International Doctorate Program

Identification, Optimization and Control

with Applications in Modern Technologies




Barbara Kaltenbacher, Slobodan Veljovi

Towards high intensity ultrasound focusing by
optimal acoustic lens design: adjoint based optimization
in a linear wave equation model

February 20, 2008






Preprint IOC-15


















Towards high intensity ultrasound focusing by optimal
acoustic lens design: adjoint based optimization in a linear
wave equation model
Barbara Kaltenbacher Slobodan Veljovic
February 19, 2008
Supported by Bavarian State Ministry of Sciences, Research and The Arts through Inter-
national Doctorate Program Identication, Optimization and Control with Applications in
Modern Technologies within the Elite Network of Bavaria
Abstract
Shape optimization of an acoustic lens is considered. The problem comes from the usage of ultrasound
in medical treatment of kidney stones. Since it can be assumed that no topology changes take place
and only small geometry modications have to be taken into account, we can work with gradient type
optimization methods on a parameterization of the lens shape. For this purpose, the lens is parameterized
by cubic splines and as a rst step, the linear wave equation with jumping coecients is used to represent
wave propagation through the entire domain consisting of the uid region (i.e., the human tissue) and
the lens region. I.e. our model consists of the equation u
tt
c
2
u = 0, where the speed of sound
c is piecewise constant taking dierent values inside and outside of the lens. The cost functional is
of tracking type to achieve an acoustic pressure distribution that exhibits a point focus at the desired
location and has low amplitudes elsewhere. A sensitivity analysis is performed whose results are used
in the numerical computations based on gradient methods using adjoint techniques for ecient gradient
evaluation. Numerical results are presented.
1 Introduction
Here we consider a shape optimization problem with the wave equation as a constraint. The
problem arises from the need to optimize lithotripter performance, a device based on ultrasound
focusing by an acoustic lens and used in treatment of kidney stones. The objective is to achieve
a focus at a desired position of certain strength as well as to have the lowest possible acoustic
pressure amplitude in other parts of the domain.
2 Derivation of linear wave equation
The propagation of waves is, as in [4], described by the time and the spatial variation of the
density

, the sound pressure p

and the acoustic particle velocity v

. These alternating
quantities are superimposed by the constant values
0
, p
0
and v
0
of the uid media. The total
physical quantities are computed as
=
0
+

(1)
p = p
0
+p

(2)
v = v
0
+v

(3)
(4)
1
and in the case of linear acoustics we have

0
, p

p
0
, v

v
0
. (5)
To model the wave propagation of ultrasound, we want to use the linear wave equation. It
is derived using the following three equations: state equation, continuity equation and Euler
equation.
p

= c
2

, (6)
(v) = D
t
, (7)

_
D
t
v + (v )v
_
= p, (8)
where p denotes the pressure, is the density and v is the velocity. For linear acoustic wave
propagation, the following relations are fulled:
v v
0
v (9)
(v )v D
t
v. (10)
So, using the given approximations, we nd that
D
t
v =
1

0
p (11)
and
v =
1

0
D
t
(12)
hold. Dierentiating the last equation with respect to time, interchanging time and space
derivatives and using the relation for D
t
v we obtain

0
p
_
=
1

0
D
2
t
, (13)
which is the same as

0
p

_
=
1

0
D
2
t

(14)
and together with

= p

/c
2
gives

_
1

0
p

_
=
1
c
2
D
2
t
p

. (15)
Since in the case we are going to consider we can make an assumption that the density is
constant in the entire domain, we will use the following formulation:
p

=
1
c
2
D
2
t
p

. (16)
2
3 Domain description
The domain in which we model the above mentioned phenomenon consists of an acoustic lens
which is immersed in uid and focuses the ultrasound which comes from the bottom surface
and propagates in z direction. It is dened as follows:
= {(x
1
, x
2
, x
3
) R
3
|x
2
1
+x
2
2
R, 0 x
3
H
max
}.
Subdomains are dened as

s
=
_
x |H +q
l
__
x
2
1
+x
2
2
L
2
_
< x
3
< H +q
u
__
x
2
1
+x
2
2
L
2
__
, (17)

f
= \
s
, (18)
and

J
= {x
f
|x
3
H
min
> H}
where
C
1

(0, 1) = { C
1
[0, 1]|(1) = 0}
and q
l
, q
u
C
1

(0, 1).
In the denition above,
s
represents the acoustic lens,
f
the uid and
J
the human
tissue. We point out that
J

f
which means that we assume that human tissue has the
same properties as the uid. Furthermore, we assume that the propagation speed of ultrasound
is dierent and constant inside each of
s
and
f
. Due to rotational symmetry of the domain,
we can restrict ourselves to any halfplane that contains the axis of symmetry.
Figure 1: An electromagnetic driven acoustic power source(left) and parts of the domain(right)
3
4 Problem denition
For modeling ultrasound propagation we use the linear acoustic wave equation in both
f
and

s
. Due to (16), the state problem is dened as follows:
_

_
1
c
2
D
2
t
u u = 0 in (0, T)
u
n
= g on (0, T)
0
u
n
= 0 on (0, T) ( \
0
)
u(0, ) = D
t
u(0, ) = 0 in
(19)

0
= {x |x
3
= 0}
c(x)
2
=
_
c
s
x
s
c
f
x
f
(20)
where second equation in (19) denotes the boundary excitation and the third one means sound
hard boundary. Its weak formulation is given by
_

1
c
2
D
2
t
uwdx +
_

uwdx =
_

0
gwd, w H
1
() . (21)
Remark. In practice, it is usual to use the absorbing boundary conditions instead of the third
equation in (19). Here we use homogenious Neumann boundary condition for the sake of
simplicity.
Before we formulate the optimization problem, we will prove some regularity type results
for the solution of the state problem.
Theorem 1 If u solves the state problem (19) with g H
1/2
(
0
), then u H
1
((0, T) )
Proof.We will prove that u is bounded in the H
1
((0, T) ) norm.
_
t
0
_

_
1
c
2
D
2
t
u u
_
D
t
u dx d
=
1
2
_

1
c
2
(D
t
u(t))
2
dx +
1
2
||u(t)||
2
L
2
()

_
t
0
_

0
gD
t
u d d
Now,
_
t
0
_

0
gD
t
u d d
_
t
0
||g||
H
1/2
(
0
)
||D
t
u||
H
1/2
(
0
)
d

1
2
_
t
0
||g||
2
H
1/2
(
0
)
d +
1
2
_
t
0
||D
t
u||
2
H
1/2
(
0
)
d
which together with the previous identity and the trace theorem gives
1
c
||D
t
u(t)||
2
L
2
()
+||u(t)||
2
L
2
()

_
t
0
||g||
2
H
1/2
(
0
)
d +C
1
_
t
0
||D
t
u||
2
L
2
()
d, (22)
where c = min{c
s
, c
f
}. It follows
N(t) C
2
_
t
0
N() d +M
4
where we denoted N(t) = ||D
t
u(t)||
2
L
2
()
, M = c
_
t
0
||g||
2
H
1/2
(
0
)
d and C
2
= cC
1
.
Gronwalls inequality yields N(t) C
3
, which, after reinserting in (22) and using the identity
u(t) = u(0) +
_
t
0
D
t
u() d,
gives us an estimate
||u||
H
1
((0,T))
C,
which is the result we wanted to prove.
Remark. The proof shows that the assertion remains valid for c L

() with c(x) c > 0.

5 Cost functional and optimization problem
In order to dene the optimization problem, we need to introduce a cost functional. In our case
it is the tracking type functional:
J = J(u) =
_
T
0
_

J
|u u
d
|
2
dxdt.
Now, the optimization problem reads as follows:
_
Find

U
ad
such that
J(u(

)) J(u()) U
ad
(P)
where u() H
1
((0, T) ) solves P(), and P() is dened by
_
Find u = u() H
1
((0, T) )
such that (W) holds with c = c

(P())
where c

= c() is dened by (20) with

s
,
f
given by = (q
u
, q
l
, H, L) U
ad
according to
(17), (18) and
U
ad
= { C
1
([0, 1], R
2
) R
2
|
min

max
,

i
(1) = 0, |

i
| L
0
a.e., i {1, 2}}.
We prove the wellposedness of this optimization problem using the setting introduced in
section 2.4 of [3]:
Proposition 1 For any sequence {(
n
, u
n
)}, where
n
U
ad
and u
n
:= u(
n
) H
1
((0, T)
) is a solution of P(
n
), n , there exist a subsequence and elements U
ad
, u
H
1
((0, T) ) such that

n
in [0, 1]
u
n
u in H
1
((0, T) ), n
In addition, u solves P().
Proof. Since the set U
ad
is pointwise bounded and equicontinuous, by Arzel`a-Ascoli theorem
U
ad
is also uniformly bounded and for each sequence {
n
} U
ad
there exist a subsequence
which converges uniformly on [0, 1]. In order to nd a subsequence of the sequence {u
n
} which
converges weakly, we establish the uniform boundedness in H
1
of {u
n
}, with c
n
= c

n
in the
same way as in Theorem 1. It remains to prove that u() solves P(). Let v H
1
() and
C

0
(0, T) be xed. Then we have(denoting by u
n
,
n
the convergent subsequences for
simplicity)
_
T
0
_

1
c
2
n
D
2
t
u
n
vdxdt +
_
T
0
_

u
n
vdxdt =
_
T
0
_

0
gvddt
5
and letting n we obtain
_
T
0
_

1
c
2
D
2
t
uvdxdt +
_
T
0
_

uvdxdt =
_
T
0
_

0
gvddt.
In order to justify the previous conclusion we calculate the limit of the rst term on the left-hand
side using the triangle inequality and integrating by parts with respect to time:

_
T
0
_

1
c
2
n
D
2
t
u
n
vdxdt
_
T
0
_

1
c
2
D
2
t
uvdxdt

_
T
0
_

1
c
2
(D
t
u
n
D
t
u)vD
t
dxdt

_
T
0
_

_
1
c
2
n

1
c
2
_
D
t
u
n
vD
t
dxdt

_
T
0
_

1
c
2
(D
t
u
n
D
t
u)vD
t
dxdt

1
c
2
n

1
c
2

L
p
()
||D
t
u
n
||
L
2
((0,T))
||vD
t
||
L
q
((0,T))
0,
since D
t
u
n
D
t
u 0 in L
2
((0, T) ), c
n
c in L
p
() by Lemma 2.4 in [3], p [1, ),
1/p + 1/q = 1 and ||D
t
u
n
||
L
2
((0,T))
C. As v H
1
() and C

0
(0, T) are arbitrary we
conclude that u() solves P().
Proposition 2 The cost functional J is continuous in the following sense:
y
n
y in H
1
((0, T) ), y
n
, y H
1
((0, T) )
liminf
n
J(y
n
) J(y).
Proof. From y
n
y in H
1
it follows that the sequence {y
n
} converges (strongly) to y in L
2
as a consequence of Rellichs embedding theorem (see Corollary A.1. in [3]). Since norm in any
Hilbert space is lower semicontinuous, we obtain
y
n
y y
n
y
d
y y
d
liminf
n
||y
n
y
d
||
L
2 ||y y
d
||
L
2
which means liminf
n
J(y
n
) J(y).
Theorem 2 (P) has a solution.
6 Adjoint problem and sensitivity analysis
In order to solve the problem numerically, we need information about the gradient of the cost
functional with respect to the design parameters. To achieve this, we use the adjoint problem,
which reads as follows:
1
c
2
D
2
t
p p = 2(u u
d
)

J
in (0, T)
p
n
= 0 on (0, T)
p(T, ) = D
t
p(T, ) = 0 in
6
where
A
is the characteristic function of a set A. The weak formulation is given by
_

1
c
2
D
2
t
pwdx +
_

pwdx = 2
_

J
(u u
d
)wdx. w H
1
() (23)
To get the desired gradient, we need the directional derivative of the solution to the state
problem, which satises the following PDE
_

1
c
2
D
2
t
v
s
wdx +
_

v
s
wdx = K
_
1
0
r(D
2
t
u w)(r, q(r), t)s(r) dr , w H
1
() (24)
where
v
s
:= lim
0
u(q +s) u

, K = 2
_
1
c
s

1
c
f
_
,
and u(q + s) is solution to the state problem on the perturbed domain and for simplicity of
exposition we set L = 1 and consider only the interface parametrised by q. Now, using the
adjoint problem and integration by parts we obtain:
J
q
[s] =
J
u
u
q
[s] = 2
_
T
0
_

J
(u u
d
)v
s
dxdt
= 2
_
T
0
_
_

1
c
2
D
2
t
pv
s
dxdt +
_

pv
s
dx
_
dt
= K
_
T
0
_
1
0
rD
2
t
up(r, q(r), t)s(r) dr dt
= K
_
T
0
_
1
0
rD
t
uD
t
p(r, q(r), t)s(r) dr dt
Analogously to the simple case described above one obtains with the adjoint state p solving
(24)
J
q
u
[s] = K
_
T
0
_
L
0
rD
t
uD
t
p(r, H +q
u
(
r
L
), t)s(r) dr dt
J
q
l
[s] = K
_
T
0
_
L
0
rD
t
uD
t
p(r, H +q
l
(
r
L
), t)s(r) dr dt
J
H
= K
_
T
0
_
L
0
r
_
D
t
uD
t
p(r, H +q
u
(
r
L
), t)
D
t
uD
t
p(r, H +q
l
(
r
L
), t)
_
dr dt
J
L
=
K
L
2
_
T
0
_
L
0
r
_
D
t
uD
t
p(r, H +q
u
(
r
L
), t)q
u

(r)
D
t
uD
t
p(r, H +q
l
(
r
L
), t)q
l

(r)
_
dr dt
(25)
6.1 Harmonic analysis
We would like to perform a harmonic analysis to solve state and adjoint problem. In that case
we assume that state and adjoint variables are of the form
u(x, t) = u(x)e
it
, p(x, t) = p(x)e
it
7
Now, the shape gradient is given by:
J
q
u
[s] = K
e
2iT
1
2i
_
L
0
r u p(r, H +q
u
(
r
L
))s(r) dr
J
q
l
[s] = K
e
2iT
1
2i
_
L
0
r u p(r, H +q
l
(
r
L
))s(r) dr
J
H
= K
e
2iT
1
2i
_
L
0
r
_
u p(r, H +q
u
(
r
L
)) u p(r, H +q
l
(
r
L
))
_
dr
J
L
=
K
_
e
2iT
1
_
2iL
2
_
L
0
r
_
u p(r, H +q
u
(
r
L
))q
u

(r) u p(r, H +q
l
(
r
L
))q
l

(r)
_
dr
(26)
7 Optimization algorithm
Based on the results above, we are able to give an optimization algorithm, which in general
form reads as:
1.discretize the domain
repeat
2. solve state and adjoint problem
3. perform sensitivity analysis
4. update domain discretization
until done
However, in order to guarantee convergence of the previous algorithm, we have to consider a
special family of discretisations for the computational domain. Namely, we require that all
discretizations which arise during the computations are topologically equivalent. The precise
denition of topological equivalence can be found in [3], section 2.2. To achieve this, we use
the so-called grid smoothing technique. Namely, doing remeshing in each optimization step is
costly and it doesnt imply topological equivalence. One way to overcome this is to view the
mesh as an elastic body subjected to prescribed displacements on its boundaries. The details
of the aforementioned approach can be found in [1].
8 Numerical results
According to the algorithm given above, we perform harmonic computations using cubic splines
for the description of the lens surfaces. The state and adjoint problems are solved using the FE
method on a quadrilateral grid with linear elements. The data used in the simulation is given
in Figure 3.
The acoustic pressure distribution on the initial as well as on the domain obtained by
optimization algorithm is depicted on Figure 2, where we can see that the focus is moving in
the desired direction (black square marks the desired position of the focus).
References
[1] G. Chiandussi, G. Bugeda, E. O nate A simple method for automatic update of nite-
element meshes Commun. Numer. Meth. Engng. 16, 1-19 (2000)
[2] L.C. Evans Partial dierential equations. AMS, 2002.
8
Figure 2: Acoustic pressure distribution before and after the optimization
Physical quantities
c
s
950m/s
c
f
1500m/s
f 20kHz
Objective function
u
d 1

(x
1
)
2
2
2

(y
2
)
2
2
2

1
0.0 mm

2
175 mm
0.001
Figure 3: Data used in computations
[3] J. Haslinger, R.A.E. Makinen Introduction to shape optimization: theory, approximation
and computation. SIAM, 2003.
[4] M. Kaltenbacher Numerical Simulations of Mechatronic Sensors and Actuators Springer,
2004.
9