Fourth‐order compact schemes of a heat conduction problem with Neumann boundary conditions

In this article, a set of fourth‐order compact finite difference schemes is developed to solve a heat conduction problem with Neumann boundary conditions. It is derived through the compact difference schemes at all interior points, and the combined compact difference schemes at the boundary points. This set of schemes is proved to be globally solvable and unconditionally stable. Numerical examples are provided to verify the accuracy.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

An inverse hyperbolic heat conduction problem in estimating surface heat flux of a living skin tissue

In this study, an inverse algorithm based on the conjugate gradient method and the discrepancy principle is applied to solve the inverse hyperbolic heat conduction problem in estimating the unknown time-dependent surface heat flux in a living skin tissue from the temperature measurements taken within the tissue. The inverse solutions will be justified based on the numerical experiments in which three different heat flux distributions are to be determined. The temperature data obtained from the direct problem are used to simulate the temperature measurements. The influence of measurement errors upon the precision of the estimated results is also investigated. Results show that an excellent estimation on the time-dependent surface heat flux can be obtained for the test cases considered in this study.     

On the boundary value problem for the spectrally loaded heat conduction operator

We consider the boundary value problems in a quarter-plane for a loaded heat conduction operator (one-dimensional in the space variable). A peculiarity of the operator in question is as follows: first, the spectral parameter is the coefficient of the loaded summand; second, the order of the derivative in the loaded summand is equal to that of the differential part of the operator, and third, the load point moves with a variable velocity. We demonstrate that the boundary value problem under study is Noetherian.     

Inverse sorting problem by minimizing the total weighted number of changes and partial inverse sorting problems

In this paper, we consider two types of inverse sorting problems. The first type is an inverse sorting problem by minimizing the total weighted number of changes with bound constraints. We present an O(n ²) time algorithm to solve the problem. The second type is a partial inverse sorting problem and a variant of the partial inverse sorting problem. We show that both the partial inverse sorting problem and the variant can be solved by a combination of a sorting problem and an inverse sorting problem. Supported by the Hong Kong Universities Grant Council (CERG CITYU 103105) and the National Key Research and Development Program of China (2002CB312004) and the National Natural Science Foundation of China (700221001, 70425004).     

Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem

The local well-posedness of the minimizer of an optimal control problem is studied in this paper. The optimization problem concerns an inverse problem of simultaneously reconstructing the initial temperature and heat radiative coefficient in a heat conduction equation. Being different from other ordinary optimization problems, the cost functional constructed in the paper is a binary functional which contains two independent variables and two independent regularization parameters. Particularly, since the status of the two unknown coefficients in the cost functional are different, the conjugate theory which is extensively used in single-parameter optimization problems cannot be applied for our problem. The necessary condition which must be satisfied by the minimizer is deduced. By assuming the terminal time T is relatively small, an L² estimate regarding the minimizer is obtained, from which the uniqueness and stability of the minimizer can be deduced immediately.     

Simultaneous determination of source terms in a linear parabolic problem from the final overdetermination: Weak solution approach

The problem of determining the pair w:={F(x,t);T₀(t)} of source terms in the parabolic equation u_t=(k(x)u_x)_x+F(x,t) and Robin boundary condition −k(l)u_x(l,t)=v[u(l,t)−T₀(t)] from the measured final data μ_T(x)=u(x,T) is formulated. It is proved that both components of the Fréchet gradient of the cost functional can be found via the same solution of the adjoint parabolic problem. Lipschitz continuity of the gradient is derived. The obtained results permit one to prove existence of a quasi-solution of the considered inverse problem, as well as to construct a monotone iteration scheme based on a gradient method.     

Determination of Unknown Boundary in the Composite Materials with Stefan-Boltzmann Conditions

Abstract The authors consider one specific kind of heat transfer problems in a threedimensional layered domain, with nonlinear Stefan-Boltzmann conditions on the boundaries as well as on the interfaces. To determine the unknown part of the boundary （or corrosion） by the Cauchy data on the reachable part is an important inverse problem in engineering. The mathematical model of this problem is introduced, the well-posedness of the forward problems and the uniqueness of the inverse problems are obtained.     

Reconstruction of inclusions for the inverse boundary value problem with mixed type boundary condition

We consider an inverse boundary value problem for identifying the inclusion inside a known anisotropic conductive medium. We give a reconstruction procedure for identifying the inclusion from the Dirichlet–Neumann map or the Neumann–Dirichlet map associated with the mixed type boundary condition.     

Determination of the source parameter in a heat equation with a non-local boundary condition

In this article we consider the inverse problem of identifying a time dependent unknown coefficient in a parabolic problem subject to initial and non-local boundary conditions along with an overspecified condition defined at a specific point in the spatial domain. Due to the non-local boundary condition, the system of linear equations resulting from the backward Euler approximation have a coefficient matrix that is a quasi-tridiagonal matrix. We consider an efficient method for solving the linear system and the predictor–corrector method for calculating the solution and updating the estimate of the unknown coefficient. Two model problems are solved to demonstrate the performance of the methods.     

A new refinement indicator for adaptive parameterization: Application to the estimation of the diffusion coefficient in an elliptic problem

We propose a new refinement indicator (NRI) for adaptive parameterization to determine the diffusion coefficient in an elliptic equation in two-dimensional space. The diffusion coefficient is assumed to be a piecewise constant space function. The unknowns are both the parameter values and the zonation. Refinement indicators are used to localize parameter discontinuities in order to construct iteratively the zonation (parameterization). The refinement indicator is obtained usually by using the first-order effect on the objective function of removing degrees of freedom for a current set of parameters. In this work, in order to reduce the computation costs, we propose a new refinement indicator based on the second-order effect on the objective function. This new refinement indicator depends on the objective function, and its first and second derivatives with respect to the parameter constraints. Numerical experiments show the high efficiency of the new refinement indicator compared to the standard one.     

Numerical analysis of an energy-like minimization method to solve the Cauchy problem with noisy data

This paper is concerned with solving the Cauchy problem for an elliptic equation by minimizing an energy-like error functional and by taking into account noisy Cauchy data. After giving some fundamental results, numerical convergence analysis of the energy-like minimization method is carried out and leads to adapted stopping criteria for the minimization process depending on the noise rate. Numerical examples involving smooth and singular data are presented.     

Inverse scattering with fixed energy and an inverse eigenvalue problem on the half-line

Recently A. G. Ramm (1999) has shown that a subset of phase shifts , , determines the potential if the indices of the known shifts satisfy the Müntz condition . We prove the necessity of this condition in some classes of potentials. The problem is reduced to an inverse eigenvalue problem for the half-line Schrödinger operators.

     

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.     

A sturm-liouville problem with physical and spectral parameters in boundary conditions

We study the spectral probleml(u)=−u″+q(x)u(x)=λu(x),u′(0)=0, u′(π)=mλu(π), where λ andm are a spectral and a physical parameter. Form<0, we associate with the problem a self-adjoint operator in Pontryagin space II₁. Using this fact and developing analytic methods of the theory of Sturm-Liouville operators, we study the dynamics of eigenvalues and eigenfunctions of the problems asm→−0. Translated fromMatematicheskie Zametki, Vol. 66, No. 2, pp. 163–172, August, 1999.     

Identification of temperature‐dependent thermophysical properties in a partial differential equation subject to extra final measurement data

We consider an inverse problem for estimating the two coefficient functions c and k in a parabolic type partial differential equation c(u)u_t = ?[k(u)u_x]/?x with the aid of the measurements of u at two different times. The first‐ and second‐order one‐step group preserving schemes are developed. Solving the resultant algebraic equations with a closed‐form, we can estimate the unknown temperature‐dependent thermal conductivity and heat capacity. The new methods possess threefold advantages: they do not require any a priori information on the functional forms of thermal conductivity and heat capacity; no initial guesses are required; and no iterations are required. Numerical examples are examined to show that the new approaches have high accuracy and efficiency, even there are rare measured data. When the measured temperatures are polluted by uniform or normal random noise, the estimated results are also good. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A global in time existence and uniqueness result for an integrodifferential hyperbolic inverse problem with memory effect

We consider an inverse problem for a one-dimensional integrodifferential hyperbolic system, which comes from a simplified model of thermoelasticity. This inverse problem aims to identify the displacement u, the temperature η and the memory kernel k simultaneously from the weighted measurement data of temperature. By using the fixed point theorem in suitable Sobolev spaces, the global in time existence and uniqueness results of this inverse problem are obtained. Moreover, we prove that the solution to this inverse problem depends continuously on the noisy data in suitable Sobolev spaces. For this nonlinear inverse problem, our theoretical results guarantee the solvability for the proposed physical model and the well-posedness for small measurement time τ, which is quite different from general inverse problems.     

抽样调查中最佳测量次数的确定

现场抽样调查中，由于测量误差的存在，使得所测变量实测值的方差增大，通过增加每个体的测量次数可以控制测量误差，但这样每个体调查费用增大。本文对测量信度Ｒ，每个体测量次数ｍ与相应所需的样本含量ｎｍ、调查费用Ｔｎ的关系进行了探讨，并介绍了如何根据Ｒ，及每个体测量费用占其总费用构成比Ｃ，确定最佳测量次数ｍ值，以达到最佳控制调查费用的目的，这对我们在大型现场调查中进行经济效益分析具有重大的理论指导意义。     

Simultaneous reconstruction of the surface heat flux and the source term in 3D linear parabolic problem by modified conjugate gradient method

Our work is devoted to an inverse problem for three‐dimensional parabolic partial differential equations. When the surface temperature data are given, the problem of reconstructing the heat flux and the source term is investigated. There are two main contributions of this paper. First, an adjoint problem approach is used for analysis of the Fréchet gradient of the cost functional. Second, an improved conjugate gradient method is proposed to solve this problem. Based on Lipschitz continuity of the gradient, the convergence analysis of the conjugate gradient algorithm is studied. Copyright © 2016 John Wiley & Sons, Ltd.     

Convergence to the Stefan problem of the phase relaxation problem with Cattaneo heat flux law

In this paper we show that the solutions of the phase change problem with the Cattaneo-Fourier heat flux law and phase relaxation, converge to the solution of the Stefan problem as the two relaxation parameters go independently to zero.     

Partial reconstruction of the source term in a linear parabolic initial value problem

We consider a problem of partial reconstruction of the source term, together with the solution, in a linear parabolic Cauchy problem in Rm+n. The supplementary information, which is necessary to solve it, is given by the knowledge of for every (t,x), where u is the solution of the parabolic problem, and μ is a complex valued Borel measure in Rn.