ErotH − HrotE + E rotH )dV .

V

+ + + +

Taking into account the Maxwell’s equations containing magnetic current L (it should be

equal to zero in every physical system, but the adjoint system may be non-physical), and

writing them in the complex form

rot H = J S + (γ + jωε ) E

(2.2)

rot E = − LS − jωµ H .

yields

S

+ +

(2.3)

= (− jωµ HH −E(J +(γ + jωε ) E )+ H (L + jωµ H )+ E (JS +(γ + jωε ) E))dV .

∫ V

+ +

S

+ + + +

S

+ + +

Equation (2.3) is valid for small perturbations of material parameters δγ, δµ, δε , too:

S

+ +

∫ V

+ +

S + (γ + + jωε + ) E +)+ (2.4)

When the disturbance is small enough, the small terms of high orders may be neglected.

Subtracting the equation (2.3) form (2.4) yields:

∫ (δE×H − E ×δH)n dS =

S

+ +

= (− jω µ δH H − jω δµ H H

∫ V

+ +

−δE(J S+ + (γ + + jωε + ) E +)+ (2.5)

If the adjoint model has the same material parameter, as original, we obtain the sensitivity

equation in the form similar to [6]:

∫ (J δE − L δH)dV =

V

+

S

+

S

(2.6)

∫

= (E E δγ − jω H H δµ + jωγ E E δε )dV .

V

+ + +

This equation expresses the changes in the field of original model δE and δH caused by

variation of material parameters γ, µ, ε . The numerical examples shown below utilize only

the sensitivity versus electric conductivity γ . In this case the sensitivity equation takes simple

form of

∫ (J

V

+

S δE − L+S δH )dV =

∫ E E δ γ dV .

V

+

(2.7)

The above equation determines how to construct the adjoint model. The excitation current JS+

should be driven into this node, where the sensitivity value of E has to be obtained. Similarly,

the magnetic current LS+ makes possible the sensitivity calculation of H. The proper boundary

conditions of both systems cause vanishing of the surface integral in Eq.(2.5). It means that the

original and adjoint systems differ only in excitations and eventually in boundary conditions.

The geometric properties and material parameters are the same. Further, the stiffness matrix of

both systems is the same and requires only one factorization.

The relationship of vector magnetic potential to the intensity of the electric field

E = − jω A , (2.8)

makes possible to write the sensitivity equation for magnetic vector potential

∫JV

+

S δA dV =− jω

∫ A A δ γ dV .

V

+

(2.9)

So, the adjoint model(+) owns the same topology, as original. It differs only in excitations.

∂V 1k

V 1k = 2πrck Eϕ = −2πjω rck Aϕk , and its differential: = −2πjω rck . (2.10)

∂Aϕk

The objective function used in the optimization process may take the form

zw

⌢

∑W ( A )

1 2

ℜ1 = k ϕk − Aϕk , (2.11)

2 k =1

⌢

with A - the result obtained by means of measurement, and zw - the number of wires used to

measure the field. Weighting functions Wk can be selected in accordance with the

requirements of the user. In order to comply the left side of equation (1.9) with equation

(1.10) there should be applied the excitation of adjoint model JS+ as a Dirac impulse located at

the point (rck, zck) of intersection of circular wire with plane r−z. It is convenient to adopt

current ISk+ introduced at this point of value 1. In this way, the sensitivity of the potential A at

the point k, evaluated in terms of conductivity γ e inside finite element e, with the area Se, was

derived

δAϕ k jω

δγ e

=−

rck ∫ A A r dS

Se

ϕ

+

ϕ

e

, (2.12)

and then, the sensitivity of voltage induced in a circular wire versus conductivity variation:

δγ e

=

δAϕk δγ e

=−2πω 2

∫ A A r dS

S e

ϕ

+

ϕ

e

. (2.13)

The structure of the adjoint model for field measuring with the circular wire is shown in

Figure 2.1. Excitation current is now introduced to the node corresponding to the position of

the wire.

Fig. 2.1. Adjoint model structure for measurement with circular wire

Measurement of field distribution using coil with finite cross section

Assuming that the coil windings were wound with sufficiently thin wire, the voltage induced

in the k-th circular coil of cross-section Sck and n turns can be expressed as

2πjωn

V 2k =−

Sck ∫

Sck

rck Aϕk dSck . (2.14)

m

⌢

∑W (V −V )

1 2

ℜ2 = k k k , (2.15)

2 k =1

⌢

with: m number of measurement coils, and V measured coil voltage. In order to comply the

left side of equation (2.9) with equation(2.14) there should be applied excitation of adjoint

model JS+ existing in the area of coil Sck . If in addition, the current density in this area will be

chosen in such a way, that it will give rise to a total current equal to 1,

then the dependence, similar as (2.13), for the sensitivity of voltage induced in the coil of

finite cross section is:

δV 2 k δV 2 k δAϕk

δγ e

=

δAϕk δγ e

=−2πω 2 n

∫ A A r dS

Se

ϕ

+

ϕ

e

. (2.17)

The structure of adjoint model is shown in the Fig. 2.2. Through the excitation coil does not

flow the current, while the excitation is in the area of the measuring coil.

Fig. 2.2. Adjoint model structure for measurement with the coil of finite cross-section

Measuring the impedance change of coils exciting the field

The role of the measuring coils can take the exciting coil. If it will be supplied by a fixed

current value, the voltage induced in it will depend, inter alia, from the distribution of

conductivity of the sample material. In this way we can determine the impedance of the coil

with the cross-section of SS excited by the current I,

2πjω n

Z S =−

I ⋅SS ∫ SS

rAϕdSS . (2.18)

With this method of measurement there is not needed to apply an additional measuring coil,

so the excitation of adjoint system is attached the same, as this of the original system. The

only difference is the value of exciting current density JS+, which as before must be chosen so,

as to give rise the total current IS+ to be equal to 1. Then, the sensitivity of the coil impedance

versus conductivity in the element e is given by

δZ S δZ S δAϕ 2πω 2 n

δγ e

=

δAϕ δγ e

=−

I ∫ A A r dS

Se

ϕ

+

ϕ

e

. (2.19)

The structure of the model is in this case the same as the original model, only the value of

excitation is different. It was presented in Figure 2.3.

Fig. 2.3. Adjoint model structure for impedance measurement of the coil

Presented here three methods for measuring the distribution of the magnetic field can be

reduced utilizing adjoint model to a common algorithm, differing only with excitation of adjoint

model. In order to present, how adjoint model works, in the subsequent figures there are shown

the equipotential lines of magnetic vector potential A in the analysis of a simple model

consisting of a circular coil placed over a conducting plate. Fig. 2.4 shows the adjoint model

field lines for the circular wire. For the point, where the current was introduced, the vector

potential gives rise to an infinitely large value. While using the finite element method, it takes a

finite value, depending on the discretization of the area. However, this does not prove the

inadequacy of this model, because the area of conductivity, where the sensitivity is determined,

is usually far from that point. Diagram shown in Figure 2.5 corresponds to the field of adjoint

model with a rectangular coil, while the field distribution obtained by the coil impedance

measurements shown in Fig. 2.6 is in fact re-scaled field distribution of the original model.

Rys. 2.6. Magnetic field of adjoint system for coil impedance measurement

Due to the fact, that the integrand in formulas (2.13), (2.17), (2.19) includes, using the first-

order finite element, product of two linear functions, determining the integrals must be done

by using second-order Gaussian quadrature.

Application of the adjoint model allows for the evaluation in a single pass the sensitivity of

induced voltage versus conductivity of all elements. Determination of the sensitivity of the

next measurement coil requires to build a new adjoint system, differing only by excitation.

For this reason, an extremely effective method of solving the equations of adjoint system is

the L/U decomposition.

If the objective function may be approximated nearby stationary point by the quadratic

function (2.11), (2.15), the direct calculation of its gradient components using adjoint model is

possible. Gradient of objective function with respect to the material parameter γ is a vector of

the form

∂ℜ ∂ℜ

∇ℜ = ,..., . (2.20)

∂γ 1 ∂γ m

∂ℜ ∂ℜ

∆ℜ = ∆γ 1 + ... + ∆γ m . (2.21)

∂γ 1 ∂γ m

⌢ T ⌢

ℜ1 =

1

2

( )

A− A W A− A , ( ) (2.22)

⌢

with the vector A meaning the values obtained from the measurement, we can apply the

following first order approximation

⌢ T

( )

∆ℜ1 = A − A W ∆A . (2.23)

∂ℜ1 ∂ℜ1 ∂A ⌢ T ∂A

∂γ e

=

∂A ∂γ e (

= A− A W e .

∂γ

) (2.24)

comparison of the left hand side of this equation with equation (2.24) leads to the conclusion,

that the exciting current value of the k-th circular coil in adjoint model, ISk+, should be

⌢

( )

I Sk+ = A k − A k Wk . (2.25)

Similar reasoning can be applied to the objective function (2.15), for coils of finite cross-

section, and concluded, that the total current of the adjoint model spread on the area of the

coil k − Sck should be

⌢

I Sk+ = (V k −V k )Wk . (2.26)

reduced to solution the system of equations formed by equations items

(C + M ) u = f . (2.27)

C and M are respectively stiffness and mass matrices, and in writing mass matrix used the

symbolic (complex) notation. Differentiating this equation versus the material parameter x

gives

∂M ∂u

u + (C + M ) = 0 , (2.28)

∂x ∂x

because the material parameters are contained only in the matrix M. In this way we can give a

definition of the sensitivity of potential u versus the parameter x

∂u −1 ∂M

S xu = = (C + M ) u. (2.29)

∂x ∂x

Determination of sensitivity on the basis of the definition (2.29) requires a inversion of the

stiffness matrix C and of the mass M. This can be avoided, evaluating the sensitivity ∂u/∂x

directly with the system of equations (2.28). This system differs from the FEM system of

equations (2.27) only by excitation, which contains a derivative of mass matrix. Mass matrix

is a linear function of material parameters, and hence the calculation of the derivative can be

done using the same procedure as used to create the matrix M. In addition, if the FEM system

of equations (2.27) is solved using the L/U decomposition, with the same decomposition can

be solved (2.28). The structure of incremental system is shown in Fig 2.7. Its excitation is

located in an area, where there is disturbance of x, in this case, the disturbance of conductivity

inside element e, ie γe. This analysis delivers the sensitivity of the nodal values versus the

parameter x. Obtaining sensitivity for an area, such as the sensitivity of induced voltage in the

measuring coil, requires when using this method, an additional integration. The method of

incremental system delivers in a single pass the sensitivity of all nodal potentials versus one

parameter x. The solution of the sensitivity for the next parameter requires the derivation of

the matrix M and a solution of (2.28) again.

In the majority of inverse tasks there is an excess of the measurement data, ie the need for

sensitivity evaluation for multiple coils or wires. This suggests advantage of an incremental

method over the adjoint system method. But that is not, because the evaluation of sensitivity

in an area, such as voltage induced in the measurement coil of finite cross-section, with this

method requires an additional integration.

For the inverse tasks of shape optimization the sensitivity terms versus geometrical

parameters, here the coordinates of FEM mesh nodes, are necessary. Method of incremental

system for geometric parameter is also based on the differentiation of equations (2.27). Since

the geometric coordinates of nodes take part in the formation of both matrices C and M , the

sensitivity versus this geometric parameter must be evaluated from the equations system,

∂u ∂C ∂M

(C + M ) = − + u. (2.30)

∂x ∂x ∂x

The matrices C and M for Cartesian coordinate system are given by [>>>]. Because the

derivative of element area ∆e takes the form of

∂∆e 1 ∂∆e 1

= bm and = cm , where: m = i, j, k , (2.31)

∂xm 2 ∂ym 2

we obtain the analytical form of stiffness and mass matrix derivatives for element e versus

coordinates of node i :

∂C e ∂M e

+ =

∂xi ∂xi

bi2 + ci2 bi b j + ci c j bi bk + ci ck 0 − ci ci 2 1 1 (2.32)

1 jωµ γ bi

e e

=

bi 1 2 1 ,

bi b j + ci c j b j + c j b j bk + c j ck + 2∆e − − − +

2 2

i c 2 c c ck

4 (∆e )

2 j j

12

ci c j − ck 2ck

bi bk + ci ck b j bk + c j ck bk + ck 1 1 2

2 2

∂C e ∂M e

+ =

∂yi ∂yi

bi2 + ci2 bi b j + ci c j bi bk + ci ck 0 −bi bi 2 1 1 (2.33)

−ci 1 jωµ γ ci

e e

= 1 2 1 .

bi b j + ci c j b j + c j b j bk + c j ck + 2∆e − − − −

2 2

i b 2 b b bk

4 (∆e )

2 j j

12

bi b j − bk 2bk

bi bk + ci ck b j bk + c j ck bk + ck 1 1 2

2 2

Derivatives relating to the other element nodes can be obtained by cyclic permutation of

subscripts and elements of the matrix.

In addition to the sensitivity evaluation of the of punctual and area quantities, it is also

possible to determine the sensitivity of the global quantity, such as a energetic functional of

finite element method [7]. The purpose of such proceedings is to optimize additionally the

value of this functional for the problem solved. The idea of the finite element method is to

minimize the functional value in terms of nodes potentials, and established nodes positions.

Additional reduction in the value of the functional can be obtained by optimizing the location

of nodes. This task can be performed iteratively on the basis of information obtained from the

sensitivity analysis. Suppose, that three-dimensional magnetostatic field is analyzed using the

magnetic scalar potential Ω . Let us write the global functional as the sum of functionals for

tetrahedral elements as follows:

F (Ω )= ∑F e

e

(Ω e )=

∂Ω e 2 ∂Ω e 2 ∂Ω e 2 (2.34)

∑ e e e e 2

1

∂x V + ∂y V + ∂z V −2divTSΩ (V ) .

= e

e

Ve

For the elements of first order the derivatives included in the functional give values

independent from x, y, z .

Ωi Ωi Ωi

Ω Ω

∂Ω e

bi, b j, bk , bl j ∂Ω

e

ci, c j, c k , c l j ∂Ω

e

d i, d j, d k , d l Ω j

= Ω , = Ω , = Ω . (2.35)

∂x 6V e k ∂y 6V e k ∂z 6V e k

Ω l Ω l Ω l

Derivative of the functional in relation to x coordinate of the i-node position takes the form

∂F e ( Ω e )

=

∂xi

∂Ω e ∂ ∂Ω e e ∂Ω e ∂ ∂Ω e e ∂Ω e ∂ ∂Ω e e

=2 V +2 V +2 (2.36)

∂x ∂xi ∂x ∂y ∂xi ∂y ∂z ∂xi ∂z

V

∂ ∂Ω

(Ω e (V e ) ) − e F e ( Ω e )

e

2 2 1

− e divTS .

V ∂xi V ∂xi

∂ ∂Ω e e bi ∂Ωi bi ∂Ω e

V = = , (2.37)

∂xi ∂x 6 ∂xi 6 ∂x

∂Ωi

∂x

∂ ∂Ω e [ci, z k − z l , z l − z j, z j − z k ]

e i

= Ω j , (2.38)

∂xi ∂y

V

6V e Ω

k

Ωl

∂Ωi

∂x

∂ ∂Ω e [d i, y k − y l , y l − y j, y j − y k ]

e i

= Ω j . (2.39)

∂xi ∂z

V

6V e Ω

k

Ωl

The remaining components are obtained by cyclic permutations, while the derivatives of

tetrahedral element volume are

∂V e b ∂V e c ∂V e d

=− i , =− i , =− i . (2.40)

∂xi 6 ∂yi 6 ∂zi 6

versus the coordinates of nodes allows us to optimize the mesh nodes of finite elements. In

order to carry out the optimization, we can use one of the known algorithms, eg gradient

method. After each iteration, it is necessary to re-solve of the problem using FEM.

Optimization of the functional test was carried out using the three-dimensional model of the

shape of "L" shown in Figure 2.8. Inside the area the Laplace equation is satisfied, and the

model contains only three nodes with coordinates (0.75, 0.75, *), whose position can be

optimized. An asterisk (*) denotes the z-coordinates equal to 0, 0.5 or 1

number of nodes x, y, z value [J] calculations error %

-7

1 0,75; 0,75; * 3,18·10 10,2

-7

2 0,52; 0,52; * 3,14·10 9,0

-7

3 0,58; 0.58; * 3,11·10 8,1

Optimal location of a node was found after three iterations. The result was also reducing

calculation error. Optimizing the more dense mesh is shown in Figure 2.9. We can see, as the

nodes tend to concentrate near the inner edge of the model. The original location of nodes and

elements is indicated by a dotted line. The proposed method of finite elements mesh

optimization is, due to the significant effort of numerical calculations, profitable only if the

models are used for multiple calculations.

Fig. 2.9. Optimization of tetrahedral meshes

3. Sensitivity analysis in time domain

Some elements of the sensitivity analysis in the time domain were given for mechanical

systems in [12], and development of this method is in the works [9] ,[13]. Determination of

the sensitivity of time domain can be done with the direct method, similar to this one

described in chapter 2.1. The disadvantage of this direct solution is its low efficiency, and

obtained only approximate numerical values of sensitivity. The direct method is, however,

well suited to validate the results obtained by other methods. As in the frequency domain,

here are applicable two basic methods.

Presented derivation of the sensitivity equation is based on the Lorentz lemma [14]. Using

the divergence theorem this relationship can be represented as follows

0 S

+ +

T

=

∫ ∫ div(E ( x,t)×H ( x,τ)− E ( x,τ)×H ( x,t))dV dt

0 V

+ +

T

=

∫ ∫ (H ( x,τ)rotE ( x,t)− E ( x,t)rotH ( x,τ)

0 V

+ +

(3.1)

while the time τ is opposite to t ; τ =T −t.

According to (3.1) there exist fields of two systems: the original (physical) and fictitious,

called the adjoint system, indicated by (+). Adjoint system has not to be a physical system. It

can be excited using the quantities does not occur in physical systems, such as a magnetic

current density L+. The introduction of such excitations allows for easy determination of the

sensitivity of the desired field quantity.

Taking into account the Maxwell equations we obtain the following:

∫ ∫ (E ( x,t)×H

0 S

+

( x ,τ) − E + ( x ,τ)×H ( x ,t)) n dS =

T ∂H ( x ,t) ∂E + ( x ,τ)

−µ

=

∫ ∫

0 V ∂t

H + ( x ,τ)− E ( x ,t) J S+ ( x,τ) +γ + E + ( x ,τ) +ε +

∂τ

+ (3.2)

∂H + ( x ,τ) ∂E ( x ,t)

+ H ( x ,t)L+S ( x ,τ)+ µ + + E + J S ( x ,t) +γ E ( x ,t)+ε dV dt.

∂τ ∂t

If in the original model there are changing the material parameters δγ, δµ, δε, it causes the

changes in the intensities of fields δE and δH, so that excitation current values JS remain

unchanged,

T

∫ ∫ (( E +δE )×H

0 S

+

− E +×( H + δH )) n dS =

−( µ + δµ ) ∂( H + δH ) H + −( E + δE ) J + +γ + E + +ε + ∂E +

T +

=

∫ ∫

0 V

∂t S

∂τ

(3.3)

+

+

+ ∂H

∂( E + δE )

+ ( H + δH )LS + µ + E + J S +(γ + δγ )( E + δE ) + (ε + δε ) dV dt.

∂τ ∂t

With proper boundary condition Eq.(3.3) equals zero and subtraction (3.3) and (3.2) by

neglecting of small values of second order leads to

∫ ∫ (J δE − L δH)dV dt =

0 V

+

S

+

S

EE δγ − ∂H H δµ + ∂E E δε +

T

=

∫ ∫

0 V ∂t

+

∂t

+ +

(3.4)

∂H + ∂(δH ) + ∂(δE ) + + ∂E +

+γ δEE + −γ +δEE + + µ +δH −µ H +ε E −ε δE dV dt.

∂τ ∂t ∂t ∂τ

We assume that the adjoint model not only has the same topology as the original, but also the

same material parameters, ie γ = γ+, µ = µ+, ε = ε+. Then, the components containing γ are

vanishing, and the last four terms, including µ and ε can be integrated by parts,

∂H + ∂(δH ) + ∂(δE ) +

T

∂E +

0

∫ ∫µδH

V ∂τ

−

∂t

H +ε

∂t

E − δE dV dt=

∂τ

T

∂(δH ) + ∂(δH ) +

=

V

∫ +T

µδHH 0 − µ

0 ∂τ

H +

∫ ∂t

H dt +

(3.5)

∂E + ∂E +

T

+ε δEE +T

0

−ε

∫ 0

δE

∂t

+ δE dt dV.

∂τ

Taking into account, that ∂t = −∂τ and initial conditions for the diffusion problem in both,

the original as adjoint model, are zero, the components of the integral (3.5) are vanishing. The

remaining part of the equation (3.4) takes the form of the sensitivity equation

0 V

+

S

+

S

(3.6)

E ( x,t) E ( x,τ)δγ − ∂H ( x,t) H ( x,τ)δµ + ∂E ( x,t) E

T

=

∫ ∫ 0 V ∂t

+

∂t

+ +

( x,τ)δε dV dt .

Equation (3.6) describes the changes in the electric field and magnetic field caused by

changes in the original model, of material parameters γ, µ, ε, ie the sensitivity of the

electromagnetic field intensities. In order to obtain the sensitivity for area of interest to us, or

for the point, we use the appropriate choice of spatial excitation in adjoint model. The

structure of adjoint model results from the above described sensitivity equation. Boundary

conditions must be chosen so, that the Lorenz lemma be satisfied. Initial conditions should be

zero,

τ=0

(3.7)

H ( x ,t) t=0 =0, H + ( x ,τ) =0.

τ=0

The shape of the excitation of adjoint system in time J S+ ( x ,τ) and L+S ( x,τ) may be chosen in

an arbitrary way, convenient for further calculations. Since the adjoint system is a fictitious

system, in particular, we can choose physically not realizable excitation, such as the Dirac

impulse, or a unit step impulse . In further considerations, let's take simplified form of

sensitivity equation (3.6), limited to the sensitivity of the electric field E versus material

conductivity γ,

∫ ∫ J ( x,τ)δE ( x,t)dV dt =

0 V

+

S

(3.8)

T T

=

∫ ∫ E ( x,t) E ( x,τ)δγ dV dt = δγ ∫ ∫

0 V

+ e

0 Ve

+

E ( x ,t) E ( x,τ)dV dt ,

while V e denotes the area, where a change in conductivity occurs. In further considerations it

will be usually area of one finite element e. Conductivity γe remains constant for the whole of

V e and the entire analysis time T.

Since the analysis of electromagnetic fields is usually carried out using the auxiliary potential

A, the implementation of this method for the magnetic vector potential A is presented below.

For two-dimensional analysis the scalar magnetic potential φ = 0, so the relationship for the

original model and adjoint model simplifies to

E ( x ,t) = − and E + ( x ,τ) = − = . (3.9)

∂t ∂τ ∂t

In this way, the version of the sensitivity equation for the magnetic vector potential A by the

two-dimensional analysis is obtained

T

∂ T

∂ ∂

∫ ∫

0 V

J S+ ( x ,τ)

∂t

δA( x ,t)dV dt = δγ e

∫ ∫ 0 V e ∂t

A( x,t) A+ ( x ,τ)dV dt .

∂t

(3.10)

Excitation of adjoint models in the time domain

At last it remains to consider the excitation shape of the adjoint model in the time domain. We

utilize two shapes of pulses, which lead to a simplification of the left hand side of equation

(3.10). Let us introduce the unit step current

0 for τ ≤ 0

J S+ ( x ,τ) = J S+ ( x )1(τ), where: 1(τ) = (3.11)

1 for τ > 0.

T

∂ ∂

∫JV

+

S ( x )(δA( x ,T )−δA( x ,0))dV = δγ e

∫ ∫

0 V e ∂t

A( x ,t) A+ ( x,τ)dV dt .

∂t

(3.12)

With zero initial condition for the potential A also the sensitivity δA( x ,0)=0 . The obtained

sensitivity equation determines the sensitivity for the analysis time T and its left side is

analogous to the left side of the sensitivity equation (2.9). Here we can also introduce other

types of spatial excitations, receiving directly the sensitivity for voltage measured in the coils.

Another way is to use a current in the shape of the Dirac impulse:

∞ for τ = 0 ∞

J S+ ( x ,τ) = J S+ ( x )δ (τ), where: δ (τ) =

0 for τ> 0

and

∫ −∞

δ (τ)dτ =1. (3.13)

∂ T

∂ ∂

∫ V

J S+ ( x )

∂t

δA( x ,T )dV = δγ e

∫ ∫

0 V e ∂t

A( x ,t) A+ ( x ,τ)dV dt .

∂t

(3.14)

Since the adjoint system is analyzed for backward time: τ = T – t, the Dirac pulse τ = 0

corresponds to the time of analysis of the original system t = T. The right side of this

equation is the same as (3.12), while the sensitivity evaluation using this method takes place

after the time discretization recursively, for subsequent analysis up to the time T.

Time discretization

Discretization of equations (3.12) and (3.14) has been performed in such a way, that the time

T, for which sensitivity is determined, was divided into I equal segments: T = I.∆t, where

I = 1,2,...,N. The analysis of the original system took place for the current time and the nodal

.

potentials were calculated at the time points n ∆t, while the adjoint system in the backward

.

time at the time points n ∆τ, with n = 1,2,...,N.

While using finite elements linear in the time domain, the derivative of the potential in the

i-th time element is constant, and equation (3.12) for unit step excitation can be shown as

I

∫ V

J S+ ( x )δA( x,T )dV =δγ e ∑∫

i=1 Ve ∆t ∆t

dV . (3.15)

An analogous equation, we obtain for forcing the adjoint model by the Dirac impulse (3.14)

∫JV

+

S ( x )δA( x,T )dV =

∫JV

+

S ( x )δA( x ,T- ∆t)dV +

I (3.16)

∑∫

1

+δγ e

(A( x )i − A( x )i-1)( A ( x )I−i+1 − A ( x )I−i)dV .

+ +

∆t i=1 Ve

While exciting by the Dirac impulse, calculations take place in a recursive manner, based on

knowledge of the sensitivity of the previous time step, with zero initial condition. Given

equations (3.15) and (3.16) do not depend on the differential scheme Θ used for time

stepping.

There remains still time discretization of exciting pulses. Since the solution of differential

scheme Θ corresponds to the differential equation solving in collocation point

t = (n − 1+Θ)⋅∆t, the value of excitation for the collocation point should correspond to the

value of the pulse. Figure 3.1 shows the collocation points for different values of Θ and unit

step excitation 1(τ). Value of the function in collocation points is 1. Linear shape functions in

the time elements are forcing in a linear excitation change in each element and the continuity

on elements border, which consequently leads to the waveforms shown in Figure 3.1 [13].

Fig. 3.1. Excitation discretization for unit step pulse for the various schemes Θ

Potential values obtained using the so-defined excitation, as shown in Figure 3.1a, exhibit

similar oscillations within the time elements, but providing the correct solutions in collocation

points.

If we use the excitation shape of the Dirac impulse δ(τ) (3.13), we assume, that the pulse

occurs for i = 1, and the following condition will be met:

∫ −∞

δ (τ)dτ =1. (3.17)

The shape of excitation and its values in the collocation points for the three differential

schemes Θ are shown in Figure 3.2.

Fig. 3.2. Excitation discretization for Dirac pulse to the various schemes Θ

The condition (3.17) for the waveform Fig. 3.2a takes the form

1 2 2

∞ ∞

2

∫ −∞

δ (τ)dτ = ∆t +

2 ∆t ∑

i=2

− =1 ,

∆t ∆t

(3.18)

∞

1 3

∫

3 3 3 3 3 3 3

δ (τ)dτ = ∆t + − − + + − − +...=

−∞ 2 2∆t 2 ∆t 4 ∆t 4∆t 8∆t 8∆t 16∆t 16∆t

(3.19)

3 1 1 1 3 2

= 1− + − +...= ⋅ =1,

2 2 4 8 2 3

∞

1 1 1

∫ −∞

δ(τ)dτ = ∆t + =1.

2 ∆t ∆t

(3.20)

Since the condition (3.17) is fulfilled, all three waveforms can be considered as discretized

Dirac impulse.

There are no clear grounds for the choice of excitation of adjoint model as one of the two

pulses described above, the Dirac pulse or unit step pulse. Contribution of numerical

calculations is the same for both cases, and the same values of sensitivity are obtained.

1

Θ C + M un =

∆t

(3.21)

1

= M − (1 − Θ ) C un-1 + (1 − Θ ) fn-1 + Θ fn ,

∆t

with: C and M – stiffness and mass matrices of finite elements, respectively. u denotes the

modified magnetic vector potential. Differentiating it versus material parameter γe of the

element e we become

∂ 1

e

ΘC+ M un =

∂γ ∆t

(3.22)

∂ 1

= e M − (1 − Θ ) C un-1 + (1 − Θ ) fn-1 + Θ fn .

∂γ ∆t

In a similar way, we can set the derivatives of the differential scheme in relation to other

material and geometrical parameters. In the case of derivative terms γ, stiffness matrix C does

not contain this parameter, besides that we assume, that due to changes in the material

parameter the excitation f does not change. Then equation (3.22) simplifies to the form

1 ∂M 1 ∂ u

un + Θ C + M en =

∆t ∂γ e

∆t ∂γ

(3.23)

1 ∂M 1 ∂ u

= un-1 + M − (1 − Θ ) C ne−1 .

∆t ∂γ e

∆t ∂γ

By introducing the definition of the sensitivity for the point referred to in Eq. (1.3) we obtain

the system of equations

1

Θ C + M Sen =

∆t

(3.24)

1 ∂M 1

e (

= un-1 − un ) + M − (1 − Θ ) C Sen −1 ,

∆t ∂γ ∆t

from which with the initial condition S0e = 0 can be recursively evaluated the value of the

sensitivity for the subsequent time steps tn. Keeping constant time step, preferably the same

as in the analysis of the original model, one can calculate the sensitivity with the same

decomposition of the matrix C and M, as determined by analysis of the original model.

Calculation of the sensitivity for the area, for example, the sensitivity of voltage induced in

the measurement coil of finite cross-section, by this method requires the integration over the

coil area.

To determine the sensitivity the methods described above make use either of adjoint or

incremental model. Both models are fictitious, and may take the form unacceptable for a

physical system. Also excitations of these systems need not be physically exercisable.

However, this does not disturb the analysis with finite elements.

Compared with the direct evaluation of sensitivity (Chapter 1.1), both methods are very

effective. In both cases, the first is an analysis of the original (physical) model. Vector

potentials obtained by this analysis are used in the components of the sensitivity equation in

the method of adjoint model or in the excitation of incremental model. The adjoint model

method provides in a single pass sensitivity of voltage induced in one coil in terms of all

parameters of the system. Method of incremental model, on the contrary, provides the

sensitivity of all nodes of a model versus one parameter. Determination of the sensitivity

against another one parameter requires the re-calculation of the right side vector of equation

(3.24), including derivative of matrix M, but this act does not requires complicated

calculations, and even can be achieved using a standard package for the fields analysis. Due to

the excess of the measurement data, desired by optimization, and a small number of variable

parameters, it would indicate a predominance of incremental systems.

However, when analyzed in the time domain, the effectiveness of the method is determined

by the calculations repeated for each time step. If there is desired the area sensitivity, then the

advantage of the adjoint model method, which does not require integration in the coils, may

be demonstrated. On the other hand, any further decomposition of the matrix caused by, for

example, changing the position of the probe, there is not of great importance for the global

execution time. An additional advantage of the adjoint system method is the fact, that in

determining the sensitivity for the application to the optimization task, this method allows the

direct determination of a gradient of the square objective function.

The presented example concerns the model of ring coils inside an infinitely long pipe. System

consists of two excitation coils and located in between the measuring coil (Fig. 3.3). Currents

of opposite direction are forming differential system, what results in measuring of zero coil

voltage for a homogeneous tube structure. These coils systems are used in eddy current flaw

detection to detect welding defects, nipples, etc. The nearing of differential coils to the flaw

causes inducing of eddy currents and the voltage on the measurement coil. Presented probe

does not allow to detect a defect location on the circumference of the tube, but only its

location along the tube. In the absence of a flaw the system has the circular-cylindrical

symmetry, and therefore it can be analyzed using 2D algorithms.

Fig. 3.4. Excitation current shape

For the excitation the current pulse in the shape of half-sine was chosen. The analyzed model

is shown in Figure 3.5. Material parameters correspond to the copper pipe wall. It was

assumed, that the coils are very thin wire wound, so that the skin effect is negligible and the

current density in the coil is uniform 1A/mm2, and this area can be treated as non-conductive

(γ = 0).

Since the calculations will be done in time domain, the complexity of the model and size of

the area is more important, than by the calculation models with the harmonic impulse.

Therefore, the boundary is placed relatively close, causing the error associated with this. On

the axis of symmetry the zero Dirichlet condition was forced, while other boundaries were

selected for the zero Neumann condition, constant throughout the whole analysis in time

domain.

The area under consideration was divided into 2304 triangular elements of the "envelope".

Application of these elements provides a symmetrical digitization, causing the calculated

magnetic field of differential coils is symmetrical, and the voltage in the measuring coil equal

to zero in the absence of flaw. In the air area the Laplace equation is taken, Poisson’ in

excitation areas, and in the pipe wall the homogeneous diffusion equation is assumed.

Fig. 3.6. Discretization with „envelope” elements

Regardless of the method, which is used to determine the sensitivity, analysis begins with the

original system. The result are transient values of the modified vector potential u. A fixed

value of time step ∆t = 20 µs is adopted, and the analysis was continued in 250 time steps. As

differential scheme Crank-Nicolson’ (Θ = ½) is used.

Fig. 3.7. Modified magnetic vector potential u for time moments of: a) t = 200 µs, b) t = 400 µs, c) t = 700 µs,

d) t = 1000 µs, original model

Figure 3.7 shows a gradual field diffusion to the pipe wall, confirming the appropriate

selection of time step ∆t. After the disappearance of excitation currents, for the time

t = 1000 µs, is seen only eddy current field excited in the pipe wall (Fig. 3.7d). The analysis

was performed with the adjoint system with the excitation current shape of unit step pulse

(fig. 3.1a) for the scheme Θ = ½. The obtained results are shown in fig. 3.8.

Fig. 3.8. Modified magnetic vector potential u for time moments of: a) τ = 20 µs, b) τ = 40 µs, c) τ = 60 µs,

d) τ = 80 µs, adjoint model

Excitation has been placed in the area of measuring coil. It should be noted, that these results

do not correspond to the collocation points at Θ = ½. There were selected other moments of

time, in order to show the discretization effect of an impulse excitation corresponding to the

unit step at Θ = ½. As is apparent from Figure 3.1a, for even times ∆t excitation reaches zero,

as can be seen clearly in Figure 3.8b at τ = 2·20µs, and in Figure 3.8d at τ = 4·20µs. In turn,

for the odd times the excitation reaches a double value. Of course, the potential values of the

collocation points do not show these oscillations.

Implementation and analysis of the original and adjoint system allows us to evaluate in an

area of the measurement coil the sensitivity versus the conductivity of all finite elements

(3.15). It should be noted, that these are not the sensitivity values of voltage induced in the

coil, but only some integral values of the vector potential on the area of the coil.

For the initial analysis time (Figure 3.9a, b) the terms of conductivity is dominated by the

sensitivity of surface area of wall. Since the field is not yet diffused into the interior walls, the

sensitivity of the elements of this area is negligible. In the final times of analysis

(Fig. 3.9d, e, f) field have diffused the whole wall thickness. Although the sensitivity of the

elements lying on the surface are still the greatest, but we can now observe the impact of

items that fall inside the wall, or even at the opposite side.

Fig. 3.9. Sensitivity for measurement coil area versus conductivity in elements for times: a) t = 200 µs,

b) t = 400 µs, c) t = 700 µs, d) t = 1000 µs, e) t = 2000 µs, f) t = 3000 µs

The dependence of the sensitivity on of the position of the element may by better presented as

a function of time for specific items. For comparison, four elements on the inner surface of

the tube wall, the four inside wall and two elements on the opposite side of the wall were

chosen. Figure 3.10a shows, that the sensitivity for the elements lying inside the wall, closer

to the coil, occurs at first, while for the elements lying on the opposite side at the end. By

contrast, the position of the element against coil is associated with the sign of sensitivity,

which is the result of differential excitation. Figure 3.10b shows the sensitivity against

conductivity for elements lying directly under the coil. They appear almost simultaneously

with the occurrence of excitation pulse.

The presented example using the pulsed excitation and time domain analysis shows, how the

position of the conductive elements is associated with the sensitivity output value. This

dependence can be used to identify the structure of conductive material, including

discontinuities located deep below the surface.

Fig. 3.10. Sensitivity for measurement coil area versus conductivity in elements: a) inside tube wall and on the

opposite side, b) on the inner side of tube wall, c) placement of chosen elements

4. Solution of inverse tasks using sensitivity analysis

As the inverse task will be seen the identification task of material parameters of the

environment, of the material contours, or sources distribution that cause the existence of

electromagnetic fields. From the viewpoint of applications there are of particular importance,

the first two types of inverse tasks. A way of solving this task proposed in this paper is to

match the distribution of fields on a simulation model to the measured distribution of the real

object. But we can not prove in general case, that the same distribution of the electromagnetic

field corresponds to the same structures of the simulation and the original model. This means,

that the solution of the inverse may be ambiguous, and evaluation of obtained solutions must

often leave the user experience.

The inverse task is therefore a task to seek the vector of parameters p belonging to the space

of available solutions [ Π ] , and minimizing the norm

⌢ ⌢

min u − u 2 , where: u − is the measured field distribution,

p∈[ Π ]

(4.1)

u − the field solution of simulated model.

− stochastic methods (genetic algorithms, simulated annealing, Monte-Carlo method),

− artificial neural network,

− deterministic method (gradient-less and gradient optimization methods).

Sensitivity analysis is used in the last group of methods, which are deterministic gradient

methods. Stochastic methods demonstrate their usefulness in multimodal cases, while the

technical task of identifying and optimizing the shape, as well as identifying the structure of

the material, should be so defined, as to be unimodal case, which of course does not always

succeed. By unimodal tasks the efficiency of stochastic methods, as well as efficiency of

gradient-less optimization methods, is considerably worse. Artificial neural networks are

unrivaled in speed, but the answer provided by the network to an unknown input signal is

uncertain and depends on many factors.

Among the well-known gradient optimization methods we have selected Gauss-Newton

method. Way to seek solution of the problem using a iterative gradient algorithm is shown in

simplified form in Figure 4.1.

Fig. 4.1. Iterative algorithm for solution of inverse task

In order to clarify the iterative algorithm, suppose the inverse task is to identify the structure

of conductive material, and to that end with each of the C eddy current transducers were made

N measurements. Number N will mean either the number of frequencies used in the

measurement, when the excitation current is harmonic, or N is number of discrete time

moments for which there was measured the transducer voltage with pulse excitation of a

different shape. For the objective function we can then use the following definition of

quadratic error:

C N C⋅N

1 2 1 2

ℜ= (c )

n v v (4.2)

2 c=1 n=1 v =1

Suppose, that in the inverse task occur M parameters pm. It may be material conductivity in

particular finite elements, or the coordinates of the nodes of finite elements. The first

derivatives of the parameters pm can be determined from the formula

C⋅N

∂ℜ ∂uv

∂pm

= ∑(u −u⌢ )∂p , m =1,2,...,M ,

v =1

v v

m

(4.3)

⌢ ∂uv ∂uv ∂ 2uv

C⋅N

∂ 2ℜ

∂pm∂pw

= ∑v =1

( v v )

u − u + , m =1,2,..., M , w =1,2,..., M .

∂pm ∂pw ∂pm∂pw

(4.4)

The essence of the Gauss-Newton method is to approximate the function near the stationary

point p0 with the square form [2]

1

ℜ( p) ≅ ℜ( p0 ) + ∇ℜ( p0 ) ( p − p0 ) + ( p − p0 ) ∇2ℜ( p0 ) ( p − p0 ) .

T

(4.5)

2

The necessary condition for the existence of a minimum pmin is zeroing the gradient of the

objective function,

The Gauss-Newton method assumes, that the vector p lies near a minimum of p0, and then in

formula (4.4) can be omitted the small of second order, approximating the second derivatives

in following manner

C⋅N

∂ 2ℜ ∂uv ∂uv

∂pm∂pw

= ∑(u −u⌢ )∂p ∂p , m =1,2,...,M and w =1,2,...,M ,

v =1

v v

m w

(4.7)

or in vector notation

∇2ℜ( p ) = ( ∇ℜ( p ) ) .

2

(4.8)

Knowledge of the gradient and Hessian of the objective function allows us to evaluate a

corrections vector δp0 added in the current position p0,

In real applications, the vector of parameters p0 is not close to a minimum. The approximation

(4.9) results, that after addition of corrections we did not find the minimum, and the only new

point p1

p1 = p0 + δp0 . (4.10)

Considerable distance from the vector of parameters p0 to minimum pmin can cause even the

iterative process is not convergent.

To determine the corrections vector the sensitivity analysis is used. We define the following

matrix called the sensitivity matrix S:

∂u1 ∂u1

∂p ...

∂pM

1

S = ... ... ... . (4.11)

∂u ∂uC ⋅N

C ⋅N ...

∂p1 ∂pM

In the simplest case, the matrix S may be a square matrix with number of columns M = C·N.

This condition is practically easy to meet, because we can always choose the appropriate

number of frequencies or the number of discretization time points. Usually, taking into

account the frequencies or time discretization points, is left to the methods of solving of over-

determined equation systems, providing an excess of measurement data and resulting in the

matrix S in a rectangular form M < C·N.

Utilizing the sensitivity matrix, the gradient of the objective function (4.3) can be summarized

as follows:

⌢

∇ℜ = S T ( u − u ) , (4.12)

∇2ℜ( p ) = S T S . (4.13)

The corrections vector can therefore be determined from the system of equations

⌢

S T S δp = S T ( u − u ) , (4.14)

or from:

⌢

S δp = u − u = δ u. (4.15)

The first of these formulas, (4.14), is a system of M linear equations with M unknowns, while

the second, (4.15), system of C·N equations with M unknowns, ie over-determined system.

Over-determined system of linear equations with the right hand side containing the measured

data (4.15) is mathematically inconsistent. Its exact solution does not exist, and we can only

be seeking for a solution minimizing error in the selected norm. Generally it is l2 norm,

although in some applications there are useful other norms, such as l∞, which minimize the

maximum solution error. One method of solving over-determined systems in l2 is the method

of normal equations, which leads to a system of equations (4.14). Normal equations method

causes significant numerical errors, additionally in the event of poor condition the created

system of equations is difficult to regularization. In the literature we can find examples of

over-determined equations whose solution by normal equations leads to a singular matrix, and

the use of other methods, such as singular value decomposition of, leads to a solution. For this

reason, discussion of methods for solving of over-determined systems focuses on method of

decomposition of the matrix on singular values.

Any rectangular matrix S of dimensions C·N × M (C·N ≥ M) can be orthogonally decomposed

into three matrices [2]

S =U Σ V T , (4.16)

where U is orthogonal matrix of size C·N × C·N , V is the orthogonal matrix of dimensions

M × M, which means that U U T = I and V V T = I, with: I - identity matrix. The matrix Σ has

the same dimension as S, but it is a diagonal matrix with the following structure:

D 0

Σ = , D = diag (σ 1 , σ 2 ,..., σ K ) . (4.17)

0 0

ordered

σ 1 ≥ σ 2 ≥ ... ≥ σ K ≥ 0. (4.18)

Substituting the orthogonal decomposition (4.16) to the system of equations (4.15) and

multiplying both sides by UT continues to get still the system of C·N equations,

Σ V Tδ p = U Tδ u , (4.19)

the vector of unknowns, marked x, and excitation vector g can be represented as:

x }K g }K

Σ x = g , where: x = V T δp = 1 , g = U T δu = 1 . (4.20)

x2 }M − K g2 }C ⋅N − K

Utilizing the structure of the matrix Σ we can split system of equations (4.20) into two

systems:

D x1 = g1

(4.21)

0 ⋅ x2 = g 2 .

If M = K = C·N , the vectors labeled with index (2) do not exist. The first of equations (4.21)

forms a square system of equations. Solution of the second is indefinite, therefore, we adopt a

zero vector as a solution with the smallest norm. As we can see, the norm of the solution rest

of over-determined equations system is then |g2|. Remembering, that the solution of over-

determined system of equations delivers a corrections vector of the iterative algorithm, it can

be stated, that such approach is fully reasonable.

It may be a problem, to find a relevant number of K, it is the rank of the matrix D, which may

be maximum M. However, to achieve the maximum rank of M is not beneficial in poorly

conditioned systems. There are two possibilities here:

analysis of singular value σ (4.18) allows to find K corresponding to a so small singular

value, that with the numerical accuracy it is equal to zero,

assumption for an iterative algorithm a priori value of the rank K for a further iteration.

For the aim of regularization we propose in the paper to assume in each iteration the condition

factor κ for the sensitivity matrix S,

a

κ= , (4.22)

b q−1

while q is the number of iteration. The parameters a and b are adopted a priori for the whole

process of iteration. Basing on the condition factor κ there is then determined a threshold for

singular values, below which the singular values are reset,

ε = κσ 1 . (4.23)

5. Examples of inverse tasks

The aim of the first example is to show of a well-conditioned iterative algorithm, with the

same number of variables, as in the system of equations (4.15). As variables the values of

conductivity in particular finite elements discretizing a part of conductive plate are taken. This

part of the whole area will be hereinafter referred as search area. We have selected a simple

model of eddy current flaw detection system [10], which consists of a coil placed above a

conducting plate, as shown in Figure 5.1.

Below the exciting coil the field measuring coil was placed, to determine the value of the

magnetic flux over the defect. Arrangement of coils and plates have circular-cylindrical

symmetry and can be analyzed in two dimensions r, z (2D). This type of symmetry means,

that reference defect has the shape of circular groove of the axis of symmetry coinciding with

the axis of the coil. As we can see, the limitations of 2D analysis does not allow for modeling

a wide class of real defects.

For discretization of the model the 10000 triangular finite elements with 5101 nodes were

used. Bandwidth of the FEM matrix was equal 102. The model consists of an air area with the

parameters µ = µ0, γ = 0, area of the excitation coil, wound with a very thin copper wire,

which allows for the assumption of the same material parameters, such as air, and from the

conductive plate with the parameters: µ = µ0, γ = 2·107S/m, which correspond to the non-

magnetic steel. Exciting current density in the coil cross-section is constant JS = 106A/m2.

Using the modified potential u in these areas, Laplace, Poisson and Helmholtz equations were

constituted, respectively.

Symmetry conditions require the assumption on the symmetry axis of the zero Dirichlet

boundary condition. The same condition was adopted at the plate edges, while because of

relatively close area cut in the air, the infinite elements were used there.

Fig. 5.2. Model discretization, material parameters and boundary conditions

The described model was then used to simulate field measurements over the plate with the

defect. There were introduced two types of test defects and a set of C = 12 induced voltages

from the measurement coils, placed directly under the excitation coil, was read off. The

simulations were carried out for the following six frequencies (N = 6): 10, 20, 100, 200, 1000,

2000 [kHz].

The defect was then removed from the test plate and launched an iterative algorithm, which is

illustrated in Figure 4.1. Initial value of conductivity γe = 2·107S/m corresponded to the full

board. The search area was selected, consisting of M = 72 elements. It reveals in Figure 5.2

darker area in the plate. The sensitivity of voltage induced in the measuring coils in terms of

conductivity in all finite elements of in the search area, for the six frequencies used, has been

evaluated. In this way, a square system of equations (M = C·N) was formed, from which we

could evaluate the corrections of conductivity for each element.

S S22 S23 .... S2 M δγ 2 δu 2

21

S31 S32 S33 .... S3 M . δγ 3 = δu 3 . (5.1)

.... .... .... .... .... .... ....

S M 1 SM 2 SM 3 .... S MM δγ M δu M

Since a voltage variations δuM were calculated using the same numeric model, as original, the

system of equations (5.1) is relatively well conditioned and can be easily solved. The

corrections δγ obtained by using the symbolic method also have a complex value, and

therefore the corrections made to the model conductivity are real part: δγ = Re(δγ). The

iterative algorithm converges fast to the shape of a test defect.

Conductivity distributions shown in Figure 5.3 and Figure 5.4 were obtained after five

iterations. These shapes correspond well to the assumed defects.

Another model is showing the operation of algorithms on the model of differential coils

placed concentric in conductive pipe, similar to that described previously. Its contours are

shown in Figure 5.5. This system owns the circular-cylindrical symmetry, coinciding with the

axis of the tube. Taking into account this kind of symmetry for a defect means, that it has the

form of concentric groove running around the pipe. Such model may be responsible for a

round rupture or weld.

The model was discretized using 3864 finite elements with 1998 nodes. Bandwidth of the

MES matrix was equal 49. Pipe material parameters were: µ = µ0 and γ = 2·107S/m. Excitation

current density in the differential coils the was JS = 106A/m2. As in the previous example, the

value of voltage induced in the measurement coil was obtained by the numerical analysis.

There were used four frequencies: 10, 20, 100 and 200[Hz]. Using the so-called envelope

finite element was found necessary to maintain the symmetry of the model so, as to obtain the

voltage induced in the measuring coil by absence of defect equal to zero. In Figure 5.6 shows

an example of field distribution around a differential coils system at a frequency f = 10Hz in

the absence of a defect in the wall of the tube.

Fig. 5.6. Equipotential lines of vector potential

Search area is defined so, that it consisted of 36 finite elements. To obtain a sufficient number

of measurements required for the formulation of the inverse task, the defect has been shifted

against coils in nine steps, as 2mm. In this way the 36 equations (5.1) with 36 unknown

corrections δγ were obtained. For a defect located on the same side of the wall, as the sensor,

an iterative algorithm converges very quickly and after three iterations the shape of the test

defect was recognized.

Fig. 5.7. Recognized test defect inside the wall

System of equations (5.1) in solving the inverse task for a defect located on the opposite side

of the pipe wall has proved to be ill-conditioned and the algorithm does not converge.

Therefore the simple Tikhonov regularization algorithm was applied, modifying elements of

the sensitivity matrix and right hand vector as follows:

M M

S *

kk = S kk + α , S =

*

kl ∑S

m =1

mk

*

S ml and δu =

k ∑S

m =1

mk δu k . (5.2)

There was experimentally selected the lowest value of coefficient α, at which the iterative

algorithm converges. After completing five iterations the conductivity distribution

corresponding to the test defect outside the pipe was obtained and shown in Figure 5.8.

Fig. 5.8. Recognized defect shape outside the pipe wall

The two presented examples show the operation of an iterative algorithm for the inverse task,

when input data are affected by at most a small error of numerical analysis of the model. The

real measurement data, applied without improving the condition factor of the equations

system, lead to divergence of the algorithm.

By optimizing of the shape in the example below sensitivity dependences derived above are

used. Iterative algorithm for inverse tasks is the same, as this for the material parameter

recognition using the incremental system. The main difference is, that in the inverse task of

the shape recognition usually occurs only a little number of variable parameters, which are in

this case the geometric coordinates of the finite element nodes. This often allows us to build a

over-determined system of equations and, as a result, to find the optimal solution. The values

of relative sensitivity in the shape identification of the conductive, or additionally

ferromagnetic bodies, are clearly greater than the sensitivity calculated in terms of

conductivity of the finite elements. This is because the nodes, which are optimized, lie on the

boundary, and their displacement results in large changes of the field in the measurement coil.

Described reasons mean, that an inverse algorithm used for shape optimization is usually a

well-convergent.

An important problem is changing the topology due to shifting the boundary line. Generating

a new digitization in each iteration is inefficient, besides that it would result in abrupt changes

of FEM discretization error, making impossible the convergence of algorithm. Therefore, if a

displacements are small, a local change of discretization is undertaken, so as not to destroy the

continuity of the mesh. How local changes in discretizing mesh works is shown in Figure 5.9.

Suppose, that there has been designated the new location of node P0. Shifting the node along

the y-axis is accompanied by a forced transfer of nodes P1, P2 and nodes located below, P-1, P-

2. Forced shifting depends on the distance of nodes from P0, while outside a certain circle

nodes are not moved.

This method is suitable for use also in tetrahedral networks, it avoids the generation of

discontinuity in meshes, but causes adverse changes in refinement of elements. As shown in

Figure 5.9, there was the density increase over node P0 and density decrease underneath.

The model used to the shape recognition of the surface corresponds to the arrangement of

measuring used in the work [15]. It has been shown in Figure 5.10. It consists of two

differential coils wound at very highly ferromagnetic core, between which there is placed a

measuring coil. Value of the exciting current I = 60mA, frequency f = 1kHz.

Defect was in the form of coaxial groove of dimensions 1×3mm. Measurements of voltage

induced in the coil were performed by moving the probe against defects with 2mm steps at

distance 40mm (C = 20 measurements). Measured was real and imaginary part of the voltage

induced in the coil.

Fig. 5.10. Model of the probe inside the pipe with coaxial defect

Then, using the model shown in Figure 5.10, there was simulated measurement with respect

to the probe shift versus defect. In order to eliminate the discretization error and the impact of

FEM mesh cutting, the results are codified in terms of the maximum value of the

measurement signal. The result are the following characteristics, separately for real and

imaginary parts of voltage [11]:

Fig. 5.11. The voltage induced in measurement coil for different positions of probe

Basing on simulation model, the minimization of following error function was done

∑ ⌢ ⌢

1

ℜ1 = ( uv −uv )( uv −uv )* , (5.3)

2 v=1

⌢

where u v denotes the voltage value in measurement coil for position number v.

The width of search area was 6mm, which with a elements width equal to 0.5mm gave the

number of moving nodes M = 13. From the 20 measurements there were rejected those

corresponding to the maximum probe distance from the defect, leaving C = 13. Although in

this way the square system of equations was received, but it required regularization. To solve

this problem, the TSVD with variable rank of the matrix S was used. After 15 iterations the

trajectory of the signal received from a defect became similar to the measured trajectory.

In order to illustrate and evaluate an iterative process, the two error rates were introduced. The

first is based on the difference of voltage induced in the measuring coil in the present iteration

and measured voltage,

v v v v

*

Ż U2 = v

⌢ ⋅100% . (5.4)

∑v

(

⌢

u −

⌢ ⌢

u )(

v śru − uv) v śr v

*

The second one was defined knowing the actual shape of the surface defect,

∑( x − x⌢ )( x − x⌢ )

v v v v

*

Ż 2P = v

⌢ ⋅100%, (5.5)

∑v

(

⌢

x −

⌢ ⌢

x )( x

v śr− x v) v śr v

*

⌢

where: x v – denotes the known coordinates of the surface.

Fig. 5.13. Error rates (5.4) and (5.5) for consecutive iterations

Both, the field error rate (5.4) and shape error rate (5.5) reach a minimum in the 15-th

iteration, when the process should be terminated. The surface shape reached at 15-th iteration

is shown in Figure 5.14.

Fig. 5.14. Surface shape after 15 iterations. Test defect marked with thick line

Then, an iterative process was repeated utilizing only module of the voltage measured in the

measuring coil, minimizing the following objective function of the form:

∑(|u |−|u⌢ |) .

1

ℜ2 = v v

2

(5.6)

2 v=1

To show an iterative process, there were used two indices similar to previously defined,

except that the error rate of the voltage in the measuring coil was in this case of the form

∑(|u |−|u⌢ |)

v v

2

Ż 2|U | = v

⋅100% . (5.7)

∑(|

v

⌢

u |− |

⌢

u

v śr|) v

2

Iterative process was similar as before, the minimum value of both error rates was obtained at

15-th iteration (Figure 5.15).

Fig. 5.15. Error rates (5.7) and (5.5) for consecutive iterations

After stopping the iterative process on the 15-th iteration, we compared the voltage module

measured in the coil and the value determined using FEM, obtaining a good agreement of the

two graphs (Figure 5.16). Despite this, the shape of surface defect, shown in Figure 5.17,

differs from the test defect more than the shape shown in Figure 5.14. The reason for this is

the amount of information carried by measuring the voltage module less than this for

measuring both, the module and phase shift (or the real and imaginary) of voltage.

Algorithm used to move nodes does not allow for modeling defect of rectangular sides, but

their shape approximates a diagonal line. Unfortunately, here is a significant disturbance of

finite elements discretization and mesh elements would require further adaptation of.

Fig. 5.16. Voltage module measured in the coil and the value determined using FEM

Fig. 5.17. Surface shape recognized basing only on module of voltage. Test defect marked with thick line

5.3. Recognition of material parameters in the time domain

The identified parameter of material will be electrical conductivity γ. We will use two-

dimensional model of the system, similar to that shown in (Fig. 3.3) and in the work [13],

modified slightly so, that it contains additionally a core concentrating magnetic field. It is a

differential measurement system, which includes two opposite connected measurement coils.

In the absence of defect, the system is symmetrical and its output voltage is zero.

The measurement with described sensor was simulated using 189696 finite element and

95409 nodes. The assumed finite element size is suitable for moving the search area including

a defect in steps of 0.125mm. Measurement of the output sensor voltage was made in this way

for Cp = 97 sensor locations.

Fig. 5.18. Model dimensions and parameters Fig. 5.19. Positions of the search area

The measuring coil had 500 turns. Exciting current density was JSmax = 0,14 A/mm2. Number

of turns of exciting coil was n = 230, what correspond to a driving current of 10mA. Pulse

duration has been chosen so, that the field has time during its lifetime to diffuse the entire

pipe wall. The parameters of the wall correspond to Inconel 600: µr = 1 and γ = 1MS/m, which

after taking into account the wall thickness δ = 1,27mm gave the pulse duration of T:

πδ 2 µγ

T= ≈1,5µs . (5.8)

4

Analysis time T was divided into n = 150 equal time elements. Pulse shape is shown in

Figure 5.20.

To show, that the identification of the conductivity distribution is possible with other

discretization elements, the process used to identify a network containing only 128700 finite

elements and 64775 nodes. Grid step was 0.2mm (Fig. 5.19), which gave the distance between

the start and stop of C = 61 positions. Only some of them coincide to the sensor positions

during simulation of measurement, the remaining measurement data were interpolated using

the method of sections.

In practice it is hard to expect, that the finite elements discretization allows for accurate

representation of the real defect, thus mesh used in the identification process, marked in

Figure 5.21 color white was chosen so, as not to be able to imitate its shapes shown in the test

defects fig. 5.21a, b, c, d. The grid used in the simulation of the measurement is marked in

black.

Fig. 5.21. The test defects in the mesh elements used in the simulation of measurement (black) and mesh

used to identify defects (white)

We assumed, that the iterative process can be maximally continued up to 35-th iteration. The

parameters of regularization were assumed experimentally (4.22) a = 0,99 and b = 1,5. Choice

of parameters was carried out in such a way that, at first, not to carry out too many iterations

with a constant rank of the matrix, and at last, not to cause a divergence process. The values

of the condition factor imposed under this circumstances are shown in Figure 5.26.

Fig 5.22. Identification process of defect 5.21a: a) the assumed distribution of conductivity, b) the distribution of

conductivity after 5 iterations, c) after 15 iterations, d) after 23 iterations

Fig. 5.23. Identification process of defect 5.21b: a) the assumed distribution of conductivity, b) the distribution

of conductivity after 5 iterations, c) after 15 iterations, d) after 25 iterations

Fig. 5.24. Identification process of defect 5.21c: a) the assumed distribution of conductivity, b) the distribution of

conductivity after 5 iterations, c) after 15 iterations, d) after 21 iterations

Fig. 5.25. Identification process of defect 5.21d: a) the assumed distribution of conductivity, b) the distribution

of conductivity after 5 iterations, c) after 15 iterations, d) after 23 iterations

In Figure 5.22 is shown the process of identifying a defect 5.21a. Only 23 iterations were

performed, because by the 24-th in the parameters appeared negative conductivity. Achieved

rank of the matrix for various types of defects is shown in Figure 5.27. We can conclude, that

the position and shape of the defect has been reproduced exactly. The value of conductivity

was illustrated in Figures 5.22 - 5.25 with the degrees of gray. A white color corresponds to

conductivity γ = 0, while the black color was attributed to conductivity γ > 1MS/m.

Then we tried to identify a defect lying on the opposite side of the pipe wall (Fig. 5.21b). In

this case up to 31 iterations succeeded to perform, but in the final iterations, the increasing of

the objective function was observed, which can be clearly seen in Figure 5.28b. This is due to

the fact, that the process used in the iterative Gauss-Newton algorithm does not guarantee the

minimization of the objective function from iteration to iteration. Basing on the analysis of the

chart in Figure 5.28b, as the final result of iterations is considered the distribution of

conductivity after the 25th iteration (Fig. 5.23d).

There was correctly reproduced the shape of a skew crack (Fig. 5.21c). Distribution of

conductivity after 21 iterations is shown in Figure 5.24d.

But there was no success identifying the group of defects 5.21d. The resulting distribution

(Fig. 5.25d) shows a large defect within the pipe wall. For the lack of success may be to

blame in this case not sufficiently accurate discretization of the area.

The graphs 5.26 - 5.28 illustrate the process of identifying of exemplary defects. In any case,

the process did not reach a ceiling of 35 iterations, at which the matrix of the sensitivity

reaches a full rank. Sensitivity matrix consisted of 9150 rows and 360 unknowns. Interruption

of iterations was usually caused by a occurrence of negative conductivity, which has

prevented a solution of the direct problem.

Fig. 5.26. The condition factor assumed for consecutive iterations

Fig. 5.27. Matrix rank reached during iterations for different defects

Fig. 5.28. Objective function minimization as function of iteration and for different defects

Citations

Komputerowe metody analizy pola elektromagnetycznego, WNT, 1993.

system of linear equations, Digital Signal Processing 12, 2002, ss.524-560.

2000.

computational techniques, Englewood Cliffs/N.J., Prentice-Hall, 1975

Electromagnetic Quantities to Changes in Materials and Sources, IEEE Transactions on

Magnetics, (1994) 5, ss.3415-3418.

meshes for electrodynamics, COMPEL, Vol. 14, No 4, 1995, ss.27-31.

[8] K.M.Gawrylczyk, Finite element mesh design on the basis of sensitivity analysis, XI

Conf. on the Computation of Electr. Fields, COMPUMAG, Rio de Janeiro, Brasil, 1997,

Vol.I, ss.273-274.

IOS Press, Studies in Applied Electromagnetics and Mechanics, Vol.22, 2002.

Journal of Technical Physics, Polish Academy of Sciences, 43, 3, 2002, ss.323-334.

[11] K.M.Gawrylczyk, M.Kugler, P.Putek, A Gauss-Newton algorithm with TSVD for crack

shape recognition in conducting materials, Computer Applications in Electrical

Engineering, Alwers(Poznań), 2005, ss.18-29.

Academic Press, Inc., 1986.

elementów skończonych w zastosowaniu do identyfikacji rozkładu konduktywności

materiałów, Rozprawa doktorska, Wydział Elektryczny,Politechnika Szczecińska, 2005.

CRC Press LLC, 2001.

danych pomiarowych i danych symulowanych komputerowo, praca wykonana w ramach

projektu KBN nr 8 T10A 058 12, Politechnika Szczecińska 1999 r.

[16] B.D.H.Tellegen, A General Network Theorem, with Applications, Philips Research

Reports, Vol.7, 1952, ss.259-269.

[17] A.N.Tichonov, V.Y.Arsenin, Solutions of Ill-Posed Problems, John Willey and Sons,

Inc., 1977.

[19] O.C.Zienkiewicz, K.Morgan, Finite Elements and Approximation Methods, John Willey

& Sons, New York 1983.

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