Search arXivSearch

arXiv · 1405.4766

A Multiple Prior Monte Carlo Method for the Backward Heat Diffusion Problem

Abstract

We consider the nonlinear inverse problem of reconstructing the heat conductivity of a cooling fin, modeled by a 2-dimensional steady-state equation with Robin boundary conditions. The Metropolis Hastings Markov Chain Monte Carlo algorithm is studied and implemented, as well as the notion of priors. By analyzing the results using certain trial conductivities, we formulate several distinct priors to aid in obtaining the solution. These priors are associated with different identifiable parts of the reconstruction, such as areas with vanishing, constant, or varying slopes. Although more research is required for some non-constant conductivities, we believe that using several priors simultaneously could help in solving the problem.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Antoine Emil Zambelli. 2014-05-16. A Multiple Prior Monte Carlo Method for the Backward Heat Diffusion Problem. https://arxiv.org/abs/1405.4766

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Fully spectral scheme for the linear BGK equation on the whole space

In this article, we design a fully spectral method in both space and velocity for a linear inhomogeneous kinetic equation with mass, momentum and energy conservation. We focus on the linear BGK equation with a confinement potential $Φ$, even if the method could be applied to different collision operators. It is based upon the projection on Hermite polynomials in velocity and orthonormal polynomials with respect to the weight $e^{-$Φ$}$ in space. The potential $Φ$ is assumed to be a polynomial. It is, to the author's knowledge, the first scheme which preserves hypocoercive behavior in addition to the conservation laws. These different properties are illustrated numerically on both quadratic and double well potential.

math.NA

Inverse inequalities for kernel-based approximation on bounded domains and Riemannian manifolds

This paper establishes inverse inequalities for kernel-based approximation spaces defined on bounded Lipschitz domains in $\mathbb{R}^d$ and compact Riemannian manifolds. While inverse inequalities are well-studied for polynomial spaces, their extension to kernel-based trial spaces poses significant challenges. For bounded Lipschitz domains, we extend prior Bernstein inequalities, which only apply to a limited range of Sobolev orders, to the full range of lower and upper orders, and derive Nikolskii inequalities that bound $L_\infty$ norms by $L_2$ norms. For compact Riemannian manifolds, we focus on restricted kernels, which are defined as the restriction of positive definite kernels from the ambient Euclidean space to the manifold, and prove their counterparts.

math.NA

Error Estimates for Hyperbolic Scaling Limits of Linear Kinetic Models on Networks

This paper studies linear discrete kinetic models on networks and their asymptotic behavior in the small Knudsen number limit. For coupling conditions at an n-edge junction under a symmetric formulation, we introduce a change of variables that reformulates the system into n independent initial-boundary value problems. The asymptotic expansions are then constructed and rigorously justified by deriving an error estimate based on the energy method.

math.NA