Direct method of solution for general boundary value problem of the Laplace equation

A general boundary value problem for two-dimensional Laplace equation in the domain enclosed by a piecewise smooth curve is considered. The Dirichlet and the Neumann data are prescribed on respective parts of the boundary, while there is the second part of the boundary on which no boundary data are given. There is the third part of the boundary on which the Robin condition is prescribed. This problem of finding unknown values along the whole boundary is ill posed. In this sense we call our problem an inverse boundary value problem. In order for a solution to be identified the inverse problem is reformulated in terms of a variational problem, which is then recast into primary and adjoint boundary value problems of the Laplace equation in its conventional form. A direct method for numerical solution of the inverse boundary value problem using the boundary element method is presented. This method proposes a non-iterative and unified treatment of conventional boundary value problem, the Cauchy problem, and under- or over-determined problems.     

Numerical identification for impedance coefficient by a MFS-based optimization method

In this paper, we propose a new numerical method to solve an inverse impedance problem for Laplace's equation. The Robin coefficient in the impedance boundary condition is recovered from Cauchy data on a part of boundary. A crucial step is to transform the problem into an optimization problem based on the MFS and Tikhonov regularization. Then the popular conjugate gradient method is used to solve the minimization problem. We compare several stopping rules in the iteration procedure and try to find an accurate and stable approximation. Numerical results for four examples in 2D and 3D cases will show the effectiveness of the proposed method.     

Numerical boundary identification for Helmholtz-type equations

We study the identification of an unknown portion of the boundary of a two-dimensional domain occupied by a material satisfying Helmholtz-type equations from additional Cauchy data on the remaining known portion of the boundary. This inverse geometric problem is approached using the boundary element method (BEM) in conjunction with the Tikhonov first-order regularization procedure, whilst the choice of the regularization parameter is based on the L-curve criterion. The numerical results obtained show that the proposed method produces a convergent and stable solution     

A computational method for inverse free boundary determination problem

Based on the method of fundamental solutions and discrepancy principle for the choice of location for source points, we extend in this paper the application of the computational method to determine an unknown free boundary of a Cauchy problem of parabolic‐type equation from measured Dirichlet and Neumann data with noises. The standard Tikhonov regularization technique with the L‐curve method for an optimal regularized parameter is adopted for solving the resultant highly ill‐conditioned system of linear equations. Both one‐dimensional and two‐dimensional numerical examples are given to verify the efficiency and accuracy of the proposed computational method. Copyright © 2007 John Wiley & Sons, Ltd.     

Regularized MFS-Based Boundary Identification in Two-Dimensional Helmholtz-Type Equations

We study the stable numerical identification of an unknown portion of the boundary on which a given boundary condition is provided and additional Cauchy data are given on the remaining known portion of the boundary of a two-dimensional domain for problems governed by either the Helmholtz or the modified Helmholtz equation. This inverse geometric problem is solved using the method of fundamental solutions (MFS) in conjunction with the Tikhonov regularization method. The optimal value for the regularization parameter is chosen according to Hansen's L-curve criterion. The stability, convergence, accuracy and efficiency of the proposed method are investigated by considering several examples.     

Relaxation procedures for an iterative MFS algorithm for two-dimensional steady-state isotropic heat conduction Cauchy problems

We investigate two algorithms involving the relaxation of either the given Dirichlet data (boundary temperatures) or the prescribed Neumann data (normal heat fluxes) on the over-specified boundary in the case of the alternating iterative algorithm of Kozlov et al. [26] applied to two-dimensional steady-state heat conduction Cauchy problems, i.e. Cauchy problems for the Laplace equation. The two mixed, well-posed and direct problems corresponding to each iteration of the numerical procedure are solved using a meshless method, namely the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method. For each direct problem considered, the optimal value of the regularization parameter is chosen according to the generalized cross-validation (GCV) criterion. The iterative MFS algorithms with relaxation are tested for Cauchy problems associated with the Laplace operator in various two-dimensional geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the method.     

Stable Boundary and Internal Data Reconstruction in Two-Dimensional Anisotropic Heat Conduction Cauchy Problems Using Relaxation Procedures for an Iterative MFS Algorithm

We investigate two algorithms involving the relaxation of either the given boundary temperatures (Dirichlet data) or the prescribed normal heat fluxes (Neumann data) on the over-specified boundary in the case of the iterative algorithm of Kozlov91 applied to Cauchy problems for two-dimensional steady-state anisotropic heat conduction (the Laplace-Beltrami equation). The two mixed, well-posed and direct problems corresponding to every iteration of the numerical procedure are solved using the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method. For each direct problem considered, the optimal value of the regularization parameter is chosen according to the generalized cross-validation (GCV) criterion. The iterative MFS algorithms with relaxation are tested for over-, equally and under-determined Cauchy problems associated with the steady-state anisotropic heat conduction in various two-dimensional geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the method.     

The method of fundamental solutions for a time-dependent two-dimensional Cauchy heat conduction problem

We investigate an application of the method of fundamental solutions (MFS) to the time-dependent two-dimensional Cauchy heat conduction problem, which is an inverse ill-posed problem. Data in the form of the solution and its normal derivative is given on a part of the boundary and no data is prescribed on the remaining part of the boundary of the solution domain. To generate a numerical approximation we generalize the work for the stationary case in Marin (2011) [23] to the time-dependent setting building on the MFS proposed in Johansson and Lesnic (2008) [15], for the one-dimensional heat conduction problem. We incorporate Tikhonov regularization to obtain stable results. The proposed approach is flexible and can be adjusted rather easily to various solution domains and data. An additional advantage is that the initial data does not need to be known a priori, but can be reconstructed as well.     

The method of fundamental solutions for a biharmonic inverse boundary determination problem

In this paper, a nonlinear inverse boundary value problem associated to the biharmonic equation is investigated. This problem consists of determining an unknown boundary portion of a solution domain by using additional data on the remaining known part of the boundary. The method of fundamental solutions (MFS), in combination with the Tikhonov zeroth order regularization technique, are employed. It is shown that the MFS regularization numerical technique produces a stable and accurate numerical solution for an optimal choice of the regularization parameter. A. Zeb on study leave visiting the University of Leeds.     

Simultaneous determination for a space-dependent heat source and the initial data by the MFS

In this paper we propose a numerical algorithm based on the method of fundamental solutions for recovering a space-dependent heat source and the initial data simultaneously in an inverse heat conduction problem. The problem is transformed into a homogeneous backward-type inverse heat conduction problem and a Dirichlet boundary value problem for Poisson's equation. We use an improved method of fundamental solutions to solve the backward-type inverse heat conduction problem and apply the finite element method for solving the well-posed direct problem. The Tikhonov regularization method combined with the generalized cross validation rule for selecting a suitable regularization parameter is applied to obtain a stable regularized solution for the backward-type inverse heat conduction problem. Numerical experiments for four examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed algorithm.     

The MFS for numerical boundary identification in two-dimensional harmonic problems

In this study, we briefly review the applications of the method of fundamental solutions to inverse problems over the last decade. Subsequently, we consider the inverse geometric problem of identifying an unknown part of the boundary of a domain in which the Laplace equation is satisfied. Additional Cauchy data are provided on the known part of the boundary. The method of fundamental solutions is employed in conjunction with regularization in order to obtain a stable solution. Numerical results are presented and discussed.     

The Spring-Damping Regularization Method and the Lie-Group Shooting Method for Inverse Cauchy Problems

The inverse Cauchy problems for elliptic equations, such as the Laplace equation, the Poisson equation, the Helmholtz equation and the modified Helmholtz equation, defined in annular domains are investigated. The outer boundary of the annulus is imposed by overspecified boundary data, and we seek unknown data on the inner boundary through the numerical solution by a spring-damping regularization method and its Lie-group shooting method (LGSM). Several numerical examples are examined to show that the LGSM can overcome the ill-posed behavior of inverse Cauchy problem against the disturbance from random noise, and the computational cost is very cheap.     

Simultaneous reconstruction of the time-dependent Robin coefficient and heat flux in heat conduction problems

This paper aims to solve an inverse heat conduction problem in two-dimensional space under transient regime, which consists of the estimation of multiple time-dependent heat sources placed at the boundaries. Robin boundary condition (third type boundary condition) is considered at the working domain boundary. The simultaneous identification problem is formulated as a constrained minimization problem using the output least squares method with Tikhonov regularization. The properties of the continuous and discrete optimization problem are studied. Differentiability results and the adjoint problems are established. The numerical estimation is investigated using a modified conjugate gradient method. Furthermore, to verify the performance of the proposed algorithm, obtained results are compared with results obtained from the well-known finite-element software COMSOL Multiphysics under the same conditions. The numerical results show that the proposed algorithm is accurate, robust and capable of simultaneously representing the time effects on reconstructing the time-dependent Robin coefficient and heat flux.     

改进的Tikhonov正则化图像重建算法

Tikhonov正则化法可以解决电容层析成像中图像重建的病态问题,同时能够平衡解的稳定性与精确性,但其有效性和成像质量受到测量数据粗差的影响。改进的Tikhonov正则化法将2范数和M-估计结合,用一个缓慢增长的Cauchy函数代替最小二乘法的平方和函数,提高了估计稳健性和适应性。利用COMSOL和MATLAB软件对方法的有效性进行验证,重建结果表明,改进的Tikhonov正则化法能够有效减少粗差影响,提高重建图像精确度及分辨率。     

Kernel-based approximation for Cauchy problem of the time-fractional diffusion equation

We investigate in this paper a Cauchy problem for the time-fractional diffusion equation (TFDE). Based on the idea of kernel-based approximation, we construct an efficient numerical scheme for obtaining the solution of a Cauchy problem of TFDE. The use of M-Wright functions as the kernel functions for the approximation space allows us to express the solution in terms of M-Wright functions, whose numerical evaluation can be accurately achieved by applying the inverse Laplace transform technique. To handle the ill-posedness of the resultant coefficient matrix due to the noisy Cauchy data, we adapt the standard Tikhonov regularization technique with the L-curve method for obtaining the optimal regularization parameter to give a stable numerical reconstruction of the solution. Numerical results indicate the efficiency and effectiveness of the proposed scheme.     

Regularized solutions with a singular point for the inverse biharmonic boundary value problem by the method of fundamental solutions

Two numerical methods for the Cauchy problem of the biharmonic equation are proposed. The solution of the problem does not continuously depend on given Cauchy data since the problem is ill-posed. A small noise contained in the Cauchy data sensitively affects on the accuracy of the solution. Our problem is directly discretized by the method of fundamental solutions (MFS) to derive an ill-conditioned matrix equation. As another method, our problem is decomposed into two Cauchy problems of the Laplace and the Poisson equations, which are discretized by the MFS and the method of particular solutions (MPS), respectively. The Tikhonov regularization and the truncated singular value decomposition are applied to the matrix equation to stabilize a numerical solution of the problem for the given Cauchy data with high noises. The L-curve and the generalized cross-validation determine a suitable regularization parameter for obtaining an accurate solution. Based on numerical experiments, it is concluded that the numerical method proposed in this paper is effective for the problem that has an irregular domain and the Cauchy data with high noises. Furthermore, our latter method can successfully solve the problem whose solution has a singular point outside the computational domain.     

The method of fundamental solutions for problems in static thermo-elasticity with incomplete boundary data

An inverse problem in static thermo-elasticity is investigated. The aim is to reconstruct the unspecified boundary data, as well as the temperature and displacement inside a body from over-specified boundary data measured on an accessible portion of its boundary. The problem is linear but ill-posed. The uniqueness of the solution is established but the continuous dependence on the input data is violated. In order to reconstruct a stable and accurate solution, the method of fundamental solutions is combined with Tikhonov regularization where the regularization parameter is selected based on the L-curve criterion. Numerical results are presented in both two and three dimensions showing the feasibility and ease of implementation of the proposed technique.     

The dual reciprocity boundary element method for solving Cauchy problems associated to the Poisson equation

This paper presents an application of the dual reciprocity method (DRM) to a class of inverse problems governed by the Poisson equation. Here the term inverse refers to the fact that the boundary conditions are not fully specified, i.e. they are not known for the entire boundary of the solution domain. In order to investigate the ability of the DRM to reconstruct the unknown boundary conditions using overspecified conditions on the accessible part of the boundary we consider some test problems involving circular, annular and square domains. Due to the ill-posed nature of the problem, i.e. the instabilities in the solution of these problems, the DRM is combined with the Tikhonov regularization method.     

Robin coefficient identification for a time-fractional diffusion equation

This paper is devoted to a Robin coefficient identification problem for one-dimensional time-fractional diffusion equation. Based on the separation of variables, we transform the identification problem into a nonlinear Volterra integral equation of the first kind with the Robin coefficient and the Dirichlet data on a part of boundary as unknown functions. Then, we use a boundary element method to discrete the first kind integral equation and obtain a nonlinear system of algebraic equations. The conjugate gradient method is applied to solve a regularized optimization problem and finally, we obtain a suitable regularized approximation to the Robin coefficient. Three numerical examples are provided to show the effectiveness and robustness of the proposed method.     

Numerical solution of two backward parabolic problems using method of fundamental solutions

This work is devoted to a numerical algorithm based on the method of fundamental solutions (MFS) for solving two backward parabolic problems with different boundary conditions, one with nonlocal Dirichlet boundary conditions, and second one with Robin type boundary conditions. The initial temperature distribution will be identified from the final temperature distribution, which appear in some applied subjects. The Tikhonov regularization method with the L-curve criterion for choosing the regularization parameter is adopted for solving the resulting matrix equation which is highly ill-conditioned. Two numerical examples are provided to show the high efficiency of the suggested method.