Identification of nonlinear heat transfer laws from boundary observations

We consider the problem of identifying a nonlinear heat transfer law at the boundary, or of the temperature-dependent heat transfer coefficient in a parabolic equation from boundary observations. As a practical example, this model applies to the heat transfer coefficient that describes the intensity of heat exchange between a hot wire and the cooling water in which it is placed. We reformulate the inverse problem as a variational one which aims to minimize a misfit functional and prove that it has a solution. We provide a gradient formula for the misfit functional and then use some iterative methods for solving the variational problem. Thorough investigations are made with respect to several initial guesses and amounts of noise in the input data. Numerical results show that the methods are robust, stable and accurate.     

Determination of a spacewise dependent heat source

This paper investigates the inverse problem of determining a spacewise dependent heat source in the parabolic heat equation using the usual conditions of the direct problem and information from a supplementary temperature measurement at a given single instant of time. The spacewise dependent temperature measurement ensures that the inverse problem has a unique solution, but this solution is unstable, hence the problem is ill-posed. For this inverse problem, we propose an iterative algorithm based on a sequence of well-posed direct problems which are solved at each iteration step using the boundary element method (BEM). The instability is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented for various typical benchmark test examples which have the input measured data perturbed by increasing amounts of random noise.     

A procedure for determining a spacewise dependent heat source and the initial temperature

The inverse problem of determining a spacewise dependent heat source, together with the initial temperature for the parabolic heat equation, using the usual conditions of the direct problem and information from two supplementary temperature measurements at different instants of time is studied. These spacewise dependent temperature measurements ensure that this inverse problem has a unique solution, despite the solution being unstable, hence the problem is ill-posed. We propose an iterative algorithm for the stable reconstruction of both the initial data and the source based on a sequence of well-posed direct problems for the parabolic heat equation, which are solved at each iteration step using the boundary element method. The instability is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented for a typical benchmark test example, which has the input measured data perturbed by increasing amounts of random noise. The numerical results show that the proposed procedure gives accurate numerical approximations in relatively few iterations.     

Boundary element-Landweber method for the Cauchy problem in linear elasticity

In this paper, an iterative algorithm based on the Landwebermethod in combination with the boundary element method is developedfor solving the Cauchy problem in isotropic linear elasticity.An efficient regularizing stopping criterion is also employed.The numerical results obtained confirm that the iterative methodproduces a convergent and stable numerical solution with respectto increasing the number of boundary elements and decreasingthe amount of noise added into the input data, respectively.     

Identification of a multi-dimensional space-dependent heat source from boundary data

We investigate the linear but ill-posed inverse problem of determining a multi-dimensional space-dependent heat source in the parabolic heat equation from Cauchy boundary data. This model is important in practical applications where the distribution of internal sources is to be monitored and controlled with care and accuracy from non-invasive and non-intrusive boundary measurements only. The mathematical formulation ensures that a solution of the inverse problem is unique but the existence and stability are still issues to be dealt with. Even if a solution exists it is not stable with respect to small noise in the measured boundary data hence the inverse problem is still ill-posed. The Landweber method is developed in order to restore stability through iterative regularization. Furthermore, the conjugate gradient method is also developed in order to speed up the convergence. An alternating direction explicit finite-difference method is employed for discretizing the well-posed problems resulting from these iterative procedures. Numerical results in two-dimensions are illustrated and discussed.     

An inverse coefficient problem for a quasilinear parabolic equation with periodic boundary and integral overdetermination condition

In this paper, the inverse problem of finding the time‐dependent coefficient of heat capacity together with the solution periodic boundary and integral overdetermination conditions is considered. Under some natural regularity and consistency conditions on the input data, the existence, uniqueness, and continuous dependence upon the data of the solution are shown. Some considerations on the numerical solution for this inverse problem are presented with an example. Copyright © 2014 John Wiley & Sons, Ltd.     

The Cauchy problem for Laplace's equation via the conjugate gradient method

A variational formulation of the Cauchy problem for the Laplaceequation is studied. An efficient conjugate gradient method based on an optimal-order stopping criterion is presented together with its numerical implementation based on the boundary-element method. Several numerical examples involving smooth or non-smooth geometries and over-, equally, or under-specified Cauchy dataare discussed. The numerical results show that the numericalsolution is convergent with respect to increasing the numberof boundary elements and stable with respect to decreasingthe amount of noise included in the input Cauchy data. Received 2 November, 1999. Revised 4 March, 2000.     

Stable numerical solution of the Cauchy problem for the Laplace equation in irregular annular regions

This article is mainly concerned with the numerical study of the Cauchy problem for the Laplace equation in a bounded annular region. To solve this ill‐posed problem, we follow a variational approach based on its reformulation as a boundary control problem, for which the cost function incorporates a penalized term with the input data. The cost function is minimized by a conjugate gradient method in combination with a finite element discretization. In the case where the input data is noisy, some preliminary error estimates, show that the penalization parameter may be chosen like the inverse of the level of noise. Numerical solutions in simple and complex domains show that this methodology produces stable and accurate solutions.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1799–1822, 2017     

A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes

We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are given by independent Q-Wiener processes. Under some assumptions, we derive necessary and sufficient optimality conditions stochastic controls have to satisfy. Using these optimality conditions, we establish explicit formulas with the result that stochastic optimal controls are given by feedback controls. This is an important conclusion to ensure that the controls are adapted to a certain filtration. Therefore, the state is an adapted process as well.     

Determination of a time-dependent heat source under nonlocal boundary and integral overdetermination conditions

This paper investigates the inverse problem of finding a time-dependent heat source in a parabolic equation with nonlocal boundary and integral overdetermination conditions. Under some natural regularity and consistency conditions on the input data the existence, uniqueness and continuously dependence upon the data of the solution are shown by using the generalized Fourier method. Numerical tests using the Crank-Nicolson finite difference scheme combined with an iterative method are presented and discussed.     

Optimal control of backward stochastic heat equation with Neumann boundary control and noise

This paper considers a stochastic control problem in which the dynamic system is a controlled backward stochastic heat equation with Neumann boundary control and boundary noise and the state must coincide with a given random vector at terminal time. Through defining a proper form of the mild solution for the state equation, the existence and uniqueness of the mild solution is given. As a main result, a global maximum principle for our control problem is presented. The main result is also applied to a backward linear-quadratic control problem in which an optimal control is obtained explicitly as a feedback of the solution to a forward–backward stochastic partial differential equation.     

An inverse coefficient problem for the heat equation in the case of nonlocal boundary conditions

This paper investigates the inverse problem of finding a time-dependent coefficient in a heat equation with nonlocal boundary and integral overdetermination conditions. Under some regularity and consistency conditions on the input data, the existence, uniqueness and continuous dependence upon the data of the solution are shown by using the generalized Fourier method.     

A method and a computer program for determining the thermal diffusivity in a solid slab

The authors describe a method for computing the thermal diffusivity of a solid, based on a computer assisted evaluation of the solution of the transient inverse heat conduction problem.The program computes either the unknown diffusivity or simulates the one-dimensional unsteady heat transfer problem. The user may model the boundary conditions by a choice of different functions.The program provides instruction and information at all stages of input and provides tabular output of results. It may be used by anybody wishing to solve or simulate heat transfer processes.     

Boundary Identification for a Blast Furnace

In this paper,the authors discuss an inverse boundary problem for the axi- symmetric steady-state heat equation,which arises in monitoring the boundary corrosion for the blast-furnace.Measure temperature at some locations are used to identify the shape of the corrosion boundary. The numerical inversion is complicated and consuming since the wear-line varies during the process and the boundary in the heat problem is not fixed.The authors suggest a method that the unknown boundary can be represented by a given curve plus a small perturbation,then the equation can be solved with fixed boundary,and a lot of computing time will be saved. A method is given to solve the inverse problem by minimizing the sum of the squared residual at the measuring locations,in which the direct problems are solved by axi- symmetric fundamental solution method. The numerical results are in good agreement with test model data as well as industrial data,even in severe corrosion case.     

Solvability of an inhomogeneous boundary value problem for the stationary magnetohydrodynamic equations for a viscous incompressible fluid

We study an inhomogeneous boundary value problem for the stationary magnetohydrodynamic equations for a viscous incompressible fluid corresponding to the case in which the tangential component of the magnetic field is specified on the boundary and the Dirichlet condition is posed for the velocity. We derive sufficient conditions on the input data for the global solvability of the problem and the local uniqueness of the solution.     

Stability estimates for solutions of control problems for the Maxwell equations with mixed boundary conditions

We consider extremal problems for the time-harmonic Maxwell equations with mixed boundary conditions for the electric field. Namely, the tangential component of the electric field is given on one part of the boundary, and an impedance boundary condition is posed on the other part. We prove the solvability of the original mixed boundary value problem and the extremal problem. We obtain sufficient conditions on the input data ensuring the stability of solutions of specific extremal problems under certain perturbations of both the performance functional and some functions occurring in the boundary value problem.     

Investigation of the effect of the measurement with the abrupt noise and the number of approximated terms in conductional boundary estimation problem

A direct error vector analysis of inverse heat conduction problem is presented to detect the measured noise. Based on the reverse matrix approach that the inverse problem is solved directly in a linear domain, and the error vector is formulated from the difference between the measured temperature and the estimated temperature. There is no prior knowledge on the exact solution while the error vector is constructed. The error vector is used to investigate the consistence of the measured data in the domain and lead to detect the noise data. Furthermore, the proper number of the undetermined variable is able to suggest based on the mean value of the error vector and the value of the condition number of the reverse matrix. In the first example, a test problem with the measurement noise is presented. The estimated result is influent by the noise globally. The result shows that the value of error vector is changed significantly at the coordinate of the measurement noise appeared. In other words, the error vector analysis is able to identify the noise data. In the second example, the proper number of series expansion terms is investigated. From the result, it shows that the number of expansion terms with the small mean value and condition number can better approximate to the unknown condition. It means that the proposed method is able to suggest a proper number of expansion terms when the function of the recovered boundary is unknown.     

基于时域精细积分算法的瞬态传热多宗量反演

基于有限元法和精细积分算法,提出了一种求解瞬态热传导多宗量反演问题的新方法．采用有限元法和精细积分算法分别对空间、时间变量进行离散,可以得到正演问题高精度的半解析数值模型,由此建立了多宗量反演的计算模式,并给出敏度分析的计算公式．对一维和二维的热物性参数、热源项、边界条件等进行了单宗量和多宗量的反演求解,初步考虑了初值和噪音等对反演结果的影响,数值算例验证了该方法的有效性．     

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.     

Nonlinear spectral problem for a Hamiltonian system of differential equations with redundant conditions

We consider a nonlinear spectral problem for a self-adjoint Hamiltonian system of differential equations. The boundary conditions correspond to a self-adjoint problem. It is assumed that the input data (the matrix of the system and the matrices of the boundary conditions) satisfy certain conditions of monotonicity with respect to the spectral parameter. In addition to the main boundary conditions, a redundant nonlocal condition given by a Stieltjes integral is imposed on the solution. For the nontrivial solvability of the over-determined problem thus obtained, the original problem is replaced by an auxiliary problem that is consistent with the entire set of conditions. This auxiliary problem is obtained from the original one by allowing a discrepancy of a specific form. We study the resulting problem and give a numerical method for its solution.