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Experiment Saturation Contrast problem Open problems Singular flow analysis Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto november 2014

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Page 1: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Contrast imaging problem by saturation in nuclearmagnetic resonance

Bernard Bonnard

Torontonovember 2014

Page 2: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

The experiment

Figure: Experimental results: the samples are placed in two separate test tubes of diameter 5mm and 8mm,and the smaller test tube is placed inside the larger. The inner test tube is filled with deoxygenated blood; theouter tube is filled with oxygenated blood. The two samples at equilibrium are shown on the left, where bothappear as white; and the result after the optimal control is applied is shown on the right, where the inner sampleappears black, corresponding to the saturation of the first spin, and magnitude of the other sample represents theremaining magnetization.

M Lapert, Y Zhang, M A Janich, S J Glaser, and D Sugny, Exploring the Physical Limits of SaturationContrast in Magnetic Resonance Imaging, Scientific Reports 2 (2012).

B. Bonnard, O. Cots, S. J. Glaser, M. Lapert, D. Sugny, and Yun Zhang,Geometric optimal control of thecontrast imaging problem in nuclear magnetic resonance, IEEE Trans. Automat. Control 57 (2012), no. 8,1957–1969.

Page 3: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

The Bloch equation and the saturation problem

Normalized magnetization vector of a spin 1/2 particleM = (x , y , z)System

dx

dt= −Γx + u2z

dy

dt= −Γy − u1z

dz

dt= γ(1− z) + u1y − u2x ,

γ, Γ: parameters associated to the particle, and 2Γ ≥ γN = (0, 0, 1): equilibrium point

Control is a RF magnetic field, u = (u1, u2), |u| ≤ 2π

M ∈ B(0, 1), the Bloch ball

|M|: “color” between 0 and 1

Page 4: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Saturation problem in minimum time

Set M from the north pole to zero in minimum time

Computation of the optimal solution

Parameter 2Γ ≥ 3γ

By symmetry of revolution one can restrict to 2D systemq = F + uG , |u| ≤ 2π{

y = −Γy − uz

z = γ(1− z) + uy

Simple system but complicated problem

Page 5: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Pontryagin Maximum Principle

Lift (q, u)→ (q, p, u)

Use the Pontryagin Maximum Principle (1956)

H = 〈p, q〉 = 〈p,F + uG 〉

Necessary optimality condition for q∗, u∗q∗ = ∂H

∂p (q∗, p∗, u∗)

p∗ = −∂H∂q (q∗, p∗, u∗)

H(q∗(t), p∗(t), u∗(t)) = max|v |≤2π H(q∗(t), p∗(t), v)

Page 6: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Optimal solution

Two types of arcs forming an optimal solution

u∗(t) = 2π sgn〈p∗(t),G ∗(q∗(t))〉, “bang-bang” arcs

〈p∗(t),G ∗(q∗(t))〉 = 0, “singular” arcs

Computation: two singular arcs, one horizontal and one verticalderive 〈p∗(t),G ∗(q∗(t))〉 = 0:

〈p, [G ,F ]〉 = 0

〈p, [[G ,F ],F ]〉+ u〈p, [[G ,F ],G ]〉 = 0

Page 7: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Optimal solution

σ�M

+M

−M

σ�−M

B

A σsh

σsv

P

Σ1

Σ2 Σ3Σ4

(a) Computed optimal solution.

!1 !0.5 0 0.5 1

!1

!0.8

!0.6

!0.4

!0.2

0

0.2

0.4

0.6

0.8

1

y

z

0 5 10 150246

!

u

(b) Experimental result.Usual inversion sequence ingreen, computed sequencein blue.

Page 8: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Contrast problem formulation

q = (q1, q2)

{y1 = −Γ1y1 − uz1 y2 = −Γ2y2 − uz2

z1 = γ1(1− z1) + uy1 z2 = γ2(1− z2) + uy2

Contrast problem

q1 → 0 : Saturation in a fixed transfer time T

Maximize |q2(T )|2 : final contrast is |q2(T )|

Page 9: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Mayer problem

Mayer problem

dqdt = F (q) + uG (q), |u| ≤ 2π

minu(·) c(q(T )), c : cost

Terminal condition g(q(T )) = 0

Page 10: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Maximum principle

Necessary optimality condition

dq∗

dt=∂H

∂p,

dp∗

dt= −∂H

∂q, H(q∗, p∗, u∗) = max

|v |≤2πH(q∗, p∗, v)

Boundary condition

q∗(0) fixed

g(q∗(T )) = 0

p∗(T ) = p∗0∂c∂q (q∗(T )) +

∑i σi

∂gi∂qi

(q∗(T )), p∗0 ≤ 0(transversality condition)

Page 11: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Application

As in the saturation problem, but much more complicated.Two types of arcs

u∗(t) = 2π sgn〈p∗(t),G ∗(q∗(t))〉, “bang-bang” arcs

〈p∗(t),G ∗(q∗(t))〉 = 0, “singular” arcs

Complexity: for singular arcs{〈p,G 〉 = 〈p, [G ,F ]〉 = 0 : Σ′

〈p, [[G ,F ],F ]〉+ us〈p, [[G ,F ],G ]〉 = 0

Hs = 〈p,F + usG 〉Hs is a Hamiltonian vector field in dimension 4 with twoconstraints, (q, p) ∈ Σ′.

Page 12: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Analysis of the solution

The maximum principle allows the computation of an optimalcandidate using a SHOOTING METHOD

Shooting method

Compute p∗(0) at the initial time such that (q∗, p∗) is asolution of the maximum principle

Problem is nonlinear and p∗(0) is not unique

An initial guess about p∗(0) has to be known to compute thesolution using a Newton method. To have such a guess andto determine a priori the structure BSBSBS of the solution weuse the Hampath code (O. Cots, 2012).

Page 13: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Numerical continuation method

Regularize Mayer problem into Bolza problem:

minu(·)

c(q∗(T )) + (1− λ)

∫ T

0|u(t)|2−λdt, λ ∈ [0, 1]

λ : homotopy parameter

Problem “smoothens” → Newton method to determine thestructure of the solution. Once the structure BSBS is known,compute the solution accurately using a multiple shooting method.

B. Bonnard and O. Cots, Geometric numerical methods and results in the controlimaging problem in nuclear magnetic resonance, Mathematical Models and Methodsin Applied Sciences, to appear.

O. Cots, Controle optimal geometrique : methodes homotopiques et applications,

Ph.D. thesis, 2012.

Page 14: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Some numerical results

−1 −0.5 0 0.5 1−1

−0.5

0

0.5

1

y1

z1

(c) First spin particle,deoxygenated blood

−1 −0.5 0 0.5 1−1

−0.5

0

0.5

1

y2

z2

(d) Second spin particle,oxygenated blood

0 0.2 0.4 0.6 0.8 1

1

2

3

4

5

6

t

u

(e) Control, u

Figure: Locally optimal σ+σs control with contrast 0.449 at timeT = 1.1× Tmin for parameters of deoxygenated and oxygenated blood.

Page 15: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Some numerical results

−1 −0.5 0 0.5 1−1

−0.5

0

0.5

1

y1

z1

(a) First spin particle,deoxygenated blood

−1 −0.5 0 0.5 1−1

−0.5

0

0.5

1

y2

z2

(b) Second spin particle,oxygenated blood

0 0.2 0.4 0.6 0.8 1

−6

−4

−2

0

2

4

6

t

u

(c) Control, u

Figure: A σ−σsσ+σsσ+σs extremal control with contrast 0.484 at timeT = 1.5× Tmin for parameters of deoxygenated and oxygenated blood.

Page 16: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Some numerical results

T/Tmin

Contrast

σ+σs

σ+σsσ−σsσ−σs

A•σ+σsσ+σs

B •

C •

1•

1.294•

2•

Figure: Synthesis of locally optimal solutions for deoxygenated andoxygenated blood. The solution at A is the time-minimal solution. Thepath from A to B is the path of zeroes corresponding to the σ+σsextremal, and the path from B to C is the path of zeroes correspondingto the extremal of structure σ+σsσ−σsσ−σs . The two branches crosswith the same cost at B, at which point the policy changes from σ+σs toσ+σsσ−σsσ−σs .

Page 17: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Matching computed and experimental results

0.05 0.1 0.15 0.20

5

10

u x [Hz]

pulse duration [s]

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

Figure: Computed bang-singular arc in the blood case with experimentalresult.

Page 18: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Sufficient optimality conditions

The maximum principle is only a necessary optimality condition.

More conditions have to be found based on the concept ofconjugate points.

Sufficient optimality condition relies on the technique ofextremal fields and the Hamilton-Jacobi-Bellman equation.

Remark

In the contrast problem there are many local minima which leadsto a very complicated problem.

Works in conplement:

Direct method BOCOP (Martinon)

Linear matrix inequality (LMI) techniques (Claeys)

Page 19: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Experimental problems

We compute the ideal contrast but in practice the different spinparticles forming the image are affected by homogeneity of theapplied magnetic fields, and the optimal control must be modifiedto present a more homogeneous result. WORK IN PROGRESSusing BOCOP

M Lapert, Y Zhang, M A Janich, S J Glaser, and D Sugny,Exploring the Physical Limits of Saturation Contrast in MagneticResonance Imaging, Scientific Reports 2 (2012).

Page 20: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Numerical simulations for saturation with inhomogeneities

Direct transcription method: time discretizationContinuous OCP → Finite Dimension NLP

BOCOP: Open source toolbox for optimal controlDynamics discretized by any Runge-Kutta formulaNonlinear optimization problem solved by interior point (Ipopt)Derivatives computed by automatic differentiation (AdolC)www.bocop.org

Multi-spin saturation: Min 1N

∑Ni=1 |qi (T )|2

Final time is fixed as T = αTmin.Initial conditions: north pole. Final conditions: none.

Page 21: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Mono-input, N = 10 spins, B0 = 0, B1 ∈ [0, 0.3], T = Tmin

−1 −0.5 0 0.5 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

UX

UY

0 0.2 0.4 0.6 0.8 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

X

0 0.2 0.4 0.6 0.8 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

Y

0 0.2 0.4 0.6 0.8 1−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Z

Page 22: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Bi-input, N = 10 spins, B0 ∈ [0, 0.5], B1 ∈ [0, 0.3], T = Tmin

−1 −0.5 0 0.5 1−1

0

1

−1

−0.5

0

0.5

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

UX

UY

0 0.2 0.4 0.6 0.8 1−0.5

0

0.5

1

X

0 0.2 0.4 0.6 0.8 1−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

Y

0 0.2 0.4 0.6 0.8 1−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Z

Page 23: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Comparison for N = 10, 25, 50 spins

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1UX

N = 10 spins

N = 25 spins

N = 50 spins

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1−0.2

0

0.2

0.4

0.6

0.8

1

1.2UY

N = 10 spins

N = 25 spins

N = 50 spins

−0.02 −0.015 −0.01 −0.005 0 0.005 0.01 0.015 0.02−0.02

−0.015

−0.01

−0.005

0

0.005

0.01

0.015

0.02

FINAL SPINS

N = 10

N = 25

N = 25

Page 24: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Increasing final time T

T/Tmin1N

∑Ni=1 |qi (T )|2

0.75 2.09 10−3

1 2.52 10−4

1.25 3.01 10−5

1.5 3.36 10−6

−0.05 −0.04 −0.03 −0.02 −0.01 0 0.01 0.02 0.03 0.04 0.05−0.05

−0.04

−0.03

−0.02

−0.01

0

0.01

0.02

0.03

0.04

0.05

FINAL SPINS

T=0.75 Tmin

T=Tmin

T=1.25 Tmin

T = 1.5 Tmin

0 0.5 1 1.5−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

UX

T = 0.75 Tmin

T = Tmin

T = 1.25 Tmin

T = 1.5 Tmin

0 0.5 1 1.5−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

UY

T = 0.75 Tmin

T = Tmin

T = 1.25 Tmin

T = 1.5 Tmin

Page 25: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Theoretical problem

A large amount of work has to be done to understand thecontrolled Bloch equation

Role of the relaxation parameters → feedback classification

Dynamical properties of the singular flow

Final results, work in progress

Page 26: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Analysis of the singular flow using algebraic-geometrictechniques

B. Bonnard, M. Chyba, A. Jacquemard and J. Marriott, Algebraicgeometric classification of the singular flow in the contrast imagingproblem in nuclear magnetic resonance, Mathematical Control andRelated Fields, V3, N4, (2013).

System q = F (q) + u G (q), |u| ≤ 2π q ∈ R4

Singular control

D = det(F ,G , [G ,F ], [[G ,F ],G ])

D ′ = det(F ,G , [G ,F ], [[G ,F ],F ])

〈p,G 〉 = 〈p, [G ,F ](q)〉 = 0

us = −〈p, [[G ,F ],F ](q)〉〈p, [[G ,F ],G ](q)〉

Page 27: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Analysis of the singular flow using algebraic-geometrictechniques

The surfaceD : 〈p, [[G ,F ],G ](q)〉 = 〈p,G 〉 = 〈p, [G ,F ](q)〉 = 0

corresponds to points where |us | → +∞ switching

Except if 〈p, [[G ,F ],F ](q)〉 = 0 which corresponds toD = D ′ = 0.

Page 28: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Algebraic problem

Compute exactly (with rational coefficients) {D = 0},{D = 0} ∩ {D ′ = 0}.

Reduction : we restrict to the level set H = 0 (additional Eq.〈p,F 〉 = 0).Hence {D = 0} is a dim 3 algebraic variety in R4,{D = 0} ∩ {D ′ = 0} is a dim 2 algebraic variety in R4.

These algebraic varieties depend upon the physical parametersof the chemical species.

Page 29: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Computation and description

Case Deoxygenated blood - Oxygenated blood

Grobner basis for {D = 0,∇D = 0} leads to a directresolution of a dim 0 algebraic variety.

We just restrict to roots in |q| ≤ 1.

Figure: Complex singularities of D = 0

Page 30: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Computation and description

Analysis of the set {D = 0} ∩ {D ′ = 0} :Computation of a Grobner basis, and then factorization ofsome of its polynomials, One gets an algebraic description ofthe two dim 2 components ξ1, ξ2, intersecting the Bloch ball.Two coordinates variables are explicitly expressed in terms ofrational fractions involving the two others.

formulæ

ξ1 =

{y1 = 2

5r1(y2,z2)p1(y2,z2)

z1 = r2(y2,z2)p1(y2,z2)

and

ξ2 =

y1 =12(34z2+37)(1940y2

2−219z22−264z2)y2

p2(y2,z2)

z1 =5(51z2

2−340y22 +60z2)(1940y2

2−219z22−264z2)

p2(y2,z2)

with p1, p2, r1, r2 polynomials.

Page 31: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Computation of the non-transversal intersection

Analysis of the points Ξ where {D = 0} and {D ′ = 0} are nottransversal.Computation of sets of Grobner bases, using factorization andelimination of redundant components.No direct parameterization, but characterization of theprojections on each spin space.

Page 32: Contrast imaging problem by saturation in nuclear magnetic ...Contrast imaging problem by saturation in nuclear magnetic resonance Bernard Bonnard Toronto ... Figure:Synthesis of locally

Experiment Saturation Contrast problem Open problems Singular flow analysis

Non-transversal intersection, projections of Ξ

Figure: Projections on (y1, z1) (left) and (y2, z2) (right) of the singularline Ξ