Troitskii V.A.
Russia,St.Petersburg,St.Petersburg State Technical University, e-mail: vat@topol. stu. neva. Ru
OPTIMIZATION APPROACHES TO SOME OBSERVATION PROBLEMS FOR PDE
Two-dimension domain is considered. There are two subdomain in it. The sources ofdisturbation are distributed in one of them and the measurements are fulfilled in other. The intensity of the disturbances must be determined if the results of measurements are known. The variation approaches of the optimization theory were used for constructing of the methods of solution and solution such problems.
Троицкий В. А.
Россия,Санкг-Петербург,Санк-Петербургский Государственный Технический Университет,e-mail: vat@itopol.stu.neva.ru
ОПТИМИЗАЦИОННЫЕ ПОДХОДЫ К НЕКОТОРЫМ ЗАДАЧАМ НАБЛЮДЕНИЯ ДЛЯ УРАВНЕНИЙ В ЧАСТНЫХ ПРОИЗВОДНЫХ
Рассматриваются двумерные области, в которых имеются две подобласти. В одной из них распределены источники возмущающих воздействий, а в другой производятся измерения. Должна быть найдена интенсивность источников возмущения по известным результатам измерений. При создании методов решения и при решении таких задач использованы вариационные подходы теории оптимальных систем.
We have a large class of the problems of observation theory and in particular the problems of measurement data interpretation or the diagnostic problems which may be formulated as optimization problems for PDE. We are limited only the consideration of some simple problems of this class.
We consider two-dimensional domain with the boundary L and assume that the studying process in this domain is
discribed by PDE. We also assume that there are two curves
and
in this domain
. The sources of disturbances of the
process are in
. The intencity of these
sources is denoted by
. The
measurement of characteristic of process is fulfilled in
. In the observstion problem we must find the function
if the function
is known. [1,2].
It is known that these problem is one of the inverse problem for PDE
and that the most part of such problems may be formulated as variational problems [ 3,4 ].
To do it we assume that the function и is unknown and the function v is given. The
differential equation of process and the boundary conditions are also given. We construct
the functional which gives the estimation of the deviation of the measuring characteristic
in for some disturbation from given values
. Minimization of this functional
must give chance to find the intensity
of
the sources.
By this way our problem is transformed in the problem of the calculus
of variations. If we assume that the function и is the control function then we
obtain the problem of the theory of optimal processes [5]for two-dimensional PDE [ 6 ].To
solve it we may use the first neccessary condition of variations calculus - the rule of
multipliers [7,8]. This neccessary condition allows us to get the PDE for main Lagrange's
multiplier, which takes in account initial
PDE of our problem, and the conditions, which are neccessary for solving of variational
problem. Among these conditions is very important one. It discribes behaviour of the
multiplier
in
.This multiplier may be discontinuity close one-dimension
. This fact is the essential pecularity
of such variational problems.
The equation and conditions of initial system and conjugate equation and conditions for the Lagrange's multiplier can be used for construction of the numerical methods. These methods have usually bed convergence. This fact is connect with the pecularity of the optimal problems and perhaps with pecularity of inverse problems for PDE [3]. The solution of inverse problems must be found among functions belonging to the compact.Because of these facts we select another way and onstructed numerical procedure based on the gradient method of the first order.
In order to investigate posibilities of this method at first weconsider
the simple problem of the heat transfer theory. This problem is a nonstationary
one-dimensional heat transfer problem for domain; , where
is coordinate and
is time. In the point
we have heat flow
and in the point
we
measure the temperature
. In the
interpretation problem we must determine
if is given.
The numerical solution of this simple problem by means ofdiscribing
gradient method shows very good convergence for different admissible function .This fact is not surprice because solution
is automatically found among functions belonging to the compact.That is why this gradient
procedure was taken as the method is able to solve more difficult problems.
The second problem is one-dimensional nonstationary heat transfer
problem for the same intervals for and
.In it the perturbation
is in the point
and the temperature is measured in the point
.Therefore we have the disconti-nuity of heat
flow in the point
in initial problem and
the discontinuity of the derivation of multiplier in the point
in conjugate problem. The gradien procedure was constructed for
this problem and it again showed good convergence for different admissible function
.
We also consider the heat transfer problem of another type.It is the
well knowing problem of heating one-dimesional body for obtaining given distribution of
temperature [4,10 ].In this problem we must find function which is equal to heat flow in the point
for given function
which is equal to distribution of the temperature for
.The gradient procedure was also constructed for
this problem. We again solve some such problems with different admissible function
.
We also consider following two-dimensional stationary heattransfer
problem. The domain is quadrate
. We have the heat sources ofinensity
on the line
and we meassure the temperature on the line
. We must find
if the
temperature
on the line
is known. We constructed the computational
process based on gradient method for this problem and solved it for
. It is taken the function
for the initial approximation. It is
obtained a good convergence of the solution process.
Interpretation
LITERATURE
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