Skip to main content
Log in

Inverse parabolic problems and discrete orthogonality

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

This paper considers a discrete sampling scheme for the approximate recovery of initial data for one dimensional parabolic initial boundary value problems on a bounded interval. To obtain a given approximate, data is sampled at a single time and at a finite number of spatial points. The significance of this inversion scheme is the ability to accurately predict the error in approximation subject to choice of sample time and spatial sensor locations. The method is based on a discrete analogy of the continuous orthogonality for Sturm-Liouville systems. This property, which is of independent mathematical interest, is the notion of discrete orthogonal systems, which loosely speaking provides an exact (or approximate) Gauss-type quadrature for the continuous biorthogonality conditions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Birkhoff, G.D.: Collected works, American Mathematical Society (1950)

  2. Curtain, R.F., Pritchard, A.J.: Infinite dimensional linear systems theory. LNCS 8. Berlin Heidelberg New York: Springer 1978

    Google Scholar 

  3. Courant, R., Hilbert, D.: Methods of mathematical physics, Vol. 1. New York: Wiley 1965

    Google Scholar 

  4. Dunford, N., Schwartz, J.: Linear operators II. New York: Wiley 1963

    Google Scholar 

  5. Eggert, N., Lund, J.R.: The trapezoidal rule for analytic functions of rapid decrease. J. Comp. Appl. Math.3, 389–406 (1989)

    Google Scholar 

  6. Gilliam, D.S., Lund, J.R., Martin, C.F.: A discrete sampling inversion scheme for the heat equation. Numer. Math.54, 493–506 (1989)

    Google Scholar 

  7. Gilliam, D.S., Zhu Li, Martin, C.: Discrete observability of the heat equation on bounded domains. Int. J. Control48, 755–780 (1988)

    Google Scholar 

  8. Gilliam, D.S., Mair, B.A., Martin, C.: Discrete observability of distributed parameter systems. In: Proceedings of 9th International Symposium on the Mathematical Theory of Networks and Systems (1989)

  9. Gilliam, D.S., Martin, C.: Discrete observability and Dirichlet series. Systems & Control Letters9, 345–348 (1987)

    Google Scholar 

  10. Gradshteyn, I.S., Ryzhik, M.: Tables of integrals, series, and products. New York: Academic Press 1980

    Google Scholar 

  11. Hildebrand, F.B.: Introduction to numerical analysis. New York: Dover 1974

    Google Scholar 

  12. Jacobson, N.: Basic algebra I. New York: Freeman 1985

    Google Scholar 

  13. Kobayashi, T.: Initial state determination for distributed parameter systems. SIAM J. Control Optim.14, 934–944 (1976)

    Google Scholar 

  14. Lavrent'ev, M.M., Romanov, V.G., Shishatskii, S.P.: III-posed problems of mathematical physics and analysis. Translations of Mathematical Monographs., Vol. 64. American Math. Soc. (1986)

  15. Lund, J.R.: Accuracy and conditioning in the inversion of the heat equation. Computation and Control, pp. 179–196. Basel: Birkhäuser 1989

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Supported in part by NSF Grant #DMS8905-344. Texas Advanced Research Program Grant #0219-44-5195 and AFOSR Grant #88-0309

Visiting at Texas Tech University, Fall 1989

Supported in part by NSF Grant #DMS8905-344, NSA grant #MDA904-85-H009 and NASA Grant #NAQ2-89

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gilliam, D.S., Lund, J.R. & Martin, C.F. Inverse parabolic problems and discrete orthogonality. Numer. Math. 59, 361–383 (1991). https://doi.org/10.1007/BF01385786

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01385786

Mathematics Subject Classification

Navigation