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Register a new userA dimension reduction method with applications for coefficient inversion of diffusion equations
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In this paper, we present a dimension reduction method to reduce the dimension of parameter space and state space and efficiently solve inverse problems. To this end, proper orthogonal decomposition (POD) and radial basis function (RBF) are combined to represent the solution of forward model with a form of variable separation. This POD-RBF method can be used to efficiently evaluate the models output. A gradient regularization method is presented to solve the inverse problem with fast convergence. A generalized cross validation method is suggested to select the regularization parameter and differential step size for the gradient computation. Because the regularization method needs many models evaluations. This is desirable for POD-RBF method. Thus, the POD-RBF method is integrated with the gradient regularization method to provide an efficient approach to solve inverse problems. We focus on the coefficient inversion of diffusion equations using the proposed approach. Based on different types of measurement data and different basis functions for coefficients, we present a few numerical examples for the coefficient inversion. The numerical results show that accurate reconstruction for the coefficient can be achieved efficiently.
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In this paper, we present an inverse problem of identifying the reaction coefficient for time fractional diffusion equations in two dimensional spaces by using boundary Neumann data. It is proved that the forward operator is continuous with respect to the unknown parameter. Because the inverse problem is often ill-posed, regularization strategies are imposed on the least fit-to-data functional to overcome the stability issue. There may exist various kinds of functions to reconstruct. It is crucial to choose a suitable regularization method. We present a multi-parameter regularization $L^{2}+BV$ method for the inverse problem. This can extend the applicability for reconstructing the unknown functions. Rigorous analysis is carried out for the inverse problem. In particular, we analyze the existence and stability of regularized variational problem and the convergence. To reduce the dimension in the inversion for numerical simulation, the unknown coefficient is represented by a suitable set of basis functions based on a priori information. A few numerical examples are presented for the inverse problem in time fractional diffusion equations to confirm the theoretic analysis and the efficacy of the different regularization methods.
A novel sharp interface ghost-cell based immersed boundary method has been proposed and its parameters have been optimized against an analytical model in diffusion applications. The proposed embedded constrained moving least-squares (ECMLS) algorithm minimizes the error of the interpolated concentration at the image point of the ghost point by applying a moving least-squares method on all internal nodes, near the ghost image point, and the associated mirrored image points of these internal nodes through the corresponding boundary conditions. Using an analytical model as a reference, the ECMLS algorithm is compared to the constrained moving least-squares (CMLS) algorithm and the staircase model using various grid sizes, interpolation basis functions, weight functions, and the penalty parameter of the constraint. It is found that using ECMLS algorithm in the investigated diffusion application, the incomplete quartic basis function yields the best performance while the quadratic, cubic, and bicubic basis functions also produce results better than the staircase model. It is also found that the linear and bilinear basis functions cannot produce results better than the staircase model in diffusion applications. It is shown that the optimal radius of the region of internal nodes used for interpolation scales with the logarithm of the boundary radius of curvature. It is shown that for the diffusion application, the proposed ECMLS algorithm produces lower errors at the boundary with better numerical stability over a wider range of basis functions, weight functions, boundary radius of curvature, and the penalty parameter than the CMLS algorithm.
A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The theoretical spectral analysis focuses on the case of matrix sequences related to FE approximations on uniform structured meshes, by referring to spectral tools derived from Toeplitz theory. In such a setting, if the problem is coercive, and the diffusive and convective coefficients are regular enough, then the proposed preconditioned matrix sequence shows a strong clustering at unity, i.e., a superlinear preconditioning sequence is obtained. Under the same assumptions, the optimality of the PHSS method is proved and some numerical experiments confirm the theoretical results. Tests on unstructured meshes are also presented, showing the some convergence behavior.
We present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block structure of the system matrix arising from this type of discretization motivates the analysis of preconditioners designed according to a field-splitting strategy of the stochastic variables. This approach is inspired by a similar procedure used within the framework of physics based preconditioners for deterministic problems, and its application to stochastic PDEs represents the main novelty of this work. Our numerical investigation highlights the superior properties of the field-split type preconditioners over other existing strategies in terms of computational time and stochastic parameter dependence.
We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility method with a suitable Carleman weight function. The presence of the Carleman weight function allows us to employ a Carleman estimate to prove the convergence of the sequence generated by the iterative scheme above to the desired solution. The convergence of the iteration is fast at an exponential rate without the need of an initial good guess. We apply this method to compute solutions to some general quasilinear elliptic equations and a large class of first-order Hamilton-Jacobi equations. Numerical results are presented.
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