WELL-POSEDNESS OF A PARABOLIC INVERSE PROBLEM

1.IntroductionItiswellknownthatinverseproblemsinpartialdifferentialequations,mostofwhichhavenotyetbeensolveduptonow,remainasachallengeinappliedmathematics.Therefore,manymathematiciansstudiedvariousinverseproblemsforparabolicequa-tions.FOrasimplesurveywereferto[1,2,8,9]foridentifyingcoefficients,[7]foridentifyingboundaryvalues,[4,10]foridentifyingsourcetermsofparabolicequations.Wehavenotincludedalotofpapersconcerningthecomputationalmethodsusedforsolvinginverseparabolicproblems.Inthispaperthein…     

On an inverse problem arising in continuous casting of steel billets

In continuous casting of steel, the control of the solidification front by means of the amount of water sprayed onto the strand is of great practical interest. We study the thermal history in a continuously cast cylindrical billet. The mathematical model is a two-dimensional nonlinear heat equation div[k(u)gradu] = ut subject to water-cooling and heat radiation boundary conditions. We establish existence, uniqueness and stability results for both the temperature field and the solidification front. We study the monotonicity behaviour of the temperature field and show that certain technically easy-to-realize cooling-strategies may generate double liquid fingers at the final stage of solidification. The inverse problem of determining the cooling strategy is an ill-posed problem. We therefore use Tikhonov regularization as a stable and convergent methodfor treating this problem.     

An inverse pollution problem in porous media

In this paper, we deal with an inverse source problem of integro-differential parabolic equations, which comes from nonlinear pollution problems in porous media. We study the existence and uniqueness of solutions for the direct problem as well as the existence of quasisolutions of the inverse source problem in an appropriate class of admissible source functions.     

Uniqueness and stable determination in the inverse Robin transmission problem with one electrostatic measurement

In this paper, we consider the inverse Robin transmission problem with one electrostatic measurement. We prove a uniqueness result for the simultaneous determination of the Robin parameter p, the conductivity k, and the subdomain D, when D is a ball. When D and k are fixed, we prove a uniqueness result and a directional Lipschitz stability estimate for the Robin parameter p. When p and k are fixed, we give an upper bound to the subdomain D. For the reconstruction purposes of the Robin parameter p, we set the inverse problem under an optimization form for a Kohn–Vogelius cost functional. We prove the existence and the stability of the optimization problem. Finally, we show some numerical experiments that agree with the theoretical considerations. Copyright © 2013 John Wiley & Sons, Ltd.     

Functional and numerical solution of a control problem originating from heat transfer

The solution of a nonlinear parabolic equation is studied from both the functional and the numerical points of view. Existence, uniqueness, and stability results are given. A boundary-control problem is then presented. Expressions of the gradient and the Hessian of the cost function are given with some details, and the Newton method is compared with a gradient method and the Fletcher-Reeves method. Numerical results are given. The paper concludes with a discussion of the advantages of the Newton method as applied to a control problem.     

一类抛物型偏微分方程反问题的稳定性

本文讨论一类抛物型偏微分方程反问题，研究测量值在特定边界上给定时源项确定的稳定性，在合理的假设下证明了该反问题具有按Ｌｉｐｓｃｈｉｔｚ型连续依赖于测量值的稳定性，推广了Ｙａｍａｍｏｔｏ的结果．     

The generalized solution of ill-posed boundary problem

In this paper, we define a kind of new Sobolev spaces, the relative Sobolev spaces Wk,p0(Ω,∑). Then an elliptic partial differential equation of the second order with an ill-posed boundary is discussed. By utilizing the ideal of the generalized inverse of an operator, we introduce the generalized solution of the ill-posed boundary problem. Eventually, the connection between the generalized inverse and the generalized solution is studied. In this way, the non-instability of the minimal normal least square solution of the ill-posed boundary problem is avoided.     

A phenomenon of waiting time in phase change problems driven by radiative heat transfer

In the paper (J. Food Process Eng. 2008; in press) we emphasized that during a phase change process in which the heat input is driven by a radiation transfer mechanism, a peculiar phenomenon may occur, characterized by a temporary stop of the increase of the boundary temperature due to a sudden change of the heat transfer coefficient upon phase transition. This time interval is needed to allow the thermal properties of the surface to evolve toward a state that is compatible with the heat intake rate corresponding to the new phase. The occurrence of the waiting time is motivated and studied for a general one‐dimensional Stefan problem. Then an application is presented to the much complicated problem considered in (J. Food Process Eng. 2008; in press), namely, the model for frying process. Copyright © 2008 John Wiley & Sons, Ltd.     

An inverse problem of determining the implied volatility in option pricing

In the Black-Scholes world there is the important quantity of volatility which cannot be observed directly but has a major impact on the option value. In practice, traders usually work with what is known as implied volatility which is implied by option prices observed in the market. In this paper, we use an optimal control framework to discuss an inverse problem of determining the implied volatility when the average option premium, namely the average value of option premium corresponding with a fixed strike price and all possible maturities from the current time to a chosen future time, is known. The issue is converted into a terminal control problem by Green function method. The existence and uniqueness of the minimum of the control functional are addressed by the optimal control method, and the necessary condition which must be satisfied by the minimum is also given. The results obtained in the paper may be useful for those who engage in risk management or volatility trading.     

A dynamic boundary value problem arising in the ecology of mangroves

We consider an evolution model describing the vertical movement of water and salt in a domain splitted in two parts: a water reservoir and a saturated porous medium below it, in which a continuous extraction of fresh water takes place (by the roots of mangroves). The problem is formulated in terms of a coupled system of partial differential equations for the salt concentration and the water flow in the porous medium, with a dynamic boundary condition which connects both subdomains.We study the existence and uniqueness of solutions, the stability of the trivial steady state solution, and the conditions for the root zone to reach, in finite time, the threshold value of salt concentration under which mangroves may live.     

An inverse coefficient problem for a parabolic equation in the case of nonlocal boundary and overdetermination conditions

In this paper, the inverse problem of finding the time‐dependent coefficient of heat capacity together with the solution of heat equation with nonlocal boundary and overdetermination conditions is considered. The existence, uniqueness and continuous dependence upon the data are studied. Some considerations on the numerical solution for this inverse problem are presented with the examples. Copyright © 2010 John Wiley & Sons, Ltd.     

On an initial‐boundary value problem for a wide‐angle parabolic equation in a waveguide with a variable bottom

We consider the third‐order Claerbout‐type wide‐angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range‐dependent topography. There is strong indication that the initial‐boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well‐posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second‐order boundary condition, derived by assuming that the standard (narrow‐angle) PE holds on B, and establish a priori H² estimates for the solution of the resulting initial‐boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second‐order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge‐type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson–Kreiss boundary condition in the wide‐angle case. Copyright © 2008 John Wiley & Sons, Ltd.     

Identification of a time‐dependent coefficient in a partial differential equation subject to an extra measurement

The problem of recovering a time‐dependent coefficient in a parabolic partial differential equation has attracted considerable recent attention. Several finite difference schemes are presented for identifying the function u(x, t) and the unknown coefficient a(t) in a one‐dimensional partial differential equation. These schemes are developed to determine the unknown properties in a region by measuring only data on the boundary. Our goal has been focused on coefficients that presents physical quantities, for example, the conductivity of a medium. For the convenience of discussion, we will present the results of numerical experiment on several test problems. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Some properties of strong solutions to nonlinear heat and moisture transport in multi-layer porous structures

The present paper deals with mathematical models of heat and moisture transport in layered building envelopes. The study of such processes generates a system of two doubly nonlinear evolution partial differential equations with appropriate initial and boundary conditions. The existence of the strong solution in two dimensions for a (short) time interval is proven. The proof rests on regularity results of elliptic transmission problem for isotropic composite materials.     

Parameter variation for the solution of two-point boundary-value problems and applications in the calculus of variations

In the parameter variation method, a scalar parameterk, k[0, 1], is introduced into the differential equations. The parameterk is inserted in such a way that, whenk=0, the solution of the boundary-value problem is known or readily calculated and, whenk=1, the problem is identical with the original problem. Thus, bydeforming the solution step-by-step throughk-space fromk=0 tok=1, the original problem may be solved. These solutions then provide good starting values for any convergent, iterative scheme such as the Newton-Raphson method.The method is applied to the solution of problems with various types of boundary-value specifications and is further extended to take account of situations arising in the solution of problems from variational calculus (e.g., total elapsed time not specified, optimum control not a simple function of the variables).     

The spectral method and numerical continuation algorithm for the von Kármán problem with postbuckling behaviour of solutions

In this paper a spectral method and a numerical continuation algorithm for solving eigenvalue problems for the rectangular von Kármán plate with different boundary conditions (simply supported, partially or totally clamped) and physical parameters are introduced. The solution of these problems has a postbuckling behaviour. The spectral method is based on a variational principle (Galerkin’s approach) with a choice of global basis functions which are combinations of trigonometric functions. Convergence results of this method are proved and the rate of convergence is estimated. The discretized nonlinear model is treated by Newton’s iterative scheme and numerical continuation. Branches of eigenfunctions found by the algorithm are traced. Numerical results of solving the problems for polygonal and ferroconcrete plates are presented. Communicated by A. Zhou.