Iterative thresholding meets free-discontinuity problems (Q707746)

This very important and useful paper is devoted to the study of iterative thresholding meets free-discontinuity problems. It is the first one in this consideration. Free-discontinuity problems describe situations where the solution of interest is defined by a function and a lower-dimensional set consisting of the discontinuities of the function. The proposed terminology was introduced by \textit{E. De Giorgi} [in: Frontiers in pure and applied mathematics, Coll. Pap. Ded. J.-L. Lions Occas. 60th Birthday, 55--62 (1991; Zbl 0758.49002)] to indicate a class of variational problems that pertain to the minimization of a functional, involving both volume and surface energies, depending on a closed set \(K \subset \mathbb{R}^d\), and a function \(u\) on \(\mathbb{R}^d\) usually smooth outside \(K\) (\(K\) is not fixed a priori and is an unknown of the problem, or \(K\) is not a boundary in general, but a free-surface inside the domain of the problem). Here a free-discontinuity problem is the one modeled by the so-called Mumford-Shah functional,which is defined by: \[ J(u,K): = \int_{\Omega \backslash K}[| \nabla u|^2 + \alpha (u-g)^2]dx + \beta \mathcal{H}^{d-1}(K \cap \Omega) \] (The set \(\Omega\) is a bounded open subset of \(\mathbb{R}^d\), \(\alpha, \beta >0\) are fixed constants and \(g \in L^\infty (\Omega)\), \(\mathcal{H}^N\) denotes the \(N\)-dimensional Hausdorff measure, \(d=1,2\).) The minimizing function \(u \in W^{1,2} (\Omega \backslash K)\) approximate a given noisy image \(g\). The problem of minimization of \(J\) with respect to \(u\) (for fixed \(K\)) is equivalent to solving the system of equations: \( \Delta u = \alpha (u-g)\) in \(\Omega \backslash K\), \(\frac{\partial u}{\partial \nu}=0\) on \(\partial \Omega \cap K\) (\(\nu\) is the outward - pointing normal vector at any \(x \in \partial \Omega \cup K\). The relevant unknown in free-discontinuity problem is the set \(K\). Because there is no topology on the closed sets, ensures compactness of the minimizing sequences and the lower semicontinuity of the Hausdorff measure, the existence of minimizers \((u, K)\) of \(J\) is a very difficult problem. Main result: The authors show that discretizations of regularized functionals of the type: \[ J(u) = \alpha \|Ku-g\|^2_{L_2(\Omega)} + MS(u)\tag{1} \] where \(K: L_2 (\Omega) \rightarrow L_2 (\Omega)\) is bounded operator which is not boundedly invertible, and \(g=K \overline{u} + n\) (\(n\) is a stochastic noise), \(MS (u) = \int_{\Omega \backslash S_u}| \nabla u|^2 + \beta \mathcal{H}^{d-1}(S_u)\) (\(S_u\) is the well-defined discontinuity set of \(u\)). The authors show that discretizations of the type (1) always have minimizers. Here, these discretizations correspond to functionals of the form \[ \mathcal{T}_h (u): \alpha h^2 \|Ku - g\|^2_{l_2} + h^2 \sum_{(hi,hj) \in \Omega_h} [W_h (\frac{u_{i+1,j}- u_{i,j}} {h} + W_h (\frac{U_{i,j+1}- u_{i,j}}{h})],\tag{2} \] with \(W_h(t)= \min \{t^2, \frac{\beta}{h}\}\), and that such functionals admit minimizers, is proved. The discrete Mumford-Shah approximation \[ \begin{multlined} J_h(u) := h^2 \sum_{(hi,hj)} W_h (\frac{u_{i+1,j} - u_{i,j}} {h}) + h^2 \sum_{(hi,hj)\in \Omega_h} W_h (\frac{u_{i,j+1} - u_{i,j}} {h}) + \\ \alpha h^2 \sum_{(hi,hj) \in \Omega_h} (u_{i,j} - g_{i,j})^2 \end{multlined} \] can be written in the form (2). Moreover in the one-dimensional situation the authors show that such minimizers, along with fixed points of proposed algorithm, will have components that fall either below on threshold in absolute value, or fall above a second, strictly larger threshold, which depend only on the parameters \(\alpha\) and \(\beta\), and not on the data \((K,g)\). Any a priori information concerning these thresholds may thus be incorporated towards selection of the parameters \((\alpha, \beta)\). As a consequence of these achievements, the authors prove that global minimizers are always isolated, although not necessarily unique, whereas local minimizers may constitute a continuum of unstable equilibria. Thus the proposed analysis will shed light on fundamental properties virtues, and limitations, of regularization by means of the Mumford-Shah functional \(MS\) and provide a rigorous justification of the numerical results appearing in the literature.