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A. Chambolle
LNS002001
antonin.chambolle@ceremade.dauphine.fr
Abstract
These notes contain an introduction to some approaches to the regularization of inverse problems in image processing and to the mathematical tools that are necessary to handle correctly these approaches.
The methods we consider here are variational methods. We consider
mainly the minimization of two kinds of functionals: functionals based
on the total variation of the image, and the socalled Mumford and
Shah functional that penalizes the edge set and the gradient of the image. In both cases we study mathematically the existence of a solution
in the space of functions with bounded variation (BV ), and discuss
then some approximations and numerical methods for computing solutions.
Keywords:
Contents
1 Introduction: denoising and deblurring images
1.1
. . . . . . . . . . . . . . . . . . . . .
1.2
10
1.3
10
1.3.1
. . . . . . .
10
1.3.2
. . . . . . . . . . . . .
14
2.2
2.4
15
. . . . . . . . . .
15
15
2.1.2
BV
. . . . .
16
2.1.3
19
2.2.2
BV functions . . .
The jumps set Su . . . . . . . .
BV functions in one dimension
2.2.3
2.2.4
Special
2.2.5
The general,
2.2.6
Special
functions . . . . . . . . . . . . . . . . . . .
30
2.2.7
31
2.2.8
Slicing . . . . . . . . . . . . . . . . . . . . . . . . . . .
More properties of
2.2.1
2.3
BV )
BV
BV
. . . . . . . . . . . . .
. . . . . . . . . . . . .
21
. . . . . . . . . . . . .
21
Du
N dimensional case
21
. . . . . .
25
. . . . . . . .
27
. . . . . . . . . . . .
29
32
. . . . . . . . . . . . .
33
2.3.1
33
2.3.2
34
convergence
. . . . . . . .
35
36
3.1
3.2
The method . . . . . . . . . . . . . . . . . . . . . . . . . . . .
37
3.3
. . . . . . . . . . .
39
3.4
Two examples . . . . . . . . . . . . . . . . . . . . . . . . . . .
42
4.2
36
43
43
dimension one . . . . . . . . . . . . . . . . . . . . . . . . . . .
45
4.2.1
45
Proof of (i)
. . . . . . . . . . . . . . . . . . . . . . . .
4.2.2
4.3
Proof of (ii) . . . . . . . . . . . . . . . . . . . . . . . .
Higher dimensions
48
. . . . . . . . . . . . . . . . . . . . . . . .
49
4.3.1
49
4.3.2
51
. . . . . . . . . . . . . . . . . .
5.2
The
5.2.1
5.2.2
. . . . . . . . . .
53
. . . . .
55
. . . . . . . . . . . . . . . . . . . . . . . .
55
. . . . . . . . . . . . . . . . . . . . . . .
56
5.3
The
. . . . .
57
5.4
58
62
6.2
64
6.3
Numerical experiments . . . . . . . . . . . . . . . . . . . . . .
67
74
A.1
A compactness lemma
A.2
limit
. . . . . . . . . . . . . . . .
77
A.3
limit
. . . . . . . . . . . . . . . .
83
A.4
Proof of Theorem 12 . . . . . . . . . . . . . . . . . . . . . . .
88
References
. . . . . . . . . . . . . . . . . . . . . .
74
89
Main notations
a _ b, a ^ b: respectively, the max and the min of the two real numbers
a; b 2 R.
Hk : the kth dimensional Hausdor measure. In particular, for every
N
0
set E R , H (E ) is the cardinality of E , also denoted by ]E .
E (x): the characteristic function of a set E , i.e., E (x) = 1 if x 2 E
and
E (x) = 0 otherwise.
RN . Cc1(
) is also denoted by
D(
) when it is equipped with the appropriate topology in order to
dene the distributions by duality (see [55]).
Cc (
; RN ) = [Cc (
)]N ,
etc.
C0 (
):
M(
):
C0 (
)0
of
[M(
)]N = C0 (
; RN )0 .
hx0; xi: the Euclidean scalar product of x; x0 2 RN , or the duality
0
0
product between an element x 2 X of a space X and an element x 2 X
0
of its dual (also sometimes denoted by hx ; xiX 0 ;X ). The Euclidean
N is usually denoted by j j = ph; i.
norm in R
(a; b):
. It is isomorphic
C0 (
). M(
; RN ) =
SN 1 = f
2 R : a t bg,
reconstructing
but also any kind of signal, like the output of a tomography device or of
a satellite aerial), how to reconstruct a clear and clean image that can be
correctly understood by a human operator or post-processed by other image
analysis methods.
The most basic examples of image reconstruction problems are the problems of denoising and of deblurring an image. Although they are the simplest,
they share many common features with more complicated problems that are
usually too specic for the purpose of short lectures.
belong to the class usually known as
inverse problems.
process through which the data is obtained from the physical characteristics
of the observed scene corresponds to transformations that are roughly well
understood and can be more or less correctly modelized mathematically, but
whose inverse either is not known or is not computable by direct methods,
or whose computation is highly instable and sensitive to small changes in the
data (or noise), so that the scene itself is dicult to reconstruct.
First we will describe the main classical approach to denoising and deblurring (more or less the standard method for solving inverse problems)
and will try to explain why it is not well suited to the nature and structure
of images. Then, we will introduce solutions that have been proposed in the
past years to improve this approach.
1.1
G = (gi;j )1i;j n of
[0; 1], and suppose you know that this signal is the sum of
a perfect world unknown signal U = (ui;j )1i;j n and an additive Gaussian
noise N = (ni;j )1i;j n , where, for instance, all ni;j are independent and
2
have mean 0 and known variance .
g :
![0; 1]
where
R2
(although lower or
higher dimensions may be considered), and most of the time, in the applications, a rectangle, e.g.,
This function
A. Chambolle
to be the sum
u(x) + n(x)
of a good image
2
2
n(x) dx =
The rst point of view (the discrete setting) describes well the structure of
digital images, and is usually adopted in the statistical approaches to image
reconstruction. We will return to this setting in section 1.3 devoted to the
image segmentation problem, since the origins of the approach that we will
discuss in these notes are to be found in the statistical approach to image
denoising. However, in the PDE or variational approach that we will usually
adopt here, it is more common and more convenient to work in the continuous
setting, and except otherwise mentioned we will consider this point of view
in the sequel.
Up to now we have just considered an image corrupted by some noise, but
usually an image also goes through all kinds of degradations, that are usually
modelized by a blur of more or less known kernel. It means that instead of
g(x) = u(x) + n(x), the correct model should be g(x) = Au(x) + n(x) where
A is a linear operator, say, from L2 (
) into L2 (
) (or any kind of reasonable
function space). Usually
Au(x) = u(x) =
is simply a blur (a convolution), with
(x y)u(x) dy
kernel
that is known or estimated, but one may imagine more complex operators
(like tomography kernels, or all sorts of transformation).
given g and an
A and 2 , is it possible to get a good approximation of u?
1 g = u + A 1 n, however this is
The rst idea would be to compute A
not feasible in practice: the operator A is often not invertible, or its inverse
is impossible to compute. Consider for instance the case where Au = u.
In the Fourier domain, we nd that d
Au = ^u^ where ^ denotes the Fourier
1
transform. So that u = A
v if and only if u^ = v^=^. But, even if ^ does not
2
2
vanish, this ratio is usually not in L for an arbitrary v 2 L . Moreover, if
is a smooth low pass lter, then
^( ) is very small for large frequencies j j, so
that in the case where v is the oscillatory signal n, for which jn
^ ( )j remains
strictly greater than zero for large j j, the ratio n
^ ( )=^( ) will become very
large and go to +1 as j j increases. This enhancement of the high frequencies
1n
gives birth to wild oscillations and artifacts that make the image u + A
Then, the problem we need to solve is the following:
estimation of
impossible to read.
8 Z
>
>
<
Au(x) g(x) dx = 0
>
>
:
(1)
So that the main issue, now, is to nd a good criterion for characterizing
what the best function
u is.
u, like
juj2
or
jruj
can easily be solved (using the Fourier transform) and the linear transformation of
Figure 1: From left to right: a white square on a black background; the same
image with noise added; the Tichonov reconstruction by minimizing
the minimization of
jruj2.
juj2 ;
However, while the rst criterion is not regularizing enough and produces
images that still look very noisy, the criterion
jruj
ther for the analysis of images (see Fig. 1). Indeed, if it is nite, it means
that the image belongs to the Sobolev space
H 1 (
), and it is well known that
R),
u(y) u(x) =
so that
u 2 C 0; 2 (I )
x; y 2 I
Z y
with
x y,
sZ
p
u0 (s) ds y x
u 2 H 1 (I ) (I
y
x
being some
ju0 (s)j2 ds
1 Hlder
2
functions in
I)
and
A. Chambolle
10
1.2
In their paper [54], Rudin, Osher and Fatemi describe a dierent approach
(see also [46, 53, 60, 61, 24, 25, 44, 33, 47]).
u as
jru(x)j dx.
min
Z
(2)
We will show in section 2.1 that under some simple and natural assumptions,
this problem has a solution. Then, we will propose a numerical approach for
computing a solution.
1.3
The last approach that we will discuss in these notes can be seen as an
independent problem, although historically it has the same origin. It is called
the problem of image segmentation, and can be described as the problem
of nding a simple representation of a given image in terms of edges and
smooth areas. The proposition of D. Mumford and J. Shah [49, 50]) to solve
this problem by minimizing a functional is indeed derived from statistical
approaches to image denoising, introduced in particular by S. and D. Geman,
that we will describe in the next section. Again, the problem of Geman and
Geman was to regularize correctly an inverse problem (the problem that we
have described in the previous paragraphs, written in the discrete setting),
and to restore correctly the edges of the image. Thus we will briey describe
the point of view of Geman and Geman, and explain then how Mumford and
Shah derived their continuous formulation.
11
statistical approach for image analysis that has proved to be very ecient.
First we will briey explain how it appeared in the probabilistic setting.
We return to the discrete setting of the image denoising problem: the
observed signal (or image) is a matrix
G = (gi;j )1i;j n
in
X
p 1 nn exp @ 21 2 (gi;j
( 2)
i;j
ui;j )2 A P (U ):
a priori
probability for
U:
they considered that most scenes are piecewise smooth with possible discontinuities (the edges), and introduce an edge set (or
line process) L =
l; is either 0
8
>
<
li+ 21 ;j = >
i; j
i + 1; j ,
and
i; j
i + 1; j
if
8
>
<
li;j + 21 = >
:
if
i; j
and
and
i; j + 1.
P (U; L) =
1
exp
Z
8
<
:
X
i;j
and
U; L:
ui;j )2 + li+ 21 ;j
ui;j )2 + li;j + 21
i; j
i; j + 1
A. Chambolle
12
x
x
i; j
x
i; j
QQ
k
x
x +1
i
+1
;j
x
x
+
li;j + 1
=1
i; j
li+ 1 ;j
Figure 2: The
=1
and
li;j + 21 .
where
where the
and
i;j
P (U; LjG)
free energy
E (U; L; G) =
e
E (U;L;G) ;
(3)
E (U; L; G) is given by
(1 li+ 21 ;j )(ui+1;j
+ li+ 12 ;j + li;j + 21
1
+ 2 (gi;j ui;j )2
2
(4)
Then, Geman and Geman proposed to maximize the probability (3) using a
simulated annealing
book [51] for more general segmentation models, and the book on Markov
Random Field Modeling in Computer Vision by Li [45] for a general introduction to the eld). This kind of method is still widely used in the computer
vision community and gives good result. It has to be adapted to each particular segmentation problem (in which the problem we exposed is among the
simplest, but might not be the most interesting!).
We will present other approaches, since in some simple cases it might be
too costly to implement a simulated annealing algorithm.
13
The prob-
lem is that this energy is not convex, so that there is no known deterministic
(i.e., non-probabilistic) algorithm that can be proved to surely converge to
the minimum. The history of the minimization of
cently [10], but of course this list is far from being exhaustive.
In most of these papers, the problem is iteratively approximated by a
sequence of simpler problems, each one becoming less convex as the process
evolves. This is the central idea of the book Visual Reconstruction by Blake
and Zisserman [14], who introduce the socalled Graduated Non-Convexity
(GNC) algorithm.
They rst noticed that, minimizing with respect to
can be rewritten as
E (U ) =
i;j
W; (ui+1;j
1
(g
22 i;j
ui;j )2
(5)
min(x2 ; )
(x2 ) ^ .)
by
W1;1 (x)
1.5
1
0.5
0
-2
-1.5
-1
-0.5
0.5
1.5
A. Chambolle
14
E (U )
elastic membrane that can break when the elastic energy becomes locally too
high. Notice now that their problem is very similar to the inverse problems
that we have presented in the previous sections. Now, instead of minimizing
a regularizing factor (that is quite more complex than Tichonov's) under a
E (u; K ) =
ZnK
+
where
; ;
(6)
E (u; K )
and
E (U; L)
15
What we will not describe on the other hand are the possible niteelement approaches that have also been proposed for solving the Mumford
Shah problem. It is still not clear whether they are of some interest for image
processing applications or not. They are usually useful in other elds where
similar problems are relevant, and in particular in fracture mechanics. The
interested reader may consult [13, 37, 16], or [23, 17].
BV )
Su
and a gradient
u.
This formulation
u, a set of discontinuities
energy is then
E (u) =
jru(x)j2 dx +
HN 1(S
u) +
(7)
in
...).
A. Chambolle
16
Su
u.
integrable function if
1;1 (
)).
Wloc
fact,
W 1;1 (
)
ru
ru as an
(or at least
1 essentially
empty).
Su and the gradient ru, in such a way that 0 < HN 1 (Su ) <
+1 and jru(x)j2 dx < +1. Such a function combines some regularity,
and discontinuities across the essentially (N
1)dimensional set Su
dene correctly
BV (
) = u 2 L1 (
) : Du is a bounded Radon vector measure on
;
where
hDu; iD0(
;R
);D(
;
RN
)=
(8)
u(x)div (x) dx
2 D(
; RN ), i.e., C 1 with compact support in
.
N
Let us denote by M(
; R ) the space of N dimensional bounded (vector
valued) Radon measures on
. It is well known (as a consequence of Riesz'
N
N
representation theorem) that M(
; R ) is identied to the dual of C0 (
; R ),
the space of all continuous vector elds vanishing at the boundary (this
means that if
2 C0(
; RN ),
for every
" > 0,
K
such that supx=2K jj < "), on which the norm is given by
kkC0 (
;R ) = supx2
j(x)j. If 2 M(
; RN ) is a measure, we can deset
ne its
variation
jj(E ) = sup
n
X
i=1
j(Ei )j :
i=1
Ei E ; Ei \ Ej = 8i 6= j ;
(9)
n
[
(here the
C0 (
; RN )0
of
C0 (
; RN ),
17
given by
kkC0 (
;R
sup
h; i =
sup
(x)(dx):
kkC0 (
;RN ) 1
kkC0 (
;RN ) 1
)0 =
jj(
) = sup
Z
(x)(dx) : 2 C0
(
; RN ); j(x)j
2 M(
; RN ),
1 8x 2
The weak-
the weakweakly-
if and only if
for every
If
Du
for every
(x)n (dx) !
2 C0 (
; RN ).
(x)(dx)
in
Cc1(
; RN ),
Du =
u 2 BV (
)
, V (u;
) = sup
:
u div
C 1 regular
C0 (
; RN ) ) that if u 2 L1 (
),
Z
j(x)j 1 8x 2
< +1:
(10)
V (u;
) coincides with the total variation of the measure Du,
V (u;
) = jDuj(
). In fact, saying that V (u;
) must be nite is an
equivalent way to dene the space BV (
). We call V (u;
) = jDuj(
) the
total variation of u in
. If u 2 C 1 (
), or u is in the Sobolev space W 1;1 (
),
then the notation in (2) is valid since it is simple to show that jDuj(
) =
R
The quantity
i.e.,
The rst result we can state about the total variation is the following
semi-continuity property:
u 7! V (u;
) = jDuj(
)
L1loc(
) topology.
tional
2 [0; +1]
A. Chambolle
18
un goes to u in L1 (
0 ) for every
0
, then jDuj(
)
lim inf n!1 jDun j(
). The proof of theorem 1 is straightforward if we consider the denition (10) of the variation of u. Indeed, in (10), V (u;
) is built
R
1
N
as the sup of the linear functionals u 7!
u(x)div (x) dx for 2 Cc (
; R ).
1
Since each of these functionals is continuous in the Lloc topology, we deduce
kukL
and if
is a ball and
N
N 1
(RN )
u 2 L1 (B ),
L N 1 (B )
cjDuj(RN );
Xu
cjDuj(B ):
=
X u(x) dx
jX j X u(x) dx.
If
is a bounded Lipschitzregular open set (this will be assumed always
T
;
0
0
0
0
from BV (
) to BV (
) for every
with
, which means that for
0
0
0
0
every u 2 BV (
) we can nd u 2 BV (
) with u u on
and ku kBV (
0 )
ckukBV (
) , the constant c depending only on
;
0 . This extension allows
to generalize the second inequality in the last theorem to any such
: we
deduce that there exists a constant c = c(
) such that
u
for every
L N 1 (
)
cjDuj(
)
(11)
u 2 BV (
) (see [34] for details).
We state, still without any proof, the two next theorems that are fundamental for the study of the space
BV (
).
Lp (
) for every 1 p < N=(N
1).
(uj )j 1
is bounded in
The second
BV (
),
i.e.,
19
jDunj(
) =
jrun(x)j dx ! jDuj(
):
These properties (in fact, mainly Theorem 2) are sucient to derive the
existence for problem (2), as we are going to show in the next section.
N =1
or
N =2
is ensured
the operator
jg(x)
2
2
gj dx ,
(un )n1 for (2), of functions un that all satisfy the constraints and such
that jDun j(
)!I as n!1. Such a sequence exists because of our third
assumption. We assume in order to simplify the notations that j
j = 1 (so
R
R
that in particular
u =
u for every u). We show, rst, that the average
A. Chambolle
20
mn =
un
A is the identity,
A1 = 1)
or has a
2 =
jAun gj2 =
=
jAun mn + mn gj2
so that
kmn gkL2 (
) kA (un mn)kL2 (
)
kmn gkL2 (
) kAk kun mnkL2 (
)
kun mnkL2 (
) =
The total variation
un
un (x) dx
L2 (
)
Since
cjDun j(
):
(12)
jDunj(
) remains bounded, therefore also mn = R
un is
un is bounded in L2 (
).
u 2 L2 (
) \ BV (
) such that un *u weakly in L2 and Dun *Du weakly-
as a measure. We also have (since A is continuous and linear) Aun *Au,
therefore by semicontinuity we get
jDuj(
) lim
inf jDun j(
) = I;
n!1
jAu(x) g(x)j2 dx 2;
and,
Au(x) dx =
g(x) dx:
g. We
R
R
t
t
have for every t, jDu j(
) = tjDuj(
) tI I ,
Au =
g , and we have
R
0 gj2 = R jg R gj2 2 (by assumption), and R jAu1 gj2 =
j
Au
R
2 2 . By continuity of the map t 7! R jAut gj2 , there
j
Au
g
j
t
t
exists therefore a t0 2 [0; 1] such that u 0 satises (1), and jDu 0 j(
) I .
t
Necessarily we must have jDu 0 j(
) = I , so that t0 = 1 and u is the solution
of
of problem (2).
More properties of
BV
21
functions
In the previous section we have just introduced the very basic properties
of
BV
energy (7), we see that we need to know more properties of these functions.
In particular, we must dene correctly the discontinuity set
its regularity.
Su
and study
Du.
This
will be done in the next sections. We will not prove all the results since it
is too dicult for the purpose of these lectures, but we will try to give a
correct idea of these results by describing with more precision the simpler
one-dimensional case.
2
.
Given
u :
![
approximate limits
of a function
at some point
N
where B (x) is the ball of radius centered at x and jE j denotes the Lebesgue
measure of the set E . u+ (x) is thus the greatest lower bound of the set of
values t for which the set fu > tg has (Lebesgue) density 0 at x: on the other
hand if t < u+ (x), then this set must have strictly positive density at x. The
approximate lower limit u (x) is dened in the same way i.e.,
jfy : u(y) < tg \ B(x)j = 0 :
u (x) = ( u)+ (x) = sup t 2 [ 1; +1] : lim
#0
N
#0
The set
Su = fx 2
: u (x) < u+ (x)g;
is the set of essential discontinuities of u, it is a (Lebesgue)negligible Borel
set. If x 62 Su , we write u
~(x) = u (x) = u+ (x) = ap limy!x u(y), and when
u~(x) 6= 1 we say that u is approximately continuous at x.
Let us rst analyse the onedimensional case, which is simpler.
I = (a; b) R
a<b
u 2 L1 (I )
(here,
are two real numbers). In this case the total variation of a function
A. Chambolle
22
is simply
V (u; I ) = sup
Z
(
Var
(u; I ) = sup
nX1
i=1
V (u; I ) =
Var
(u; I ).
(u; I )
instance on a sequence
(xn )n1
of points
gives the same value for two functions that are almost everywhere equal. In
by
u(x)'(x) dx
' 2 D(I ) (i.e., the set Cc1(I ) with the appropriate topology). The
function u is in BV (I ) if and only if Du is a bounded Radon measure on I ,
0
which means that Du 2 M(
) ' C0 (I ) , the dual of C0 (I ), which is the set
of continuous functions on I = [a; b] such that u(a) = u(b) = 0. It can be
proved (quite easily) that Du is a bounded Radon measure on I if and only
if V (u; I ) < +1, and that in this case we have
for every
n
X
i=1
jDu(Ii )j :
n
[
i=1
Ii I ; Ii \ Ij = 8i 6= j ;
Ii are Borel sets) the right-hand side of the last equation being
Du (which is
variation
23
(More
ul
and
and
by
Here, as usual,
extremities
First of all,
ur (x)
but a bounded vector (or realvalued) measure can have at most a countable
number of atoms.
To show that
ul
nonnegative numbers
n!1.
n
is a decreasing sequence)
Remark.
Therefore
lim ul (x ) =
!0
>0
lim ur (x ) = ul (x);
!0
>0
lim ur (x + ) = ur (x):
and
lim ul (x + )
!0
>0
!0
>0
Dur = Du).
A. Chambolle
24
Proof.
Dul = Du.
Consider
' 2 D(I ).
We
Z b
'Dul =
a
(Z
y2(a;b)
Z b
x2(y;b)
'0 (x)
Z
(Z
y2(a;x)
Du(dy) dx =
'(y)Du(dy) =
'Du;
representant1
Exercise.
Show that
u_ =
Du
L1
Du
u_ 2 L1 (I ) ).
1
Nykodym derivation theorem states that for L a. e. x 2 I ,
with respect
The Radon
u_ (x) = lim
!0
L1 on I
(in particular,
Du([x ; x + ])
Du((x ; x + ))
= lim
!0
2
2
Du as
Du = u_ (x) dx + Dsu
Ds u ? L1 , which means that there exists a Borel set E I such that
jE j = L1(E ) = 0 and jDsuj(I n E ) = 0. In particular the RadonNykodym
1
We recall that a representant of a function u 2 L1 is a function u~ a.e. equal to u, or
more precisely belonging to the equivalence class of a.e. equal functions dening u.
with
= 0.
25
; x + ))=2
R
u (x + )
lim sup l
#0
u_ (x)
ul (x)
u_ (x)
Z x+
1
lim sup
u_ (y) dy
#0
#0
1 Z x+
ju_ (y) u_ (x)j dy = 0:
+ lim sup
#0 x
0,
showing that
ul
Remark.
1 Z
ju(y) u(x) u_ (x)(y
lim sup
2
jy xj
jy xj<
!0
which expresses the fact that
u_ (x)
is the
x,
x)j
dy = 0;
approximate derivative
(13)
of
at
x.
Su .
ur (x).
In particular, Su
Remark.
fact, since
Du.
= fx 2 I : ul (x) 6= ur (x)g.
Su is at most countable.
In
A. Chambolle
26
Proof.
ul (x):
by the leftcontinuity of
Ds u
(
J
Cu ( C
Ju = Ds u Su
(Notice that, since
Since
Ju
and
Cu = Dsu (I n Su ):
for Cantor):
x2Su
X
x2Su
Du(fxg)x
(ur (x) ul (x))x :
Ju =
x2Su
u ) u H0 Su
(14)
where
L1 (i.e.,
Cu ? L1 ).
27
It is called the
of a function
Let us now return for a while to the weak MumfordShah functional (7).
In onedimension, we can write it
E (u) =
ju_ (x)j2 dx +
H0(Su) +
In our denitions of
correctly dened.
u_ (x)
and
Su ,
E (u) is
E (u) in the
inf fE (u) : u 2
[0; 1]
uk (x) =
everywhere in
set
Denition.
bounded variation
if
A. Chambolle
28
1
u20
u2
u1
0:875
0:75
0:625
0:5
0:375
0:25
0:125
0
distributional derivative
by
We denote
The main tool in order to prove the existence of a minimizer for the weak
MumfordShah energy
sup
j
R be an open
u_ j *u_ weakly in L2 (I );
H0(Su) lim
inf H0 (Suj ):
j !1
Proof.
subsequences from
uj
uj .
u 2 SBV (I )
(15)
uj .
Remark that
29
supj H0 (Suj ) = supj ]Suj < +1, there exists an integer k such that
k = lim inf j ]Suj and we can extract a rst subsequence such that ]Suj = k
1
k
1
2
k
for every j . We let Suj = fxj ; ; xj g, with a < xj < xj < < xj < b.
n
Extracting a further subsequence we may assume that each xj converges to
n
k
n t; xn + t]. For a
some x 2 I = [a; b]. For t 0 we will set It = I n [n=1 [x
n
xed ` 1, if j is large enough we have that xj 62 I1=` for every n = 1; ; k .
1
In this case, uj 2 H (I1=` ) and is uniformly bounded:
Z
Z
sup
ju0 j2 dx = sup ju_ j j2 dx < +1 ; and
since
I1=`
I1=`
uj converges to some funcu 2 H 1 (I1=` ), uniformly on I1=` , and u_ j = u0j *u0 weakly in L2 (I1=` ).
Using a diagonal procedure, since [`1 I1=` = I0 , we can in this way build
1
a function u 2 Hloc (I0 ) such that uj !u locally uniformly on I0 and u
_ j *u0
2
weakly in Lloc (I0 ).
But since u
_ j is bounded in L2 (I ) = L2 (I0 ), we deduce that u_ j *u0 weakly
2
in L (I ).
0
2
1
1
k
1
In particular, u 2 L (I ) and u 2 H (I n fx ; ; x g) \ L (I ), so that
u 2 SBV (I ), u_ = u0 , and Su fx1 ; ; xk g, showing also that ]Su k and
We can therefore extract a subsequence such that
tion
1.
If
u 2 BV (
), it can been shown that the set Su is countably (HN 1 ; N
1)rectiable , i.e.,
Su =
where
i.
RN ,
1
[
i=1
Ki [ N
Su
could still
A. Chambolle
30
Du =
=
ru(x) dx +
Ju
ru(x) dx + (u+ u )uHN
Su
+ Cu
+ Cu
by
u(y) u(x) hru(x); y xi
= 0;
ap lim
y!x
jy xj
N 1 S is the restriction of the (N
(remember equation (13)). H
1)
u
N
1 Su
dimensional Hausdor measure to the set Su so that Ju = (u+ u )u H
where
energy (7),
case we have
Cu is zero.
u 2 BV (
) is a special function with
Cu = 0, which means that the singular part of the
distributional derivative Du is concentrated on the jump set Su . We denote by SBV (
) the space of such functions. We also dene the space
GSBV (
) of generalized SBV functions as the set of all measurable funck
tions u :
![ 1; +1] such that for any k > 0, u = ( k _ u) ^ k 2 SBV (
)
(where X ^ Y = min(X; Y ) and X _ Y = max(X; Y )) (This follows Ambrosio's denition in [2], notice that sometimes GSBV (
) is dened as the space
Denition.
bounded variation
if
31
GSBVloc(
), which is the space of functions that belongs
GSBV (A) for any open set A
, i.e., such that A is compact and
included in
.)
1
If u 2 GSBVloc (
) \ Lloc (
), u has an approximate gradient a. e. in
,
k
moreover, as k " 1, the function u = ( k _ u) ^ k satises
we call hereafter
to
ruk !ru a. e. in
, and
Su Su ; HN 1 (Su )!HN 1 (Su )
k
uk = u
a. e. in
HN
1 -a. e.
(16)
in
Suk .
(17)
GSBV (
).
for every j . Then there exist a subsequence (not relabeled) and a function
u 2 GSBV (
) \ Lp(
) such that
uj (x)!u(x) a.e. in
;
ruj *ru weakly in L2(
; RN );
(18)
HN 1(Su) lim
inf HN 1 (Su ):
j !1
j
Moreover
Su
for every
jhu
; ij dHN 1
lim
inf
j !1
Suj
j u ; j dHN
j
(19)
2 SN 1.
There exist variants of this theorem, with dierent proofs (see [3, 4, 5]).
We need however in these lectures to consider this version, since the conclusion (19) will be useful in order to study the anisotropic variants of the
MumfordShah functional that appear in the nite dierences discretizations
that are common in image processing.
A. Chambolle
32
2.2.8 Slicing
We now explain how a (special) bounded variation function can be described
and its properties recovered from its 1-dimensional slices, i.e., its restrictions to 1-dimensional lines. Many results of the sections 2.2.22.2.4 can be
Many of the following results will be needed in order to study the variational
approximations of the MumfordShah functional.
the following classical representation (see for instance [2, 7]): for
z 2 ?, uz; 2 BV (
z; ) and for any Borel set B
Bz;
for at least
?
HN
1 -a. e.
independent vectors
?
dHN 1 (z )jDuz; j(
z; ) < +1
u 2 BV (
). Now (see [3, 2]), if u 2 SBVloc(
), then for almost every
2 ?, uz; 2 SBVloc(
z; ) (the converse is true provided this property
then
independent vectors
and
u_ z; (s) =
for a. e.
hru(z + s); i
s 2
z; , moreover
Suz; = fs 2
z; : z + s 2 Sug ;
33
?
B
dHN 1 (z )H0 (B
z;
\ Su ) =
z;
B \Su
BV
results in this section are proved should consult, for instance, the books [6,
34, 36, 42, 62].
2.3
GSBV (
) (which, in fact, is in SBV (
)). Indeed, consider a minimizing sequence (uj )j 1 for the problem inf u E (u), in GSBV (
).
Then, this sequence satises the conditions of Theorem 6 (with p = 2).
Therefore, some subsequence (still denoted by uj ) converges almost everywhere to a function u 2 GSBV (
) with
has a minimum in
(since
jru(x)j2 dx lim
inf jruj (x)j2 dx
j !1
ju(x)
g(x)j2 dx
Therefore
and
lim
inf juj (x) g(x)j2 dx
j !1
E (u)
g is bounded,
u with its truncation at level kgk1 , ( kgk1 _ u(x)) ^
kgk1 , and decrease the energy, so that the minimum u has to satisfy kuk1
kgk1 and is in SBV (
) \ L1(
).
mizer for the weak MumfordShah functional. Notice that since
In the next section we will explain how the weak problem is then related
to the strong original one (that is, the minimization of
E (u; K )).
A. Chambolle
34
E (u)
E (u; K ) =
nK
jru(x)j2 dx + HN 1(K \
) + ju(x) g(x)j2 dx;
(N
1)dimensional Hausdor
measure. (We have also dropped the constant parameters ; .)
The natural way to associate a set K to u 2 SBV (
) is to set K = Su .
N 1 (K \
) > HN 1 (S ). For
However, if u is arbitrary, we could have H
u
where the length has been replaced with the
v(x) =
1
X
1
k B2 k (xk ) ;
k=1 2
HN
1 negligible
set.)
This dicult result was proved by De Giorgi, Carriero and Leaci [29], and
independently in dimension
also the book [48] for a general overview of the problem). They proved that
HN 1(
\ Su n Su) = 0 and u 2 C 1(
n Su), so
E 0 (u) =
Q(ru(x)) dx +
Su
N (u
N
where Q is a positive denite quadratic form in R
1-homogeneous convex function with
N
is a norm in R
and N
(a
0 < min2SN 1 N ( ) max2SN 1 N ( )
has a minimizer
35
u in GSBV (
) (exercise, you need to use
2.4
HN 1(
\ Su n Su) = 0 and u 2 C 1(
n Su).
convergence
K.
F (x), x 2 X
(xn )
say that (xn )
of approximate problems
converge to a minimizer of
convergence,
F 0 (u) =
and the
-lim sup
of
F 00 (u) =
A. Chambolle
36
F + G.
convergence:
Theorem 7 Assume Fk converges to F and for every k let uk be a minimizer of Fk over X . Then, if the sequence (or a subsequence) uk converges
to some u 2 X , u is a minimizer for F and Fk (uk ) converges to F (u).
Eventually, we give the following denition of
(Fh )h>0 is a family of functionals on X indexed by a continuous pah: we say that Fh converges to F in X as h # 0 if and only if for
every sequence (hj ) that converges to zero as j !1, Fhj
converges to F .
where
rameter
convergence may
consult the books [9, 27]. Also, the excellent notes [1] by G. Alberti contain
a good introduction to this theory as well as to the applications to phase
transition problems, that are very close (at least technically) to the methods
and techniques of section 4.
Let us consider problem (2), in dimension 2, and let us try to nd a way
to compute a solution. We will discuss the approach studied by Vogel and
Oman [60, 61] (see also [24, 31]).
Although it is not absolutely obvious we will rst assume that there
exists a Lagrange multiplier
problem
min jDuj(
) + jAu(x) g(x)j2 dx
(21)
u2BV (
)
i; j = 1; ; L.
and
in some situations, but there exist other common situations like the reconstruction of tomographic data, or the zooming, where it is not true.)
The
37
functions
and
however, has several drawbacks), is to consider the variation along the horizontal and vertical directions
1i<L 1j L
jUi+1;j Ui;j j +
1iL 1j<L
jUi;j+1 Ui;j j
this approximation the results it gives are not very good (in fact it is an
approximation of
jD1 uj(
) + jD2 uj(
) where in R2 Diu is the derivative
of
E (U ) =
3.2
i;j
(jUi+1;j
i;j
(22)
The method
DU E ), it is
jxj at
p
x = 0 (a problem that is often overcome by replacing jxj with + x2 , with
a small parameter) is not the only diculty. Another approach would be
scent method. The nonexistence of the derivative of the absolute value
but in other situations it is not very practical. (If you know a bit of convex
analysis you may think about it!) For a similar approach see [25].
The solution we will study here is common in the image processing literature (see [10, 15, 38, 39, 40, 60, 61]). It is closely related to the method we
will use in section 6, or to the approach in section 4.
A. Chambolle
38
x 2 R, x 6= 0,
1
v 2
x
+
;
jxj = min
v>0 2
2v
v = 1=jxj. We thus introduce the funcf (x; v) = vx2 =2 + 1=(2v), a new eld V = (Vi+1=2;j )1i<L;1j L [
(Vi;j +1=2 )1iL;1j<L 2 R(+L 1)L+L(L 1) (of positive real numbers) and a
new energy,
F (U; V ) =
X
f (jUi+1;j
i;j
+
+
i;j
2Vi+ 12 ;j
i;j
2Vi;j + 21
+
i;j
1
V 1 jU
2 i+ 2 ;j i+1;j
1
Ui;j j2 + Vi;j + 21 jUi;j +1 Ui;j j2
2
min F (U; V ) = E (U );
V
Un =
arg
Vn =
min F (U; V n 1 ) ;
U
arg
if
and
min F (U n ; V ):
V
n
The idea is that as n becomes large, U will converge to the minimizer of (22).
This is actually true if we slightly modify the algorithm (and the function
we minimize).
" > 0 and introduce the convex closed set K" = fV : "
1=" and " Vi;j+1=2 1=" 8i; j g in RM (M = (L 1) L +
We choose an
Vi+1=2;j
L (L
E" =
i;j
(j" (Ui+1;j
"
i;j
8
>
>
>
<
39
jxj ";
1
if " jxj ;
j" (x) = min f (x; v) = > jxj
"
"v1="
>
>
: " 2
1
1
if jxj :
2 x + 2"
"
Dene " (x) = (" _ 1=jxj) ^ 1=" (= 1=jxj if " jxj 1=", 1=" if jxj ",
and " if jxj 1="). Then " (x) is the unique value in ["; 1="] such that
j" (x) = f (x; " (x)). We deduce that the unique V 2 K" for which E" (U ) =
minK F (U; ) = F (U; V ) is given by Vi+ 21 ;j = "(xi+1;j xi;j ) and Vi;j + 21 =
1 2 "
2" x + 2
if
"
" (xi;j +1 xi;j ) for every i; j . In this case we set "(U ) = V and this denes
N
M
a continuous function " : R !K" R .
The algorithm, now, consists in computing for every n 1, the starting
0 0 being chosen,
values U ; V
Un =
Vn =
3.3
arg
arg
min F (U; V n 1 ): ;
U
and
min F (U n ; V ) = "(U n ):
V 2K"
RN
dened by
(1N )i;j = 1
for every
A1N = 1N , where 1N is
1 i; j L (remember
following proposition.
Proposition 4 There exist U , V = " (U ) such that as n!1, U n !U and
V n !V , and U
Proof.
is a (the) minimizer of
E" .
Lemma 3 There exist 0 < < < +1 such that the second derivatives
D2 F and D2 F satisfy
UU
VV
2 F (U; V ) IN
DUU
for every U 2 RN and V 2 K" .
IN
and
IM
DV2 V F (U; V ) IM
2 RN , V 2
K", 2 RN and 2
2 F (U; V ); j j2 and jj2 D2 F (U; V );
RM , j j2 DUU
VV
2
IM jj . Here and both depend on ".
A. Chambolle
40
Proof.
the lemma and will prove the rst one, which is the more dicult. We rst
recall the following Poincar inequality (in nite dimension): there exists
a constant
1i;j L
ji;j j2 c @
1i<L;j
ji+1;j i;j j2 +
i;1j<L
such that
i;j i;j
= 0,
(23)
Exercise.
2 F (U; V );
DUU
X
Vi+ 21 ;j ji+1;j
i;jX
"
i;j
2
constant that
jm()1N j c DUU F (U; V ); (here c denotes any positive
2
does not depend on U; V; ). Moreover, using again (23), c DUU F (U; V );
j m(
)1N j2 . Since 1N and m()1N are orthogonal we deduce that
2 F (U; V ); .
jj2 c DUU
In particular, letting
Remark.
Observe the identity between this proof and the proof of the
E" (U n 1 )
Proof.
For every
E" (U n )
2 jU n
U n j2 + jV n 1 V n j2 :
n 1, we have DU F (U n ; V n 1 ) = 0 while
hDV F (U n; V n); V V ni 0
F (U n ; V n 1 )
F (U n ; V n )
F (U n ; V n ); V n 1
Vn
41
+ DV
+ (1 t)
0
D
E
DV2 V F (U n ; V n + t(V n 1 V n))(V n 1 V n); V n 1 V n dt
F (U n; V n) + 2 jV n 1 V nj2 :
n 1 ; V n 1 ) F (U n ; V n 1 ) + jU n 1
In a similar way we prove that F (U
2
U n j2 . Since E" (U n ) = F (U n ; V n ), the lemma is proved.
n
n n
Since by construction the sequence E" (U ) = F (U ; V ) must decrease
n 1)
and is bounded from below, it must have a limit in R+ and E" (U
n
n
1
n
n
1
n
E" (U )!0, therefore U
U and V
V go to zero as n!1.
Now, we notice that E" is coercive, which means that for every c > 0
N (and closed), hence compact (this can be
the set fE" cg is bounded in R
n
deduced from Lemma 3). Thus we may extract a subsequence U k and nd a
N
n
n
U 2 R such that as k!1, U k !U . By continuity V k = "(U nk )!"(U ),
= " (U ). We also have DU F (U nk ; V nk 1 ) = 0 and since
and we let V
n
1
n
V ) =
V k
V k !0 by Lemma 4, V nk 1 !V so that by continuity, DU F (U;
0.
=
V satisfy DU F (U;
V ) = 0 and V = arg minV 2K" F (U;
V)=
Lemma 5 Let U;
"(U ). Then DU E"(U ) = 0.
Proof.
Let
h 2 RN
t # 0), we have
E" (U + th)
and
t > 0.
Letting
as
V )
E" (U ) = F (U + th; " (U + th)) F (U;
Vt ))
= (F (U + th; Vt ) F (U;
Vt ) F (U;
V ))
+ (F (U;
Vt ) F (U;
V )) so that E" (U + th) E"(U ) F (U +
Since Vt 2 K" , F (U;
Vt ) = t
DU F (U;
Vt ); h + R0t (t
th;
Vt ) F (U; Vt ). Since
F (U R+ th; Vt )
F (U;
2 F (U;
2 F (U;
Vt )h; h dt and 0t (t s) DUU
Vt )h; h dt t2 jhj2 =2, we
s) DUU
deduce that
V ); h = 0:
DU F (U;
A. Chambolle
42
converges to
E,
Two examples
is the identity
matrix) obtained with this method (these are taken from [24]).
The rst
is shown.
The second
example (Fig. 6) shows a true picture that has been corrupted by some
Gaussian noise (here the standard deviation is approximately 30, always for
values between 0 and 255). The reconstruction (on the right) is less good,
2
We have to assume that
might be not unique.
A is injective.
E"
but
43
since the total variation tends to favor piecewise constant images, so that the
result is a bit blocky.
Now we will describe the rst attempt that has been made to provide an
approximation of the MumfordShah functional by simpler (elliptic) variational problems.
by a function
so that as
",
v(x), and
" goes to
the following
for
F" (u; v) =
(v(x)2 + k" )jru(x)j2 dx + "jrv(x)j2
Z
(1 v(x))2
dx + ju(x) g(x)j2 dx
(24)
+
4"
u; v 2 H 1 (
), and they set F (u; v) = +1 if u or v is in L2 (
) n H 1 (
).
The parameter
is coercive
A. Chambolle
44
in
H 1 (
) H 1 (
)
in this space).
"
as
"
(u; v)
lim"#0 k" =" = 0), the reason for this will be made clear in the proof.
In order to show that F"
converges to an energy such as the weak
MumfordShah energy E , they need to redene it on the same space as F" ,
2
2
that is, L (
) L (
). To do this, they consider the fact that as " goes to
zero, they want v to become almost everywhere equal to 1, and thus they set
2
for every u; v 2 L (
):
8 Z
>
>
>
>
<
F (u; v)
Notice that
=>
>
>
>
:
u 2 GSBV (
);
if
v(x) = 1 a.e. in
,
otherwise:
+1
Then,
F.
F.
",
the minimizers of
F"
will be
This approximation has been used in eorts to compute image segmentations and for other application (see [16, 37, 52], that are based on a
nite-element version of Theorem 8 established by Bellettini and Coscia [13],
and [57, 56, 58, 59] where in particular Shah considers the gradient ow of
".
For this
reason, we will study in the following sections the problem from a dierent
E (U; L)
or
E (U ))
and explain how one can nd the energy they approximate in the continuous
setting (which will be a variant of the MumfordShah energy).
We quickly explain in one dimension how the proof of Theorem 8 goes. In
dimension greater than one, the proof is obtained mostly through a localization and a slicing argument, that we will briey mention in the subsequent
section.
45
("j )j 1
(u; v),
limj !1 "j = 0,
i) if
(uj ; vj ).
for every i.
Then, we must have for every i that lim supj !1 inf B
v = 0. Other=2 (xi ) j
wise, there exists i and a subsequence ujk ; vjk such that limk !1 inf B
v =
=2 (xi ) jk
R xi +=2
> 0. And vjk =2 in B=2 (xi ) for k large enough. But then, xi =2 (vjk +
R
k"jk )u0jk (x)2 dx c implies that xxii +==22 u0jk (x)2 dx 2c=, so that ujk is uni1
formly bounded in H (xi
=2; xi + =2). In this case, its limit u also has
that
A. Chambolle
46
H 1 (xi
of xi 2 .
to be in
=2; xi + =2),
i
Z xi +
xi
we know that
L2 (
).
(1 vj (x)) 2
dx
4"j
(1 2)k.
large
Z xi +
x
Z xi i (j )
x0i (j )
Z x00 (j )
i
+
j1 vj (x)jjvj0 (x)j dx
xi (j )
(1 )2 2 (1 )2 2
+
= 1 2:
2
2
2
R
enough
"j vj0 (x)2 + (1 vj (x)) dx
](1 2)
4"j
fx1 ; : : : ; xk g of , it shows
2
0 (x)2 + (1 vj (x)) dx c = sup F" (uj ; vj ) < +1:
lim
inf
"
v
j
j
j !1
4"
Z
]
Z
(1 vj (x))2
lim
inf "j vj0 (x)2 +
dx
j !1
4"
holds.
1 (
n ), and we need to nd an
, u 2 Hloc
R
0
2
0 2
estimate for
n u (x) dx. Indeed, if we knew that
n u (x) dx < 1
1
(i.e., u 2 H (
n )), then it would yield u 2 SBV (
) and Su = , u
_ = u0 .
Now, by the denition of
Notice that the proof we have just written could easily be transformed
to lead to the following lemma:
Lemma 6 Let > 0. Then, for every > 0, there exists J such that for
every j J , if x1 < x2 < < xk are such that vj (xi ) < and xi+1 xi > ,
then
k c=(1 2).
47
We leave the proof of this lemma to the reader (use the same arguments as
in the proof above, after having chosen
1 gj < ).
such that if
l!1
lim
l!1
u0 (x)w(x) dx
and
u0 (x)2 dx
lim
inf
l!1
Since
u0 (x)2 dx
and in particular
u_ (x)2 dx + ] +
lim
inf (k" + vj (x)2 )u0j (x)2 dx
j !1
u 2 H 1 (
n ).
and
Z
This yields
Therefore
(u(x) g(x))2 dx
u 2 SBV (
), Su = , u_ = u0 ,
Z
Z
(1 vj (x))2
lim
inf (k" + vj (x)2 )u0j (x)2 dx + "j vj0 (x)2 +
dx
j !1
4"
(uj (x)
g(x))2 dx
A. Chambolle
48
2 SBV (
) with E (u) = F (u; 1) < +1 (oth-
very dierent.
Consider the function
(t) = 1
exp( t=2)
for
0.
We leave the
Exercise.
1 0 2 (1
"v (x) +
v(x))2
dx
4"
0
on the set fv 2 L2loc (0; +1); v 0 2 L2 (0; +1); v (0) = 0g, and that the value
of the minimum is 1=2.
jxj a"
Now, we set for every " > 0 v" (x) = 0 if jxj < a" , and v" (x) =
"
otherwise, where a" goes to zero with " and will be xed later on, and we set
u" (x) = u( a" )+ u(a" )2au"( a" ) (x + a" ) if jxj < a" , and u" (x) = u(x) otherwise.
Z
u( a") 2
E" (u" ; v" ) =
2a"
jxja"
2
Z
1 0 jxj a"
1
jxj a" 2 dx
+
+
1
"
4"
"
jxja" Z"
Z a"
2a
+ " +
(u(x) g(x))2 dx +
(u" (x) g(x))2 dx
4"
jxja"
a"
Z 1
k
"
(1 + k") u0(x)2 dx + 2kuk21 a
1
"
1 2a"
+2 +
2 4"
Z 1
+ (u(x) g(x))2 dx + 2a" (kuk1 + kgk1 )2 :
u(a" )
(k" + v" (x))u0 (x)2 dx + 2a" k"
proved.
49
Higher dimensions
L2 (
) as j !1.
"j # 0 and uj ; vj
such that
uj !u and vj !v strongly in
Z
A
vj (x))2
4"j
F"j (uj ; vj ; A) =
(1
"j jrv (x)j2 +
j
dHN 1 (z )
?
+ ju (x)
2 SN 1,
g(x)j2 dx:
(25)
and write
Az;
(1 vj (z + t ))2
4"j
j
2
+ ju (z + t ) g(z + t )j
so that
F"j (uj ; vj ; A)
?
j ; A ; g ) dHN 1 (z ):
F"1jD (ujz; ; vz;
z; z;
Az; = ft 2 R : z + t 2 Ag,
j
j
j
j
and for every t 2 Az; , uz; (t) = u (z + t ), vz; (t) = v (z + t ), gz; (t) =
1
D
g(z + t ).) Here F"j denotes the localized AmbrosioTortorelli energy (25)
in dimension 1 (given
F"1jD (w; r; I; h) =
I R
w; r 2 H 1 (I ), h 2 L1 (I )):
jw(t)
h(t)j2 dt:
"j r0 (t)2 +
(1 r(t))2
dt
4"j
A. Chambolle
50
j !1,
Since as
u(x)j2 dx =
juj (x)
?
z;
ujz; !uz;
z 2 ? (such that
z; 6= ).
,
j ; A ; g );
E 1D (uz; ; Az; ; gz; ) lim
inf F 1D (ujz; ; vz;
z; z;
j !1 "j
IR
where again if
is open,
E 1D (w; I; h) =
w
if
2 SBV (I ), and
w_ (t)2 dt + H0 (Sw \ I ) +
I
1
E D (w; I; h)
= +1
?
Az;
u_ z; (t)2 dt +
H0(S
uz;
(w(t) h(t))2 dt
we deduce that
\ Az; ) +
Az;
(uz; (t)
lim
inf F (uj ; vj ; A):
j !1 "
j
for a. e. every
u 2 SBV (A).
?,
then be rewritten as
EZ (u; A) =
hru(x); i2 dx +
A
Su \A
jhu
lim
inf F (uj ; vj ; A):
j !1 "
ju(x) g(x)j2 dx
E (u) = sup
k
X
n=1
SN 1,
k
X
n=1
so that
En (u; An )
(An )n=1;;k
(n )n1
is a dense
)
disjoint open subsets of
k
X
lim
inf F"j (uj ; vj ; An )
j
!1
n=1
lim
inf F (uj ; vj );
j !1 "
j
51
u 2 SBV (
) such that E (u) < +1, let us build functions u" and
v" such that u" !u, v"!1 as " # 0, and such that lim sup"#0 F" (u" ; v" ) E (u).
We will also assume that u is bounded and that Su is essentially closed in
,
N 1 (
\ (S n S )) = 0. This, in fact, is not restrictive,
which means that H
u
u
since it is possible to approximate every u 2 SBV (
) with a sequence of
N 1 (
\ (S n S )) = 0,
bounded functions (uj ) such that for every j , H
uj
uj
in such a way that limj !1 E (uj ) = E (u). This is a consequence of the
Now, given
L (Su ) =
jfx 2
: dist(x; Su ) gj
2
N 1 (S ) (see [36]).
as # 0, called the Minkowsky content of Su , is exactly H
u
Notice moreover that since 7! L (Su ) is continuous on (0; +1) and bounded
by j
j=(2 ), it is bounded, so that there exists a constant cL such that
jfx 2
: dist(x; Su) gj 2cL
for every
(26)
0.
"
8
>
<
and
"
(x; Su ) a"
"
dist
if
x 62 S " ;
otherwise.
(x; Su )
u" (x) = u(x)
^1
a"
"
so that u" = u on
n S . Then u" !u and v" !1 as " # 0. We will denote
"
in what follows dist(x; Su ) = d(x). Out of S , ru" = ru, whereas if x 2
S " , ru"(x) = ru(x)d(x)=a" + u(x)rd(x)=a" so that jru" (x)j jru(x)j +
kuk1 =a" (we admit that rd exists a. e. and that jrdj 1). Therefore,
dist
A. Chambolle
52
(1 + k")
+ 2k"
nS "
S"
jru(x)j2 dx
!
j
S " jkuk21
2
:
jru(x)j dx +
2
a"
"
"
4"
nS "
"
2
d(x) a"
+ 1
dx:
"
"
0
The ratio jS j=(4") is of order a" =" and goes to zero as " # 0. Since
(t) =
(1
(t))=2 = exp( t=2)=2, the second integral is
1 Z
d(x) a"
exp
dx:
2"
nS "
"
4"
4"
We notice that
nS
exp
"
d(x) a"
dx =
"
nS " 0
Z 1
jfx 2
: a" < d(x) a" " log tgj dt:
Let h" (t) = jfx 2
: a" < d(x) a"
" log tgj=(2") = (a" ="
log t)L(a " log t) (Su ) a" ="La (Su ). By (26), jh" (t)j cL (a" =" log t)
cL (1 log t) (if " is small enough) for every t 2 (0; 1) and the latter function is integrable on (0; 1). Moreover, we know that as " # 0 lim"#0 h" (t) =
( log t)HN 1 (SuR). By Lebesgue's dominated convergence theorem we de1
N 1 (S ), so that
duce that lim"#0 0 h" (t) dt = H
u
=
"
"
1 Z
lim
exp
"#0 2"
nS "
d(x) a"
dx =
"
HN 1(Su)
R
lim"#0
"jrv" j2 + (1 v" )2 =(4") = HN 1 (Su ), and achieves
53
in
not
5.1
E (U ) as a discrete approximation of something, we have to introduce a discretization step (or scale parameter) h > 0
and explain how the parameters and in (5) must vary with h in order to
E 1 (U ) =
where
U = (ui )ni=1
and
nX1
i=1
W; (ui+1 ui ) +
G = (gi )ni=1
n
X
i=1
(ui
gi )2
R1
2
0 (u(x) g(x)) dx, then we need to assume that the signal G
h
h n
is in fact some discretization G = (gi )i=1 at step h = 1=n of the function
R
2
g 2 L (0; 1). For instance, we can let gih = (1=h) (ihi 1)h g(x) dx. Then, we
Pn
h
2
know that
i=1 gi [(i 1)h;ih) will converge to g in L . In this case, if we
h
h n
consider for all h = 1=n a signal U = U = (ui )i=1 , we will have that
of an integral
n
X
i=1
h (uhi
gih )2
as
1
0
(u(x) g(x))2 dx
functions
Pn
h
i=1 ui [(i 1)h;ih)
converge to
But if this is true, then it is easy to show that, at least in the distributional
sense,
nX1 uh
i+1
i=1
uhi
[(i 1)h;ih) * Du
A. Chambolle
54
where
if
(uhi+1
uhi )
' h
u
uhi )=h u0 (x)
an approximation of
!
uhi+1 uhi 2 (uhi+1 uhi ) 2
=
:
h
h
1=h.
has a jump, if
of
ur
n
(uhi+1 uhi ) 2 A X
1
h
@
Eh (U ) =
min
; 1 + h (uhi
h
i=1
i=1
nX1
Letting
gih )2 :
n
1 @ (uhi+1 uhi ) 2 A X
f
+ (uhi
Eh1 (U h ) = h @
h
i=1
i=1 h
nX1
gih )2 A :
(27)
Eh2 (U h ) =
0
X
h2 @
i;j
i;j
h )2 A
gi;j
h )
(gi;j
1i;j n is the correct discretization
with
= (0; 1) (0; 1): for instance, we can let
h
gi;j
(uhi;j
where now
2
2
1 @ (uhi+1;j uhi;j ) A 1 @ (uhi;j +1 uhi;j ) A
f
+ f
h
h
h
h
(28)
of an image
1 Z ih Z jh
= 2
g(x; y) dxdy:
h (i 1)h (j 1)h
2 L2 (
)
The
55
In order to state a
Eh1 (uh ) =
Eh1 (U h )
L2 (0; 1).
Eh1 (U h )
+1
E1
as a functional over
uh 2 L2 (0; 1) as
if
uh =
Pn
h
h
i=1 ui [(i 1)h;ih) ; U
dened
This is
= (uhi )ni=1 ;
otherwise,
8 Z
<
Z
1
2 dx + H0 (Su) + 1 (u(x)
u
_
(
x
)
1
E0 (u) = : 0
0
2
(uh ) goes to u (in L2 -norm) as h!0, then E01 (u) lim inf h!0 Eh1 (uh ),
and
ii. there exists
E01 (u)
(uh )
that converges to
such that
1 h
We can assume that lim inf h!0 Eh (u ) < +1 (otherwise there is nothing to
1 h
prove), and even, by extracting a subsequence, that sup E (u ) < +1. In
h h
A. Chambolle
56
p
juhi+1 uhij > h, we let vh (x) = uhi if x 2 [ih; (i +
1=2)h) and vh (x) = uhi+1 if x 2 [(i + 1=2)h; (i + 1)h).
otherwise, if
1 h 2
v_ (x) dx +
h
i=1 (ui
subsequence
1
0
v_ (x)2 dx + H0 (Sv )
i=1
uhi ) 2 A
:
R1
1 @ (uhi+1
f
h
2
0 (v (x) g(x)) dx is less than some constant times
h
2
gi ) , so that we may apply Theorem 6 to deduce that some
h
of v converges a. e. to a function v 2 SBV (0; 1), with
Pn
H0(Sv ) = h
nX1
u_ (x)2 dx +
Pn
h
i=1 (ui
lim
inf
h!0
1
0
v_ h (x)2 dx + H0 (Svh ):
vh must
converge (at least) weakly to u in
R1
h
2
gi ) ! 0 (u(x) g(x))2 dx, we get that v = u,
H0(Su) +
1
0
(u(x) g(x))2 dx
lim
inf E 1 (uh );
h!0 h
Remark.
We have shown slightly more than just the point (i). Notice in-
uh
is bounded uniformly in
L1 (0; 1)
suph Eh1 (uh ) < +1, then some subsequence of uh converges (weakly in
2
h
easy, strongly in L : rst show that (u ) is bounded in BV (0; 1), hence
2
1
1 h
compact in L ) to a function u with E0 (u) lim inf h!0 Eh (u ). In particular, we can deduce from Theorem 9 and this remark that if uh is for every h
1
a minimizer of Eh , then it has subsequences that converge to a minimizer of
E01 . (See Theorem 12 in section 5.4 below for a more general statement.)
and
L2 :
5.2.2
Proof of (ii)
The function
u is piecewise continuous
2 SBV (0; 1)
57
number of jumps
uhi+1 uhi =
Z (i+1)h
ih
u_ (x) dx
h
so that
1 @ (uhi+1 uhi ) 2 A
h
f
h
i=1 h
nX1
Therefore
5.3
Z (i+1)h
ih
!1
u_ (x)2 dx
Thus, denoting
X Z (i+1)h
iZ62Ih
ih
Ih
the set
fi 2
u_ (x)2 dx + ]Ih
u_ (x)2 dx + ]Su :
lim sup Eh1 (uh ) E01 (u) and point (ii) is proved.
The
For the 2dimensional functional, we have the same kind of result. We also
Eh2 (uh ) =
Eh2 (U h )
+1
Then, we dene
8 Z
>
>
>
<
Su
at
uh =
h
h
h
h ; U = (ui;j )1i;j n ;
1i;j n ui Ci;j
as
Su
+1
x.
otherwise.
jru(x)j2 dx +
E02
if
if u 2 SBV (
),
2
if u 2 L (
) n SBV (
).
(30)
is the normal vector to the jump
E02
A. Chambolle
58
functional: it is slightly dierent and measures the length of the jump set
in an anisotropic way. We point out the fact that it is of the form of
E0
in
Su of a
u is still essentially closed (i.e., H1 (
\ Su n Su) = 0).
2
2
The anisotropy in E0 is unavoidable since the discrete energy Eh is not
denition (20), so that it still admits minimizers and the jump set
minimizer
On the
other hand, this result is a particular case of Theorem 11 that will be proved
in the next section.
5.4
Now, we will introduce a general result for nite dierence discrete approximations of the MumfordShah functional, of which Theorems 9 and 10 are
particular cases. What follows is derived from [22].
In 1995, De Giorgi imagined the following non-local functional, dened
u on RN ,
F" (u) =
ZZ
as a possible approximation, as
F (u) =
RN
u 2 GSBVloc(RN ) . Here , are two positive parameNotice that the function arctg (t) looks like the function f (t) = min(t; 1)
dened on functions
ters.
1).
t,
whereas as
t!1,
59
in the neighborhood of 0, it
instead of
function
p N
" # 0, F" converges
to F in the strong L (R )
pN
p
1 p < +1, for = 2 and = .
that, as
This result is very close to the Theorems stated in the previous section.
RN
Fh (u;
) = hN
X
(
x 2 hZN 2 ZN
x2
x + h 2
2 [0; +1] ;
(31)
where:
: ZN ! [0; +1) is even, satises (0) = 0, P2Z jj2 () < +1,
and
(ei ) > 0
basis of
RN
for any
i = 1; : : : ; N
where
(ei )1iN
is the canonical
will have to be
with
are nite;
we will adopt in the sequel the convention that any term in the sum
above is zero whenever either
or
x + h
is not in
even if we do
not explicitly write these conditions under the summation signs (this
convention will be adopted everywhere in what follows unless otherwise
stated), as well, we'll usually write
ambiguous.
Fix
and let
A. Chambolle
60
8
<
kukp = :hN
91
=p
ju(x)jp ;
x2
\hZN
u in `p(
\hZN ) and
h; h N
p N
the piecewise constant function in L (R ) equal to u(x) on x +
2 2
N (and to 0 elsewhere), so that kuk = kuk p N and
for any x 2
\ hZ
p
L (R )
p
N
p
that a sentence such as uh 2 ` (
\ hZ ) converges to u 2 L (
) as h # 0
p
will have a natural sense. We also set Fh (u) = +1 for any u 2 L (
) that
is not the restriction to
of the piecewise constant extension of a function
p
N
in ` (
\ hZ ).
p
Let now, for any u 2 L (
) \ GSBVloc (
),
is nite. In the sequel we will always identify a function
F (u) =
+
and set
2ZN
Z
Su 2ZN
F (u) = +1 if u 2 Lp (
) n GSBVloc(
).
times
F (u; B ) =
B 2ZN
+
when
B
is a Borel set.
2 [0; +1];
(32)
B \Su 2ZN
Theorem 11 Fh
converges to F as
strong topology), for any p 2 [1; +1).
#0
in
Lp (
)
Fh (u) +
(or, equivalently, of
Fh (u) +
ju(x) g(x)jp dx
ku ghkp
p
(33)
(34)
61
where g h 2 `p (
\ hZN ) is a suitable discretization of g at scale h, with
gh ! g in Lp (
) as h # 0 and kgh k1 kgk1 for all h). Then (uh ) is
relatively compact in Lp (
) and if some subsequence uhj goes to u as j ! 1,
u 2 SBVloc(
) \ Lp(
) is a minimizer of
F (u) +
p = 2, provide a generalization of the previous Theorems 9 and 10. For instance, Theorem 10 is the case where N = 2, p = 2,
F (u) =
Remark.
jru(x)j2 dx +
The condition
(ei ) > 0
Su
for
i = 1; : : : ; N
the coercivity, i.e. to establish Lemma 7 and Theorem 12. This is important
in practical applications for the stability of the numerical schemes.
Even
ZN N
of
RN .
convergence of
(i ) > 0, i = 1; : : : ; N
Fh
to
F,
it would be
(i )1iN
A. Chambolle
62
6.1
the energy, since the high non-convexity of the problem does not allow this.
However, the iterative algorithm we describe gives satisfactory results.
f (t) = f t
for all
t ^ 1 with smooth
continuous. Let
( v) = sup tv
t2R
( f )(t) = ( f ) (v)
f (t) = sup tv
v2R
( v) =
inf tv + (v):
v2R
63
Hence
min is reached for v = f 0(t). (If f (t) = t ^ 1, all of this is still true
except that for t = 1, the min is reached for any v 2 [0; 1].) We may therefore
rewrite Fh in the following way:
and the
for
v : (
\ hZN ) (
\ hZN )![0; 1] and
Fh (u; v) =
X
hN
x2hZN 2ZN
u(x)
v(x; x + h )
u(x + h ) 2
h
(v(x; x + h ))
+
( ):
h
(35)
Fh (u; v) + ku gh k22
with respect to u and v . The minimization with respect to v is straightforN
ward, since it just consists in computing for each x; y 2
\ hZ
The algorithm consists in minimizing alternatively
(u(x) u(y)) 2
;
v(x; y) = f 0
h
with
= (y
x)=h.
u is also
a simple
(linear) problem, since the energy is convex and quadratic with respect to
u.
f 0(t) =
1 + 24x2
f (t) = 2 arctg x
2,
Notice that one never has to compute explicitly the position of the edges
during the minimization.
A. Chambolle
64
narrow kernel since the images on which the edges have to be found are
piecewise smooth).
is also a good
indicator for the position of the edges (it is large on the edges and close
to zero everywhere else), and should be taken into account. An elementary
method may be for instance to consider the zero-crossings of the (discretized)
operator
6.2
In some of the above mentioned image processing papers it had been noticed
that the segmentations could be improved by trying to modify slightly the
energy, making it less anisotropic.
Theorem 11 allows to control this anisotropy and nd explicitly the correct
parameters for the best energies.
In this section, like in section 5, n will be an integer (n > 1), we will set
h = 1=n and the functions u and gh (dened on [0; 1) [0; 1) \ hZ2) will be
h
denoted as n n matrices (ui;j )0i;j<n and (gi;j )0i;j<n . We will compare the
following two cases (pay attention to the fact that the notations here for the
energies are dierent from the notations in section 5, in fact, the following
X 1
ju
u j
f 1 i+1;j i;j
En1 (u) = h2
h
h
1
i;j
+ jui;j gh j2 ;
2!
ju
u j2
+ 1 f 1 i;j +1 i;j
h
1 h
i;j
t 7! t ^ 1) and
X 2
ju
u j
En2 (u) = h2
f 2 i+1;j i;j
2 h
i;j h
2!
En1
and
h j2 :
gi;j
En2 , as n!1,
is
ju
u j2
+ 2 f 2 i;j +1 i;j
+
h
2 h
0
ju
ui;j j 2
0
ju
ui;j j 2
+ 2 f 02 i+1;j +10
+ 2 f 02 i 1;j +10
+ jui;j
h
2 h
h
2 h
1 (u) =
E1
1
ju(x) g(x)j2 dx
2 (u) =
E1
2
jru(x)j2 dx + 22(Su) +
u 2 L2 (
) \ GSBV (
),
1 = 1 , 2 = 2 + 202 , and
(for
1 1 (Su ) =
2 2 (Su ) =
where
Su
and
Su
+1
65
otherwise) with
2 (j1 (x)j+j2 (x)j)+20 (j1 (x) 2 (x)j+j1 (x)+2 (x)j) dH1 (x);
0.5
0.5
-0.5
-0.5
-1
Su
at
x.
Simple computations
-1
-1
-0.5
0.5
-1
-0.5
0.5
Figure 7: The solid line represents the length of a unit vector, as a function
of the angle. Left: for
1 , right:
for
2 .
and
2 (E ) =
Z
j (x) 2(x)jp+ j1 (x) + 2(x)j dH1 (x):
j
1 (x)j + j2 (x)j + 1
8 E
2
A. Chambolle
66
This is of course not the only possible choice. For instance, one could prefer
to parameterize these lengths in such a way that the error (with respect to
the Euclidean length)
vector
emax
S1
i (emax )
i (emin )
=4 for 1
and
2
p p
p
1+ 2+ 4+2 2
instead of
=8 for 2 .
i )
1 = 41 =
and
2p
1+ 2
instead
2 = 82 =.
In both cases the limit energy is anisotropic, what is interesting is that the
67
Numerical experiments
We show here a few experiments, so that the reader can see for himself
the dierence of behaviour of the lengths
1
2 . Notice that in
1 = 2 and 1 = 2 .
and
all
In
Figure 9 and Figure 10 (see original pictures in Figure 8), one notices that
the edges are usually nicer when length
by minimization of energy
En1
E1 .
n
diagonal line at the bottom of the image. However, the vertical edges on the
column (Figure 9, second picture) are nicer with energy
En1 .
The reason is
clear: these edges are vertical, and the vertical and horizontal lines have a
much lower costs than lines with other orientations with this energy.
In Figures 10 and 11 the results are similar: the edges look much nicer
when energy
En2 is minimized.
E1 .
n
6:56 R with
energy
En2
and
6:40 R
edges were found, and also because of some oscillation of the boundary, that
is due to the noise. Again in Figure 13 the result is more blocky with energy
En1 .
68
A. Chambolle
69
Figure 12: The noisy disk (grey level values 64 (disk) and 192 (background),
std. dev. of noise 40). Middle, the segmented disk with energy
with
E1 .
n
En2 .
Right,
A. Chambolle
70
En3 (u) = h2
i;j
ju
u j2
ju
u j2
3
f 3 i+1;j i;j
+ 3 f 3 i;j +1 i;j
+
h
3 h
h
3 h
!
0
ju
ui;j j 2
+ 3 f 03 i1;j +10
+
h
3 h
!
00
ju
u j2
00
ju
ui;j j 2
h j2 :
+ 3 f 003 i+2;j 001 i;j
+ 3 f 003 i1;j +200
+ jui;j gi;j
h
3 h
h
3 h
30 = 3 = 2 and 300 = 3 = 5.
3
the minimizers of En minimize
We choose
3 (u) = 3
E1
with
Now, as
jru(x)j2 dx + 33(Su) +
3 = 3 + 203 + 10003 ,
Z
j (x) 2(x)jp+ j1 (x) + 2(x)j +
3 (E ) =
j
1 (x)j + j2 (x)j + 1
16 E
2
+
j21 (x) 2 (x)j + j1(x) + 22 (x)jp+ j21 (x) + 2(x)j + j1 (x) 22(x)j dH1(x)
5
(this time
S1
is about
5:0%
E2 ,
n
The results
however, the
0.5
-0.5
-1
-1
-0.5
0.5
3 .
71
72
A. Chambolle
En3
(the column).
73
A. Chambolle
74
This last section is entirely devoted to the proof of the theorems of section 5.4.
Most of it relies on Gobbino's work [43], except for some adaptations and
a slight dierence in the proof (which avoids the use of Gobbino's technical
Lemmas 3.1 and 3.2 in [43], and makes it simpler).
We let for any
u 2 Lp (
)
and
F 0 (u) = (
F 00 (u) = (
In the next section A.1 we will prove a preliminary lemma that will be
helpful in the sequel. Then, the aim of the following two sections A.2 and A.3
will be to prove Theorem 11, i.e., to prove that
A compactness lemma
The lemma we show in this section will be needed to establish Theorem 12,
but it will also give some a priori information on the regularity of functions
u 2 Lp (
) such that F 0 (u) < +1.
Lemma 7 Let hj # 0 and uhj 2 `p (
\ hj ZN ) such that
as
u 2 SBVloc(
)
such
j.
Let
Proof.
f = mini=1;:::;N fei , c = mini=1;:::;N (ei ) > 0, and choose ; > 0 such that
t ^ f (t) for all t 0. We have:
N u (x)
X X
N
Fh (uh ) 2c h
h
x2hZN i=1
uh (x + hei ) 2
^ h
h
75
21 pNh = x 2
: dist(x; @
) > 12 Nh )
jDi uhj (
12 pNh \ BR (0))
xX
2hZN \BR (0)
2kuh k1 hN 1
x2X+
X uh (x)
N
+h
x2X
uh (x + hei )
h
jDiuhj (
21 pNh \ BR(0)) 2kuh k1hN 1 ]X+
8
<
X uh (x)
N
+ CR 2 :h
x2X
s
N
kuh k1cFh(uh) + CR 2
with
91
uh (x + hei ) 2 =
;
h
Fh (uh )
2c
uh
(and in Lploc(
), as well) to some function
u that belongs to BV (
\ BR (0)) for any R > 0.
N
Now consider the extension of uh (on R , uh (x) being considered to be
0 outside of
)
X
y x
;
vh(y) =
uh (x)N
h
x2hZN
(t) = (1
A. Chambolle
76
j@1 vh (y)j2 dy =
(0 )
;h N
X
uh
x2f0;hgN
(0;h)N
(0 )
Z
(0;h)N 2
>Z
h2 <
2
>
:
dy3 : : : dyN
x1
Y
N
i=2
yi xi
h
2
dy
N
X
uh h; x uh ; x Y
h
x2f0;hgN 1
i=2
Z h
X
y2
uh h; h; x
h
h
0
x2f0;hgN 2
N
Y
( )
(0 )
(0 )
;h N
(0;h)N 2
dy3 : : : dyN
dy3 : : : dyN
X
x2f0;hgN 2
X
x2f0;hgN 2
yi
2
xi
N
uh(0; h; x) Y
y2 X uh (h; 0; x) uh(0; 0; x)
yi h
h x2f0;hgN 2
h
i=3
+ 1
8
dy2 : : : dyN
;h N
1
0
(x) y1
2
xi
i=3
yi
dy2
uh (h; h; x) uh (0; h; x)
h
i=3
N
Y
N
uh(h; 0; x) uh (0; 0; x) Y
yi
h
i=3
2
yi xi
h
2 9
>
xi =
>
h
;
(0;h)N
j@1 vh(y)j2 dy
X
hN
2N 1 x2f0;hgN
uh (h; x)
uh (0; x) 2
pN h
jrvh(y)j2 dy hN
n
(with
pNh = x 2
:
N
X X
uh (x)
x2hZN i=1
uh (x + hei ) 2
h
(x; @
) > Nh , since we control the gradient
N
N whose 2N vertices all belong
cubes x + (0; h) , x 2 hZ
dist
vh only on the
of
to
(A.1)
xi
77
h .
v^h 0 on (x; x + hei ) i0 6=iS(x hei0 ; x + hei0 ) = Ux;e
i
h
The new function v
^h is in SBVloc (
), and Sv^h (x;ei )2Xh @Ux;ei where the
union is taken on Xh = f(x; ei ) : (A.1) holdsg. Now, we can write
in which case we set
pN h
jrv^h(y)j2 dy
moreover since
uh(x + hei ) 2
h
uh (x)
h ) = hN 1
HN 1(@Ux;e
i
(with
= 2N 1 (N
HN 1(
pNh \ Sv^ ) ]XhhN
h
Fh2(cuh) ;
+ 1)),
Fh2(cuh) :
(A.2)
(A.3)
suph kv^h k1 < +1, we deduce invoking Ambrosio's Theorem 6 (see section 2.2.6) that some subsequence of v
^h converges
1
to a function v 2 L (
) \ SBVloc (
), with
From (A.2) and (A.3) and since
A
A
21c 1 + limh#inf
F (u ) < +1:
0 h h
must be equal to
u (as for instance by the construction ofR vh and v^h it is simple to check that
for any A
with regular boundary A (uh (y )
v^h (y)) dy!0 as h # 0).
Remark.
uh (kh) =
0
1
if
if
k 2 2Z
k 2 2Z + 1
for every
k2Z
A.2
limit
u 2 Lp (
),
F (u) F 0 (u):
(A.4)
u 2 Lp(
) and any sequence (uhj ) that
p
converges to u in L (
) as j !1 (with limj !1 hj = 0) we have,
F (u) lim
inf F (u ):
j !1 hj hj
(A.5)
A. Chambolle
78
Let
2 Lp(
),
u in Lp (
).
Fhj (uhj ).
Choose
lim inf is in fact a limit, and that supj Fhj (uhj ) < +1 (since if
lim inf j !1 Fhj (uhj ) = +1 the result is obvious). In view of Lemma 7 we
that the
deduce that
u 2 SBVloc(
)
Z
and
and write
h # 0
(A.6)
for
j !1.
^ h =
x2hZN \
x+
21 pNh = x 2
:
h h
;
2 2
N
p
(x; @
) > 21 Nh
dist
^ h.
We have
(still using the convention that we only consider in the sums the points that
fall inside
(uh (x) uh (x + h )) 2
1
f
( )
Fh (uh ) =
h
h
x2hZN 2ZN
!
Z
X
1
(uh (y) uh (y + h )) 2
= ^ dy
f
( )
h
h 2ZN \ 1 (
^ y) h
h
h
!
Z
X
1
(uh (y) uh (y + h )) 2
=
( ) ^ ^
f
dy:
h
h
\
(
h
)
h
h
N
2Z
X
hN
For every
2 ZN
we let
F^h (uh ; ) =
1
(uh (y) uh (y + h )) 2
f
dy:
h
^ h \(
^ h h) h
Inequality (A.5) will follow by Fatou's lemma if we prove that for any
jhru(x); ij2 dx +
Su
,
A
.
If
then
79
F^h (uh ; )
1
(uh (y) uh (y + h )) 2
f
dy
h
Ah
1
(uh (y) uh (y + h )) 2
lim inf
f
dy
h#0
h
Ah
Z
Z
jhru(x); ij2 dx +
jhu(x); ij dHN 1 (x);
A
Su \A
Z
(A.8)
A
is the right-
hand side of (A.7). This is part of Gobbino's result [43], but we present a
slightly dierent approach, still based on the slicing (see section 2.2.6 for
technical details) of the functions
?
N : hz; i = 0 , and for every z 2 ? , A = fs 2 R :
Let = z 2 R
z;
z + s 2 Ag, (uh )z; (s) = uh (z + s ). We rewrite the rst integral over A
in (A.8):
dH
?
= j j
= j j
Z
?
?
1 (z )
2Z
dHN 1 (z )
Az;
[0;h)
\[kh;kh+h) h
dt
h
!)
(uh)z; (t + (k + 1)h)) 2
h
1 f ((uh)z; (t + kh)
h
k 2Z
(by the change of variable t + kh = s) where the sum is taken only on the
k 2 Z such that t + kh 2 Az; . Now, with the change of variable t = h , this
becomes
j j
Z
?
dH
1 (z )
d h
X
k
2Z h
limh#inf
h
0
k2Z
( + k)h 2 Az;
!)
Z
Az;
(A.9)
A. Chambolle
80
k)h))k2Z as h # 0.
Z
juh(y)
u(y)jp dy
?
dHN 1 (z )
z;
Z
8
< X
( + k)h 2
z; ) we may
?
assume (upon extracting a subsequence) that for a. e. (z; ) 2 (0; 1),
such that
uz; 2 SBVloc(
z; )
and
uz; is continuous
almost all s 2
z; ,
so that
+
Remark.
uz;
in
Thus, for
converges to
lim uz;
h#0
(where
z;
(A.10)
s
h
h = uz; (s)
vh :
z; !R
+
dened by
s
h
Lploc(
z; ).
81
jvh(s + h) vh(s)j 2 ds
G(vh ; I ) =
h
!
X
1
j
vh ((k + 1)h) vh (kh)j 2
:
=
j(kh; kh + h) \ I j f
Z
1
f
h
I
k2Z
h is small enough, ( + [s=h])h 2 Az; for every s 2 I so that the lim inf
in (A.9) is greater than lim inf h#0 G(vh ; I ). Therefore, we just need to prove
that for any I Az; ,
If
(A.11)
indeed, taking then the lowest greater bound of the right-hand term of (A.11)
for all
we write
G(vh ; I )
vh ((k
(kh;kh+h)I
+ 1)h) vh (kh) 2
^ :
h
Redening a function
for
kh
vh (kh) 2
2 I , ane on the
and piecewise
constant, jumping once on the intervals with the reverse inequality (just like
in the proof of Theorem 9), we get
with
Ih = fx
2I :
dist
G(vh ; I )
Ih
limh#inf
G(vh; I ):
0
(vh
(A.12)
instance,
(A.13)
A. Chambolle
82
whereas sending
to
we get
H0 (Suz; \ I )
limh#inf
G(vh; I ):
0
(A.14)
Inequality (A.11) is deduced from the last two inequalities by subdividing the
interval
neighborhood of
Suz;
equality (A.13) or (A.14) in each subinterval. Hence (A.9) holds, and using
Fatou's lemma we deduce (A.8), as
jj
?
dHN 1 (z )
=
Az;
jhru(x); ij2 dx +
Su \A
u 2 L1(
).
u 2 Lp(
) is not bounded, choose again uhj !u in Lp (
). Conk
k
k
k
p
sider u = ( k _ u) ^ k and uh = ( k _ uhj ) ^ k , clearly uh !u in L (
),
j
j
Now, if
so that
But as
F (uk )
f
is increasing,
lim
inf F (uk ):
j !1 h h
j
lim
inf F (u ):
j !1 h h
j
F (u; A)
Then, as
lim
inf F (u ; A) lim inf Fh (uh ;
):
j !1 h h
j !1
j
F (u;
) = supA
F (u; A) we get (A.5). (Thus the Fh
F in Lp (
) endowed with the Lploc(
) topology.)
converge to
also
83
limit
u 2 GSBVloc(
) \ Lp(
) with F (u) = F (u;
) < +1,
p
N
p
build uh 2 ` (
\ hZ ) such that uh !u in L (
) and
Given
F (u):
we want to
(A.15)
u we rst prove
the following lemma. It is a (simpler) variant of the results in [30] and [26]
F" , however, a very strong regularity of the jump set is not needed, and this
lemma is sucient.
2 GSBVloc(
) \ Lp(
) with F (u) < +1. There exists
a sequence (uk )k1 SBV (
) of bounded functions with bounded supports,
Lemma 8 Let u
uk !u in Lp(
) as k goes to innity,
limk!1 F (uk ) = F (u).
Remark.
uk
is unbounded.
Proof.
7! F (v) + k
RN
Then,
1 k
F (u )
k
1
F (u)
k
1
1
!1
fjuj>kg
(ju(x)j k)p dx
!1
fjuj>kg
ju(x)jp dx !0
as
A. Chambolle
84
In particular
vk;n(x) =
8
>
>
>
>
>
<
>
>
>
>
>
:
vk (x)
0
vk (x) +
1
n
if
1
n
if
Clearly
8
<
rwk = :
and
rvk
a. e. in
a. e. in the complement,
vk
fx 2
: jvk (x)j > 1=nk g ;
Z
jfwk 6= 0gj = j j > n1 npk jvk (x)jp dx < +1
k
q
so that in particular wk 2 L (
) for any q 2 [1; +1].
1 N
Choose at last 2 C0 (R ) with 0 1 and 1 on B1 (0), and set
x
for R > 0 and any x 2
wk;R (x) =
R wk (x). For any R,
2 ZN ,
jhrwk;R(x); ij2 dx =
=
BR (0)\
wk (x) x 2
+
hrwk (x); i + R r R ; dx
nBR (0)
Z
jhrvk (x); ij2 dx
BR (0)\
Z
C 2Z
2
+2
jhrvk (x); ij dx + R2 jj
jwk (x)j2 dx
nBR (0)
nBR (0)
Z
x
R
F (vk )
F (wk;R )
0
+@
Since
2ZN
wk
1(
( )j j2 A
and
85
Hence
C Z
2
jrvk (x)j dx + R2
jwk (x)j2 dx :
nBR (0)
nBR (0)
have
F (wk;R )
F (vk ) + k1 :
(A.16)
Choose
and set
we deduce that
so that
F (u)
lim
inf F (uk )
k!1
GSBVloc
(RN )
\ Lp(RN )
with
= RN .
Given
uk
By a standard
a sequence
(0;h)N
Fh (u ) dy
y
h
=
=
X
2ZN
2ZN
( )
( )
X Z
x hZN
RN
1 f (u(y + x)
(0;h)N h
1 f (u(y)
u(y + x + h )) 2
dy
h
u(y + h )) 2
dy:
h
A. Chambolle
86
1
(u(y) u(y + h )) 2
f
dy =
h
RN h
0
21
where
1 (v ) =
F;h
v.
1 (v)
F;h
1
(v(s) v(s + h)) 2
f
ds
h
Rh
Since we assumed
v(s + h) 2
^ h ds
h
v (s)
f (t) t ^ , we have
(A.17)
in (A.17) separately
Therefore,
=
(0;h)
Fh (uyh ) dy
1 (u )
( )j j ? dHN 1 (z )F;h
z;
2ZN
2ZN
X
2ZN
( )j j ?
dHN 1 (z )
( )
jhru(x); ij2 dx +
Z
RN
Su
jhu
= F (u):
87
method used in order to localize the previous result is adapted from [23].
We choose a function
2 GSBVloc(
) \ Lp(
), and once again invoking
u is bounded with
bounded support. Since we assumed that @
is Lipschitz, (and since u is
zero outside some bounded set) we can extend u outside of
(using the
1;p
same reection procedure as for instance in [34] for the extension of W
functions) into a bounded compactly supported SBV function (still denoted
N 1 (@
\ S ) = 0 and F (u; RN ) < +1. Then, we build
by u) such that H
u
(uh ) like previously, such that uh goes to u in Lp (RN ) and
lim sup Fh (uh ; RN ) F (u; RN ):
Lemma 8 we see that it is not restrictive to assume that
h#0
We can write
where
Fh (uh ; RN )
Fh(uh;
) + Fh (uh;
c)
is the complement of
in
RN .
uh at one point in
and another in
h to zero we get
lim sup Fh (uh ; RN ) lim sup Fh (uh ;
) + lim inf Fh (uh ;
c );
c .
Sending
h#0
h#0
h#0
This
A. Chambolle
88
A.4
Proof of Theorem 12
For any
Fh (u) +
ju(x) g(x)jp dx
(A.19)
g 2 L1(
) \ Lp(
).
Replacing uh with ( kg kL1 (
) _ uh ) ^ kg kL1 (
) we decrease the energy,
thus in fact kuh kL1 (
) kg kL1 (
) . In view of Lemma 7, since suph>0 Fh (uh ) <
+1, some subsequence (uhj )j 1 of (uh )h>0 converges to a function u 2
SBVloc(
) a. e. in
. From the uniform bound on kuh k1 we deduce that
uhj !u in Lploc(
).
p
If j
j < +1, the convergence is in L (
) and we simply conclude invoking
where
Theorem 7 (section 2.4). Otherwise, we know (by the remark at the end of
section A.2 and Fatou's lemma) that
F (u) +
v 2 Lp(
), we consider (vhj )j 1 a sequence converging to v in Lp (
)
For any
such that
For all
F (v):
we have that
Fhj (uhj ) +
juh (x)
j
g(x)jp dx F
hj (vhj )
F (u) +
u.
lim kuhj
j !1
thus, by equi-integrability,
vergence in
Lploc (
).
If we choose
gkLp (
) = ku gkLp (
) ;
Fh (u) +
ku ghkp
p
89
References
[1] G. Alberti.
Variational problems in
SBV
3-B:857881, 1989.
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111(1):291322, 1990.
SBV
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Calc. Var.
3(1):127137, 1995.
Appl. Math.,
-convergence.
Comm. Pure
43(8):9991036, 1990.
[8] L. Ambrosio and V.M. Tortorelli. On the approximation of free discontinuity problems.
[9] H. Attouch.
6-B:105123, 1992.
Ap-
1987.
SIAM Proceedings
A. Chambolle
90
Proceedings AFCET
1987.
15(3-4):201224, 1994.
Visual Reconstruction.
proceedings of 13e
colloque GRETSI sur le traitement du signal et des images, Juan-lesPins, France, pages 829832, 1991.
In
of
the
M2AN
33(2):229244, 1999.
Implementation of a nite-elements
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