Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems, tasks of recovering the dependence of the right-hand side on time and spatial variables can be treated as independent. These tasks relate to a class of linear inverse problems, which sufficiently simplifies their study. This work is devoted to a finding the dependence of right-hand side of multidimensional parabolic equation on spatial variables using additional observations of the solution at the final point of time - the final overdetermination. More general problems are associated with some integral observation of the solution on time - the integral overdetermination. The first method of numerical solution of inverse problems is based on iterative solution of boundary value problem for time derivative with non-local acceleration. The second method is based on the known approach with iterative refinement of desired dependence of the right-hand side on spacial variables. Capabilities of proposed methods are illustrated by numerical examples for model two-dimensional problem of identifying the right-hand side of a parabolic equation. The standard finite-element approximation on space is used, the time discretization is based on fully implicit two-level schemes.
A note on uniqueness in the identification of a spacewise dependent source and diffusion coefficient for the heat equation
Institute of Mathematics Statistics and Physics, Federal University of Rio Grande（里奥格兰德联邦大学数学、统计与物理研究所）；School of Mathematics, University of Birmingham（伯明翰大学数学学院）
We present a loosely coupled, non-iterative time-splitting scheme based on Robin-Robin coupling conditions. We apply a novel unified analysis for this scheme applied to both a Parabolic/Parabolic coupled system and a Parabolic/Hyperbolic coupled system. We show for both systems that the scheme is stable, and the error converges as $\mathcal{O}\big(Δt \sqrt{T +\log{\frac{1}{Δt}}}\big)$, where $Δt$ is the time step
Time-parallel iterative solvers for parabolic evolution equations
Institute of Computational Mathematics, Johannes Kepler University Linz（林茨约翰·开普勒大学计算数学研究所）；Department of Mathematics, University College London（伦敦大学学院数学系）
We propose a global convergent numerical method to reconstruct the initial condition of a nonlinear parabolic equation from the measurement of both Dirichlet and Neumann data on the boundary of a bounded domain. The first step in our method is to derive, from the nonlinear governing parabolic equation, a nonlinear systems of elliptic partial differential equations (PDEs) whose solution yields directly the solution of the inverse source problem. We then establish a contraction mapping-like iterative scheme to solve this system. The convergence of this iterative scheme is rigorously proved by em…
The inverse problem of amplitude reconstruction on an inclined line based on the values of amplitude or its module as recorded on semi-infinite line orthogonal to the beam propagation direction is considered within the framework of 2D parabolic equation. It is demonstrated that this inverse problem, in case when the complex image plane amplitude is known, can be reduced to a singular Cauchy type integral equation. The existence of its solutions requires that certain conditions be met but if a solution exists it is necessary unique. The obtained integral equation is then approximated piece-wise…
We study the numerical approximation by space-time finite element methods of a multi-physics system coupling hyperbolic elastodynamics with parabolic transport and modeling poro- and thermoelasticity. The equations are rewritten as a first-order system in time. Discretizations by continuous Galerkin methods in time and inf-sup stable pairs of finite element spaces for the spatial variables are investigated. Optimal order error estimates are proved by an analysis in weighted norms that depict the energy of the system's unknowns. A further important ingredient and challenge of the analysis is th…
Fast multilevel solvers for a class of discrete fourth order parabolic problems
Pacific Northwest National Laboratory（太平洋西北国家实验室）；Southwest Jiaotong University（西南交通大学）；Tufts University（塔夫茨大学）；University of California, Irvine（加州大学尔湾分校）；University of Maryland（马里兰大学）；Pennsylvania State University（宾夕法尼亚州立大学）
We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization of a distributed optimal control problem together with time-periodic parabolic equations. An upper bound for the spectral radius of the iteration method is given which is always less than 1. So convergence of the ASSS iteration method is guaranteed. The induced ASSS preconditioner is applied to accelerate the convergence speed of the GMRES method for solvin…
This paper is concerned with conditionally structure-preserving, low regularity time integration methods for a class of semilinear parabolic equations of Allen-Cahn type. Important properties of such equations include maximum bound principle (MBP) and energy dissipation law; for the former, that means the absolute value of the solution is pointwisely bounded for all the time by some constant imposed by appropriate initial and boundary conditions. The model equation is first discretized in space by the central finite difference, then by iteratively using Duhamel's formula, first- and second-ord…
We investigate the iterative methods proposed by Maz'ya and Kozlov (see [KM1], [KM2]) for solving ill-posed inverse problems modeled by partial differential equations. We consider linear evolutionary problems of elliptic, hyperbolic and parabolic types. Each iteration of the analyzed methods consists in the solution of a well posed problem (boundary value problem or initial value problem respectively). The iterations are described as powers of affine operators, as in [KM2]. We give alternative convergence proofs for the algorithms by using spectral theory and the fact that the linear parts of …
This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain under consideration. Unlike previous approaches to this and related problems our starting point is a regularized least squares formulation in a continuous infinite-dimensional setting that is based on stable variational time-space formulations of the parabolic PDE. This allows us to derive a priori as well as a posteriori error bounds for the recovered states wi…
Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods
Université Paris-Est, CERMICS (ENPC)（巴黎东大学，CERMICS（国立路桥学校））；Inria Paris（法国国家信息与自动化研究所巴黎分部）；GeM - UMR CNRS 6183, École Centrale de Nantes, Université de Nantes（南特中央理工学院，南特大学）
We investigate the iterative methods proposed by Maz'ya and Kozlov (see [3], [4]) for solving ill-posed reconstruction problems modeled by PDE's. We consider linear time dependent problems of elliptic, hyperbolic and parabolic types. Each iteration of the analyzed methods consists on the solution of a well posed boundary (or initial) value problem. The iterations are described as powers of affine operators, as in [4]. We give alternative convergence proofs for the algorithms, using spectral theory and some functional analytical results (see [5], [6]).
Bound-Preserving Flux-Corrected Transport Methods for Solving Richards' Equation
Department of Civil and Environmental Engineering, Louisiana State University（路易斯安那州立大学土木与环境工程系）；TU Dortmund University（多特蒙德工业大学）；Center for Computation and Technology, Louisiana State University（路易斯安那州立大学计算与技术中心）
Freie Universität Berlin（柏林自由大学）；BTU Cottbus-Senftenberg（科特布斯-森夫滕贝格勃兰登堡工业大学）；dida Datenschmiede GmbH（dida数据锻造有限公司）；Technische Universität Berlin（柏林工业大学）；Universität Potsdam（波茨坦大学）
High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science and engineering. However, their numerical treatment poses formidable challenges since traditional grid-based methods tend to be frustrated by the curse of dimensionality. In this paper, we argue that tensor trains provide an appealing approximation framework for parabolic PDEs: the combination of reformulations in terms of backward stochastic differential equations and regression-type methods in the tensor format holds the promise of leveraging latent low-rank structures enabling both compression and ef…
The problem of recovering coefficients in a diffusion equation is one of the basic inverse problems. Perhaps the most important term is the one that couples the length and time scales and is often referred to as {\it the\/} diffusion coefficient $a$ in $u_t - \nabla(a\nabla u) = f$. In this paper we seek the unknown $a$ assuming that $a=a(u)$ depends only on the value of the solution at a given point. Such diffusion models are the basic of a wide range of physical phenomena such as nonlinear heat conduction, chemical mixing and population dynamics. We shall look at two types of overposed data …
The Richards equation is commonly used to model the flow of water and air through soil, and it serves as a gateway equation for multiphase flows through porous media. It is a nonlinear advection-reaction-diffusion equation that exhibits both parabolic-hyperbolic and parabolic-elliptic kinds of degeneracies. In this study, we provide reliable, fully computable, and locally space-time efficient a posteriori error bounds for numerical approximations of the fully degenerate Richards equation. For showing global reliability, a nonlocal-in-time error estimate is derived individually for the time-int…
Biot's equations of poroelasticity contain a parabolic system for the evolution of the pressure, which is coupled with a quasi-stationary equation for the stress tensor. Thus, it is natural to extend the existing work on isogeometric space-time methods to this more advanced framework of a partial differential-algebraic equation (PDAE). A space-time approach based on finite elements has already been introduced. But we present a new weak formulation in space and time that is appropriate for an isogeometric discretization and analyze the convergence properties. Our approach is based on a single v…
