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Volume 2009, Article ID 260941,13pages doi:10.1155/2009/260941

Research Article

Solving the Axisymmetric Inverse Heat Conduction Problem by a Wavelet Dual Least Squares Method

Wei Cheng

1

and Chu-Li Fu

2

1College of Science, Henan University of Technology, Zhengzhou 450001, China

2School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China

Correspondence should be addressed to Chu-Li Fu,[email protected] Received 17 August 2008; Revised 23 January 2009; Accepted 10 March 2009 Recommended by Ugur Abdulla

We consider an axisymmetric inverse heat conduction problem of determining the surface temperature from a fixed location inside a cylinder. This problem is ill-posed; the solutionif it existsdoes not depend continuously on the data. A special project method—dual least squares method generated by the family of Shannon wavelet is applied to formulate regularized solution.

Meanwhile, an order optimal error estimate between the approximate solution and exact solution is proved.

Copyrightq2009 W. Cheng and C.-L. Fu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction

Inverse heat conduction problemsIHCPhave become an interesting subject recently, and many regularization methods have been developed for the analysis of IHCP 1–13. These methods include Tikhonov method 1, 2, mollification method 3, 4, optimal filtering method 5, lines method 6, wavelet and wavelet-Galerkin method 7–11, modified Tikhonov method 12 and “optimal approximations” 13, and so forth. However, most analytical and numerical methods were only used to dealing with IHCP in semiunbounded region. Some works of numerical methods were presented for IHCP in bounded domain14–

19.

Chen et al. 14 applied the hybrid numerical algorithm of Laplace transform technique to the IHCP in a rectangular plate. Busby and Trujillo 15 used the dynamic programming method to investigate the IHCP in a slab. Alifanov and Kerov 16 and Louahlia-Gualous et al. 17 researched IHCP in a cylinder. However to the authors’

knowledge, most of them did not give any stability theory and convergence proofs.

In this paper, we will treat with a special IHCP whose physical model consists of an infinitely long cylinder of radius R. It is considered axisymmetric and a thermocouple

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measurement equipment of temperatureis installed inside the cylinderat the radiusr1, 0 < r1 < R. The correspondingly mathematical model of our problem can be described by the following axisymmetric heat conduction problem:

∂u

∂t Δu 2u

∂r2 1 r

∂u

∂r, 0< rR, t >0, ur,0 0, 0≤rR,

ur1, t gt, t≥0, ur, t bounded inr0, t >0,

1.1

where the functions ur,· and belong to L20,∞ for every fixedr ∈ 0, R, r is the radial coordinate,gtdenotes the temperature history at one fixed radius r10 < r1 < R of cylinder. We want to recoverur,·forr1 < rR. This problem is ill-posed problem; a small perturbation in the data may cause dramatically large errors in the solutionur,· The details can be seen inSection 2.

To the authors’ knowledge, up to now, there is no regularization theory with error estimate for problem1.1in the intervalr1< rR. The major objective of this paper is to do the theoretic stability and convergence estimates for problem1.1.

Xiong and Fu 11 and Regi ´nska 20 solved the sideways heat equation in semi- unbounded region by applying the wavelet dual least squares method, which is based on the family of Meyer wavelet. In this paper, we will apply a wavelet dual least squares method generated by the family of Shannon wavelet to problem1.1in bounded domain for determining surface temperature. According to the optimality results of general regularization theory, we conclude that our error estimate on surface temperature is order optimal.

2. Formulation of Solution of Problem 1.1

As we consider problem1.1inL2Rwith respect to variablet, we extendur ,·, g· : ur1,·, f·:uR ,·, and other functions of variabletappearing in the paper to be zero for t <0. Throughout the paper, we assume that for the exactgthe solutionuexists and satisfies an apriori bound

p:uR,·

pE, p≥0, 2.1

wheref·pis defined by

p:

−∞

1ξ2p

2

1/2

. 2.2

Sinceg is measured by the thermocouple, there will be measurement errors, and we would actually have as data some functiongδL2R, for which

gδ·−δ, 2.3

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where the constantδ >0 represents a bound on the measurement error, and · denotes the L2Rnorm and

1

√2π

−∞e−iξthtdt 2.4

is the Fourier transform of functionht. The problem1.1can be formulated, in frequency space, as follows:

iξur, ξ 2ur, ξ

∂r2 1 r

∂ur, ξ

∂r , r ∈0, R, ξ∈R, 2.5

ur1, ξ gξ, ξ∈R, 2.6

u0, ξ<∞, ξ∈R. 2.7

Then we have the following lemma.

Lemma 2.1. Problem2.5–2.7has the solution given by

ur, ξ I0

iξr I0

iξr1 gξ, r∈0, R, ξ∈R, 2.8 whereI0zdenotes modified spherical Bessel function which given by [21]

I0z

k0

1 k!2

z 2

2k

. 2.9

Proof. Due to21, we can solve2.5, in the frequency domain, to obtain

ur, ξ AξI0

iξr

BξK0

iξr

ξ∈R, 2.10

whereK0zdenotes also modified spherical Bessel function which is given by

K0z −I0z

lnz

2 C

k1

1 k!2

11

2 · · ·1 k

z 2

2k

. 2.11

Combining limz→0K0z ∞with condition2.7, we obtain0, that is,

ur, ξ AξI0

iξr

, r∈0, R, ξ∈R. 2.12

According to21, there holds I0

iξrber

|ξ|r

bei

|ξ|r

k0

|ξ|r/24k

k!22k!

1/2

, 2.13

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whereσsgnξ, both berxand beixdenote the Kelvin functions. Since 0≤rR,|ξ| ≥0, we have

k0

|ξ|r/24k

k!22k! 1

|ξ|r/28

2!24!

|ξ|r/212

3!26! · · · ≥1. 2.14

Therefore, for 0≤rR, ξ∈R,

I0

iξr

k0

|ξ|r/24k

k!22k!

1/2

≥1. 2.15

Solving the systems2.6and2.12using2.15we get

Aξ I0−1 iξr1

gξ. 2.16

Substitution ofin2.16into2.12, we obtain2.8.

Applying an inverse Fourier transform to2.8, problem1.1has the solution

ur, t 1

√2π

−∞eiξtI0 iξr I0

iξr1

gξdξ, r, t∈0, R×R. 2.17

In order to obtain ill-posedness of problem1.1forr, t ∈ r1, R×R, we need the following lemma.

Lemma 2.2. If function |I0

iξr| satisfies 2.15, then there exist positive constants ck, k 1,2,3,4,such that, forr ∈r1, R

c1exp

|ξ|/2 rr1

I0 iξr I0

iξr1

c2exp

|ξ|/2r−r1

, ξ∈R, 2.18

c3exp

|ξ|/2r−R

I0

iξr I0

iξR

c4exp

|ξ|/2r−R

, ξ∈R. 2.19

Proof. First, due to21and2.15, we have, forr ∈r1, Rand|ξ| → ∞, I0

iξr ber2

|ξ|r

bei2

|ξ|r1/2

exp

|ξ|/2r

2πr

|ξ|

1O

1

|ξ| , 2.20

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then there exist positive constantsck, k1,2,3,4,such that, for|ξ|large enough, say|ξ| ≥ξ0

c1

exp

|ξ|/2r

2πr

|ξ| ≤I0

iξrc2

exp

|ξ|/2r

2πr

|ξ| , r∈r1, R,

c3exp

|ξ|/2r1

2πr1

|ξ| ≤I0

iξr1c4exp

|ξ|/2r1

2πr1

|ξ| .

2.21

From these we know that there exist positive constantsc5andc6such that, forr ∈r1, Rand

|ξ| ≥ξ0,

c5exp

|ξ|/2r−r1

I0 iξr I0

iξr1

c6exp

|ξ|/2r−r1

. 2.22

Then, since function|I0

iξr/I0

iξr1|is continuous in the closed regionr1, R×−ξ0, ξ0. Threrfore, there exist constantsc7andc8such that, forr∈r1, Rand|ξ| ≤ξ0,

c7exp

|ξ|/2

rr1

I0

iξr I0

iξr1

c8exp

|ξ|/2

rr1

. 2.23

Finally, combining inequalities2.22with2.23, we can see that there exist others constants c1 and c2 such that, for r ∈ r1, R, inequalities 2.18 are valid. Similarly, we obtain inequalities2.19.

In order to formulate problem1.1forr1 < rRin terms of an operator equation in the spaceXL2R, we define an operatorKr :ur,· →g·, that is,

∀ur,·∈X, Krur, t gt, r1< rR. 2.24

From2.8, we have

Krur, ξ I0 iξr1 I0

iξr ur, ξ gξ. 2.25

DenoteKrur, ξ : Krur, ξ, and we can see that Kr : L2R → L2Ris a multiplication operator:

Krur, ξ I0

iξr1

I0

iξr ur, ξ. 2.26

From2.26, we can prove the following lemma.

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Lemma 2.3. LetKr be the adjoint toKr, thenKr corresponds to the following problem where the left-hand side∂u/∂tof problem1.1is replaced by−∂U/∂t, says

∂U

∂t ΔU 2U

∂r2 1 r

∂U

∂r , 0< rR, t≥0, Ur,0 0, 0≤rR,

Ur1, t gt, t≥0, Ur, t bounded inr0, t >0,

2.27

Kr I0 iξr1 I0

iξr. 2.28

Proof. Via the the following relations, combining with2.26,

Kru, υ

Kru, υ

u,Krυ

u, Krυ

u,Krυ

, 2.29

we can get the adjoint operatorKr ofKr in frequency domain

Kr Kr I0

iξr1

I0

iξr. 2.30

On the other hand, the problem 2.27 can be formulated, in frequency space, as follows:

−iξUr, ξ 2Ur, ξ

∂r2 1 r

∂Ur, ξ

∂r , r∈0, R, ξ∈R, Ur 1, ξ gξ, ξ∈R,

U0, ξ<∞, ξ∈R.

2.31

Taking the conjugate operator for problem 2.5–2.7, we realize that Ur, ξ ur, ξ.

Therefore, byLemma 2.1, we conclude that

Ur, ξ ur, ξ I0 iξr I0

iξr1

gξ, 2.32

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that is,

I0 iξr1 I0

iξr

Ur, ξ KrUr, ξ :KrU. 2.33

Hence the conclusion ofLemma 2.3is proved.

The Parseval formula for the Fourier transform together with inequality2.18, there holds

ur,·2ur,·2

−∞ur,·2

−∞

gξer−r1

|ξ|/22

I0 iξr I0

iξr1

2

c21

−∞

gξer−r1

|ξ|/22dξ.

2.34

This implies thatgξ, which is Fourier transform of exact data gt, must decay rapidly at high frequencies sincer1< r. But such a decay is not likely to occur in the Fourier transform of the measured noisy datagδtatr r1. So, small perturbation ofgtin high frequency components can blow up and completely destroy the solutionur, tgiven by2.17forr ∈ r1, R.

3. Wavelet Dual Least Squares Method

3.1. Dual Least Squares Method

A general projection method for the operator equationKug,K:X L2R →XL2Ris generated by two subspace families{Vj}and{Yj}ofXand the approximate solutionujVj is defined to be the solution of the following problem:

Kuj, yg, y, ∀y∈Yj, 3.1

where·,·denotes the inner product inX. IfVjRKand subspacesYjare chosen in such a way that

KYj Vj. 3.2

Then we have a special case of projection method known as the dual least squares method. If {ψλ}λ∈Ijis an orthogonal basis ofVjandyλis the solution of the equation

Kyλkλψλ, yλ1, 3.3

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then the approximate solution is explicitly given by the expression

uj

λ∈Ij

g, yλ 1

kλψλ. 3.4

3.2. Shannon Wavelets

In22, the Shannon scaling function isφ sinπt/πtand its Fourier transform is

φξ

1, |ξ| ≤π,

0, otherwise. 3.5

The corresponding wavelet functionψis given by its Fourier transform

ψξ

e−iξ/2, π≤ |ξ| ≤2π,

0, otherwise. 3.6

Let us list some notation:φj,kt:2j/2φ2jtk,ψj,kt:2j/2ψ2jtk,j, k∈Z,Ψ−1,k :φ0,k

andΨl,k:ψl,kforl≥0, the index set I

{j, k}:j, k∈Z

⊂Z2, IJ

{j, k}:j −1,0, . . . , J−1;k∈Z

⊂Z2. 3.7

BecauseVJ VJ−1WJ−1 VJ−2WJ−2WJ−1 · · · V0W1⊕ · · · ⊕WJ−1, hence we can define the subspacesVJ

VJspan{Ψλ}λ∈IJ. 3.8

Define an orthogonal projectionPJ :L2R →VJ: PJϕ

λ∈IJ

ϕ,Ψλ

Ψλ, ∀ϕ∈L2R, 3.9

then from3.4we easily conclude uJ PJu. From the point of view of an application to the problem1.1, the important property of Shannon wavelets is the compactness of their support in the frequency space. Indeed, since

ψj,kξ 2−j/2e−i2−jψ 2−jξ

, φj,kξ 2−j/2e−i2−jφ 2−jξ

, 3.10

it follows that for anyk∈Z supp

ψj,k

ξ:π2j ≤ |ξ| ≤π2j1

, supp φj,k

ξ:|ξ| ≤π2j

. 3.11

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From3.9,PJ can be seen as a low-pass filter. The frequencies with greater thanπ2J1are filtered away.

Theorem 3.1. Ifur, tis the solution of problem1.1satisfying the conditionuR,·pE, then for any fixedr∈r1, R

ur,·−PJur,·≤c−13 2J1−p

er−R

1/2π2JE. 3.12

Proof. From3.9, we have

ur,·

λ

ur,·,Ψλ

Ψλ,

PJur,·

λ∈IJ

ur,·,Ψλ

Ψλ. 3.13

Due to Parseval relation and2.8,2.19, and2.1, there holds

ur,·−PJur,·ur,·−PJur,·

λ∈I

u, Ψλ Ψλ

λ∈IJ

u, Ψλ Ψλ

λ∈Ij≥J1

u, Ψλ Ψλ

λ∈Ij≥J1

I0

i·r I0

i·r1

! g·,Ψλ

"

Ψλ

λ∈Ij≥J1

I0

i·r I0

i·R

! f·,Ψλ

"

Ψλ

≤ sup

π2J≤|ξ|≤π2J1

|ξ|−p

I0 iξr I0

iξR

λ∈Ij≥J1

#1 ·2p/2f·,Ψλ

λ

≤ sup

π2J≤|ξ|≤π2J1

c4ξ−per−R

|ξ|/2Ec4 2J1−p

er−R

1/2π2JE.

3.14

Hence the conclusion of Theorem3.1is proved.

4. Error Estimates via Dual Least Squares Method Approximation

Before giving error estimates, we present firstly subspacesYj. According toKYj Vj, the subspacesYjare spanned byρλ, λIJ, where

Kρλ Ψλ, kλρλ−1, yλ ρλ

ρλ kλρλ. 4.1

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ρλcan be determined by solving the following parabolic equationseeLemma 2.3:

∂U

∂t ΔU 2U

∂r2 1 r

∂U

∂r , 0< rR, t≥0, Ur,0 0, 0≤rR,

Ur1, t Ψj,kt, t≥0, Ur, t bounded inr0, t >0.

4.2

Since suppψj,kis compact, the solution exists for anyt∈0,∞. Similarly the solution of the adjoint equation is unique. Therefore for a givenΨλ,ρλcan be uniquely determined according to4.2, furthermore

ρλ I0

iξr I0

iξr1

Ψλξ⇐⇒yλ I0

iξr I0

iξr1kλΨλξ, λ{j, k}. 4.3

The approximate solution for noisy datagδis explicitly given by

PJuδr, t uδJ

λ∈IJ

uδ,Ψλ

Ψλ

λ∈IJ

gδ, yλ 1

kλΨλ. 4.4

Now we will devote to estimating the errorPJuδPJu.

Theorem 4.1. If gδ is noisy data satisfying the condition g·−gδ· ≤ δ, then for any fixed r∈r1, R

PJuδPJu ≤c4er−r1

1/2π2Jδ. 4.5

Proof. From4.3, we haveyλ I0

iξr/I0

iξr1kλΨλ. Note thatPJuδgiven by4.4,PJu given by3.4and2.18, forr1< rR, there holds

PJuδr,·−PJur,·

λ∈IJ

gδg, yλ 1 kλΨλ

λ∈IJ

gδg, yλ 1 kλ

Ψλ

λ∈IJ

gδg, I0

i·r I0

i·r1

kλΨλ

"

1 kλ

Ψλ

≤ sup

π2J−1≤|ξ|≤π2J

I0

iξr I0

iξr1 ·

λ∈IJ

gδg, Ψλ Ψλ

(11)

≤ sup

π2J−1≤|ξ|≤π2J

I0

iξr I0

iξr1

· PJgδg

≤ sup

π2J−1≤|ξ|≤π2J

I0 iξr I0

iξr1

·δ

c2 sup

π2J−1≤|ξ|≤π2J

er−r1

|ξ|/2δ

c2er−r1

1/2π2Jδ.

4.6

Hence the conclusion ofTheorem 4.1is proved.

The following is the main result of this paper.

Theorem 4.2. Letube the exact solution of 1.1and letPJuδbe given by4.4. Ifg−gδδand JJδis such that

J log2 2

π 1

Rr1 ln E

δ

lnE δ

−2p 2

, 4.7

then for any fixedr∈r1, R

ur,·−PJuδr,·

E1−R−r/R−r1δR−r/R−r1

lnE δ

−2p1−R−r/R−r1

Co1

forδ−→0,

4.8

whereC c4R−r12pc2.

Proof. CombiningTheorem 4.1withTheorem 3.1, and noting the choice rule4.7ofJ, we can obtain

ur,·−PJuδr,·

c4 2J1−p

er−R

1/2π2JEc2er−r1

1/2π2Jδ

c4E Rr1

2p ln

E δ

lnE δ

−2p !−2p E δ

lnE

δ

−2p!r−R/R−r1

c2δ E δ

lnE

δ

−2p!r−r1/R−r1

E1−R−r/R−r1δR−r/R−r1

lnE δ

−2p1−R−r/R−r1% c4

R−r1lnE/δ2p ln

E/δlnE/δ−2p2p c2

&

. 4.9

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Note that

lnE/δ ln

E/δ

lnE/δ−2p lnE/δ

lnE/δ−2pln

lnE/δ −→1 forδ−→0, 4.10

thus, there holds, forδ → 0

ur,·−PJuδr,·

E1−R−r/R−r1δR−r/R−r1

lnE δ

−2p1−R−r/R−r1 c4

Rr12pc2o1 .

4.11

Hence the conclusion ofTheorem 4.2is proved.

Remark 4.3. iWhenp0 andr1 < r < R, estimate4.8is a H ¨older stability estimate given by

ur,·−PJuδr,·≤c4c2E1−R−r/R−r1δR−r/R−r1. 4.12 iiWhenp >0, r1< r < R, estimate4.8is a logarithmical H ¨older stability estimate.

iiiWhenp >0, rR, estimate4.3becomes uR,·−uδR,·≤E

lnE

δ

−2p

c4R−r12pc2o1

−→0 forδ−→0. 4.13

This is a logarithmical stability estimate.

Remark 4.4. In general, the a-priori boundEis unknown in practice, in this case, with

Jlog2 2

π 1

Rr1ln 1

δ

ln1 δ

−2p 2

, 4.14

then

ur,·−PJuδr,·≤δR−r/R−r1

ln1 δ

−2p1−R−r/R−r1

Co1

forδ−→0, 4.15

whereCc4R−r12pEc2.

Acknowledgments

The work is supported by the National Natural Science Foundation of ChinaNo. 10671085, the Hight-level Personnel fund of Henan University of Technology 2007BS028, and the

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Fundamental Research Fund for Natural Science of Education Department of Henan Province of ChinaNo. 2009B110007.

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By combining a transformation with the extended hyperbolic function method, with the aid of the computer symbolic computational software package “ PDESolver, we not only obtain

Finally, the integral equation, relating the local temperature and the local heat flux, has been solved numerically for those processes of surface heating whose time scale is of

Finally the above technique involving Greens function and inhomogeneous mixed boundary value problem can be used for solving several inhomogeneous problems (heat

Ho˙zejowski, Heat polynomials in solving the direct and inverse heat con- duction problems in a cylindrical system of coordinates, Advanced Computational Method in Heat Transfer

In this section we stabilize the non-standard inverse heat conduction problem (1.2) in the interval 0 ≤ x &lt; 1 under condition (1.3) by a wavelet dual least squares