An Optimal Control Method for Nonlinear Inverse Diffusion Coefficient Problem

被引:10
作者
Deng, Zui-Cha [1 ]
Hon, Y. -C. [1 ,2 ]
Yang, Liu [1 ]
机构
[1] Lanzhou Jiaotong Univ, Dept Math, Lanzhou 730070, Gansu, Peoples R China
[2] City Univ Hong Kong SAR, Dept Math, Hong Kong, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
Nonlinear inverse coefficient problem; Singularity; Optimal control; Existence; Uniqueness; PARABOLIC EQUATION; RADIATIVE COEFFICIENT; CONTROL PARAMETER; VOLATILITY; OPTIMIZATION;
D O I
10.1007/s10957-013-0302-z
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper investigates the solution of a parameter identification problem associated with the two-dimensional heat equation with variable diffusion coefficient. The singularity of the diffusion coefficient results in a nonlinear inverse problem which makes theoretical analysis rather difficult. Using an optimal control method, we formulate the problem as a minimization problem and prove the existence and uniqueness of the solution in weighted Sobolev spaces. The necessary conditions for the existence of the minimizer are also given. The results can be extended to more general parabolic equations with singular coefficients.
引用
收藏
页码:890 / 910
页数:21
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