Skip to main content
Log in

An Optimal Control Method for Nonlinear Inverse Diffusion Coefficient Problem

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

This paper investigates the solution of a parameter identification problem associated with the two-dimensional heat equation with variable diffusion coefficient. The singularity of the diffusion coefficient results in a nonlinear inverse problem which makes theoretical analysis rather difficult. Using an optimal control method, we formulate the problem as a minimization problem and prove the existence and uniqueness of the solution in weighted Sobolev spaces. The necessary conditions for the existence of the minimizer are also given. The results can be extended to more general parabolic equations with singular coefficients.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Chen, Q., Liu, J.J.: Solving an inverse parabolic problem by optimization from final measurement data. J. Comput. Appl. Math. 193, 183–203 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  2. Choulli, M., Yamamoto, M.: Generic well-posedness of an inverse parabolic problem—the Hölder space approach. Inverse Probl. 12(3), 195–205 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  3. Choulli, M., Yamamoto, M.: An inverse parabolic problem with non-zero initial condition. Inverse Probl. 13, 19–27 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  4. Rundell, W.: The determination of a parabolic equation from initial and final data. Proc. Am. Math. Soc. 99, 637–642 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  5. Yamamoto, M., Zou, J.: Simultaneous reconstruction of the initial temperature and heat radiative coefficient. Inverse Probl. 17, 1181–1202 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  6. Yang, L., Yu, J.N., Deng, Z.C.: An inverse problem of identifying the coefficient of parabolic equation. Appl. Math. Model. 32(10), 1984–1995 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  7. Isakov, V.: Inverse parabolic problems with the final overdetermination. Commun. Pure Appl. Math. 44, 185–209 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  8. Jiang, L.S., Tao, Y.S.: Identifying the volatility of underlying assets from option prices. Inverse Probl. 17, 137–155 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  9. Jiang, L.S., Chen, Q.H., Wang, L.J., Zhang, J.E.: A new well-posed algorism to recover implied local volatility. Quant. Finance 3, 451–457 (2003)

    Article  MathSciNet  Google Scholar 

  10. Egger, H., Engl, H.W.: Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates. Inverse Probl. 21, 1027–1045 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  11. Deng, Z.C., Yu, J.N., Yang, L.: An inverse problem of determining the implied volatility in option pricing. J. Math. Anal. Appl. 340(1), 16–31 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  12. Cannon, J.R., Lin, Y., Xu, S.: Numerical procedure for the determination of an unknown coefficient in semilinear parabolic partial differential equations. Inverse Probl. 10, 227–243 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  13. Cannon, J.R., Lin, Y.: An inverse problem of finding a parameter in a semilinear heat equation. J. Math. Anal. Appl. 145, 470–484 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  14. Dehghan, M., Tatari, M.: Determination of a control parameter in a one-dimensional parabolic equation using the method of radial basis functions. Math. Comput. Model. 44, 1160–1168 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  15. Dehghan, M.: An inverse problems of finding a source parameter in a semilinear parabolic equation. Appl. Math. Model. 25, 743–754 (2001)

    Article  MATH  Google Scholar 

  16. Dehghan, M.: Finding a control parameter in one-dimensional parabolic equation. Appl. Math. Comput. 135, 491–503 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  17. Shamsi, M., Dehghan, M.: Determination of a control function in three-dimensional parabolic equations by Legendre pseudospectral method. Numer. Methods Partial Differ. Equ. 28, 74–93 (2010)

    Article  MathSciNet  Google Scholar 

  18. Mohebbi, A., Dehghan, M.: High-order scheme for determination of a control parameter in an inverse problem from the over-specified data. Comput. Phys. Commun. 181, 1947–1954 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  19. Dehghan, M.: Parameter determination in a partial differential equation from the overspecified data. Math. Comput. Model. 41, 196–213 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  20. Lakestani, M., Dehghan, M.: The use of Chebyshev cardinal functions for the solution of a partial differential equation with an unknown time-dependent coefficient subject to an extra measurement. J. Comput. Appl. Math. 235, 669–678 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  21. Deng, Z.C., Yu, J.N., Yang, L.: Optimization method for an evolutional type inverse heat conduction problem. J. Phys. A, Math. Theor. 41, 035201 (2008)

    Article  MathSciNet  Google Scholar 

  22. Deng, Z.C., Yang, L., Yu, J.N., Luo, G.W.: Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method. J. Math. Anal. Appl. 362, 210–223 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  23. Jiang, L.S., Chen, Y.Z., Liu, X.H., Yi, F.H.: Lecture for Equations of Mathematical Physics. Higher Education Press, Beijing (1996)

    Google Scholar 

  24. Friedman, A.: Partial Differential Equations of Parabolic Type. Prentice-Hall, Englewood Cliffs (1964)

    MATH  Google Scholar 

  25. Ladyzenskaya, O., Solonnikov, V., Ural’ceva, N.: Linear and Quasilinear Equations of Parabolic Type. American Mathematical Society, Providence (1968)

    Google Scholar 

  26. Engl, H.W., Hanke, M., Neubauer, A.: Regularization of Inverse Problems. Kluwer Academic, Dordrecht (1996)

    Book  MATH  Google Scholar 

  27. Isakov, V.: Inverse Problems for Partial Differential Equations. Springer, New York (1998)

    Book  MATH  Google Scholar 

  28. Kirsch, A.: An Introduction to the Mathematical Theory of Inverse Problem. Springer, New York (1999)

    Google Scholar 

  29. Liu, J.J.: Regularization Method and Application for the Ill-Posed Problem. Science Press, Beijing (2005)

    Google Scholar 

  30. Tikhonov, A., Arsenin, V.: Solutions of Ill-Posed Problems. Geology Press, Beijing (1979)

    Google Scholar 

  31. Adams, R.A.: Sobolev Spaces. Academic Press, New York (1975)

    MATH  Google Scholar 

Download references

Acknowledgements

We would like to thank the anonymous referees for their valuable comments and helpful suggestions to improve the earlier version of the paper. The first author was supported by the National Natural Science Foundation of China (No. 11061018) and the Long Yuan Young Creative Talents Support Program (No. 252003). The second author was supported by the Strategic Research Grant of the City University of Hong Kong (No. 7002670). The third author was supported by the National Natural Science Foundation of China (No. 11261029), the Young Foundation of Lanzhou Jiaotong University (No. 2011028), and the Joint Funds of NSF of Gansu Province of China (No. 1212RJZA043).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Liu Yang.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Deng, ZC., Hon, YC. & Yang, L. An Optimal Control Method for Nonlinear Inverse Diffusion Coefficient Problem. J Optim Theory Appl 160, 890–910 (2014). https://doi.org/10.1007/s10957-013-0302-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-013-0302-z

Keywords

Navigation