Accuracy controlled data assimilation for parabolic problems

DOI10.1090/MCOM/3680zbMATH Open1483.35335arXiv2105.05836OpenAlexW3163545103MaRDI QIDQ5029465FDOQ5029465

Authors: Wolfgang Dahmen, Jan Westerdiep, Rob P. Stevenson 

Publication date: 14 February 2022

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain under consideration. Unlike previous approaches to this and related problems our starting point is a regularized least squares formulation in a continuous infinite-dimensional setting that is based on stable variational time-space formulations of the parabolic PDE. This allows us to derive a priori as well as a posteriori error bounds for the recovered states with respect to a certain reference solution. In these bounds the regularization parameter is disentangled from the underlying discretization. An important ingredient for the derivation of a posteriori bounds is the construction of suitable Fortin operators which allow us to control oscillation errors stemming from the discretization of dual norms. Moreover, the variational framework allows us to contrive preconditioners for the discrete problems whose application can be performed in linear time, and for which the condition numbers of the preconditioned systems are uniformly proportional to that of the regularized continuous problem. In particular, we provide suitable stopping criteria for the iterative solvers based on the a posteriori error bounds. The presented numerical experiments quantify the theoretical findings and demonstrate the performance of the numerical scheme in relation with the underlying discretization and regularization.

Full work available at URL: https://arxiv.org/abs/2105.05836

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zbMATH Keywords

Carleman estimatesa priori estimatesill-posednessconvergence and a posteriori boundsFortin projectorsiterative solvers and preconditioningregularization strategiesregularized least squares formulationsstate estimation and data assimilation for parabolic problems

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Stability in context of PDEs (35B35) A priori estimates in context of PDEs (35B45) Initial-boundary value problems for second-order parabolic equations (35K20) Ill-posed problems for PDEs (35R25) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cited In (5)

• A wavelet-in-time, finite element-in-space adaptive method for parabolic evolution equations
• Data Assimilation for Linear Parabolic Equations: Minimax Projection Method
• The Unique Continuation Problem for the Heat Equation Discretized with a High-Order Space-Time Nonconforming Method
• Least squares solvers for ill-posed PDEs that are conditionally stable
• Nonlinear reduced DNN models for state estimation

Uses Software

• Netgen
• NGSolve

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