3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
1
ADJOINT METHOD FOR SOLVING INVERSE HEAT TRANSFER PROBLEMS (IHTP)
EXAMPLES
Yvon JARNYLaboratoire de Thermocinétique, UMR CNRS 6607
ISITEM, Université de Nantes, 44306 Nantes Cedex 03E-mail [email protected]
_______________________________________________________________________
OUTLINE
I.- A LUMPED NON LINEAR HEAT TRANSFER PROBLEMDIRECT AND INVERSE FORMULATION
II.- ADJOINT METHOD AND CONJUGATE GRADIENTALGORITHM
III.- RESOLUTION OF THE CONTROL PROBLEM
IV.- RESOLUTION OF THE PARAMETER ESTIMATIONPROBLEM
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
2
I.- A LUMPED NON LINEAR HEATTRANSFER PROBLEMDIRECT AND INVERSE FORMULATION
1.-MODELING EQUATIONS OF THE MELTING PROCESS
2.- NUMERICAL RESOLUTION OF THE NON LINEARDIFFERENTIAL EQUATIONS
3.- INVERSE HEAT TRANSFER PROBLEMS
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
3
I.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - MELTING PROCESS
1/7
1.- MODELING EQUATIONS
[ ]
m Cdy t
dtu t q t
m Cd t
dtq t
q t h y t t
1 1
2 2
( )( ) ( )
( )( )
( )
( ) ( ) ( )
= −
=
= −
θθ
θy y( ) = et 0 00 0θ θ( ) =
Figure 1 : Schematic of the system involving two heat capacities
0.00 0.20 0.40 0.60 0.80 1.00Température
0.00
0.20
0.40
0.60
0.80
1.00
Chaleurspécifique
Figure 2 : Heat capacity versus temperature
0.00 0.20 0.40 0.60 0.80 1.00temps
0.00
0.20
0.40
0.60
0.80
1.00
Tem
péra
ture
Figure 3 : Desired temperature versus time
( ): ( )C y t1
( ): ( )C t2 θ
u t( )
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
4
I.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - MELTING PROCESS
2/7
Reduced variables
tt
withm C
ha
m Cm C
uu
h Ty
y yT T
Tfixed
*
* , * , * ;
= = =
= =−
=−
ττ
θθ θ
1 1 2 2
1 1
0 0
;
∆ ∆ ∆
∆
Modeling Equations (* is omitted)
�( ) ( ) ( ) ( ),( ) �( ) ( ) ( ) ,
( ) ( )
y t y t t u t ta t t y t t
y
+ − = >+ − = >
���
= =
θθ θ θ
θ
00 0
0 0 0
Melting process with a constant heat flux
0.00 0.40 0.80 1.20 1.60 2.00t
0.00
0.40
0.80
1.20
u(t)
tet
a(t)
Figure 2a : Constant heat fluxu t t( ) . , .= < <088 0 14
0.00 0.40 0.80 1.20 1.60 2.00t
0.00
0.40
0.80
1.20
u(t)
tet
a(t)
Figure 2b : Constant heat fluxu t t( ) . , .= < <123 0 10
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
5
I.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - MELTING PROCESS
3/7
2.-NUMERICAL RESOLUTION OF THE NON LINEARDIFFERENTIAL EQUATIONS
∆t = time stept k t y y t t a ak k k k k k k= = = =. ; ( ); ( ); ( )∆ θ θ θ
Time discretization ( semi - implicit scheme )� Algebraic equations
11
1
1
1+ −− +�
��
�
�� =
++
+
+∆ ∆∆ ∆
∆t tt a t a
y y t u
k k
k
k
k k
k/ /.
θ θ
y
y t u tt a
Dt y t u
t aD
Dt t
t a t at t a
k
k k
k k
k
k
k k
k k
k
kk k
k
+
+
+
+
=
+ −+
�
��
�
��
=
+ +−�
��
�
��
=+ −
− +�
��
�
�� = + +
1
1
1
1
1
1
11
1
det.
/
det.
/
det/ /
/
∆ ∆∆
∆ ∆∆
∆ ∆∆ ∆
∆ ∆
θ
θθ
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
6
I.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - THE MELTING PROCESS
4/7
Melting process with a constant heat flux
∆t = 0 02. , k = 1, ..., 100 (tf = 2.0)
x 0.0 0.25 0.30 0.35 1.0a(x) 0.1 0.15 1.0 0.25 0.2
table 1 : function a(x)
Determination of the constant heat flux u0 over ( , )0 tc
to reach the plateau θd = 1at the final time tf = 2.0
Eqs(1) ��( ) ( ) �( )
,,
y t a tu t t
t tc
c
+ =< << <
���
θ θ 0 00 2
� [ ]�( ) ( ) �( ) .y t a t dt u tc+ =� θ θ0
2
0
� [ ]ut
a x dxc
0 0
111≈ + � ( )
Numerical results
a x dx
t ut u
t
c
c
( ) .
. .
. .
0
1
0
0
0 23
10 12314 0 89
� =
= � == � =
, (Fig. 2.a), (Fig. 2.b)
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
7
I.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - THE MELTING PROCESS
5/7
Melting process with a time varying heat flux
0.00 0.40 0.80 1.20 1.60 2.00t
0.00
0.40
0.80
1.20
u(t)
tet
a(t)
Figure 3a : decreasing heat flux u t t t( ) . exp( / ), .= − < <1 43 2 0 1 0
0.00 0.40 0.80 1.20 1.60 2.00t
0.00
0.40
0.80
1.20
u(t)
tet
a(t)
Figure 3b : decreasing heat fluxu t t t( ) . exp( / ), .= − < <143 2 0 12
0.00 20.00 40.00 60.00 80.00 100.00time (x 5 )
-0.40
0.00
0.40
0.80
1.20
1.60
heat
flux
Figure 3C : time varying heat flux
← u(t) was computedwith the adjoint methodand a gradient algorithm
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
8
I.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - THE MELTING PROCESS
6/7
3.- INVERSE HEAT TRANSFER PROBLEMS (IHTP)
IHTP #1 : Parameter inverse problem
DATA : Heat flux history ~( ),u t t t f0 < <
Temperature history ~( ),y t t t f0 < <
UNKNOWN : Model Parameter a(θ), 0 < θ < 1
IHTP #2 : Control problem
DATA : Model Parameter a(θ), 0 < θ < 1
Desired Temperature θd(t), 0 < t < tf
UNKNOWN : Heat flux history u(t), 0 < t < tf
a
MODELu y
θ
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
9
1.- A LUMPED NON LINEAR HEAT TRANSFERPROBLEM - THE MELTING PROCESS
7/7
MATHEMATICAL FORMULATION OF THE INVERSE PROBLEMS
IHTP #1 : Parameter inverse problem
y t a( ; ) = solution of the modeling equations, computed with the parameter a(θ) ;
(the heat flux u(t) is fixed over the time interval)
Determine ( )a * ( ), ,θ θ ∈ 0 1 which minimizes the functional :
[ ]J a y t a y t dtt f( ) ( ; ) ~( )= −�
0
2
IHTP #2 : Control problem
θ ( ; )t u = the solution of the modeling equations, computed with the heat flux u(t) ;
(the parameter a is fixed over the temperature range )
Determine ( )u t t t f*( ), ,∈ 0 which minimizes the functional :
[ ]J u t u t dt u t dtd
t tf f
µ θ θ µ
µ
( ) ( ; ) ( ) ( )
( )
= − +
>� �
0
22
0
0
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
10
II.- THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
1.- MODELING EQUATIONS OF THE DIRECT PROBLEM
2.- MATHEMATICAL FORMULATION OF THE IHTP
3.- SENSITIVITY EQUATIONS
4.- ADJOINT EQUATIONS
5.- GRADIENT EQUATIONS
6.- LAGRANGIAN APPROACH
7.- CONJUGATE GRADIENT ALGORITHM
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
11
II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
1/8
1.- MODELING EQUATIONS OF THE DIRECT PROBLEM
a) State equation� ( , ),
( )X E X u tX X
= >=
00 0
� X(u) = solution of the state equationcomputed with a given input uthe parameter model a being fixed
b) Observation equationy t CX t( ) ( )=
u
X(t0)
X yE � E C
a
3icipe - Port Ludlow - WA - June 13-18, 1999
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II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
2/8
2.- MATHEMATICAL FORMULATION OF THE IHTP
IHTP #2 : Control problem
The desired output yd is given,the parameter model a is fixed,
Pb : FIND �u which minimizes Jα
J u J u CX u y udα α α : ( ) =→ − +( )2 2
under the constraint : X u( ) solution of the state equation� ( , ),
( )X E X u tX X
= >=
00 0
IHTP #1 : Parameter Inverse problem
The input heat flux u is fixed,the output history ~y is known,Pb : FIND a * which minimizes J
J a J a CX a y : =→ −( ) ( ) ~ 2
under the constraint : X a( ) solution of the state equation� ( , ),
( )X E X a tX X
= >=
00 0
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
13
II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
3/8
IHTP #2 : Control problem
3.- SENSITIVITY EQUATIONS
u u uε εδ= +�
X ε
δ δεε
εu XX X
� =−
→lim
0
Modeling Equations �� ( , ),
( )X E X u tX X
ε ε ε
ε
= >=
00 0
( E is supposed to be derivable )
� � ( , ) ( , ),
� � ,
( ) ( )
X X E X u E X u t
X X EX
X Eu
u t
X X
ε ε ε
ε
ε
ε ∂∂
δ ∂∂
δ
− = − >
− ≈ +�
���
��>
− =
0
0
0 0 0
δ∂
∂δ
∂∂
δ
δ
�( , )
.( , )
. ,
( )
XE X u
uu
E X uX
X t
X
= + >
=
0
0 0
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
14
II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
4/8
4.- ADJOINT EQUATIONS
δ u � δ εδεε
JJ u u J u
=+ −
→lim
( ) ( )0
δεδ
εα
εδεε ε
JCX u u y CX u y u u ud d=
+ − − −+
+ −→ →
lim( ) ( )
lim0
2 2
0
2 2
Y Y Y Y
δ δ α δJ CX u y C X u ud= − +2 2( ) , ,
( )δ δ α δJ C CX u y X u ud= − +2 2* ( ) , ,C∗ = adjoint operator of C
Let P an adjoint variable
and ∂∂EX
∗
the adjoint operator of ∂∂
EX , i.e.
PEX
XEX
P X, . . ,∂∂
δ∂∂
δ=∗
Choose P solution of the following linear equations (= adjoint equation)
( )− = − − <
=
∗∗� . ( ) ,
( )
PEX
P C CX u y t t
P t
d f
f
∂∂
2
0
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
15
II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
5/8
5.- GRADIENT EQUATIONS
By definition, ∇J u( ) the gradient of J satisfies
δ δJ J u u= ∇ ( ),
Sensitivity and adjoint equations �
� , , �P X P Xδ δ+ = 0 ,
( )( )2 C CX u y Xd* ( ) ,− =δ � . ,P
EX
P X+∗∂
∂δ
( )
( ) ( )
= +�
��
�
��
= −�
��
�
�� +
= −�
��
�
��
� , . ,
� , . , , �
. ,*
P XEX
X P
P XEu
u P P X
Eu
P u
δ∂∂
δ
δ∂∂
δ δ
∂∂
δ
Finally
δ∂∂
δ α δJEu
P u u u= − +2 2*
, ,
and ∇J u( ) is obtained by
∇ = − +J uEu
P u( )*∂
∂α2
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
16
II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
6/8
6.- LAGRANGIAN APPROACH
L u X P CX y u X E X u Pd( , , ) � , ),= − + −2
+ (α 2
P = Lagrange multiplier
a) Adjoint Equations
X and u are independent variables,P being fixed :
δ ∂∂
δ ∂∂
δLLu
uLX
X= +. .
Choose P in order to have :∂∂
δ δLX
X X. ,= ∀0
with� , , �P X P Xδ δ+ = 0
then
2 0CX y C X XEX
X P Xd− + − = ∀, � , ,δ δ∂∂
δ δ
2 0C CX y PEX
P X Xd∗
∗
− − − = ∀( ) � , ,∂∂
δ δ
3icipe - Port Ludlow - WA - June 13-18, 1999
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17
II - THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
7/8
b) Gradient Equations
δ∂
∂δL
L u X Pu
u=( , , )
.
δ∂∂
δ α δLEu
u P u u= − +. , ,2
δ∂∂
α δLEu
P u u= − +∗
. ,2
X solution of the modeling equations �
X X u L u X u P J u= � =( ) ( , ( ), ) ( )
then δ δL J=
and
∇ = − +∗
J uEu
P u( )∂∂
α2
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
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THE ADJOINT METHOD AND THECONJUGATE GRADIENT ALGORITHM
8/8
7.- CONJUGATE GRADIENT ALGORITHM
n J T G V← ←0 0, . . . ; u0 =initial guess , β 0 0=
Repeat:
a) Compute the functional J un( )� Resolution of the modeling equations
b) Compute the gradient ∇J un( ) and define the search direction d J dn n n n= −∇ + −β 1
with β nn
n
JJ
=∇
∇ −
2
1 2
� Resolution of the adjoint equations
c) Compute the varied solution δX n with δu dn n=
and the scalar γδ
δn dC CX y X
C X=
−* ( ,2
� Resolution of the sensitivity equations
d) u u dn n n n+ ← +1 γ
e) n n← + 1
Until J u J un n( ) ( )+ − ≤1 ε
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
1
III - RESOLUTION OF THE CONTROLPROBLEM
1.- GRADIENT EQUATIONS
2.- NUMERICAL IMPLEMENTATION OF THE CGA
3.- NUMERICAL RESULTS
IV - RESOLUTION OF THE INVERSEPARAMETER PROBLEM1.- GRADIENT EQUATIONS
3icipe - Port Ludlow - WA - June 13-18, 1999
Adjoint Method for solving IHTP - Examples
III - RESOLUTION OF THE CONTROLPROBLEM
1/5
Modeling Equations
�( ) ( ) ( ) ( ),( ) �( ) ( ) ( ) ,
( ) ( )
y t y t t u t ta t t y t t
y
+ − = >+ − = >
���
= =
θθ θ θ
θ
00 0
0 0 0Sensitivity equations
u u uε εδ= + � yε εθ,
� ( )( ) �
y y u ua yε ε ε
ε ε ε ε
θ εδθ θ θ+ − = +
+ − =��� 0
yε εθ( ) = et 0 0 0 0( ) =then
( � � ) ( ) ( )( ) � ( ) � ( ) ( )
y y y y ua a y y
ε ε ε
ε ε ε ε
θ θ εδθ θ θ θ θ θ
− + − − − =− + − − − =
��� 0
when ε → 0, :θ θ εδθ θ θ ε θε ε θ≈ + ≈ + et a a a( ) ( ) '
then
[ ]
d ydt
y u t
d adt
y t
δ δ δθ δ
θ δθδθ δ
+ − = >
+ − = >
�
��
��
,
( ),
0
0 0
δ δθy( ) = et 0 0 0 0( ) =
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
3
III- RESOLUTION OF THE CONTROL PROBLEM 2/5
LAGRANGIAN
[ ]L( , , , ) ( ) ( ) ( )
( )
y p q u t t dt u t dt
pdydt
y u dt q addt
y dt
d
t t
t t
f f
f f
,θ θ θ µ
θ θθ
θ
= − +
+ + − −�
���
��+ + −�
���
��
� �
� �
2
0
2
0
0 0
If p and q are fixed , then
δ ∂∂
δ ∂∂θ
δθ ∂∂
δL L L L= + +y
yu
u
Choose p and q solution of the adjoint equations:
∂∂ δ
∂∂θ δθ δθ
Ly
y , dy
L,
= ∀
= ∀
�
��
��
0
0
∂∂
δ δ δ δLy
y p d ydt
y q y dtt f= + −�
���
��� ( )
0
[ ]∂∂θ
δθ θ θ δθ δθθ δθ
δθL = − − + +� � �20 0 0
( ) (( )
)d
t t tdt p dt q
d adt
dtf f f
then
− + − = <dpdt
p q t t f0,
− + − + − = <adqdt
q p t td f( ) ( ) ,θ θ θ2 0
p t q tf f( ) ( )= =0 0 et
3icipe - Port Ludlow - WA - June 13-18, 1999
Adjoint Method for solving IHTP - Examples
III - RESOLUTION OF THE CONTROL PROBLEM 3/5
For p and q are solution of the adjoint equations �
δ∂∂ δLL
=u
u
[ ]δ µ δL = − +� p u udtt f 2
0
Gradient equations:
For y and θ are solution of the modeling equations �
L( ( ) ( ), , , ) ( )y u u p q u J u,θ µ=
then
δ δL J=and
[ ]∇ = − + <J t u p t u t t t fµ µ( ; ) ( ) ( ) ,2
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
5
III - RESOLUTION OF THE CONTROL PROBLEM 4/5
2 - NUMERICAL IMPLEMENTATION OF THE CGA
To obtain u tn+1 ( ) , knowing u tn ( ) ,the numerical solutions of three problems are computed
• y and θθθθ solution of the modeling equations• p and q solution of the adjoint equations• δ δθy and solution of the sensitivity equations
At each iteration n, the time interval [ ]0,t f is scanned three times :
a) from t = 0 to t t f= , the forward resolution of the modeling equationsgives the values of
• the temperature y t u t un n( ; ) ( ; ) and θ .• the residual e t t u tn n
d( ) ( ; ) ( )= −θ θ• the functional J u n( )
b) from t t f= to t = 0 , the backward resolution of the adjoint equations givesthe values of
• the adjoint variables p t u q t un n( ; ) ( ; ) and ,• the gradient ∇J t u n( ; )• the direction of search d tn ( )
c) from t = 0 to t t f= , the forward numerical resolution of the sensitivityequations with δu dn n= , gives the values of
• the varied solution δθ n ,
• the scalar γ n
• the new approximation of the heat flux u tn+1 ( )
u t u t d t u k Nn k n kn n
k n t+ = + =1 1( ) ( ) ( ; ), , . . ,γ
3icipe - Port Ludlow - WA - June 13-18, 1999
Adjoint Method for solving IHTP - Examples
III - RESOLUTION OF THE CONTROL PROBLEM 5/5
3.- NUMERICAL RESULTS
Figures Captions
4a - 4b Computed heat flux u tn( ) with a fixed stepgradient algorithm( n = 50)
5a - 5b J un( ) computed with a Fixed step and aConjugate gradient algorithms
6a - 6b Computed heat flux u tn( ) with the conjugategradient algorithm ; n = 25 ; µ = 0 005.
7a- 7c Computed heat flux u tn( ) with the conjugategradient algorithm ; n = 25 ; µ = 0 001.
u u( ) ( ); .0 00 0 6= =
8a-8b J un( ) computed with the conjugate gradientalgorithm ; n = 25 ; µ = 0 001. ; u u( ) ( ); .0 00 0 6= =
9a-9b Computed heat flux u tn( ) with the conjugategradient algorithm ; n = 50; µ = 0 0. ; u( ) .0 0 6=
c Conjugate Gradient Algorithmc Inverse heat transfer problem - melting casec determination of the input heat flux (u) forc a prescribed temperature (xd)c 3icipe - June 13-18,1999, Port Ludlow, WAc Y Jarny - ISITEM - 44306 Nantesc
program deucapaparameter nn=101dimension x(nn),y(nn),u(nn),e(nn),xd(nn)dimension gun(nn),dd(nn),dd1(nn)
c initialisation
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
7
dt=0.02do n=1,nn
tn=(n-1)*dtu(n)=0.0xd(n)=1.0if (tn.lt.1.4) xd(n)=tn/1.4dd1(n)=0.
enddo
c optimisationitmax=25beta=0.sogn=0.do iter=0,itmax
c probleme directsom=0.x(1)=0.y(1)=0.xw=0.yw=0.do n=2,nn
tn=(n-1)*dtcall direct(yw,xw,u(n),dt)
c write(20,*) tn,u(n),yw,xw,xd(n)y(n)=ywx(n)=xwe(n)=x(n)-xd(n)som=som+e(n)*e(n)
enddowrite(25,*) iter,som
c probleme adjointpw=0.qw=0.sog1=sognsogn=0.do n=nn,2,-1
ew=-2*e(n)xw=x(n-1)call adjoint(pw,qw,ew,xw,dt)gun(n)=-pw+0.001*u(n)sogn=sogn+gun(n)*gun(n)
enddowrite(*,*)iter,'som=',som,'beta=',beta
c probleme de sensibilitebeta=0.if (iter.gt.0) beta =sogn/sog1dy=0.dx=0.sodx=0.som=0.do n=2,nn
dd(n)=-gun(n)+beta*dd1(n)du=dd(n)xw=x(n)call sensib(dy,dx,du,xw,dt)sodx=sodx+e(n)*dxsom=som+dx*dx
enddogama=-sodx/som
c nouvel itere
3icipe - Port Ludlow - WA - June 13-18, 1999
Adjoint Method for solving IHTP - Examples
do n=2,nnu(n)=u(n)+gama*dd(n)dd1(n)=dd(n)write(30,*) n,u(n),x(n),xd(n)
enddo
enddoend
subroutine direct(y,x,u,dt)ax=a(x)d1=y+u*dtd2=xdet=1+dt+dt/axy=(d1*(1+dt/ax)+d2*dt)/detx=((1+dt)*d2+d1*dt/ax)/detreturnend
subroutine adjoint(p,q,e,x,dt)ax=a(x)d1=pd2=q+2*e*dt/axdet=1+dt+dt/axp=(d1*(1+dt/ax)+d2*dt)/detq=((1+dt)*d2+d1*dt/ax)/detreturnend
subroutine sensib(dy,dx,du,x,dt)ax=a(x)d1=dy+du*dtd2=dxdet=1+dt+dt/axdy=(d1*(1+dt/ax)+d2*dt)/detdx=((1+dt)*d2+d1*dt/ax)/detreturnend
function a(x)if (x.le.0) a=0.1if (x.le.0.25.and.x.ge.0.) a=0.1+0.05*x/0.25if (x.le.0.30.and.x.ge.0.25) a=0.15+0.85*(x-0.25)/0.05if (x.le.0.35.and.x.ge.0.30) a=1.0-0.75*(x-0.30)/0.05if (x.le.1.0.and.x.ge.0.35) a=0.25-0.05*(x-0.35)/0.65if (x.ge.1.0) a=0.2end
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
9
IV - RESOLUTION OF THE INVERSEPARAMETER PROBLEM
1/3
Modeling Equations
�( ) ( ) ( ) ( ),( ) �( ) ( ) ( ) ,
( ) ( )
y t y t t u t ta t t y t t
y
+ − = >+ − = >
���
= =
θθ θ θ
θ
00 0
0 0 0
Approximation of the parameter function
a x a xj jj Np
( ) ( ),..,
==� ω1
Sensitivity equations
δ δ ωa x a xj jj Np
( ) ( ),..,
==�1
a a aε εδ= +� yε εθ,
�
( ) �y y u
a yε ε ε
ε ε ε ε
θθ θ θ
ε
+ − =+ − =
��� 0
yε εθ( ) = et 0 0 0 0( ) =then
( � � ) ( ) ( )( ) � ( ) � ( ) ( )
y y y ya a y y
ε ε ε
ε ε ε ε ε
θ θθ θ θ θ θ θ
− + − − − =− + − − − =
���
00
when ε → 0, :θ θ εδθ θ θ ε θε ε θ≈ + ≈ + et a a a( ) ( ) '
then
3icipe - Port Ludlow - WA - June 13-18, 1999
Adjoint Method for solving IHTP - Examples
IV- RESOLUTION OF THE INVERSE PARAMETERPROBLEM
2/3
[ ]
d ydt
y t
d adt
y addt
t
δδ δθ
θ δθδθ δ δ θ
θ
+ − = >
+ − = − >
�
��
��
0 0
0
,
( )( ) ,
δ δθy( ) = et 0 0 0 0( ) =
LAGRANGIAN
[ ]L( , , , ) ( ) ~( )
( )
y p q a y t y t dt
pdydt
y u dt q addt
y dt
t
t t
f
f f
,θ
θ θθ
θ
= −
+ + − −�
���
��+ + −�
���
��
�
� �
2
0
0 0
p and q are fixed , then
δ∂∂ δ
∂∂θ δθ
∂∂ δL
L L L= + +
yy
aa
Choose p and q solution of the adjoint equations:
∂∂ δ δ
∂∂θ δθ δθ
Ly
y , y
L,
= ∀
= ∀
�
��
��
0
0
[ ]∂∂ δ δ
δδ δ
Ly
y y y ydt pd ydt
y q y dtt tf f
= − + + −�
���
��� �2
0 0~ ( )
[ ]∂∂θ
δθ δθθ δθ
δθL
= − + +�
���
�
���
� �p dt qd a
dtdt
t tf f
0 0
( )
then
3icipe - Port Ludlow - WA - June 13-18, 1999
__________________________________________________________________________________________Adjoint Method for solving IHTP - Examples
11
III - RESOLUTION OF THE INVERSE PARAMETERPROBLEM
3/3
− + − + − = <dpdt
p q y y t t f2 0( ~ ) ,
− + − = <adqdt
q p t t f( ) ,θ 0
p t q tf f( ) ( )= =0 0 et
Gradient equations:
p and q are solution of the adjoint equations �
δ∂∂ δLL
=a
a
δθ
δL = � qddt
adtt f
0
y and θ are solution of the modeling equations �
L( ( ) ( ), , , ) ( )y a a p q a J a,θ =
then
δ δL J=
∇ = ��=
J a a qddt
dtj j
t
j Np
f( ) ( ),..,
δθ
ω θ01
and the Np components ∇J j of the gradient are computed by
∇ = =�J qddt
dt j Npj j
t f θ ω θ( ) , ..,0
1
3icipe - Port Ludlow - WA - June 13-18, 1999
Adjoint Method for solving IHTP - Examples
CONCLUSIONS
• MATHEMATICAL FORMULATION OF NON LINEAR IHTP
→ Optimization problem of a least square functional
� Determination of a heat source u(t) for a prescribedTemperature evolution θd t( ) = Control problem
� Determination of a temperature varying parameter a( )θ froma measured Temperature history ~( )y t = Inverse parameterproblem
• ADJOINT METHOD
→ Iterative numerical resolution of three problems, similar to themodeling equations of the direct HTP
• Sensitivity and Adjoint equations are linear, even if themodeling equations are non linear
• Lagrangian formulation →Adjoint equations
� CONJUGATE GRADIENT ALGORITHM
→ The global structure of the IHTP solver is independent of
� the unknown function to be determined
� the structure of the modeling equations of the HTP( = set of algebraic equations, ordinary differential equations,
partial differential equations, 1-D, 2-D...)