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Numerical solution of a Cauchy problem for the Laplace equation
Linköping University, Department of Mathematics. Linköping University, The Institute of Technology.
Linköping University, Department of Mathematics. Linköping University, The Institute of Technology.ORCID iD: 0000-0003-2281-856X
2001 (English)In: Inverse Problems, ISSN 0266-5611, E-ISSN 1361-6420, Vol. 17, no 4, 839-853 p.Article in journal (Refereed) Published
Abstract [en]

We consider a two-dimensional steady state heat conduction problem. The Laplace equation is valid in a domain with a hole. Temperature and heat-flux data are specified on the outer boundary, and we wish to compute the temperature on the inner boundary. This Cauchy problem is ill-posed, i.e. the solution does not depend continuously on the boundary data, and small errors in the data can destroy the numerical solution. We consider two numerical methods for solving this problem. A standard approach is to discretize the differential equation by finite differences, and use Tikhonov regularization on the discrete problem, which leads to a large sparse least squares problem. We propose to use a conformal mapping that maps the region onto an annulus, where the equivalent problem is solved using a technique based on the fast Fourier transform. The ill-posedness is dealt with by filtering away high frequencies in the solution. Numerical results using both methods are given.

Place, publisher, year, edition, pages
2001. Vol. 17, no 4, 839-853 p.
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:liu:diva-47296DOI: 10.1088/0266-5611/17/4/316OAI: oai:DiVA.org:liu-47296DiVA: diva2:268192
Available from: 2009-10-11 Created: 2009-10-11 Last updated: 2017-12-13
In thesis
1. Numerical methods for inverse heat conduction problems
Open this publication in new window or tab >>Numerical methods for inverse heat conduction problems
2001 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

In many industrial applications one wishes to determine the temperature history on the surface of a body, where the surface itself is inaccessible for measurements. The sideways heat equation is a model of this situation. In a one-dimensional setting this is formulated mathematically as a Cauchy problem for the heat equation, where temperature and heat--flux data are available along the line x=1, and a solution is sought for 0 ≤ x< 1. This problem is ill-posed in the sense that the solution does not depend continuously on the data. Stability can be restored by replacing the time derivative in the heat equation by a bounded approximation. We consider both spectral and wavelet approximations of the derivative. The resulting problem is a system of ordinary differential equations in the space variable, that can be solved using standard methods, e.g. a Runge-Kutta method. The methods are analyzed theoretically, and error estimates are derived, that can be used for selecting the appropriate level of regularization. The numerical implementation of the proposed methods is discussed. Numerical experiments demonstrate that the proposed methods work well, and can be implemented efficiently. Furthermore, the numerical methods can easily be adapted to solve problems with variable coefficients, and also non-linear equations. As test problems we take model equations, with constant and variable coefficients. Also, we solve problems from applications, with actual measured data.

Inverse problems for the stationary heat equation are also discussed. Suppose that the Laplace equation is valid in a domain with a hole. Temperature and heat-flux data are given on the outer boundary, and we wish to compute the steady state temperature on the inner boundary. A standard approach is to discretize the equation by finite differences, and use Tikhonov's method for stabilizing the discrete problem, which leads to a large sparse least squares problem. Alternatively, we propose to use a conformal mapping to transform the domain into an annulus, where the equivalent problem can be solved using separation of variables. The ill-posedness is dealt with by filtering away high frequencies from the solution. Numerical results using both methods are presented. A closely related problem is that of determining the stationary temperature inside a body, from temperature and heat-flux measurements on a part of the boundary. In practical applications it is sometimes the case that the domain, where the differential equation is valid, is partly unknown. In such cases we want to determine not only the temperature, but also the shape of the boundary of the domain. This problem arises, for instance, in iron production, where the walls of a melting furnace is subject to both physical and chemical wear. In order to avoid a situation where molten metal breaks out through the walls the thickness of the walls should be constantly monitored. This is done by solving an inverse problem for the stationary heat equation, where temperature and heat-flux data are available at certain locations inside the walls of the furnace. Numerical results are presented also for this problem.

Place, publisher, year, edition, pages
Linköping: Linköpings universitet, 2001. 14 p.
Series
Linköping Studies in Science and Technology. Dissertations, ISSN 0345-7524 ; 723
Keyword
Ill-posed, Heat Conduction, Regularization
National Category
Mathematics
Identifiers
urn:nbn:se:liu:diva-34894 (URN)23830 (Local ID)91-7373-132-3 (ISBN)23830 (Archive number)23830 (OAI)
Public defence
2001-12-14, Sal Key 1, Key-huset, Linköpings universitet, Linköping, 13:15 (Swedish)
Opponent
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-02-15

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Berntsson, FredrikEldén, Lars

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