A new shooting method for quasi-boundary regularization of backward heat conduction problems

Abstract A quasi-boundary regularization leads to a two-point boundary value problem of the backward heat conduction equation. The ill-posed problem is analyzed by using the semi-discretization numerical schemes. Then the resulting ordinary differential equations in the discretized space are numerically integrated towards the time direction by the Lie-group shooting method to find the unknown initial conditions. The key point is based on the erection of a one-step Lie group element G ( T ) and the formation of a generalized mid-point Lie group element G ( r ). Then, by imposing G ( T ) = G ( r ) we can search for the missing initial conditions through a minimum discrepancy of the targets in terms of the weighting factor r ∈ ( 0 , 1 ) . Several numerical examples were worked out to persuade that this novel approach has good efficiency and accuracy. Although the final temperature is almost undetectable and/or is disturbed by large noise, the Lie group shooting method is stable to recover the initial temperature very well.

[1]  N. S. Mera,et al.  An Iterative Algorithm for the Backward Heat Conduction Problem Based on Variable Relaxation Factors , 2002 .

[2]  Kentaro Iijima Numerical solution of backward heat conduction problems by a high order lattice‐free finite difference method , 2004 .

[3]  Chein-Shan Liu Group preserving scheme for backward heat conduction problems , 2004 .

[4]  Chein-Shan Liu Cone of non-linear dynamical system and group preserving schemes , 2001 .

[5]  Chein-Shan Liu,et al.  Efficient Shooting Methods for the Second-Order Ordinary Differential Equations , 2006 .

[6]  Derek B. Ingham,et al.  The Boundary Element Method for the Solution of the Backward Heat Conduction Equation , 1995 .

[7]  Nicolae H. Pavel,et al.  Applications to partial differential equations , 1987 .

[8]  Chih-Wen Chang,et al.  A Group Preserving Scheme for Inverse Heat Conduction Problems , 2005 .

[9]  Chih-Wen Chang,et al.  Past Cone Dynamics and Backward Group Preserving Schemes for Backward Heat Conduction Problems , 2006 .

[10]  Ralph E. Showalter,et al.  Cauchy Problem for Hyper-Parabolic Partial Differential Equations , 1985 .

[11]  Karen A. Ames,et al.  Continuous dependence on modeling for some well-posed perturbations of the backward heat equation , 1999 .

[12]  Shannon S. Cobb,et al.  Continuous Dependence on Modeling for Related Cauchy Problems of a Class of Evolution Equations , 1997 .

[13]  Jijun Liu,et al.  Numerical solution of forward and backward problem for 2-D heat conduction equation , 2002 .

[14]  Chein-Shan Liu,et al.  One-step GPS for the estimation of temperature-dependent thermal conductivity , 2006 .

[15]  Jacques-Louis Lions,et al.  The method of quasi-reversibility : applications to partial differential equations , 1969 .

[16]  Chein-Shan Liu,et al.  An Efficient Simultaneous Estimation of Temperature-Dependent Thermophysical Properties , 2006 .

[17]  Seth F. Oppenheimer,et al.  Quasireversibility Methods for Non-Well-Posed Problems , 1994 .

[18]  Chein-Shan Liu Preserving Constraints of Differential Equations by Numerical Methods Based on Integrating Factors , 2006 .

[19]  H. F. de Campos Velho,et al.  Entropy- and tikhonov-based regularization techniques applied to the backwards heat equation☆ , 2000 .

[20]  Derek B. Ingham,et al.  An iterative boundary element method for solving the one-dimensional backward heat conduction problem , 2001 .

[21]  N. S. Mera The method of fundamental solutions for the backward heat conduction problem , 2005 .

[22]  L. D. Chiwiacowsky,et al.  Different approaches for the solution of a backward heat conduction problem , 2003 .

[23]  Derek B. Ingham,et al.  An iterative boundary element method for solving the backward heat conduction problem using an elliptic approximation , 1998 .

[24]  Chein-Shan Liu,et al.  Nonstandard Group-Preserving Schemes for Very Stiff Ordinary Differential Equations , 2005 .

[25]  Derek B. Ingham,et al.  AN INVERSION METHOD WITH DECREASING REGULARIZATION FOR THE BACKWARD HEAT CONDUCTION PROBLEM , 2002 .

[26]  Stephen Martin Kirkup,et al.  Solution of inverse diffusion problems by operator-splitting methods , 2002 .

[27]  Haroldo F. de Campos Velho,et al.  A comparison of some inverse methods for estimating the initial condition of the heat equation , 1999 .

[28]  Chein-Shan Liu,et al.  The Lie-Group Shooting Method for Nonlinear Two-Point Boundary Value Problems Exhibiting Multiple Solutions , 2006 .

[29]  Chein-Shan Liu,et al.  The Lie-Group Shooting Method for Singularly Perturbed Two-Point Boundary Value Problems , 2006 .