B. Tomas Johansson

A procedure for determining a spacewise dependent heat source and the initial temperature

The inverse problem of determining a spacewise dependent heat source, together with the initial temperature for the parabolic heat equation, using the usual conditions of the direct problem and information from two supplementary temperature measurements at different instants of time is studied. These spacewise dependent temperature measurements ensure that this inverse problem has a unique solution, despite the solution being unstable, hence the problem is ill-posed. We propose an iterative algorithm for the stable reconstruction of both the initial data and the source based on a sequence of well-posed direct problems for the parabolic heat equation, which are solved at each iteration step using the boundary element method. The instability is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented for a typical benchmark test example, which has the input measured data perturbed by increasing amounts of random noise. The numerical results show that the proposed procedure gives accurate numerical approximations in relatively few iterations.

Numerical approximation of the one-dimensional inverse Cauchy–Stefan problem using a method of fundamental solutions

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional parabolic inverse Cauchy–Stefan problem, where boundary data and the initial condition are to be determined from the Cauchy data prescribed on a given moving interface. In [B.T. Johansson, D. Lesnic, and T. Reeve, A method of fundamental solutions for the one-dimensional inverse Stefan Problem, Appl. Math Model. 35 (2011), pp. 4367–4378], the inverse Stefan problem was considered, where only the boundary data is to be reconstructed on the fixed boundary. We extend the MFS proposed in Johansson et al. (2011) and show that the initial condition can also be simultaneously recovered, i.e. the MFS is appropriate for the inverse Cauchy-Stefan problem. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate results can be efficiently obtained with small computational cost.

A method of fundamental solutions for two-dimensional heat conduction

We investigate an application of the method of fundamental solutions (MFS) to heat conduction in two-dimensional bodies, where the thermal diffusivity is piecewise constant. We extend the MFS proposed in Johansson and Lesnic [A method of fundamental solutions for transient heat conduction, Eng. Anal. Bound. Elem. 32 (2008), pp. 697–703] for one-dimensional heat conduction with the sources placed outside the space domain of interest, to the two-dimensional setting. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate results can be obtained efficiently with small computational cost.

Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques

We consider the problem of stable determination of a harmonic function from knowledge of the solution and its normal derivative on a part of the boundary of the (bounded) solution domain. The alternating method is a procedure to generate an approximation to the harmonic function from such Cauchy data and we investigate a numerical implementation of this procedure based on Fredholm integral equations and Nyström discretization schemes, which makes it possible to perform a large number of iterations (millions) with minor computational cost (seconds) and high accuracy. Moreover, the original problem is rewritten as a fixed point equation on the boundary, and various other direct regularization techniques are discussed to solve that equation. We also discuss how knowledge of the smoothness of the data can be used to further improve the accuracy. Numerical examples are presented showing that accurate approximations of both the solution and its normal derivative can be obtained with much less computational time than in previous works.

On the use of an integral equation approach for the numerical solution of a Cauchy problem for Laplace equation in a doubly connected planar domain

Abstract We consider the Cauchy problem for the Laplace equation, i.e. the reconstruction of a harmonic function from knowledge of the value of the function and its normal derivative given on a part of the boundary of the solution domain. The solution domain considered is a bounded smooth doubly connected planar domain bounded by two simple disjoint closed curves. Since the Cauchy problem is ill-posed, as a regularizing method we generalize the novel direct integral equation approach in [1], originally proposed for a circular outer boundary curve, to a more general simply connected domain. The solution is represented as a sum of two single-layer potentials defined on each of the two boundary curves and in which both densities are unknown. To identify these densities, the representation is matched with the given Cauchy data to generate a system to solve for the densities. It is shown that the operator corresponding to this system is injective and has dense range, thus Tikhonov regularization is applied to solve it in a stable way. For the discretisation, the Nyström method is employed generating a linear system to solve, and via Tikhonov regularization a stable discrete approximation to these densities are obtained. Using these one can then find an approximation to the solution of the Cauchy problem. A numerical example is included and we compare with other regularizing methods as well (implemented via integral methods). These results show that the proposed direct method gives accurate reconstructions with little computational effort (the computational time is of order of seconds). Moreover, the obtained approximation can be used as an initial guess in more involved regularizing methods to further improve the accuracy.

The method of fundamental solutions for the two-dimensional inverse Stefan problem

Abstract We propose an application of the method of fundamental solutions (MFS) for the two-dimensional inverse Stefan problem, where data are to be reconstructed from knowledge of the moving surface and the given Stefan conditions on this surface. We present numerical results for several examples both when the initial data are given but also when it is not specified. These results show good accuracy with low computational cost and are compared with results obtained by other methods.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed.

A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A direct boundary integral equation method for the numerical construction of harmonic functions in three-dimensional layered domains containing a cavity

We consider boundary value problems for the Laplace equation in three-dimensional multilayer domains composed of an infinite strip layer of finite height and a half-space containing a bounded cavity. The unknown (harmonic) function satisfies the Neumann boundary condition on the exterior boundary of the strip layer (i.e. at the bottom of the first layer), the Dirichlet, Neumann or Robin boundary condition on the boundary surface of the cavity and the corresponding transmission (matching) conditions on the interface layer boundary. We reduce this boundary value problem to a boundary integral equation over the boundary surface of the cavity by constructing Greens matrix for the corresponding transmission problem in the domain consisting of the infinite layer and the half-space (not with the cavity). This direct integral equation approach leads, for any of the above boundary conditions, to boundary integral equations with a weak singularity on the cavity. The numerical solution of this equation is realized by Wienerts [Die Numerische approximation von Randintegraloperatoren für die Helmholtzgleichung im R 3, Ph.D. thesis, University of Göttingen, Germany, 1990] method. The reduction of the problem, originally set in an unbounded three-dimensional region, to a boundary integral equation over the boundary of a bounded domain, is computationally advantageous. Numerical results are included for various boundary conditions on the boundary of the cavity, and compared against a recent indirect approach [R. Chapko, B.T. Johansson, and O. Protsyuk, On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R 3 with cavities, J. Numer. Appl. Math. (Kyiv) 105 (2011), pp. 4–18], and the results obtained show the efficiency and accuracy of the proposed method. In particular, exponential convergence is obtained for smooth cavities.

Determining the temperature from Cauchy data in corner domains

We consider the problem of reconstruction of the temperature from knowledge of the temperature and heat flux on a part of the boundary of a bounded planar domain containing corner points. An iterative method is proposed involving the solution of mixed boundary value problems for the heat equation (with time-dependent conductivity). These mixed problems are shown to be well-posed in a weighted Sobolev space.