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Locating a weak change using diffuse waves: Theoretical approach and inversion

procedure
Vincent Rossetto, Ludovic Margerin, Thomas Planès, and Éric Larose

Citation: Journal of Applied Physics 109, 034903 (2011); doi: 10.1063/1.3544503


View online: http://dx.doi.org/10.1063/1.3544503
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JOURNAL OF APPLIED PHYSICS 109, 034903 共2011兲

Locating a weak change using diffuse waves: Theoretical approach and


inversion procedure
Vincent Rossetto,1,a兲 Ludovic Margerin,2 Thomas Planès,3 and Éric Larose3
1
Université Joseph Fourier, CNRS, Laboratoire de Physique et Modélisation des Milieux Condensés, BP
166, 25, avenue des Martyrs, 38042 Grenoble CEDEX 9, France
2
Université de Toulouse, CNRS, Institut de Recherche en Astrophysique et Planétologie, 14, avenue Édouard
Belin, 31400 Toulouse, France
3
Université Joseph Fourier, CNRS, Institut des Sciences de la Terre, BP 53, 38041 Grenoble CEDEX 9,
France
共Received 23 August 2010; accepted 13 December 2010; published online 3 February 2011兲
We describe a time-resolved monitoring technique for heterogeneous media. Our approach is based
on the spatial variations of the cross-coherence of diffuse waves acquired at fixed positions but at
different dates. The technique applies to all kind of waves, provided that waveforms can be acquired
with a sampling frequency much larger than the wave frequency. To locate and characterize a weak
change that occurred between successive acquisitions, we use a maximum likelihood approach
combined with a diffusive propagation model. We characterize this technique, locating a weak
change using diffuse waves, called LOCADIFF, with the aid of numerical simulations. In several
illustrative examples, we show that the change can be located with a precision of a few wavelengths
and that its effective scattering cross-section can be retrieved. We investigate how the accuracy and
precision of the method depends on the number of source-receiver pairs, on the time window used
to compute the cross-correlation and on the errors in the propagation model. Applications can be
found in nondestructive testing, seismology, radar, and sonar location. © 2011 American Institute of
Physics. 关doi:10.1063/1.3544503兴

I. INTRODUCTION large distance from the source displays complex details that
depend on the interactions between the wave and each of the
Waves constitute one of the primary tools to detect and scatterers. Beyond a distance called the transport mean free
locate temporal changes. If the waves do not interact with path ᐉ쐓, the memory of the initial direction of propagation is
any other obstacle than the target, conventional imaging lost. In this regime, the average energy distribution in the
techniques based on geometrical considerations apply. A con- medium evolves as a diffusion process and it is relevant to
trolled pulse emitted into the medium is scattered by the describe wave propagation with probabilities.
target and the echos are recorded with a receiver. These tech- The problem of locating an isolated change in a multiple
niques can be improved using several sources and detectors,
scattering sample has received some attention in the past,
and extended to locating several targets at the same time. As
particularly in optics. The space and time correlations of in-
long as the typical propagation time in the medium is much
tensity in a speckle pattern probed by one or more receivers
smaller than the scattering mean free time, i.e., the average
allow one to observe the diffusion of scatterers.1,2 On the one
time between two scattering events, we are in the single scat-
tering regime. In this case, the precision for detecting and hand, diffusive wave spectroscopy3 and its variants have be-
locating a change is limited by the Fresnel zone 冑␭L, with L come standard tools for investigating collective changes in
the typical propagation distance in the medium and ␭ the the medium. On the other hand previous authors4 have
wavelength. Applications in every day life abound: they shown that a local perturbation within a collection of scatter-
cover high-stake fields like ultrasonic medical imaging, non- ers 共the background兲 essentially acts as a dipole source of
destructive testing, seismic exploration, radar aircraft loca- intensity. Intensity variations enable the detection and loca-
tion, or sonar. tion of a crack from observations in transmission,5,6 or more
This simple picture does not apply in heterogeneous me- generally to locate an object with known characteristics.7,8
dia, such as polycrystals, concrete, or volcanoes. Imaging The weak sensitivity of the method has been illustrated by
these materials in a nondestructive way is an important issue numerical studies.6 Indeed, a large amount of ensemble or
for miscellaneous applications like monitoring temporal frequency averaging 共typically 100 realizations兲 is required
changes or the assessment of aging and damage. In hetero- to distinguish the intensity fluctuation caused by the defect
geneous media, ray theory is not relevant because the scat- from the background speckle pattern. From a theoretical
tering mean free time is much smaller than the typical record point of view, the weak sensitivity of methods based on in-
duration. A pulse emitted into the medium experiences nu- tensity variations can be traced back to the cancellation of
merous scattering events and the output signal recorded at scattering diagrams that dominate the decorrelation of wave-
forms, a cancellation which is imposed by the optical theo-
a兲
Electronic mail: vincent.rossetto@grenoble.cnrs.fr. rem. This renders techniques based on intensity variations

0021-8979/2011/109共3兲/034903/11/$30.00 109, 034903-1 © 2011 American Institute of Physics


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034903-2 Rossetto et al. J. Appl. Phys. 109, 034903 共2011兲

almost inapplicable to solid media because ensemble averag- 50 2 10


3
8
ing is impractical. These points will be further illustrated
below. 40 5 9
In acoustics, one can commonly record a large number
of signals with perfect temporal and spatial precision, which
30

Y (in λ )
is advantageous compared to optics. A pulse emitted into a

0
123456789 4
heterogeneous medium gives rise to long time records with a 7
pronounced coda, a term which refers to the arrivals follow- 20
scatterers
ing the ballistic pulse. Several techniques use the coda to
sources
retrieve information on the evolution of the medium. In seis- 10 6 receivers 1
mology, the monitoring of temporal changes in the crust was change
initiated in the mid-80s, using repeating small earthquakes.9
0
Later on the method was applied to volcanoes and revealed 0 10 20 30 40 50
X (in λ0)
temporal changes of velocity prior to eruptions10 or measure
the effect of permanent damage.11 Recent developments of FIG. 1. Distribution of sources, receivers, scatterers in the numerical simu-
this technique have been popularized under the term coda- lation. The removed scatterer is indicated with a black circle.
wave interferometry 共CWI兲.12,13 The correlation of wave-
forms inspired other techniques, like diffuse acoustic wave the maximum likelihood principle in Sec. IV and its proper-
spectroscopy 共DAWS兲.14 Recently, DAWS has been used in ties are thereafter investigated. We explore the implementa-
damage monitoring15,16 but a large range of other applica- tion of boundary conditions in Sec. V. Finally, we discuss the
tions are possible.17 For a broad review of applications of accuracy of the technique and possible improvements in
CWI in geophysics, we refer to Ref. 18. In a number of Sec. VI.
previous experiments, changes in waveforms were character-
ized by a stretching of the coda and interpreted in terms of II. OBSERVATIONS OF CORRELATION LOSS AFTER
travel time variations. Such an approach allows the detection A WEAK CHANGE
of weak changes but gives little information concerning the
location of the change.10,19–21 In many applications, wave- Under the denomination “weak change,” we understand
forms changes result in decorrelation of the signals with or any local change in impedance contrast caused by either the
without additional stretching. This renders the interpretation apparition of a defect, or a local change in a physical quan-
of a local change in terms of travel time fluctuations prob- tity, which modifies the effective value of the scattering
lematic. Also based on the concept of correlation, techniques cross-section if one describes the medium in the multiple
have been developed to recover the Green’s function in an scattering framework. Such a weak change between two sets
open medium based on the cross correlation of noise of acquisitions is made by removing a single scatterer from a
signals.22–26 These noise-based Green’s functions can in turn numerical model of a multiple scattering medium.
be used in a passive image interferometry technique with It is already known that a weak change can be detected
in a scattering medium because it slightly modifies the
applications in volcanology and fault monitoring.21,27,28 Re-
Green’s functions. The amount of modification is usually
cently, Aubry and Derode29 proposed an alternative tech-
quantified by measuring the cross-correlation between wave-
nique based on the singular value decomposition of the
forms recorded at different times.9 We illustrate the signal
propagator but this technique is limited to a sufficiently
processing with the aid of numerical simulations of the wave
strong extra scatterer.
equation in a medium containing a large number of identical
In this article, we report on a different approach to locate
scatterers.
a weak isolated change. Our technique, locating a weak
change using diffuse waves, called LOCADIFF, uses the cor-
A. Numerical simulations of wave propagation
relations computed along time windows in the late part of the
records for several pairs of sources and receivers. We use a As a first investigation, we perform two-dimensional
numerical model to compute the most likely position of the 共2D兲 numerical experiments of acoustic wave propagation in
weak change, in terms of probability. The purpose of this heterogeneous media.31 Using a finite difference scheme, we
article is to introduce the principles of this technique and solve the wave equation with absorbing boundary conditions;
discuss its properties. Although the technique applies to the dimension of the simulation grid is 50␭0 ⫻ 50␭0, with a
waves of all kinds, we use elastic and acoustic waves for spatial discretization step ␭0 / 30, where ␭0 is the central
illustrations because their frequency range allows an easily wavelength. Synthetic data are computed on a linear array of
accessible experimental use. Experimental tests and results nine receivers located at the center of the medium and ten
have been already published separately in Ref. 30 and will sources are randomly distributed over the grid. Sources and
not be detailed here. To introduce this work, we observe in a receivers are kept fixed throughout the experiments 共see Fig.
finite difference numerical simulation the correlation loss in- 1兲. To mimic a multiple scattering medium, 800 empty cavi-
duced by a weak change between impulse responses 共Sec. ties of diameter ␭0 / 3 are randomly distributed over the grid.
II兲. Using the theory of multiple scattering,8 we derive an In the frequency band of interest the average scattering
expression of the decorrelation induced by a weak change in cross-section was numerically estimated as ⌺ = 1.6␭0, along
Sec. III. We then present the inversion technique, based on with the transport cross section ⌺쐓 = 1.1␭0. Table I summa-
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034903-3 Rossetto et al. J. Appl. Phys. 109, 034903 共2011兲

TABLE I. Physical parameters of the simulations in normalized units. As our goal is to detect a single scatterer’s removal, we need
to exploit the information contained in both the amplitude
Parameter Notation Value
and phase of the signals. A comparison between the records
Number of scatterers 800 hij共t兲 and h⬘ij共t兲 reveals that for short times up to 100 T0
Transport mean free path ᐉ쐓 2.8␭0 ⬇ 30␶ⴱ, no difference is visible in the signals. We observe
kᐉ쐓 18 small differences between the waveforms at later times that
Diffusion constant D 1.4␭20 / T0 are solely due to the change in the medium. Figure 2 共bot-
Thouless time ␶D 68T0 tom兲 shows a comparison of the waveforms between h3,1共t兲
Coda decay time 共leakage兲 ␶␴ 240T0
⬘ 共t兲 in the time window t 苸 关210 T0 , 220 T0兴. The ob-
and h3,1
served decorrelation is too large to be attributed to numerical
noise, there is thus evidence that the waveforms are sensitive
rizes the physical properties of the simulated medium, in- to the removal of only one scatterer.
cluding the number of scatterers 共with density n兲, the trans- The differences between the waveforms hij and h⬘ij are
port mean free path ᐉ쐓 = 1 / n⌺쐓, the diffusion constant D quantified by the decorrelation, or correlation loss, between
= cᐉ쐓 / 2, and the Thouless time ␶D = R2 / 6D, where R2 is the hij and h⬘ij. The decorrelation is computed on a time window
mean squared distance between sources and receivers. Note of duration 2T centered on t using the formula
that these quantities are evaluated under the “independent
scattering approximation,” which assumes that the scattering 兰t−T
t+T
hij共u兲h⬘ij共u兲du
Kij共t兲 = 1 − . 共1兲
events are all uncorrelated. 冑兰t−T
t+T
hij共u兲2du兰t−T
t+T
h⬘ij共u⬘兲2du⬘
The signal e共t兲 emitted by each source is a pulse with
central frequency f 0 and a Gaussian envelope 共100% band- The typical width of the time window T is of order 5T0.
width at ⫺6 dB兲. Using source i, we record with receiver j Experimentally, enlarging T partly eliminates the effect of
the signal hij共t兲 during 300 oscillations of period T0. Typical noise and reduces the fluctuations of the correlation coeffi-
waveforms hij共t兲 are plotted in Fig. 2. The long tail of the cient. However, using a large value for T results in consid-
record in Fig. 2 corresponds to arrival of partial waves that ering simultaneously paths with very different lengths. We
have been scattered several times. Notice that the ballistic address this important point in Sec. III B.
arrival is not distinguishable in the waveforms of Fig. 2. A
long-lasting signal and the lack of ballistic arrival constitute
evidences that we are in a strongly scattering regime, in C. Spatial dependence of the decorrelation
agreement with our estimates of the transport mean free path.
During the first run of the simulation, 10⫻ 9 impulse re- In Fig. 2, it is noticeable that the differences between
sponses hij are recorded and stored. On a second run, one ⬘ 共top兲, are much smaller than the differences
h1,1 and h1,1
scatterer is removed and another set of impulse responses h⬘ij between h3,1 and h3,1 ⬘ 共bottom兲, even in the late signal. The
is evaluated. Both hij共t兲 and h⬘ij共t兲 display signals lasting a decorrelations computed over the interval 关210 T0 , 220 T0兴
large number of ballistic times. 共t = 215 T0兲 are K1,1共t兲 = 5%, and K3,1共t兲 = 27%, respectively.
Consequently, the amount of decorrelation depends on the
positions of the source and receiver with respect to the local
B. Detection of a weak change change, a property which holds even in very late time win-
The details of the complex waveforms shown in Fig. 2 dows in the signal. For a given configuration of source-
are highly sensitive to the positions of the scatterers. Each receiver pairs, we obtain a set of observed decorrelations,
waveform can be understood as a fingerprint of the medium. which is characteristic of the relative locations of the sources
and receivers with respect to the change in the multiple scat-
tering medium. We will now demonstrate the possibility to
h(S=1,R=1,t) locate the change and estimate its cross-section from the
Waveform

210 215 220 knowledge of the source and receiver positions and the cor-
responding decorrelation coefficients. To do so, we develop a
theoretical model to predict the decorrelation coefficient of
0 50 100 150 200 250 300 waves induced by the addition of a change in a heteroge-
neous medium, in the diffusive regime. We recall in the next
h(S=3,R=1,t) section the necessary elements from multiple scattering
Waveform

210 215 220


theory.

0 50 100 150 200 250 300


Time (μ s) III. WAVE SCATTERING THEORY

FIG. 2. Normalized waveforms h共t兲 obtained at receiver 1, for source num- We assume that the medium can be represented as a
ber 1 共top兲 and 3 共bottom兲. Inset: zoom into the late waveforms. The black uniform background with embedded inclusions. Only the
solid 共respectively, gray broken兲 line corresponds to the record acquired
scalar case is considered here. The scattering properties of an
before 共respectively, after兲 the change. For illustration purpose, the value of
T0 was set to 1 ␮s. The distance between receiver 1 and sources 1 and 3 are, inclusion will be described by its T matrix, defined in opera-
respectively, 10.0ᐉ쐓 and 9.0ᐉ쐓. tor notation as follows:32,33
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034903-4 Rossetto et al. J. Appl. Phys. 109, 034903 共2011兲

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1 r1 r2

FIG. 3. The Bethe–Salpeter equation defining the so-called ladder operator FIG. 4. The diagram of the ladder operator with an extra scatterer. The extra
L. The solid line and dashed line represent the retarded ensemble averaged scatterer is sandwiched between two ladder operators. Note that we have
Green’s function and its complex conjugate, respectively. The dotted line neglected the possibility that ensemble averaged Green’s functions connect
connecting the two vertices indicates that they represent the same scatterer. the extra scatterer with the source and/or the receiver which assumes that it
is located at least one mean free path away from all sources and receivers.
Locating the change if it occurs next to the source or the receiver is still
G1 = G0 + G0TG0 , 共2兲 possible but would require to slightly modify the theory.

where G0 is the retarded free space Green’s function and G1


is the Green’s function in the presence of the scatterer. For a described by the ladder propagator L, which is defined by the
non absorbing scatterer, energy conservation implies the fol- diagrammatic self-consistent equation shown in Fig. 3.32,34
lowing optical theorem: We use the field-field correlation function in the diffuse
signal
IT共␻兲

k0
= ␴共␻兲,

where ␴ is the scatterer’s cross-section.


共3兲
˜⌫共␻,⍀,s,x ,r兲 =
0 冕 冕 dr1 dr2 P̃0共␻,⍀,s,r1兲

⫻L̃e共␻,⍀,r1,x0,r2兲P̃0共␻,⍀,r2,r兲. 共8兲
A. Correlations between two slightly different media Quantities labeled with ⬃ are implicitly evaluated at inner
We want to predict the decorrelation of waveforms in a frequency ␻ and outer frequency ⍀. Le is the correlation
medium where a weak change occurs. Although we will em- between the wavefields recorded before and after the change
ploy a statistical approach based on ensemble averages, in occurred. P̃0共s , r1兲 and P̃0共r2 , r兲 describe the ballistic propa-
general we have access to only one realization of the random gation from the source to the first scattering event, and from
process. Therefore, we introduce the following estimator of the last scattering event to the detector, respectively,
the cross-correlation function based on the observation of a
e−R/ᐉ i⍀R/c
single diffuse signal: P̃0共r1,r2兲 = e , 共9兲
共4␲R兲2
⌫共t, ␶兲 =
1
2T
冕 t−T
t+T
␺2共t⬘ + ␶/2兲␺1共t⬘ − ␶/2兲dt⬘ , 共4兲 where R = 兩r2 − r1兩 and c = ⳵␻k0共␻兲 is the group velocity at the
frequency ␻. The ladder propagator with the extra-scatterer
where ␺ is the scalar field. The superscript 2 refers to the Le is related to the ladder propagator without the extra-
medium in presence of change while the superscript 1 refers scatterer L as follows:4
to the medium without it. We have introduced an analog of
the Wigner function which is most convenient to analyze L̃e共s,x0,r兲 = L̃共s,r兲
nonstationary signals. The empirical cross-correlation can be
decomposed into internal and external frequencies ␻ and ⍀,
respectively,
+ 冕 冕 dr1 dr2L̃共s,r1兲J̃共r1,x0,r2兲L̃共r2,r兲.

冕 冕 ⬁ ⬁ 共10兲
1
⌫共t, ␶兲 = d⍀ d␻˜⌫共⍀, ␻兲exp关− i共⍀t + ␻␶兲兴,
共2␲兲2 −⬁ −⬁ In Eq. 共10兲, also represented by the diagram depicted in Fig.
4, the first term represents the scattering paths that do not see
共5兲 the change while the second term describes the paths that
where the frequency-domain cross-correlation reads: visit the change once. As we are in a regime of weak inter-
action between the field and the scatterer, higher-order terms
˜⌫共⍀, ␻兲 = sinc共⍀T兲␺2共␻ + ⍀/2兲␺1共␻ − ⍀/2兲ⴱ . 共6兲 can be neglected. Note that this is consistent with the fact
The frequency ⍀ Ⰶ ␻ describes the slow envelope of diffuse that such terms are neglected in the ladder approximation
waves with central frequency ␻. Equation 共6兲 shows that adopted in this work. We define the operator J that connects
basic quantity to be computed is the two ladders by

具G2共␻ + ⍀/2兲G1共␻ − ⍀/2兲ⴱ典,


where G is the retarded Green’s function. We will denote by
共7兲
J̃共r1,x0,r2兲 = 冕 ⬘冕 dr1 dr2⬘G̃共r1,r1⬘兲T̃共r1⬘,r2⬘兲

T0 the T-matrix of the change which is assumed to appear at ⫻G̃共r2⬘,r2兲G̃共r1,r2兲ⴱ , 共11兲


the position x0. In diagrammatic notations, such as the one
employed in Fig. 3, the T matrices are represented by where G denotes the ensemble averaged Green’s function.
crosses. The transport of energy in the scattering medium is For a point scatterer in the mesoscopic regime, as the varia-
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tions in the envelope are slow, we evaluate J to the lowest 10


2 2
|| r - s || - ( || x - s || + || r - x || )
order of the small quantity 1 / 共k0ᐉ兲 Ⰶ 1 8 A=−
4Dt
8
iᐉ2T0
J̃共r1,x0,r2兲 ⯝ − ␦共3兲共r1 − x0兲␦共3兲共x0 − r2兲. 共12兲 A=5

Error (in %)
6
8␲k0
A=4
A=3
A=2
A=1
Inserting expression 共12兲 into Eq. 共8兲 one obtains 4 A = 0.1
A = 0.01

˜⌫共s,x ,r兲 =
0 冕 冕 dr1 dr2 P̃0共s,r1兲L̃共r1,r2兲P̃0共r2,r兲
2

−冕 冕 dr1 dr2 P̃0共s,r1兲L̃共r1,x0兲


0 0.05 0.1
Relative width of the time window

FIG. 5. Deviation of the average of Q on the time interval 关t − T , t + T兴 with


0.15 0.2

iᐉ2T0 repect to Q共t兲. The correction grows more rapidly for large values of the
⫻ L̃共x0,r2兲P̃0共r2,r兲, 共13兲 argument in the exponential of 共20兲, denoted by A in this figure.
8␲k
where the first term is the diffuse intensity in the medium does not depend on the form of Eq. 共15兲 as long the envelope
without extra scatterer and the second integral is an interfer- is slowly varying, which means that solutions to a more ac-
ence term caused by the extra scatterer. In the slowly-varying curate transport equation can be substituted to Pd.
envelope approximation, the integrals can be evaluated to
give B. Computation of the decorrelation formula
iᐉ T0 2
˜⌫共s,x ,r兲 = ᐉ L̃共s,r兲 − ᐉ L̃共s,x 兲 We observe that the decorrelation 共18兲 can be computed
2 2
0 0 L̃共x0,r兲. 共14兲
4␲ 2
4␲ 2
8␲k0 if the function Pd is known. In the general case where the
diffusivity D depends on the position, the function Pd can
In the diffusive regime, the propagator of the wave intensity only be numerically estimated, provided that the spatial de-
in the multiple scattering medium, P̃d, is the solution of the pendence of D is known. In practice, the decorrelation coef-
following diffusion equation ficient can be reasonably rapidly computed if one assumes
that the value of D is approximately uniform in the medium.
共− i⍀ − Dⵜr2 兲P̃d共r1,r2兲 = ␦共3兲共r1 − r2兲, 共15兲 We investigate the acceptable amount of spatial variation in
2
D in Sec. IV E.
where D is the diffusivity. The ladder L is related to Pd by
If the medium is absorbing, the same issue arises. In
L̃共r1 , r2兲 = 共4␲c / ᐉ2兲P̃d共r1 , r2兲. Using these notations the cor- media with a uniform absorption time ␬−1, the absorption
relation function between wavefields before and after the affects the numerator of Q in 共18兲 by a factor exp关−␬u
change can be rewritten as: − ␬共t − u兲兴 = exp关−␬t兴 and the denominator by a factor
icT exp关−␬t兴. Therefore, uniform absorption effects cancel out in
˜⌫共s,x ,r兲 = c P̃ 共s,r兲 + c P̃ 共s,x 兲 0 P̃ 共x ,r兲. 共16兲 the normalized decorrelation function, which is a genuine
0 d d 0 d 0
4␲ 4␲ 2k0
advantage of the present technique. In the case where absorp-
In order to obtain the correlation function in the time do- tion is nonuniform, it will affect differently Pd共s , x0兲 and
main, we double invert the Fourier transform over the vari- Pd共x0 , r兲 and the observed decorrelation pattern may be
ables ␻ and ⍀. We further assume that the signal has been partly ascribed to the spatial variations in absorption. Con-
filtered in a narrow frequency band ⌬␻ in which the scatter- sider a medium with constant diffusivity D and absorption ␬.
ing properties vary little. Upon integration over ␻ and appli- The solution of the diffusion Eq. 共15兲 in an infinite
cation of the optical theorem 关共3兲兴, the correlation function d-dimensional medium is
for a unit point-source normalized by the bandwidth ⌬␻
reads Pd共r1,r2,t兲 =
1
共4␲Dt兲 d/2 exp − ␬t −
4Dt

共r2 − r1兲2
. 册 共19兲

⌫共s,x0,r,t兲 = Pd共s,r,t兲 −
c␴
2
冕 0
t
du In the case of a three-dimensional 共3D兲 infinite medium, a
usual Laplace transform calculation gives the exact result
⫻Pd共s,x0,u兲Pd共x0,r,t − u兲.
We have, therefore, obtained the theoretical decorrelation
共17兲
Q共s,x,r,t兲 =
1 1 1
冉 冊 冋
+ exp
4␲D s r
R2 − 共s + r兲2
4Dt
. 册 共20兲

K共x0 , t兲 = 共c␴ / 2兲Q共s , x0 , r , t兲, where where we have introduce the notations s = 储s − x储, r = 储r − x储,
兰t duPd共s,x0,u兲Pd共x0,r,t − u兲 and R = 储s − r储. We observe that Q is a function with elliptic
Q共s,x0,r,t兲 = 0 . 共18兲 contour lines multiplied by simple poles located at s and r.
Pd共s,r,t兲
Figure 6 displays the value of Q as a function of x at a fixed
The negative sign in 共17兲 comes from the optical theorem time t. Of course, if r = s, we recover the formula derived in
共energy conservation兲 and ensures that the cross-coherence is Ref. 12 for an infinite medium. This formula is generally not
less than one. For a resonant point scatterer, ␴ can be sub- applicable under this form because the transducers are usu-
stituted with ␭20 / ␲. The derivation presented in this section ally located at the surface of the system. However, if the
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In the Fourier domain, the ladder propagator in the diffusion


regime writes:
4␲
L̃共q;⍀兲 = . 共22兲
共2␲兲 ᐉ 共q2ᐉ/3 − i⍀/c兲
3 2

After integration over the wave numbers q, q⬘ and the fre-


quency ⍀, we obtain:
␴c 2
␦LIe共s,x,r;t兲 = e−R /4Dtⵜs · 关ⵜrQ共s,x,r兲兴.
6␲1/2共Dt兲3/2
FIG. 6. 共Color online兲 The function Qij共x兲 in an infinite medium in 3D with
constant diffusivity and absorption computed with formula 共20兲. The func- 共23兲
tion is plotted in the plan containing the source, the receiver, and the change.
The value along the z axis 共logarithmic兲 is the sensitivity to a change at the After calculation of the partial derivatives, we obtain the
position in 共x , y兲. The two peaks correspond to the positions of the source following formula for the ladder perturbation induced by an
and the receiver. The z-scale is logarithmic and arbitrary.
extra scatterer

boundary conditions are sufficiently simple, the formula 共20兲


can be used as a building block to derive more complicated
␦LIe共s,x,r;t兲 =
48␲3/2D7/2t5/2r2s2

␴c2共r − x兲 · 共s − x兲 r3 + s3
rs
solutions, as shown in Sec. V.
In formula 共17兲, we neglect two constraints. First, we
assume that the change occurs at a minimum distance of the
+
2Dt

共r + s兲3 −共r + s兲2/4Dt
e . 共24兲

order of one mean free path from the source and the receiver. The intensity variation exhibits a characteristic pattern with
Second, we neglect the finite velocity of the wave, in other positive and negative lobes, depending on the cosine of the
words, the contribution for times u , t − u ⬍ R / c in the integral angle between the source and receiver as seen from the ad-
共17兲 should be removed. The contribution of short times u ditional scatterer. Even more important is the temporal de-
⬍ R / c in 共17兲 is negligible as soon as ct Ⰷ R ⬎ ᐉ쐓. The com- pendence t−5/2 which is faster than the temporal decay of the
putation of the decorrelation coefficients Kij共t兲 must be done ladder propagator between the source and receiver. As a con-
with T larger than a few oscillation periods of the wave. sequence, the sensitivity to the local change decays like 1 / t
Using formula 共20兲, we can estimate the correction due to in sharp contrast to the field correlation which goes to a
this averaging as a function of T / t. To do so, we compute the constant at large record time. This property supports the use
average of 共20兲 on the interval 关t − T , t + T兴 and divide by the of field correlation functions to monitor temporal changes in
value of Q at t. We obtain a curve of relative correction as a evolving media.
function of T / t which is independent of any other parameters
and which is displayed in Fig. 5. In most applications, the IV. THE INVERSION PROCEDURE
correction will be typically less than 10%.
A. Maximum likelihood of the position
In Sec. III, we have obtained an expression for the ex-
C. Intensity variations versus field correlations
pected decorrelation as a function of the position of the
As recalled in the introduction, a number of investiga- change. The principle of the inversion procedure is to com-
tions on the monitoring of complex media have focused on pare a theoretical model to the experimental data. The
the detection of intensity variations induced by local changes change is found at the position where numerical and experi-
in the scattering properties. We will show that in the diffu- mental decorrelation match best. The mismatch is measured
sive regime, intensity variations are much less sensitive to by a standard least-squares cost function 共␹2兲. The inversion
local changes than field correlations. To do so, we calculate procedure consists in finding the position x and the cross-
the perturbation of the ladder propagator induced by an section ␴ minimizing the function ␹2. Such a technique is
extra-scatterer following the approach developed in Ref. 4. also often called a maximum likelihood method. Let us
In addition to the diagram depicted in Fig. 4, two other dia- chose a set of sources si 共1 ⱕ i ⱕ ns兲 and a set of receivers r j
grams contribute to intensity variations as follows: 共1兲 a dia- 共1 ⱕ j ⱕ nr兲, and call N the number of source-receiver pairs
gram with a single cross on the lower line and 共2兲 a diagram 共in this case, N = nrns兲. There is no restriction on their posi-
with one cross on each line which are connected by a dotted tions, and in particular, source and receiver can be located at
line. In the diffusive regime and for a nonabsorbing change, the same position. We describe the technique at fixed time t
we obtain the intensity perturbation to lowest-order in the in the signal.
small parameter 1 / k0ᐉ in the following form: The most restrictive assumption of our approach is that a

冕 冕冕 冕
single change affects the experimental values of the decorre-
ᐉ4T0T쐓0 +⬁
d⍀
␦LIe共s,x,r;t兲 = d3qd3q⬘ lation. The LOCADIFF inversion procedure consists in re-
48␲ 2
−⬁ 2␲ R3⫻R3 trieving the most likely position of this change by introduc-
ing the cost function
⫻L̃共q;⍀兲eiq·共r−x兲
e共x兲 = 兺 关Km
ij 共t兲 − Kij共x,t兲兴 /⑀ ,
2 2
共25兲
iq⬘·共x−s兲 −i⍀t
⫻共q · q⬘兲L̃共q⬘ ;⍀兲e e . 共21兲 i,j
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0.007
0.006 0.007
0.005 0.006
0.004
0.003 0.005
0.002 0.004
0.001 0.003
0
0.002
0.001 FIG. 7. 共Color online兲 Density of probability for the
0 position of the moving scatterer from the numerical ex-
50
periment described in Sec. II.
40

30

20
50
40
10 30
20
0 0 10

where Km ij 共t兲 denotes the experimental measurements of the


decorrelation and the coefficients Kij共x , t兲 are the theoretical
decorrelations assuming that the change is located at x. The
p共x兲 =
1
C

1 1

exp − f ␹2n共x兲 = exp −
2 C
e共x兲
2
, 冋 册 共29兲

typical fluctuations on the measured decorrelations are en- where C is a normalization constant such that 兰p共x兲dx = 1
capsulated in the parameter ⑀. 共see Appendix A for a derivation of this formula兲. The prob-
To find the value of the scattering cross-section ␴, also ability density function of the numerical example of Sec. II is
unknown, we remark that e共x兲 is, as a function of ␴, a poly- displayed in Fig. 7.
nomial of degree two. There is, therefore, a minimum de-
pending on x at
B. Precision versus number of source-receiver pairs
ij 共t兲Qij共x,t兲
2 兺i,jKm To investigate the precision of the inversion procedure
␴opt共x兲 = . 共26兲
c 兺i,jQij共x,t兲2 depending on the parameters of the likelihood maximization,
we use a numerical approach. We compute the best achiev-
We reintroduce the value of ␴opt into the expression 共25兲 and able precision regardless of all experimental difficulties that
get the optimized error function potentially degrade the accuracy of the location. We use an
ideal setup made of one source and N receivers regularly
ij 共t兲
Km 2
关兺i,jKmij 共t兲Qij共x,t兲兴2 distributed on a circle 共see Fig. 8兲. We introduce a change at
eopt共x兲 = 兺 − , 共27兲 the center of the circle by adding a single scatterer with
⑀2 ⑀2兺i,jQij共x,t兲2
i,j
cross-section ␴. For each pair of receiver, we compute syn-
thetic data through application of the formula 共20兲. The
which does not depend on ␴ anymore. The most likely posi- Thouless time ␶D is defined as L2 / D. As a measure of the
tion of the change is the position x0 of the minimum of eopt.
The value of the cross-section is ␴opt共x0兲 obtained from Eq.
共26兲. S
To give an interpretation to the values of e共x兲, it is cus-
tomary to normalize it in the following way:
R5 R1
L
e共x兲
␹2n共x兲 = , 共28兲
f
x1
x0
where f = N − 4 is the number of degrees of freedom, since
four model parameters—the cross-section and the cartesian R4 R2
coordinates of the change—are to be estimated. The quantity
␹2n共x兲 has the following interpretations. If ␹2n共x兲 Ⰷ 1, it is very
unlikely that the point x0 is actually located at x. If ␹2n共x兲
⯝ 1 the point x is a good candidate for x0. If ␹2n共x0兲 Ⰶ 1, there
R3
is a large area where ␹2n共x兲 ⬍ 1 which means that the inver-
sion could not locate precisely the change probably because FIG. 8. Description of the numerical setup used for investigating the accu-
the value of ⑀ is too large. A large value of ⑀ means either racy of the inversion procedure. The example is shown with N = 5. The other
that the quality of measurements is poor or that ⑀ has been parameters of the numerical simulations are: L = 10, D = 1, c = 1. The change
x0 is located at the center of the circle and is used in Sec. IV B to study the
overestimated. It is possible to use ␹2n共x兲 to obtain the prob-
optimal spatial precision of the inversion. The change located at point x1 is
ability density that the change has occurred at the point x, used to study the robustness of the inversion procedure against measurement
which we define as: errors on the determination of D in Sec. IV E.
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8 N=10
N=20
8 N=40
N=80
Precision δ at Thouless time τD
5 6

Precision δ
4
4
3
2

2
0
10
-1 1 10
1
10
2
10
3

Signal time t / τD

1 FIG. 10. Spatial precision obtained for the setup of Fig. 8 for the values
5 10 20 40 80 N = 5, 10, 20, 40, and 80 and for record times varying from 2.10−2␶D to
Number of receivers (N) 103␶D. The time scale is logarithmic. A minimum of the precision is found at
t ⯝ ␶ D.
FIG. 9. Spatial precision at the record time t = ␶D, as a function of the
number of receivers, where ␶D is the Thouless time. The typical setup for the
numerical experiment is depicted in Fig. 8. The dots correspond to the explored a larger volume of the system. This qualitatively
values of the precision for N = 5, 10, 20, 40, and 80. The double logarithmic
scale provides clear evidence of the relation ␦ ⬃ N−1/2. explains why ␦ decreases with the record time t. At very late
times, the formula 共20兲 reveals that the decorrelation for each
source receiver pair saturates, as the exponential factor tends
precision, the length ␦ is introduced, which we compute us-
to 1. The asymptotic spatial sensitivity to the change is alge-
ing the probability density function 共29兲 as follows: ␦2
braic only. After reaching a minimum, ␦ increases because
= 兰共x − x0兲2 p共x兲dx.
the variations in ␹2n with respect to x decrease. The minimum
In the vicinity of the change, we infer that the contribu-
for ␦ is found approximately at time ␶D, the Thouless time,
tions of the terms in e共x兲 are comparable and we deduce that
after which the whole system has been explored by the dif-
␦ ⬀ ⑀. Thus, the precision with which the measurements are fuse waves and yet Q 关defined in Eq. 共18兲兴 still exhibits large
made directly influences the precision with which the change
spatial variations.
is located. We will not study the dependence of ␦ with re-
spect to ⑀ and we chose a value ⑀ = 0.01 throughout the nu-
merical study. Note that a uniform probability distribution
corresponds to a complete absence of information concern- D. Precision versus cross-section
ing the location of the change, and gives the value ␦ ⯝ L. The
typical behavior of the precision ␦ as a function of the num- The scattering cross-section ␴ of the change also influ-
ber of source-receiver pairs is depicted in Fig. 9. In the con- ences the precision of the technique. We observe that the
figuration described above, each pair gives a comparable precision ␦ decreases as ␴ increases. Note that when ␴ is
contribution to e共x兲 so that e共x兲 is approximately propor- very small, ␦ goes to a value ⬃L, meaning that it is not
tional to N. Therefore in the ideal case described in our ex- possible to detect the change. When ␴ ⯝ L2, the cross-section
ample, we find that ␦ ⬀ N−1/2. is equivalent to the area of the system, and locating a change
Note that the precision cannot be made arbitrarily small has no physical significance in this limit. In Fig. 11 we plot
by increasing N at will because it is not possible to find an the variations in ␦ at the optimal time t = ␶D as ␴ varies from
arbitrary number of source-receiver pairs providing indepen- 10−4L2 to L2. The other parameters of the calculations are
dent data. The value N entering into the scaling law ␦ D = 1, c = 1, ⑀ = 0.01, N = 10. We observe that the spatial pre-
⬀ N−1/2 is the number of independent decorrelation measure- cision ␦ decreases by a factor 2 as the cross-section increases
ments. Typically, in the diffusive regime, two measurements from 10−2 to 1.
located ␭ apart can be considered as independent.
8
C. Precision versus record time
The dependence of the precision ␦ with respect to record 6
Precision δ

time is shown on Fig. 10 for ␴ = 1, D = 1, c = 1, L = 10, and


⑀ = 0.01 共the units are dimensionless in the numerical simu- 4
lation兲. The precision exhibits a minimum at a time of order
tmin = ␶D. For a given source-receiver pair, the record time is 2
the time that has elapsed after the arrival of the ballistic
wave. Shortly after the ballistic arrival, the waves that reach
0 -2
the receiver have followed “snake-like” paths around the di- 10 10
-1
10
0 1
10 10
2

rect ray. For early record times, the only records sensitive to Scattering cross-section σ
the change are those for which the change is located along
FIG. 11. Optimal precision ␦ as a function of the cross-section of the change
the segment joining the source and the receiver. For larger ␴ obtained for the setup of Fig. 8. Other parameters of the simulations are
record times, the diffuse waves arriving at the receiver have D = 1, c = 1, N = 10, and ⑀ = 0.01.
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034903-9 Rossetto et al. J. Appl. Phys. 109, 034903 共2011兲

6
1
5
s’ 1 s
1
4
δ β
1
3
1 α
1
ξ

2 1
Pd 1 r
1 1
0
0.25 0.5 1 2 4 FIG. 13. Schematic representation of a boundary condition for Pd. The
Diffusitivity ratio D / D’ image of the source s is noted s⬘ and the arbitrary point is r. The solid line
is the solution in the infinite medium.
FIG. 12. 共Color online兲 Effect of errors on the value of the diffusivity D on
the relocation accuracy of the target. Synthetic data were calculated with
D = 1 and inverted with modified values of the diffusivity D⬘ ranging from depends on the boundary conditions of the system. For sim-
0.2 to 8. The other parameters of the simulation are ␴ = 1, L = 10, N = 10, and plicity, we studied the LOCADIFF technique in an infinite
⑀ = 0.01, and the change is located at the position x1 共see Fig. 8兲. ␰ is the medium without taking into account the effect of boundaries,
distance between x1 and the point where ␹2共x兲 is minimum. In the simulated
configuration, the inversion procedure remains accurate even if D⬘ differs
which may not be realistic in applications. An abundant lit-
from D by a factor 2. ␦ is the precision obtained with the same parameters. erature is dedicated to solving the diffusion equation in a
wide range of situations.35 In many cases of practical inter-
E. Sensitivity to the value of the diffusivity D est, sophisticated techniques are required to provide an exact
solution or a numerical approximation up to a required accu-
Our inversion procedure depends heavily upon our abil- racy. In the infinite medium, the decorrelation 共18兲 can be
ity to estimate the diffusivity of the waves in the heteroge- computed numerically. In the presence of boundaries, it is
neous medium. Although the absorption time ␶ does not en- more difficult to compute the Green’s function because trans-
ter into the final formula 共20兲, let us remark that in practice D lational invariance is lost. However, if the boundaries are
and ␶ cannot be measured independently. The diffusivity D is flat, it is possible to construct the Green’s function from the
the crucial physical parameter which enters into the formula solution without boundaries using symmetry arguments. In
for the intensity propagator Pd and controls the accuracy of the general case, one has to solve the diffusion equation for
the energy propagation model of the medium. It is, therefore, the geometry of the system, which is a problem of applied
important to quantify the impact of errors in the diffusivity D mathematics in itself.
on the accuracy of our method. Even if we use an incorrect In the simple case of a single planar boundary, the solu-
value for the diffusivity, our inversion procedure still pro- tion PBd of the diffusion equation of the semi-infinite me-
vides an answer for the position of the change. The main dium, can be deduced from P⬁d , using the technique of im-
issue is to quantify to what extent the inferred position dif- ages
fers from the exact location of the target. To address this
point, we plot the spatial precision and the absolute error of PBd 共s,r,t兲 = ␣关Pd共s,r,t兲 + ␤ Pd共s⬘,r,t兲兴, 共30兲
the inversion for a wide range of values of D on a specific where s⬘ is the image of s with respect to the boundary 共see
example. Fig. 13兲 and ␤ is a characteristic coefficient depending on the
We use the approach described in Sec. IV B. First, a nature of the boundary condition. For instance if the bound-
synthetic data set is computed with a value D for the diffu- ary is absorbing, ␤ = −1 and if it is fully reflecting, we have
sivity. This synthetic data set is then inverted for the location ␤ = 1. The normalization coefficient ␣ is, in the case of con-
of the target using a different diffusivity D⬘. The change is stant diffusivity

冉冑 冊
located at the position x1 indicated on Fig. 8. The other
physical parameters L = 10, ␴ = 1, N = 10, ⑀ = 0.01, and t have 1+␤ 1−␤ dB,s
␣−1 = + Erf , 共31兲
been adjusted to provide the smallest spatial precision ␦. We 2 2 4Dt
call ␰ the distance between the change located by the inver-
sion and ␦ is the spatial precision. The results of the simula- where dB,s is the distance from the source to the boundary.
tion are displayed in Fig. 12. It is rather remarkable that an Note that ␣ is undetermined in the case where the conditions
error on D as large as a factor of 2 yields a location of the ␤ = −1 and dB,s = 0 are met simultaneously. The solution to
change within one half of the spatial precision. In this spe- the diffusion equation in presence of the boundary can be
cific but realistic example, the inversion procedure is there- plugged into the decorrelation expression 共18兲 leading to
fore very robust against errors on the determination of D. four terms 共Fig. 14兲. Note that in the case where there are
This constitutes a major advantage of our method. Based on more boundaries, infinitely many images must be taken into
these results, we infer that spatial variations in D within a account in the formula. Other techniques also lead to infinite
factor of 2 will not affect the results dramatically. series.

V. BOUNDARY CONDITIONS VI. DISCUSSION


The inversion procedure presented in Sec. IV relies on In this section, we discuss issues related to the practical
the knowledge of the function Pd, the diffusion kernel, which use of the LOCADIFF technique as well as possible im-
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034903-10 Rossetto et al. J. Appl. Phys. 109, 034903 共2011兲

1 1
s’ 1 s s’ 1 s
1 1
1 x 1 x
1 2 1
1 α 1 αβ
r’ 1 r’ 1 FIG. 14. In presence of a single straight boundary, the
1 r 1 r decorrelation function 关共18兲兴 involves four terms, com-
1 1 ing from the product of two formula of the form 共30兲.
We use the images of the source s and the receiver r:
1 1
Thanks to the symmetry of the diffusion equation, there
s’ 1 s s’ 1 s
is no need to introduce the image of the point x.
1 1
1 x αβ 1 x
1 1 2
1 1 β
r’ 1 r’ 1
1 r 1 r
1 1

provements. We first note that if the interval between the that the precision scales with the inverse square root of the
records of hij and h⬘ij is large, the medium may also have number of records. 共2兲 The technique provides the best re-
experienced a global change, for instance a dilation due to a sults when the correlation window is centered on the Thou-
temperature change. In this case, the computation of the less time of the system. 共3兲 We demonstrated that the tech-
decorrelation may be refined by taking into account a global nique is not very sensitive to errors in the measurement of
relative velocity change ␩, ⑀ yielding the maximum value of the diffusivity.
the correlation Several aspects are still to be investigated. First, we have
assumed that a single change occurs in the medium, an as-
兰hij共共1 + ␩兲u兲h⬘ij共u兲du
共32兲 sumption which is probably too restrictive in some applica-
冑兰hij共u兲2du兰h⬘ij共u⬘兲2du⬘ , tions. In a straightforward generalization of our technique to
where the integrals are performed along the whole record.20 n changes, the dimension of the parameter space scales like
Another issue concerns the possible improvements on 4n which in turn considerably increases the computation
the inversion procedure. Under the form presented in this time. An alternative route for the inversion has to be found.
article, the LOCADIFF technique only uses a small time Second, we have made the assumption of a pointlike change.
window in the signals, and it would be of great interest to An extended change may not necessarily be equivalent to a
take into account several time windows simultaneously. This collection of pointlike changes. Again, an alternative ap-
would provide more independent data for the inversion pro- proach to the inverse problem will be needed. We are cur-
cedure and may reduce the effect of noise. rently investigating these two issues.
Finally, we point out that the kernel used in the inversion Using 2D finite difference wave simulations, we have
is computed from the solution to the diffusion equation. In demonstrated that LOCADIFF efficiently locates a weak
some simple geometries, like the infinite medium, the solu- change in a multiple scattering environment. In a separate
tion is analytic and simple to compute. If the shape of the paper,30 experiments have been conducted with ultrasound in
medium is irregular, with possibly more complicated bound- concrete. The change was a hole drilled in the sample, and
ary conditions, the kernels can only be approximated numeri- the LOCADIFF technique successfully retrieved its actual
cally. Alternatively, our approach could benefit from recent position. Other applications in geophysics and material sci-
developments in the implementation of the radiative transfer ences can be envisaged.
equation.
ACKNOWLEDGMENTS
VII. CONCLUSION
The authors thanks N. Tremblay and C. Sens-
In this article, we have shown that it is possible to use Schönfelder for discussions. This work was supported by the
the high sensitivity of diffuse waves to detect, characterize, ANR Grant No. JC08_313906 SISDIF.
and locate a weak change in a strongly scattering medium.
Our technique uses the correlation of waveforms recorded
before and after the change. Based on a maximum-likelihood APPENDIX A: DERIVATION USING BAYESIAN
approach, and a simple diffusion model, we demonstrate the INVERSION
possibility to retrieve the position of the change along with We shortly derive here the density of probability density
its scattering cross-section. We have also investigated the 关共29兲兴 using a Bayesian inference. In this calculation, we
optimal values of the parameters that enter in the inversion suppose that there is a change at an unknown position x. The
procedure, based on a simple setup where sources and re- values of the measurements Km ij are accurate up to an error
ceivers are arranged on a circle surrounding the change. order ⑀ such that they are distributed around the numerical
Three features have been identified as follows: 共1兲 we found value Kij共x , t兲 according to a standard error function.
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130.70.241.163 On: Tue, 23 Dec 2014 08:40:23
034903-11 Rossetto et al. J. Appl. Phys. 109, 034903 共2011兲

冋 册
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19
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冉冕 冊
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V
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n兲= 冕
V
n 兩K1 , . . . Kn−1兲dx. 共A4兲
p共x,Km m m
21

22
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