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.     

On the Local Behaviour of Parabolic Q-minima

In this paper, we have generalized the notion of parabolic Q-minima in [1] to provide a unifying approach to obtain some regulariity results for certain nonlinear degenerate parabolic equations.     

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

The problem of determining the pair w:={F(x, t);f(t)} of sourceterms in the hyperbolic equation u_tt = (k(x)u_x)_x + F(x, t) andin the Neumann boundary condition k(0)u_x(0, t) = f(t) from themeasured data µ(x):=u(x, T) and/or (x):=u_t(x, t) at thefinal time t = T is formulated. It is proved that both componentsof the Fréchet gradient of the cost functionals J₁(w)= ||u(x, t;w) – µ(x)||₀² and J₂(w) = ||u_t(x, T;w)– (x)||₀² can be found via the solutions of correspondingadjoint hyperbolic problems. Lipschitz continuity of the gradientis derived. Unicity of the solution and ill-conditionednessof the inverse problem are analysed. The obtained results permitone to construct a monotone iteration process, as well as toprove the existence of a quasi-solution.     

A simultaneous approach to inverse source problem by Green's function

In this paper, we consider an inverse source problem of identification of F(t) function in the linear parabolic equation u_t = u_xx + F(t) and u₀(x) function as the initial condition from the measured final data and local boundary data. Based on the optimal control framework by Green's function, we construct Fréchet derivative of Tikhonov functional. The stability of the minimizer is established from the necessary condition. The CG algorithm based on the Fréchet derivative is applied to the inverse problem, and results are presented for a test example. Copyright © 2014 John Wiley & Sons, Ltd.     

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.     

Inverse shape and surface heat transfer coefficient identification

In this paper, an inverse geometric problem for the modified Helmholtz equation arising in heat conduction in a fin is considered. This problem which consists of determining an unknown inner boundary of an annular domain and possibly its surface heat transfer coefficient from one or two pairs of boundary Cauchy data (boundary temperature and heat flux) is solved numerically using the meshless method of fundamental solutions (MFS). A nonlinear unconstrained minimisation of the objective function is regularised when noise is added to the input boundary data. The stability of the numerical results is investigated for several test examples with respect to noise in the input data and various values of the regularisation parameters.     

Partial reconstruction of the source term in a linear parabolic initial problem with first order boundary conditions

We consider the inverse problem of identifying a factor in the source term of a parabolic mixed system with first-order boundary conditions. The supplementary information, which is needed to do it, is given by the knowledge of the evolution in time of a certain integral with respect to a suitable Borel measure.     

Identification of a time-dependent source term for a time fractional diffusion problem

In this paper, we study an inverse problem of identifying a time-dependent term of an unknown source for a time fractional diffusion equation using nonlocal measurement data. Firstly, we establish the conditional stability for this inverse problem. Then two regularization methods are proposed to for reconstructing the time-dependent source term from noisy measurements. The first method is an integral equation method which formulates the inverse source problem into an integral equation of the second kind; and a prior convergence rate of regularized solutions is derived with a suitable choice strategy of regularization parameters. The second method is a standard Tikhonov regularization method and formulates the inverse source problem as a minimizing problem of the Tikhonov functional. Based on the superposition principle and the technique of finite-element interpolation, a numerical scheme is proposed to implement the second regularization method. One- and two-dimensional examples are carried out to verify efficiency and stability of the second regularization method.     

The Sinc‐Galerkin method for solving an inverse parabolic problem with unknown source term

The inverse problem of determining an unknown source term depending on space variable in a parabolic equation is considered. A numerical algorithm is presented for recovering the unknown function and obtaining a solution of the problem. As this inverse problem is ill‐posed, Tikhonov regularization is used for finding a stable solution. For solving the direct problem, a Galerkin method with the Sinc basis functions in both the space and time domains is presented. This approximate solution displays an exponential convergence rate and is valid on the infinite time interval. Finally, some examples are presented to illustrate the ability and efficiency of this numerical method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

A variational method for identifying a spacewise-dependent heat source

The inverse problem of determining a spacewise-dependent heatsource for the parabolic heat equation using the usual conditionsof the direct problem and information from one supplementarytemperature measurement at a given instant of time is studied.This spacewise-dependent temperature measurement ensures thatthis inverse problem has a unique solution, but the solutionis unstable and hence the problem is ill-posed. We propose avariational conjugate gradient-type iterative algorithm forthe stable reconstruction of the heat source based on a sequenceof well-posed direct problems for the parabolic heat equationwhich are solved at each iteration step using the boundary elementmethod. The instability is overcome by stopping the iterativeprocedure at the first iteration for which the discrepancy principleis satisfied. Numerical results are presented which have theinput measured data perturbed by increasing amounts of randomnoise. The numerical results show that the proposed procedureyields stable and accurate numerical approximations after onlya few iterations.     

Simultaneous identification of diffusion coefficient,spacewise dependent source and initial value for one‐dimensional heat equation

This paper deals with an inverse problem of determining the diffusion coefficient, spacewise dependent source term, and the initial value simultaneously for a one‐dimensional heat equation based on the boundary control, boundary measurement, and temperature distribution at a given single instant in time. By a Dirichlet series representation for the boundary observation, the identification of the diffusion coefficient and initial value can be transformed into a spectral estimation problem of an exponential series with measurement error, which is solved by the matrix pencil method. For the identification of the source term, a finite difference approximation method in conjunction with the truncated singular value decomposition is adopted, where the regularization parameter is determined by the generalized cross‐validation criterion. Numerical simulations are performed to verify the result of the proposed algorithm. Copyright © 2016 John Wiley & Sons, Ltd.     

Hölder regularity of the gradient for the non‐homogeneous parabolic p(x,t)‐Laplacian equations

In this paper, we obtain the local Hölder regularity of the gradient of weak solutions for the non‐homogeneous parabolic p(x,t)‐Laplacian equations provided p(x,t), A and f are Hölder continuous functions. Copyright © 2013 John Wiley & Sons, Ltd.     

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.     

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.     

A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution

In this paper, we establish a version of the Feynman–Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman–Kac formula is then applied to study some nonlinear stochastic heat equations driven by nonhomogeneous Gaussian noise: first, an explicit expression for the Malliavin derivatives of the solutions is obtained. Based on the representation we obtain the smooth property of the density of the law of the solution. On the other hand, we also obtain the Hölder continuity of the solutions.     

Simultaneous approximation by Bernstein operators in Hölder norms

In this paper we discuss approximation of continuous functions f on [0, 1] in Hölder norms including simultaneous approximation of derivatives of f.     

Numerical inversions for a nonlinear source term in the heat equation by optimal perturbation algorithm

This paper deals with an inverse problem of identifying a nonlinear source term g=g(u) in the heat equation u_t-u_xx=a(x)g(u). By data compatibility analysis, the forward problem is proved to have a unique positive solution with a maximum of M>0, with which an optimal perturbation algorithm is applied to determine the source function g(u) on u∈[0,M]. Numerical inversions are carried out for g(u) with functional forms of polynomial, trigonometric and index functions. The inversion reconstruction sources basically coincide with the true source solution showing that the optimal perturbation algorithm is efficient to the inverse source problem here. By the computations we find that the inversion results are better for polynomial sources than those of trigonometric and index sources. The inversion algorithm seems to be very sharp if the solution’s maximum M of the forward problem is relatively small; otherwise, the deviations in the source solutions become large especially near the endpoint of u=M.     

An inverse problem of identifying the diffusion coefficient in a coupled parabolic‐elliptic system

This work studies a nonlinear inverse problem of reconstructing the diffusion coefficient in a parabolic‐elliptic system using the final measurement data, which has important application in a large field of applied science. Being different from other works, which are governed by single partial differential equations, the underlying mathematical model in this paper is a coupled parabolic‐elliptic system, which makes theoretical analysis rather difficult. On the basis of the optimal control framework, the identification problem is transformed into an optimization problem. Then the existence of the minimizer is proved, and the necessary condition that must be satisfied by the minimizer is also given. Since the optimal control problem is nonconvex, one may not expect a unique solution universally. However, the local uniqueness and stability of the minimizer are deduced in this paper.