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Stable approximation of the heat flux in an inverse heat conduction problem

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We consider an ill-posed problem for the heat equation $u_{xx}=u_{t}$ in the quarter plane $\{x>0, \ t>0\}$. We propose a new method to compute the heat flux $h(t)=u_x(1,t)$ from the boundary temperature $g(t)=u(1,t)$. The operator $g\mapsto h=Hg$ is unbounded in $L^2(\mathbb{R})$, so we approximate $h(t)$ by $h_\delta(t)=u_x(1+\delta,t)$, $\delta\rightarrow0$. When noise is present, the data is $g_\epsilon$ leading to a corresponding heat $ h_{\delta,\epsilon}$. We obtain an estimate of the error $\|h-h_{\delta,\epsilon}\|$, as well as the error when $h_{\delta,\epsilon}$ is approximated by the trapezoidal rule. With an a priori choice rule $\delta=\delta(\epsilon)$ and $\tau=\tau(\epsilon)$, the step size of the trapezoidal rule, the main theorem gives the error of the heat flux as a function of noise level $\epsilon$. Numerical examples show that the proposed method is effective and stable.

Abstract

We consider an ill-posed problem for the heat equation $u_{xx}=u_{t}$ in the quarter plane $\{x>0, \ t>0\}$. We propose a new method to compute the heat flux $h(t)=u_x(1,t)$ from the boundary temperature $g(t)=u(1,t)$. The operator $g\mapsto h=Hg$ is unbounded in $L^2(\mathbb{R})$, so we approximate $h(t)$ by $h_\delta(t)=u_x(1+\delta,t)$, $\delta\rightarrow0$. When noise is present, the data is $g_\epsilon$ leading to a corresponding heat $ h_{\delta,\epsilon}$. We obtain an estimate of the error $\|h-h_{\delta,\epsilon}\|$, as well as the error when $h_{\delta,\epsilon}$ is approximated by the trapezoidal rule. With an a priori choice rule $\delta=\delta(\epsilon)$ and $\tau=\tau(\epsilon)$, the step size of the trapezoidal rule, the main theorem gives the error of the heat flux as a function of noise level $\epsilon$. Numerical examples show that the proposed method is effective and stable.

참고문헌 (11)

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  10. G. Talenti, "A note on an ill-posed problem for the heat equation", J. Austral. Math. Soc. Ser. A, 32(3), pp.358~368 (1982)[DOI]
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