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1.

Sensitivity analysis of electromagnetic fields


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

The absolute sensitivity value of electromagnetic quantity U versus parameter p we


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.

Fig. 1.1. Analyzed model and conductivity disturbance in element e

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.

2. The sensitivity analysis in the frequency domain

Basics of sensitivity analysis, as well as its implementations in numerical algorithms have


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:

∫ (E×H − E ×H)n dS = ∫ div(E×H − E ×H)dV =


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

∫ (E×H − E ×H)n dS=


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:

∫ ((E +δE)×H − E ×(H +δH))n dS =


S
+ +

= (− jω (µ + δµ)(H + δH )H −(E + δE)(J


∫ V
+ +
S + (γ + + jωε + ) E +)+ (2.4)

+(H + δH )(L+S + jωµ + H +)+ E + J S +((γ + δγ ) + jω (ε + δε ))(E + δE))dV .

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)

+ δH (L+S + jω µ + H +)+ δγ E E + + jω δε E E + +(γ + jωε )δE E + )dV .


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.

Measurement of field distribution by means of voltage induced in a circular wire

The voltage induced in circular wire of radius rck is

∂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:

δV1k δV1k δAϕk


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)

The objective function may be defined similarly as in (2.11)

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,

I S+k = J S+k ⋅Sck = 1 , (2.16)

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. 2.4. Magnetic field of adjoint system for circular wire

Rys. 2.5. Magnetic field of adjoint system for circular coil


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.

Determination of gradient of objective function

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 

Variations of first order can be expressed using the gradient components

∂ℜ ∂ℜ
∆ℜ = ∆γ 1 + ... + ∆γ m . (2.21)
∂γ 1 ∂γ m

Re-writing the objective function (2.11) into matrix form

⌢ 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)

The component of the gradient related to element e may be evaluated as

∂ℜ1 ∂ℜ1 ∂A ⌢ T ∂A
∂γ e
=
∂A ∂γ e (
= A− A W e .
∂γ
) (2.24)

If the gradient components would be determined using sensitivity equation (2.9), a


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)

2.2. Method of incremental systems

Solution to a problem described by Helmholtz differential equation using FEM may be


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.

Fig. 2.7. The structure of incremental system

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.

2.3. Method of incremental systems for geometrical parameter

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.

2.4. Sensitivity of energetic functional versus coordinates of nodes

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

Components of the derivative are

∂  ∂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

Presented formulas are easily to be programmed. Knowledge of the functional sensitivity


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

Fig. 2.8. Test area in the shape of „L”.

Tab. 4.1. Optimization results of the mesh of shape „L”

Iteration Position Energy Estimated


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.

3.1. Adjoint model method

Presented derivation of the sensitivity equation is based on the Lorentz lemma [14]. Using
the divergence theorem this relationship can be represented as follows

∫ ∫ (E ( x,t)×H ( x,τ)− E ( x,τ)×H ( x,t))ndS


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)

− H ( x,t)rotE + ( x ,τ) + E + ( x ,τ)rotH ( x ,t))dV dt,


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
∫ ∫µδH
 
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

∫ ∫ (J ( x,τ)δE ( x,t)− L ( x,τ)δH ( x,t))dV dt =


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,

E ( x,t) t=0 =0, E + ( x ,τ) =0,


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

∂A( x ,t) ∂A+ ( x ,τ) ∂A+ ( x ,τ)


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.

Using unit step allows us to integrate with respect to the time,

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)

In this case the sensitivity equation takes the form

∂ 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

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


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)

and for the waveform Fig. 3.2b


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

and for the waveform Fig. 3.2c


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.

3.2. Method of incremental model

Let us start with following scheme Θ

 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.

3.3. Comparison of described methods

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.

3.4. Example for sensitivity analysis

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. 3.3. Differential coils inside pipe


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.

Fig. 3.5. Contours and parameters of analyzed model

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.

4.1. Iterative algorithm

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.

Solution of the inverse task is usually one of the following methods:


− 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

∑∑ (u −u⌢n(c )) = 2 ∑(u −u⌢ ) ,


1 2 1 2
ℜ= (c )
n v v (4.2)
2 c=1 n=1 v =1

where index v replaces indices c and n: v = (c − 1)·N + n .


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)

while the second derivatives of the formula


⌢ ∂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,

∇ℜ( pmin ) = ∇ℜ( p0 ) + ∇2ℜ( p0 ) ( pmin − p0 ) = 0 . (4.6)

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,

∇2ℜ( p0 ) ( pmin − p0 ) = ∇2ℜ( p0 )δp0 = −∇ℜ( p0 ) . (4.9)

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)

but on the basis of (4.8) Hessian can be approximated by

∇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.

4.2. Methods for solution of over-determined equation systems

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

Diagonal matrix D of dimensions K × K, K ≤ M contains the singular values descending


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)

Described method was used in the example shown below.


5. Examples of inverse tasks

5.1. Recognition of material parameter using multi-frequency method

The coil over the conducting plate

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.

Fig. 5.1. Coils over conducting plate

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.

 S11 S12 S13 .... S1M   δγ 1   δu1 


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.

Fig. 5.3. Conductivity distribution after five iterations (two defects)

Fig. 5.4. Conductivity distribution after five iterations (skew 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.

Differential coils inside conducting pipe

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.

Fig. 5.5. The model of differential probe inside conducting pipe

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.

5.2. Shape recognition with multi-frequency method

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.

Fig. 5.9. Local discretization changes of finite element mesh

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.

Fig. 5.12. Trajectory of the signal induced in measurement coil

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,

∑(u −u⌢ )(u −u⌢ )


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.

Fig. 5.20. Excitation current shape

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
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