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Research Article

Use of asymptotic analysis for solving the inverse problem of source parameters determination of nitrogen oxide emission in the atmosphere

ORCID Icon, ORCID Icon & ORCID Icon
Pages 365-377 | Received 02 Jan 2020, Accepted 12 Jun 2020, Published online: 27 Jun 2020

Abstract

The possibilities of using asymptotic analysis for solving the inverse problem of restoring the parameters of the source of nitrogen oxide industrial emissions into the atmosphere are demonstrated. The asymptotic analysis allows to reduce the subproblem for a three-dimensional singularly perturbed equation of the reaction–diffusion–advection type to a much simpler problem for numerical solution. This allows to significantly increase the efficiency of the numerical solution of the original inverse problem. Numerical experiments demonstrate the effectiveness of the proposed approach.

2010 Mathematics Subject Classifications:

1. Introduction

In the modern world, the issue of controlling emissions of anthropogenic impurities such as NO, NO2, CO, and SO2 is acute. The main reason for exceeding the permissible level of such compounds in the atmosphere is human activity. These substances are among the most harmful emissions. This is the reason why many states began to set restrictions to limit the amount of such emissions (see, for example, [Citation1–4]), as well as to control the volume of actual emissions, both on its territory and in the territory of neighbouring states [Citation5]. In order to monitor the volume of emissions in different countries, different calculation methods are used (see, for example, [Citation6]). However, in the implementation of most of the currently used models, significant discrepancies are noted between the simulation results and experimental observations. Two main reasons for such differences are distinguished: (1) a significant error in setting the parameters of the sources of emissions of gas and aerosol impurities [Citation7,Citation8], and (2) significant inaccuracies in the models of turbulent diffusion in the atmospheric boundary layer [Citation9]. Thus, one of the main current tasks in solving the problems described is the determination of adequate models for describing emissions and their distribution in the atmosphere.

Among all the harmful emissions, nitrogen oxides (NO and NO2) are one of the primary pollutants. They participate in many chemical reactions in the troposphere, and long-term exposure to NO2, even at reasonably low concentrations (<60 ppm), can cause headaches, digestive problems, coughing, and lung disease [Citation10]. The presence of this impurity in the atmosphere is associated with up to 4 Nitrogen dioxide NO2 appears mainly as a result of the rapid oxidation of nitrogen oxide NO entering the troposphere, the source of which is high-temperature combustion in industry. Nitrogen dioxide NO2 is toxic, and in sunlight is converted to oxide with the release of ozone. Ozone, along with carbon monoxide CO, nitric oxide NO, as well as various radicals and toxic components is part of the so-called dry smog, which causes withering and death of plants, dramatically irritates the mucous membranes of the respiratory tract and eyes. Dry smog enhances metal corrosion, the destruction of building structures, rubber, and other materials. Simultaneous emissions of nitrogen and sulphur oxides cause acid rain. Annually in industrialized countries, up to 50 million tons are thrown into the atmosphere nitric oxide.

To study and monitor the composition of the atmosphere measurements using satellites is widely used (see, for example, [Citation11]). The first cosmic tropospheric observations of emissions of nitrogen dioxide NO2 began in the mid-90s and were carried out using the GOME [Citation12] instrument. Then the observations were continued using OMI/Aura [Citation13] and GOME-2/MetOp-A/B [Citation14]. Since 2018, the TROPOMI/Sentinel-5P satellite began to provide data on the height-integral accumulation of tropospheric nitrogen dioxide NO2 with a resolution of 3.5 km × 7 km [Citation15–17]. Then, algorithms were developed for measuring the integrated accumulation of tropospheric nitrogen dioxide NO2 with a spatial resolution of about 2.4 km × 2.4 km [Citation18], which significantly exceeds the resolution of other satellite instruments currently available.

In order to predict the spread of pollution from local stationary sources (industrial enterprises), a highly detailed model of chemical transfer is developed based on the solution of the three-dimensional nonlinear heat and mass transfer equation [Citation19]. To simulate the dynamics of the formation and propagation of the NO2 plume, which is necessary for estimating pollution flows across the borders of neighbouring states, one needs to know the emission power NO. This parameter cannot be determined directly from the spectral analysis data. Therefore, the authors of the paper propose a method for restoring the parameters of the source of nitrogen oxide industrial emissions into the atmosphere. The inverse problem that arises associates the parameters of a stationary source of industrial nitrogen oxide emissions NO with satellite data containing information on the height-integral accumulation of nitrogen dioxide NO2 in the near zone of the emission source.

The model used to solve the inverse problem includes a stationary three-dimensional singularly perturbed equation of the reaction-diffusion-advection type. This leads to the need to use extremely dense grids for the numerical solution, which results in very long computing time. To solve this problem, we can use asymptotic analysis. In paper [Citation20], an approach based on the use of asymptotic analysis method was proposed for the first time. This method was based on extracting a priori information on the position of an interior layer (moving front), which made it possible to construct effective numerical methods for solving one-dimensional coefficient inverse problems for singularly perturbed reaction-diffusion-advection equations. In works [Citation21,Citation22], a different approach was proposed. It was based on the use of asymptotic analysis methods to significantly simplify the formulation of the original one-dimensional [Citation21] or two-dimensional [Citation22] inverse problem and its reduction to a much simpler inverse problem for ordinary differential equations (or even for algebraic equations). This paper proposes a new approach. It based on the use of asymptotic analysis methods to construct an asymptotic approximation of the solution of the occurring problem for a stationary singularly perturbed equation of the reaction-diffusion-advection type in the near zone of the ejection source. Moreover, the choice of the near-source zone was justified, in which the asymptotic approximation of the solution, taking into account possible errors, is equivalent to solving the problem in its full formulation. A specific choice of the computational domain is due to the most straightforward kind of asymptotic solution of the stationary problem. It can be used in the case of enterprises with high pipes. These are, for example, pipes from the Ekibastuz power plant in Kazakhstan (419 m), pipes from the smelter in Greater Sudbury in Canada (380 m), pipes from the Kennecott Smokestack smelter in the USA (370 m).

The work is structured as follows. In Section 2, we consider the formulation of the inverse problem. In Section 3, we present the main results of asymptotic analysis, which allows a substantial way to simplify the numerical process of solving the inverse problem. In Section 4, we provide the results of processing real data and analyse the stability of the reduced formulation of the inverse problem.

2. Problem statement

Let us consider an algorithm that allows to associate the parameters of the source of nitrogen oxide emissions NO with the height-integral accumulation of nitrogen dioxide NO2 in the area of experimental observation.

  1. We find the distribution of the concentration of nitrogen dioxide NO2 defined by the function u(x,y,z)D¯, where D={(x,y,z):0<x<lx,0<y<ly,0<z<lz}, as a solution of a three-dimensional stationary problem of the reaction-diffusion-advection type [Citation23]: (1) ε2Δuε(V(x,y,z)gradu)+FNO2(x,y,z)<γ>u=0,(x,y,z)D,un=0,(x,y,z)D.(1) Here n is the unit external normal to the surface D; V=(Vx,Vy,Vz) is the vector defining the direction and wind speed; <γ> – average effective decay rate of nitrogen dioxide NO2; FNO2(x,y,z) – function of the power of nitrogen dioxide emission NO2, which is generated as a result of oxidation of the nitrogen oxide emitted by the source of nitrogen oxide NO, and defined by the formula (2) FNO2(x,y,z)=αNO2γ~uO3(x,y,z)I(2π)3/2σ12σ2e((xx0)2+(yy0)22σ12+(zz0)22σ22),(2) where αNO2 is the transformation coefficient of nitrogen oxide NO into nitrogen dioxide NO2, γ~ is the reaction rate of conversion of nitrogen oxide NO to nitrogen dioxide NO2, uO3(x,y,z) — distribution of ozone concentration O3, x0, y0 z0 — coordinates of the position of the source of nitrogen oxide NO, I — the amplitude of the emission power of nitric oxide NO, σ1 — the characteristic dimension of the source along the coordinates x and y, σ2 — the characteristic size of the source in the coordinate z.

    Remark 1 The physical meaning of all functions and parameters in Equation (Equation1) is as follows: the term εΔu describes the diffusion process; the term (Vgradu) describes the transfer process; the term ε1FNO2(x,y,z) characterizes the power of the anthropogenic emission source; the term ε1<γ>u describes the outflow of nitrogen dioxide NO2 (the cause of the runoff is a series of chemical reactions that lead to the decay of NO2 in the atmosphere); the small parameter ϵ determines the relationship between the terms of Equation (Equation1) — the value of the small parameter ϵ is equal to ε=(PrDRe)1=<k>(LV)1, where <k> — is the average coefficient of turbulent diffusion at an altitude of the order of 100 m, PrD — turbulent diffusion Prandtl number (inside the boundary atmospheric layer PrD1.1), Re — Reynolds number.

    Remark 2 Equation (Equation1) is a dimensionless equation. A detailed description of the dimensionless algorithm and the selection of characteristic sizes is given in [Citation19, Section 4].

    Remark 3 The existence of a classical solution to the problem (Equation1) with asymptotic (Equation6) and its asymptotic Lyapunov stability was proved in [Citation23]. The uniqueness of the classical solution in problems of type (Equation1) was studied, for example, in [Citation24].

  2. We calculate the height-integral accumulation (along the Oz axis) of nitrogen dioxide NO2, determined by the function s(x,y) in the region D¯xy, where Dxy={(x,y):0<x<lx,0<y<ly}: s(x,y)=0lzu(x,y,z)dz.

This algorithm can be rewritten in the operator form. Steep 1 of the algorithm can be associated with the operator A:R+4C1(D¯)C2(D). This operator associates the set of parameters X(Iσ1σ2<γ>)T of a stationary source of nitrogen oxide emissions NO with the three-dimensional distribution of concentration u(x,y,z) of nitrogen dioxide NO2: (3) A[X]=u.(3) To Steep 2 of the algorithm we associate the operator B:C1(D¯)C2(D)C1(D¯xy)C2(Dxy). This operator associates the concentration u(x,y,z) of nitrogen dioxide NO2 with the height-integral accumulation s(x,y): B[u]=s. As a result, the problem of determining the integral accumulation of nitrogen dioxide NO2 from the given parameters of the source of nitrogen oxide emissions NO can be written in the following operator form: G[X]B[A[X]]=s.

The inverse problem is to determine a restricted set of nonnegative parameters I, σ1, σ2, <γ> of the nitric oxide outburst source NO from the known information about the distribution of the height-integral accumulation sδ(x,y) of nitrogen dioxide NO2, observed experimentally with the error δ (ssδL2δ, where s — exact data).

As a result, the inverse problem takes the form (4) G[Xδ]=sδ,XδΠ,(4) where ΠR+4 is the set of a priori constraints: Π=[0,Imax×[0,δ1max]×[0,δ2max]×[0,<γ>max]. Here Imax, δ1max, δ2max and <γ>max are known upper limits of the unknown parameters I, σ1, σ2 and <γ>, respectively.

The solution to the inverse problem (Equation4) can be found as an element XδΠ that realizes a minimum of the functional (5) F[X]=G[X]sδL22.(5) In the practical search for the minimum of the functional (Equation5), the main computationally intensive operation is the calculation of the image of the operator A (Equation3). However, this operation can be significantly simplified by using the methods of asymptotic analysis of the problem (Equation1).

3. Using asymptotic analysis methods

By analogy with the results of [Citation23], we can write the asymptotic approximation of the solution to the problem (Equation1): (6) uε(x,y,z)=1<γ>FNO2(x,y,z)ε<γ>(V(x,y,z)gradFNO2(x,y,z))(ε<γ>λ(θ,φ)[FNO2(r,θ,φ)r]|r=0exp(λ(θ,φ)rε))|r=r(x,y,z)θ=θ(x,y,z)φ=φ(x,y,z)+O(ε).(6)

Note: Recall that the function FNO2(x,y,z) depends on the parameters I, σ1, σ2 sought in the inverse problem.

Here the variables r=r(x,y,z)Rx2+y2+z2,θ=θ(x,y,z)arctgx2+y2z,φ=φ(x,y,z)arctgyx, are local coordinates that are introduced in a small neighbourhood of the boundary of D (for more details see [Citation23]): r — distance from the boundary of D to a point inside the region of D along the normal, R — the characteristic size of the region D, θ[0,π], φ[0,2π].

The function λ(θ,φ) is defined as λ(θ,φ)=12(i=13diVi4+(i=13diVi)2), where d1dx=sinθcosφ,d2dy=sinθsinφ,d3dz=cosθ,V1Vx,V2Vy,V3Vz,V=(Vx,Vy,Vz). The described asymptotic approximation (Equation6) of the solution u(x,y,z) is only asymptotically exact. In the work [Citation19], it is showed that such an approximation would be quite good if the following conditions are met.

  1. Condition for the value of the small parameter: (7) ε(PrDRe)1,(7) where PrD is the Prandtl number (PrD=ν/k), ν is the turbulent viscosity coefficient, k is the average value of the turbulent diffusion coefficient, PrD1.1), Re is the Reynolds number.

  2. Conditions for the spatial dimensions of the region D: (8) lx,ly,lzLPrDRe<k><γ>.(8) Here L is the characteristic spatial scale, <k> is the average value of the coefficient of turbulent diffusion in the atmosphere.

  3. Condition for characteristic wind speed: (9) VPrDRe<k>L.(9)

  4. The process of distribution of nitrogen dioxide NO2 is generally unsteady. It was shown in [Citation19] that under the condition on constant emissions over time tTobs, the distribution of NO2 in the near zone of the source with characteristic sizes (Equation8) can be considered steady. Emission constancy implies continuous and constant power of I source operation. In this case, the condition for the observation time will take the form [Citation19]: (10) TobsL2PrDRe<k>.(10)

Thus, the use of the asymptotic approximation (Equation6) to solve the problem (Equation1) is equivalent to the fact that instead of the precisely defined operator A we have the operator Aε given with the error Cε: AAεΠC1(D¯)C2(D)Cε, where C is some constant. Thus, the inverse problem of determining a non-negative set of parameters for the source of nitrogen oxide emissions NO from the known information on the distribution of the height-integral accumulation sδ(x,y) of nitrogen dioxide NO2, observed experimentally with the error δ (ssδL2δ, where s are exact data), can be rewritten in the following operator form: Gε[Xδ,ε]B[Aε[Xδ,ε]]=sδ,Xδ,εΠR+4. Or, taking into account all of the above, in the form: (11) Gε[Xδ,ε]B[uε[Xδ,ε]]=sδ,Xδ,εΠR+4.(11) It can be proved (see the corresponding examples in [Citation25–27]), that XXδ,ε0 when δ0, ε0.

Thus, we replaced the quite difficult procedure of calculating the image of the operator (Equation3), which consists in solving the stationary three-dimensional singularly perturbed partial differential equation of the reaction-diffusion-advection type, by computing the image of uε[X], which reduces to quite simple algebraic operations (Equation6).

Remark. The computational complexity in the case of using the asymptotic approximation uε[X] of the solution to problem (Equation3) is O(N1) operations, where N=Nx×Ny×Nz (Nx, Ny, Nz — the number of grid nodes along the axes Ox, Oy, Oz). Computational complexity in the case of solving the complete problem (Equation3) is at least O(N2) operations.

4. Numerical experiments

4.1. Real data application

As an example of processing real data, the problem of restoring the source parameters of industrial emissions of nitrogen oxide into the atmosphere using the data obtained from the Resource-P series satellite (Russian civilian Earth remote sensing spacecraft [Citation28]) was considered. The GSA hyperspectral imaging instrument of Resource-P records the spectral density of the energy brightness of the radiance reflected from the Earth using a CCD matrix (see details in [Citation18]). For NO2 retrieval, the instrument records a survey route of 30 km width with the resolution of 120 m.

Figure  shows the height-integral accumulation sδ of nitrogen dioxide NO2 obtained September 29, 2016 at 4:30 UTC (Local +8:00) for Hebei province, the North China Plain, which is one of the most polluted by nitrogen dioxide territories in the world. The left figure shows the region with a single source (geographic coordinates of the source: 114.52550E, 37.16680N) consisting of 147×233 measurement points with an error δ of 25%, which corresponds to the region 17km×28km. This area contains a complete plume of contaminants generated from the point source, and an area considered to be the near zone is highlighted. In determining the near zone, the following considerations were used.

Figure 1. The distribution of the height-integrated accumulation of nitrogen dioxide NO2 from a point source measured by the Resource-P satellite (left figure). Distribution of the integral accumulation of nitrogen dioxide NO2 in the near zone (right picture).

Figure 1. The distribution of the height-integrated accumulation of nitrogen dioxide NO2 from a point source measured by the Resource-P satellite (left figure). Distribution of the integral accumulation of nitrogen dioxide NO2 in the near zone (right picture).

From the formulated conditions (Equation7)–(Equation10) it follows that the solution to the problem (Equation1) can be replaced by its asymptotic approximation (Equation6) for spatial scales (Equation8) of the order of 1 km, wind speed (Equation9) V of the order of 1m/s and the time (Equation10) of the continuous and constant operation of the source prior to the moment of receipt experimental data, not less than 30min. Due to the fact that the picture was taken in the middle of the working day, the condition (Equation10) can be considered fulfilled. The condition (Equation8) is fulfilled for the near zone with dimensions, for example, 720  m ×720  m(6×6 experimental points). The wind speed required for applying the model (Equation1) was obtained using the HYSPLIT transport model [Citation29] and became V(Vx,Vy,Vz)=(4.72,7.12,1.02)ms1, which corresponds to the condition (Equation9).

To carry out the calculations, a Cartesian coordinate system was used, with a reference point in the lower left corner of the near zone of the source (see the right picture in the Figure ), whose geographical coordinates are 114.5190 E, 37.1640 N, and coordinate axes coinciding with the parallel and the meridian passing through the origin. In this case, the dimensions of the region D take the values lx=720  m, ly=720  m, lz=720  m, and the coordinates of the source: x0=290 m, y0=330 m and z0=70 m. The parameters ϵ, αNO2, γ~ and uO3(x,y,z) for calculating the function (Equation2) were defined as ε=0.02, αNO2=0.8, γ~=0.001mg1s1m3 and uO3(x,y,z)=0.02mgm3, calculated according to the SILAM model [Citation30].

As the constraints, we use Imax=1028 mol(this restriction can be explained by the fact that this corresponds to a thousand-fold excess of the maximum norm), δ1max,δ2max=100 m(maximum source dimensions) and <γ>max=102s1 (for the upper limit, we take the laboratory value).

As a result of minimizing the functional (Equation11) obtained for this data set, the following values of the required parameters were restored: I=631091015 molecules, σ1=1.1 m, σ2=2.3  m, <γ>=0.001s1. Based on these data, the emission power of NO2 was calculated using the formula (Equation2), which gave a maximum concentration of pollutant in the chimney of about 190mgm3, which fully complies with the established standards for permissible emission limits [Citation31].

Remark 1. To find a solution the global optimization package (scipy.optimize) of the Python software was used. The number of algorithm iterations is about 103.

Remark 2. Numerical solution of one full direct problem (Equation3) with the conventional methods on acceptable uniform grids (Nx×Ny×Nz100×100×100, Nx, Ny, Nz — the number of grid nodes along the axes Ox, Oy, Oz) take about 103 seconds. Using asymptotic methods shorten the time needed to solve the direct problem by about 230 times. The calculations were performed under the 64-bit OS Bodhi Linux 5 (v.18.04.1), the processor — Intel Celeron N3060.

Remark 3. Note that the maximum measured (calculated in mgm3 ) pollutant in flue gases is the highest measured or calculated concentration of the pollutant under the worst operating conditions of the boiler, under normal conditions (temperature 0oC, pressure 101.3 kPa). The maximum emissions of nitrogen oxides are determined by the maximum measured concentrations of these substances. In accordance with [Citation3,Citation3], the limits are set to the maximum emissions. The Directive [Citation3] sets limits on the maximum concentration of a pollutant under normal conditions and air excess factors α=1.4 for solid fuel combustion and α=1.167 — for gaseous and liquid fuels. These standards are currently in force.

Figure  shows the distribution of the integral accumulation of nitrogen dioxide NO2 in the near zone, modelled using the reconstructed parameters, in comparison with the experimentally observed distribution.

Figure 2. The distribution of the height-integral accumulation of nitrogen dioxide NO2 in the near zone obtained using the reconstructed parameters.

Figure 2. The distribution of the height-integral accumulation of nitrogen dioxide NO2 in the near zone obtained using the reconstructed parameters.

4.2. Stability investigation

A numerical study of the stability of the reduced formulation of the inverse problem (Equation11) was also carried out. The main objective of this study is to show that when solving the inverse problem, we can use the asymptotic approximation (Equation6) of the problem (Equation1) for a fixed value of the small parameter ϵ and that the stated conditions (Equation7)–(Equation10) are true.

For this, calculations were performed for the simulated data sδ for various error levels δ of input data sδ and for various values of the small parameter ϵ, which is part of the complete statement of the problem (Equation1).

Remark. In order to solve problem (Equation1) we used the Crank–Nicolson method on a fairly dense uniform grids. Subsequent numerical integration of the obtained function u with the aim of simulating sδ was carried out using the quadrature trapezoid rule.

Figure  shows a graph of the dependence of the norm of the difference of the model solution Xmodel and the solution Xδ,εinv reconstructed using the proposed algorithm from the error δ of the input data for various values of the small parameter ϵ. As can be seen, as the order of smallness of the small parameter ϵ increases, the accuracy of the restoration of the desired set of parameters X increases. Moreover, for typical experimental errors 5% of measuring the input data sδ and the model-specific small parameter value 102 the error introduced by the noise δ prevails over the error arising due to the use of the asymptotic solution instead of the exact one.

Figure 3. Dependence of XmodelXδ,εinv on the noise level δ for different values of the small parameter ϵ.

Figure 3. Dependence of ‖Xmodel−Xδ,εinv‖ on the noise level δ for different values of the small parameter ϵ.

Remark. The restored parameters ar of very different scales. Thus, the norm with weights was used: X=(w1I)2+(w2σ1)2+(w2σ2)2+(w3<γ>)2, where w1=1023, w2=102, w3=105. Weights were selected based on a priori information on the characteristic physical scales of the restored parameters (I1025 mol – characteristic value from regulations, σ1,2102cm – characteristic pipe dimensions, <γ>≤102s1 – laboratory value).

5. Conclusion

The work demonstrated the possibilities of asymptotic analysis methods for solving the inverse problem of restoring the parameters of the source of industrial emissions of nitrogen oxide NO into the atmosphere. The proposed approach is based on a rigorous asymptotic analysis, which allowed to significantly simplify the procedure for solving the subproblem for three-dimensional singularly perturbed equation of the reaction-diffusion-advection type. A feature of the considered approach is that it allowed us to efficiently solve a real applied problem for a fixed value of a small parameter ϵ. This fact significantly distinguishes this work from most works on asymptotic methods, in which asymptotic methods give only asymptotically exact results for the value of the small parameter ε0, which is often not applicable for solving real problems. As prospects for the development of the proposed method, it should be noted 1) the implementation of methods for performing a posteriori estimation of the accuracy of the obtained solution [Citation32–38]; 2) modification of the method in order to develop one of the variations of the direct method [Citation39] (the result of which does not depend on the initial approximation, the choice of which is often extremely important in solving nonlinear problems, and uses only the data of the inverse problem) like a globally convergent methods proposed by M. V. Klibanov [Citation40–43].

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

The work was supported by RFBR (projects no. 18-01-00865 and 18-29-10080). The statement of the problem and the asymptotic analysis of the direct problem were supported by project 18-29-10080. The development and implementation of numerical algorithms for solving the inverse problem were supported by project 18-01-00865.

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