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Abstract
We address the non-linear inverse source problem of identifying multiple unknown time-dependent sources spatially supported in some subdomains of a two-dimensional bounded domain subject to an evolution advection–dispersion–reaction equation. Provided to be available within the monitored domain interfaces for recording the state and its flux crossing each suspected zone where a source could occur, we establish an identifiability theorem that yields uniqueness of the unknown elements defining all occurring sources. We develop a non-iterative detection–identification method that goes throughout the monitored domain to detect in each suspected zone whether there exists or not an occurring source. Once a source is detected, the developed method determines lower and upper bounds of the total amount discharged by the occurring source and localizes the geometric centre of its unknown spatial support. Then, given two desired reference geometries for example, squares/discs centred at the already localized geometric centre, the method determines the biggest domain defined by a first reference geometry included in the sought source spatial support as well as the smallest domain defined by a second reference geometry containing this unknown support. In addition, the developed method gives an approximation of the surface area of this latest and identifies its time-dependent intensity function. Some numerical experiments on a variant of the surface water Biological Oxygen Demand pollution model are presented.
1. Introduction
Inverse source problems aiming to identify unknown compactly supported sources occurring in partial differential equations (PDEs) have attracted a lot of attention over the last few decades. Indeed, this kind of inverse problems have been involved in several areas of science and engineering covering a wide spectrum of applications: Medical applications, for example, electroencephalography (EEG) [Citation1] and photo/optical tomography [Citation2]; Environmental applications, for example, identification of pollution sources in surface water [Citation3–Citation6] and inverse potential gravimetry problem in which one is interested in determining the density inside the earth from gravimetric measurements on its surface [Citation7]; Bioluminescence tomography that consists of determining an internal bioluminescent source distribution generated by luciferase inducted by reporter genes [Citation8]. Besides, results on other geometric inverse problems, for example, detection of an internal moving boundary or of a two-dimensional moving cavity can be found in [Citation9–Citation11]. From the mathematical point of view and as far as shape identification of an unknown spatial support defining a sought source occurring in a PDE is concerned, for elleptic equations both theoretical and computational methods are rather well established [Citation1,Citation8,Citation12,Citation14]. However, for parabolic equations although significant theoretical results are already established, see [Citation15–Citation17], the development of efficient numerical methods for shape identification problems is still in its beginning stages. In the literature, the most known numerical methods are based on iterative algorithms using shape calculus, for instance, see [Citation18–Citation20].
The originality of the present study consists of developing a non-iterative approach for rough/partial shape identification of unknown compact spatial supports defining sought sources occurring in two-dimensional parabolic equations. Indeed, rather than using an iterative process for solving a shape identification problem by reconstructing the boundary of a sought source spatial support, we develop a direct method that starts by localizing the geometric centre of the unknown source spatial support. Thereafter, given two desired reference geometries, for example squares and/or discs centred at the already localized geometric centre, the developed method determines the biggest domain defined by a first reference geometry included in the unknown source spatial support as well as the smallest domain defined by a second reference geometry containing this unknown support and gives an approximation of its surface area. In practice, the method developed in the present study could have double applicabilities: (1) Direct applicability: In several areas of science and engineering, for example, identification of pollution sources in surface water, the knowledge of such properties characterizing the unknown source spatial support i.e. localization of its geometric centre, an approximation of its surface area as well as the smallest and the biggest two domains of given geometries framing this unknown support, could be enough to start treating the occurring source. (2) Indirect applicability: For applications where rather an accurate knowledge of the boundary defining the unknown source spatial support is needed, in the literature the most common numerical tools that enable to meet this need are generally based on iterative algorithms where convergence and accuracy depend sensitively on the used starting domain as an initial iterate. Therefore, the properties characterizing the unknown source spatial support determined by the method developed in the present study could yield a suitable initialization of the iterative algorithms in order to speed up their convergence and improve their accuracy.
The paper is organized as follows: Section 2 is devoted to stating the problem, assumptions and proving some technical results for later use. In Section 3, we establish an identifiability theorem that yields uniqueness of the unknown elements defining all occurring sources. Section 4 is reserved to develop the announced non-iterative detection–identification method that goes throughout the monitored domain to detect the presence of each occurring active source. Once a source is detected, the developed method determines lower and upper bounds of the total amount discharged by the occurring source as well as the earlier mentioned properties defining its unknown spatial support and identifies its loaded time-dependent intensity function. Some numerical experiments on a variant of the surface water Biological Oxygen Demand (BOD) pollution model are presented in Section 5.
2. Problem statement and technical results
Let be a final monitoring time and
be a bounded and connected open subset of
with sufficiently smooth boundary
, where
represents the inflow boundary,
designates the outflow boundary whereas
regroups the two lateral lower and upper boundaries
. We denote u the state governed by
(1)
(1)
where F represents the set of all occurring sources/wells and L is the second-order linear parabolic partial differential operator defined as follows:(2)
(2)
where is the mean velocity vector, R is a real number that designates the first-order decay reaction coefficient and D is the following
symmetric positive definite matrix that represents the mean dispersion tensor:
(3)
(3)
Besides, for later use we introduce the vector and the two dispersion-current functions
and
defined in an open subset
of
such that
by
(4)
(4)
Since the matrix D introduced in (Equation3(3)
(3) ) is invertible and by setting
it follows from (Equation4
(4)
(4) ) that the two functions
and
are defined for all
by
(5)
(5)
Moreover, in view of (Equation4(4)
(4) ), it follows that the following three functions:
(6)
(6)
where is a real number, solve the adjoint equation
(7)
(7)
As far as appending boundary and initial conditions to (Equation1(1)
(1) )–(Equation2
(2)
(2) ), usually the convective transport dominates the diffusion process and thus, a homogeneous Dirichlet condition on
is reasonable. However, on the lateral
and outflow
boundaries a Neumann homogeneous condition is more appropriate, see [Citation4,Citation6]. Hence, we use
(8)
(8)
where is the unit outward vector normal to
. Due to the linearity of the operator L in (Equation2
(2)
(2) ) and from the superposition principle, it follows that using inhomogeneous initial and/or boundary conditions do not affect the results established in this paper.
In the present study, we are interested in the case of multiple time-dependent sources spatially supported in some subdomains of occurring in (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) i.e. F is defined by
(9)
(9)
where is the characteristic function and for
, the subdomain
is a homogeneous open subset of geometric centre (centroid)
given by
(10)
(10)
where is the surface area of
. Furthermore,
involved in (Equation9
(9)
(9) ) designate the time-dependent source intensities that are N functions in
satisfying:
(11)
(11)
Then, the direct problem (Equation1(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ) admits a unique solution u that belongs to the following functional space, see [Citation20,Citation21]:
(12)
(12)
Besides, for later use given let
be sufficiently smooth interfaces within
such that by setting
,
and
the subdomains of
delimited by
, the following conditions hold true:
(13)
(13)
where is the part of the lateral boundary
situated between
and
, and |.| denotes the cardinality of a set. The criteria
in (Equation13
(13)
(13) ) are well satisfied if the
interfaces
are taken distinct and, for example, ‘parallel’ to the inflow and outflow boundaries
and
such that all involved sources occur upstream
.
In the remainder, we assume the sources involved in (Equation9(9)
(9) ) could occur only one by one in the set of all suspected source zones
and the interfaces
to be available for measuring the state and its flux crossing each interzone. For example, in a monitored portion of a river, pollution is usually the consequence of discharging wastewater by one or several sources among industrials, farmers and city sewers occurring in some zones that can be separated by data recording interfaces. Thus, we assume the source spatial supports
defining F in (Equation9
(9)
(9) ) to be such that
(14)
(14)
In view of (Equation14(14)
(14) ) and since
are such that
it follows that the state u solution of the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ) is smooth enough on
as well as on the interfaces
. That allows to define the observation operator:
(15)
(15)
where ,
for
and
. This is the so-called forward problem.
The inverse problem with which we are concerned here is: Assuming (Equation11(11)
(11) )–(Equation14
(14)
(14) ) hold true and given the records
of
on
,
of u on
and
of
on
, determine the unknown elements: N,
and
that yield
(16)
(16)
Remark 2.1:
If along the lateral boundary the velocity vector V fulfills:
as mass cann’t penetrate a solid interface and
which is the no-slip condition [Citation22], where
is a unit vector tangent to
then,
on
and thus, the observation operator M[F] in (Equation15
(15)
(15) ) does not require any measurement related to the state u along
.
Lemma 2.2:
Let B be a bounded domain of geometrically centred at the origin
. The mapping
defined at all
for which
by
(17)
(17)
is injective, where and
are the two functions introduced in (Equation5
(5)
(5) ).
ProofLet be such that
. Since the function
in (Equation5
(5)
(5) ) is linear and using the change of variables to go from B to
, we get
(18)
(18)
As and
are defined from shifting the same domain B to be geometrically centred at
and
it follows that
and thus, from (Equation18
(18)
(18) ) we find
(19)
(19)
Besides, from (Equation5(5)
(5) ) and using the geometric centre
of
defined as in (Equation10
(10)
(10) ) we obtain
(20)
(20)
which leads to(21)
(21)
Therefore, in view of the definition of given in (Equation17
(17)
(17) ), from setting
and according to the results in (Equation19
(19)
(19) ) and (Equation21
(21)
(21) ) it follows that the two geometric centres
of
and
of
are subject to:
(22)
(22)
Furthermore, from (Equation4(4)
(4) )–(Equation5
(5)
(5) ) we get:
which implies that the
matrix involved in (Equation22
(22)
(22) ) is invertible. Thus, the linear system in (Equation22
(22)
(22) ) admits the unique solution defined by
and
which means
.
To establish our identifiability theorem, we prove the following second technical lemma:
Lemma 2.3:
Let be an open subset of sufficiently regular boundary. There exists two boundary controls
and
that maintain the solution v of the following system:
(23)
(23)
(24)
(24)
ProofThe following system:(25)
(25)
admits a unique solution that belongs to
, see [Citation20,Citation21]. Then, multiplying the first equation in (Equation25
(25)
(25) ) by v the solution of the problem (Equation23
(23)
(23) ) and integrating by parts over
using Green’s formula gives
(26)
(26)
Suppose that for all and
there exists
such that
in
. Since according to [Citation23] the time-dependent function
is analytic in (0, T), it follows that
in (0, T). Therefore, by integrating (Equation26
(26)
(26) ) we obtain
(27)
(27)
Consequently, (Equation27(27)
(27) ) implies that
on
and
on
which using the unique continuation theorem from [Citation24] leads to
in
. Hence,
in
. That is absurd since the solution
of the problem (Equation25
(25)
(25) ) belongs to
and thus, it is continuous in
for almost all
.
Remark 2.4:
(1) | According to (Equation26 | ||||
(2) | Since later on we use |
3. Identifiability
In this section, we prove that under some reasonable assumptions the observation operator M[F] introduced in (Equation15(15)
(15) ) yields uniqueness of the unknown elements: total number N of all occurring sources, source spatial supports
and time-dependent source intensity functions
defining in (Equation9
(9)
(9) ) the set F of all sources involved in the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) ). This result is given by the following theorem:
Theorem 3.1:
Let be
sources occurring in the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) ). Given
, let
and
be as in (Equation13
(13)
(13) ) and M[F] be the observation operator introduced in (Equation15
(15)
(15) ). Provided Lemmas 2.2 and 2.3 apply, if the functions
satisfy (Equation11
(11)
(11) ) and the spatial supports
fulfill (Equation14
(14)
(14) ) then, M[F] yields uniqueness of the elements N,
and
.
ProofLet be the solution of the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) ) involving the set of sources:
where
,
satisfy (Equation11
(11)
(11) ) and
fulfill (Equation14
(14)
(14) ). Furthermore, we denote
the associated observation operator as introduced in (Equation15
(15)
(15) ). Then, from setting
it follows that the variable
satisfies:
(28)
(28)
Besides, since for the source spatial supports
satisfy (Equation14
(14)
(14) ) it follows that for all
, in
holds one of the following three cases: Case 1. There is no source occurring in
and thus,
in
. Case 2. There is a source
from
and a source
from
occurring in
. Case 3. There is an only one source
where
occurring in
. We treat Case 2 which leads to conclude also about Case 3. In Case 2 and from (Equation28
(28)
(28) ), w solves
(29)
(29)
Moreover, in view of (Equation28(28)
(28) ) and by applying the unique continuation theorem [Citation24] it follows that
in
. Therefore, the solution w of (Equation29
(29)
(29) ) is either
or
in
. However, as in (Equation12
(12)
(12) ), since
then, w is continuous in
for a.e.
and thus, the solution of (Equation29
(29)
(29) ) is rather
in
. That implies
in (0, T) and
which means that in Case 2, we have also
in
. In Case 3, the variable w solves a system similar to (Equation29
(29)
(29) ) where in the right-hand side of the first equation occurs only
with
. Then, using similar techniques as in Case 2 we obtain
in
which implies that
in
and thus, in Case 3 it holds also
in
. Hence,
in
for all
which means that
in
.
4. Detection-identification method
In view of the identifiability result given by Theorem 3.1 and assuming the unknown elements and
defining F in (Equation9
(9)
(9) ) involved in the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) ) to be such that (Equation11
(11)
(11) ) and (Equation14
(14)
(14) ) hold true, we focus on developing from the observation operator M[F] in (Equation15
(15)
(15) ) a direct detection–identification method that scans throughout the monitored domain
to detect for
whether there exists or not an active source
occurring in
, i.e.
. Once a source is detected, the developed method localizes the geometric centre
of its unknown spatial support
and determines lower-upper bounds of the total amount discharged in
by the occurring source without having to identify the two unknown elements
and
. Then, given two desired reference geometries, in the sequel we use, for example, squares centred at the already localized geometric centre
of
, the method determines the biggest domain defined by a first reference geometry included in the unknown source spatial support
as well as the smallest domain defined by a second reference geometry containing
. It also gives an approximation of its surface area
and identifies its intensity function
in (0, T).
4.1. Detection of active sources and total discharged amounts
For and according to (Equation14
(14)
(14) ), it follows that if there exists a source
occurring in
, i.e.
then, by multiplying the main Equations (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) by
introduced in (Equation6
(6)
(6) ) that solves the adjoint Equation (Equation7
(7)
(7) ) and integrating by parts on
using Green’s formula, we obtain
(30)
(30)
where . Since on the lateral boundary
we have
and from substituting in (Equation30
(30)
(30) ), Z by
,
and
as introduced in (Equation6
(6)
(6) ), it follows that the two unknown elements: spatial support
and time-dependent intensity function
defining an eventual source occurring in
satisfy
(31)
(31)
where the coefficients ,
and
are given by
(32)
(32)
Moreover, as we will discuss later on in this section, for the coefficients
,
and
can be completely computed in each
from the measurements defining the observation operator M[F].
The first two equations in (Equation31(31)
(31) ) indicate whether there exists or not a source occurring in the suspected section
. Indeed, as from (Equation11
(11)
(11) ) we have
then, for example, using the first equation in (Equation31
(31)
(31) ) it follows that
means
and thus, there is no source occurring in
. However, if
then, there is a source
occurring in
, i.e.
. Furthermore, if
keeps a constant sign, for example,
-pagination a.e. in (0, T) and the reaction coefficient
then, we have:
in (0, T). Hence, from the first equation in (Equation31
(31)
(31) ) we deduce the following lower and upper bounds of the total amount discharged in
by the occurring source
:
(33)
(33)
The knowledge of the time active limit using [Citation25] improves the lower bound in (Equation33
(33)
(33) ). Moreover, since the reaction coefficient R is usually small enough it follows that (Equation33
(33)
(33) ) provides an approximation of the total amount discharged by the unknown source
occurring in
without having to identify the two elements
and
. That leads to know how interesting is the source occurring in
and thus, to decide whether to go further with the identification or not. In the sequel, we focus on identifying the two unknown elements
and
defining a detected source
occurring in
, i.e.
where
. To this end, we prove the following result:
Proposition 4.1:
Let be a detected source occurring in
and B be the bounded domain of
geometrically centred at the origin such that
. The coefficients
,
,
in (Equation32
(32)
(32) ) and the function
defined for all
by
(34)
(34)
where v is the solution of the problem (Equation23(23)
(23) )–(Equation24
(24)
(24) ) with
, determine uniquely the two unknown elements
and the geometric centre
of
as follows:
(35)
(35)
where is the injective function introduced in (Equation17
(17)
(17) ).
ProofLet be such that
which implies that there is a source
occurring in
. Then, by dividing in (Equation31
(31)
(31) ) the last two equations by the first one, it follows from Lemma 2.2 that the geometric centre
of the unknown source spatial support
yields the unique point of
subject to:
(36)
(36)
The uniqueness of the point that solves (Equation36
(36)
(36) ) is due to the injectivity of the function
introduced in (Equation17
(17)
(17) ). Let
and
be such that the solution v of the system (Equation23
(23)
(23) ) yields the assertion (Equation24
(24)
(24) ) for
, i.e.
a.e. in (0, T). Thus, given
the variable
solves the following system:
(37)
(37)
Hence, multiplying the Equations (Equation1(1)
(1) )–(Equation2
(2)
(2) ) by the variable
and integrating by parts on
using Green’s formula gives
(38)
(38)
where is the function introduced in (Equation34
(34)
(34) ). The uniqueness of
that solves (Equation38
(38)
(38) ) is a consequence of Titchmarsh’s theorem on convolution of
functions [Citation26] since it holds
a.e. in (0, T).
4.2. Properties characterizing the source spatial support ![](//:0)
![](//:0)
We determine four properties characterizing the unknown spatial support
defining the detected source
occurring in
. We start by determining an approximation of its sought geometric centre
that solves the first equation in (Equation35
(35)
(35) ). To this end, we apply in
the Taylor formula to the function
at
, i.e.
(39)
(39)
where and
denotes the inner product in
. Furthermore, from (Equation5
(5)
(5) ) and (Equation10
(10)
(10) ) it follows that
. Thus, by integrating both sides of the approximation in (Equation39
(39)
(39) ) over
we obtain
(40)
(40)
Therefore, from using the approximation (Equation40(40)
(40) ) as an equality to replace the left-hand side in the first equation of the system (Equation36
(36)
(36) ) it follows that the sought geometric centre
of the unknown source spatial support
satisfies
(41)
(41)
The second equation of (Equation41(41)
(41) ) is obtained as in (Equation20
(20)
(20) ). Moreover, the determinant of the
matrix involved in (Equation41
(41)
(41) ) is equal to:
. Hence, from solving the linear system in (Equation41
(41)
(41) ) it follows that the two unknown coordinates defining the geometric centre
of
are given by
(42)
(42)
Besides, in the remainder given we denote by
the square of side length
centred at the same geometric centre
of
localized in (Equation42
(42)
(42) ). Let
be the biggest positive real number that yields
. Then, multiplying the Equations (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) by the function
and integrating by parts on
gives
(43)
(43)
In view of (Equation43(43)
(43) ), we introduce the two functions
and
defined in
by
(44)
(44)
Thus, (Equation43(43)
(43) ) and (Equation44
(44)
(44) ) lead to determine the following two properties characterizing the unknown source spatial support
:
Biggest square centred at
and included in
: For
to
, all
such that
, (which implies
), yields, in view of (Equation43
(43)
(43) )–(Equation44
(44)
(44) ),
. However, as soon as
is such that
it follows from (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) that
. Therefore, the element
that yields:
for all
and
for all
corresponds to the side length of the biggest square
.
Smallest square centred at
and containing
: For
to
, all
such that
, (which implies
), gives, according to (Equation43
(43)
(43) )–(Equation44
(44)
(44) ),
. However, as soon as
is such that
it follows from (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) that
. Hence, the element
that yields:
for all
and
for all
corresponds to the side length of the smallest square
.
To determine the biggest and the smallest
that yield
, in practice we proceed as follows: (1) From the function
, we determine the side length
as the biggest element of
after which
is not anymore equal to its initial constant value. (2) From the function
, we determine the side length
as the smallest element of
from which
becomes equal to its final constant value. Afterwards, we deduce
and the surface area
of the unknown spatial support
as follows:
(45)
(45)
Remark 4.2:
(1) | We used squares centred at the localized geometric centre | ||||
(2) | Let |
Nevertheless, the state u in is subject to only knowledge of its value and the value of its flux on the interfaces
. Hence, the determination of the total discharged amount in (Equation33
(33)
(33) ) and the localization from (Equation42
(42)
(42) ) of the unknown geometric centre
defining the source spatial support
, as well as the unknown elements in (Equation45
(45)
(45) ) are not so far available due to the not given terms
involved in (Equation31
(31)
(31) )–(Equation32
(32)
(32) ) and
involved in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ). To overcome these two difficulties, we proceed in two steps:
Step 1: In order to determine the final state in
of the main problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ), we employ the change of variables:
in
. Then, since
satisfy (Equation11
(11)
(11) ) it follows that U solves for all
(46)
(46)
where . Moreover, in view of the condition
in (Equation13
(13)
(13) ), U solves in
a system similar to (Equation46
(46)
(46) ) where the initial condition becomes
in
and the first boundary condition is replaced by
on
. Thus, given records of the state u on
we employ a numerical method to compute u in
. Then, we consider the problem of determining the final state
in
of the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ) from the computed data u in
, see [Citation28]. Hence, we prove as in [Citation6] the following result:
Proposition 4.3:
Let u be the solution of the problem (Equation1(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ),
in
and
as introduced in (Equation13
(13)
(13) ). Provided the assertion (Equation11
(11)
(11) ) holds true, the data u in
where
determines in a unique manner the final state
in
and we have
(47)
(47)
where C is a Carleman constant [Citation29] that does not depend on .
ProofSee the Appendix 1.
To determine the final state in
using the computed data u in
, we denote by
the normalized eigenfunctions of the following problem:
(48)
(48)
that form a complete orthonormal family of , see [Citation30]. Then, the solution of the problem (Equation46
(46)
(46) ) is expressed as follows:
(49)
(49)
where is the eigenvalue associated to
and
denotes the inner product in
. Therefore, by truncating the series in (Equation49
(49)
(49) ) using a sufficiently large number K of terms, we determine the coefficients
for
by solving the following least squares problem:
(50)
(50)
Afterwards, we deduce the approximation of the final state in
associated to the main problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ):
(51)
(51) Step 2: As far as the not given term
involved in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) is concerned, in practice we proceed as follows: (1) For the function
, since the aim is to determine
from which this function becomes equal to its final constant value it follows that the curve of
is more interesting on its second part where
that corresponds to
. Thus, for
we consider that
on
is approximated by its value given by the measurements taken on
. (2) For the function
, the aim is to determine until which side length
this function keeps its initial constant value and thus, the curve of
is rather more valuable on its first part where
that corresponds to
. Moreover, within the source spatial support
one could assume there is enough of loaded material that in turn affects the state u to be saturated and thus, it doesn’t vary in space within
. Hence, for the function
we omit the integral on
of
.
4.3. Identification of the unknown source intensity function ![](//:0)
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In view of the previous subsection and as far as the detected source occurring in
is concerned, we consider now to be known the biggest side length
as well as the smallest side length
defining the two squares centred at the already localized geometric centre
of the unknown source spatial support
that yield:
. Then, to identify the unknown source intensity function
we set the subdomain
involved in the problem (Equation23
(23)
(23) )–(Equation24
(24)
(24) ) to the middle square centred at
, i.e.
(52)
(52)
and determine from Remark 2.4 two boundary controls and
that drive the solution v of the problem (Equation23
(23)
(23) ) to satisfy the assertion (Equation24
(24)
(24) ) for
as in (Equation52
(52)
(52) ). Afterwards, we replace in the second equation of (Equation35
(35)
(35) )
by
and focus on identifying an approximation of the source intensity function
by solving the following deconvolution problem:
(53)
(53)
where is the function in (Equation34
(34)
(34) ) defined from v the solution of the problem (Equation23
(23)
(23) )–(Equation24
(24)
(24) ) with
. To this end, given a desired number of time steps
, we employ the regularly distributed discrete times
for
, where
. Then, using the trapezoidal rule we get
(54)
(54) where according to (Equation23
(23)
(23) ), we used
in
and
. Thus, using the notation
and in view of (Equation54
(54)
(54) ), we obtain a discrete version of the deconvolution problem defined from (Equation53
(53)
(53) ) that leads to the following recursive formula:
(55)
(55)
In other words, by denoting and
, it follows from (Equation53
(53)
(53) )–(Equation54
(54)
(54) ) that the identification of the intensity function
defining the detected source occurring in
is transformed into solving the linear system
(56)
(56)
where A is the lower triangular matrix defined for
by
(57)
(57)
In practice, due to measurement inaccuracies, the vector could be contaminated by some errors. In addition, the matrix A could be ill-conditioned. Therefore, the identification of
using the recursive formula in (Equation55
(55)
(55) ) which corresponds to the straightforward solution of the linear system (Equation56
(56)
(56) )–(Equation57
(57)
(57) ) could not yield a stable approximation of the unknown source intensity function
. To overcome this difficulty, one could employ, for example, the Tikhonov regularization method that replaces the linear system (Equation56
(56)
(56) )–(Equation57
(57)
(57) ) by a penalized least-squares problem under the form:
(58)
(58)
where denotes the Euclidean vector norm and
is the regularization parameter. For other kinds of regularization and the computation of r see [Citation31] and references therein.
We end this section by summarizing in the following algorithm the different steps defining the non-iterative detection–identification method developed in the present study to determine from the observation operator M[F] introduced in (Equation15(15)
(15) ) the unknown elements defining in (Equation9
(9)
(9) ) the multiple sources occurring in the inverse problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) ):
Algorithm. Proceed as follows:
Solve the forward problem satisfied by u in
.
Compute
and
of the eigenvalue problem (Equation48
(48)
(48) ).
Solve the least squares problem (Equation50
(50)
(50) ) and determine
in
from (Equation51
(51)
(51) ).
For
to
do
Compute the coefficient
defined in (Equation32
(32)
(32) ).
If
then, there is no source in
.
Else, there is an unknown source
occurring in
.
Determine from (Equation33
(33)
(33) ) the total amount:
loaded in
.
Compute the two coefficients
and
from (Equation32
(32)
(32) ).
Localize the geometric centre
of the unknown source spatial support
from (Equation42(42)
(42) ) and deduce, as in (Equation43
(43)
(43) )–(Equation45
(45)
(45) ), the elements:
and
.
Identify the source intensity function
by computing
from (Equation55
(55)
(55) ) or (Equation58
(58)
(58) ).
5. Numerical experiments
We carry out numerical experiments in the case of a monitored domain defined by:
where the associated inflow , lateral
and outflow
boundaries are given by
(59)
(59)
for and
. Then, we set
and define the interfaces
for recording the state and its flux crossing each source suspected section
as follows:
(60)
(60)
That implies: for
. We consider a uniform flow crossing the monitored domain
defined by a mean velocity vector V perpendicular to the inflow boundary
, i.e.
and thus, a dispersion tensor reduced to the diagonal matrix
, see [Citation32,Citation33]. To generate the measurements (Equation15
(15)
(15) ) defining the observation operator M[F], we solve the forward problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) ) where F is as introduced in (Equation9
(9)
(9) )–(Equation11
(11)
(11) ) for
time-dependent sources spatially supported at
and loading the intensity functions defined in
by
(61)
(61)
whereas for all
. Thus, the source intensity functions are such that
(62)
(62)
As far as the source spatial supports are concerned and in view of in (Equation13
(13)
(13) ), we use
(63)
(63)
In order to illustrate our numerical experiments, we represent all introduced elements regarding the monitored domain in the following graphic:
We apply the detection–identification method developed in the previous section by following the steps of Algorithm. Therefore, we start in view of in (Equation13
(13)
(13) ) by solving numerically the forward problem satisfied by the state u in
. Afterwards, using the computed data u in
, we solve the least squares problem (Equation50
(50)
(50) ) to determine the final state
in
. To this end, we compute the normalized eigenfunctions
of the problem (Equation48
(48)
(48) ) for a mean velocity vector
and a dispersion tensor
with
. We find
(64)
(64)
where for all , the coefficient
is determined from solving the following equation:
(65)
(65)
and the normalizing coefficient is defined by
(66)
(66)
Furthermore, the eigenvalue associated to the eigenfunction
is given by
. To expand the state u solution of the problem (Equation1
(1)
(1) )–(Equation2
(2)
(2) ) and (Equation8
(8)
(8) )–(Equation9
(9)
(9) ) in the orthonormal family
, we use the earlier introduced change of variables
for all
and
. It follows that the variable U solves the following system:
(67)
(67)
where . From setting
for all
and
it follows that the coefficient
solves
(68)
(68)
for all . Therefore, by solving (Equation68
(68)
(68) ) and using
we obtain for all
and
,
(69)
(69)
Then, we truncate the double series defining the state u in (Equation69(69)
(69) ) by considering the first
terms and generate the simulated observations defining the operator M[F] introduced in (Equation15
(15)
(15) ) from using the three time-dependent intensity functions
introduced in (Equation61
(61)
(61) ) and their associated source spatial supports
given in (Equation63
(63)
(63) ). We carry out numerical experiments using a final monitoring time
(4 hours), a time active limit in (Equation11
(11)
(11) ),
and the flow coefficients
,
,
,
. For simplicity, we set
and identify the required final state
in
by solving using the conjugate gradient method the least squares problem (Equation50
(50)
(50) )–(Equation51
(51)
(51) ).
We start by presenting some numerical experiments on the established active source detection procedure: We generate simulated measures M[F] using three different sources loading the intensity functions introduced in (Equation61
(61)
(61) ) and by varying, in view of (Equation14
(14)
(14) ), the locations of the geometric centres
defining their spatial supports
in (Equation63
(63)
(63) ). For each used locations of the geometric centres
to generate new simulated measures, we present in a same table the Source Detection coefficient, as in Algorithm,
computed at each suspected source section
for
, as well as the identified geometric centre
, determined from (Equation42
(42)
(42) ), defining the spatial support of the detected source occurring in
. We indicate in the caption of each table the locations of the geometric centres
in (Equation63
(63)
(63) ) used to generate the simulated measures M[F]. We carried out numerical results using different truncation values of
and observed that the accuracy on the computed
as well as on the localized geometric centres
is improved as
increase. The results presented in the following tables are obtained with
.
Table 1. Source detection: simulation using .
Table 2. Source detection: simulation using .
Table 3. Source detection: simulation using .
Table 4. Source detection: simulation using .
The analysis of the numerical results presented in Tables – shows that the established active source detection procedure defined by computing the detection coefficient from (Equation31
(31)
(31) )–(Equation32
(32)
(32) ) for each source suspected section
of the monitored domain
enables to distinguish clearly a section
where there is an occurring source from another where there is no active source. In addition, once an active source
is detected to be occurring in
and as far as property
in (Equation42
(42)
(42) ) is concerned, the numerical results in Tables – show that the localization of the geometric centre
defining the unknown spatial support
of the detected source is accurate.
Besides, to verify the upper and lower bounds obtained in (Equation33(33)
(33) ) framing the total amount discharged by each detected source
occurring in
, we use (Equation62
(62)
(62) )–(Equation63
(63)
(63) ) to compute analytically the total amount loaded in
by the involved source and determine from the computed coefficient
: the lower bound
and the upper bound
obtained in (Equation33
(33)
(33) ). We carry out this verification, for example, on the results presented in Table :
(70)
(70)
From (Equation70(70)
(70) ), we observe that the lower and upper bounds established in (Equation33
(33)
(33) ) framing the total amount discharged in
by the detected source are effective. Moreover, the upper bound
is nearer to the exact value of the total amount discharged in
. Actually, from the first equation in (Equation31
(31)
(31) ) and since
it follows that the coefficient
yields for all R sufficiently small an approximation of the total amount discharged in
by the occurring source
.
The second part of our numerical experiments concerns the properties and
. More specifically, once an active source is detected to be occurring in a suspected region
and the geometric centre
of its unknown spatial support
is already localized using
, we aim to determine the biggest side length
and the smallest side length
that yield
, where
is the square of side length
centred at the same localized geometric centre
of
. Moreover, as already established in (Equation43
(43)
(43) )–(Equation45
(45)
(45) ), the determination of
and
can be achieved from analysing the curves of the two functions
and
in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) defined from the measures in M[F] taken on
. To this end, we use for example the results presented in Table and draw for each detected source occurring in
the curves of the two corresponding functions
and
defined in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) and approximated later on in Step 2. Then, in a separated graphic we represent the sought source spatial support
in the red colour and draw
,
, where
and
are deduced from the two curves of
and
given just above. We start by presenting the obtained results concerning the source spatial support
defined in (Equation63
(63)
(63) ) i.e.
is the rectangle centred at
and of sides lenth
following the
-axis and
following the
-axis. For this first occurring source, we give in two graphics the curves of
and
drew for different values of
.
The numerical results presented in Figures and were obtained for . The analysis of the experiments in Figures – shows that the two functions
and
defined in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) and approximated later on in Step 2 lead to determine effective approximations of the biggest side length
and the smallest side length
that yield
. Moreover, the approximation considered in Step 2 for the function
leads to determine
whereas
doesn’t correspond to the value of the associated
as in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) due to the omitted term. However, the approximation given in Step 2 for the function
is such that
. This last remark can be verified from comparing the final constant value reached by
as discussed in (Equation43
(43)
(43) )–(Equation44
(44)
(44) ) with the value given in Table of the coefficient
computed from (Equation31
(31)
(31) ).
Once and
are determined, we set
, and deduce from (Equation31
(31)
(31) ) the following approximation:
.
The last part of our numerical experiments is devoted to the identification of the time-dependent intensity functions loaded by the different detected sources occurring in . To this end, since we have already determined for each detected unknown source
occurring in
where
the geometric centre
of its spatial support
as well as the biggest side length
and the smallest side length
that yield
then, we use, as in (Equation52
(52)
(52) ), the following approximation:
.
Therefore, to identify the historic of the intensity function defining the unknown source detected in
where
we consider, as discussed in Remark 2.4, the two problems (Equation23
(23)
(23) )–(Equation25
(25)
(25) ) in
where we set
. Moreover, to solve numerically the two systems (Equation23
(23)
(23) )–(Equation25
(25)
(25) ) in
we use a discretization employing the following uniform mesh sizes:
,
with a time-step
and use a 5-points finite differences Crank-Nicholson scheme for
,
and
. Then, we determine the loaded time-dependent intensity function
from the recursive formula obtained in (Equation55
(55)
(55) ). In the sequel, we introduce a Gaussian noise on the simulated measures and present in the same graphic for each detected source in Table its intensity function identified from (Equation55
(55)
(55) ) and the associated intensity function in (Equation61
(61)
(61) ) used for simulation. We indicate for each identified source intensity function the percent of the introduced Gaussian noise as well as the associated
relative error i.e.
.
The numerical results presented in Figures – show that the recurssive formula established in (Equation55(55)
(55) ) enables to identify the time-dependent intensity functions
. Moreover, although the identified source intensity functions seem to be somewhat shifted/delayed with respect to the corresponding intensity functions used for simulation, which in our opinion is due to the time needed by the loaded material to reach sensors on
, the identified results are accurate and stable with respect to the introduction of a noise on the used simulated measures. We believe that the significant error on the identified second source intensity function
in Figure is mainly due to the error already committed from replacing
by
while computing the coefficients
and
in (Equation55
(55)
(55) )–(Equation58
(58)
(58) ).
6. Conclusion and outlook
We studied the non-linear inverse source problem of identifying multiple unknown time-dependent sources compactly supported in a two-dimensional monitored domain subject to an evolution advection–dispersion-reaction equation. From assuming the involved unknown sources could occur only one by one in some suspected sections within the monitored domain that are separated by interfaces available for recording the state and its flux crossing each intersection, we proved that those records yield uniqueness of the unknown elements defining all occurring sources. We developed a detection–identification method that goes throughout the monitored domain to detect in each suspected section whether there exists or not an occurring source. Once a source is detected, the developed method determines lower and upper bounds of the total amount discharged by the occurring source and localizes the geometric centre of its unknown spatial support. Then, given two desired reference geometries for example, squares/discs centred at the already localized geometric centre, the method determines also the biggest domain defined by a first reference geometry included in the sought source spatial support as well as the smallest domain defined by a second reference geometry containing this unknown support and identifies its time-dependent intensity function. Some numerical experiments on a variant of the surface water BOD pollution model were carried out. The obtained numerical results show that the developed detection–identification method is accurate and relatively stable with respect to the introduction of Gaussian noise in the measurements.
An outlook for the results established in the present study is their extension towards at least the following three directions: (1) Numerically: To apply the developed detection–identification method using other reference geometries and real life measurements taken on a flow crossing a monitored domain of an arbitrary geometric shape. (2) Theoretically: To treat the three-dimensional case which requires the introduction of a third dispersion-current function
added to
and
in (Equation4
(4)
(4) ). (3) Applicability: Since using a simple change of variables we transform the operator L in (Equation2
(2)
(2) ) into a dispersion-reaction equation it follows that the developed method could cover a wider spectrum of applications.
Notes
No potential conflict of interest was reported by the author.
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Appendix 1
Here, we establish the proof of Proposition 4.3:
ProofIn view of [Citation34], we consider the null controllability problem of determining a distributed control where
and
that to a given initial state
drives the solution
of the following system:
(A1)
(A1)
(A2)
(A2)
Multiplying the first equation in (EquationA1(A1)
(A1) ) by
the solution of the adjoint problem that to a given
associates
(A3)
(A3)
and integrating by parts over using Green’s formula gives
(A4)
(A4)
Therefore, a distributed control solves the null controllability problem introduced in (EquationA1
(A1)
(A1) )–(EquationA2
(A2)
(A2) ) if and only if it yields
(A5)
(A5)
The necessary condition in (EquationA5(A5)
(A5) ) is implied by (EquationA4
(A4)
(A4) ) whereas the sufficient condition is obtained from observing that if the solution
of (EquationA1
(A1)
(A1) ) with a given
satisfies (EquationA5
(A5)
(A5) ) then, from (EquationA4
(A4)
(A4) ) we get
for all
. That leads to
in
and thus,
solves the null controllability problem (EquationA1
(A1)
(A1) )–(EquationA2
(A2)
(A2) ).
Besides, let be the solution of the adjoint problem introduced in (EquationA3
(A3)
(A3) ) using the initial data
that yields the minimizer of the functional
which to a given
associates (for the coercivity and the strict convexity of J see [Citation30,Citation35]):
(A6)
(A6)
Then, for all
and thus, in view of (EquationA5
(A5)
(A5) ), the so-called Hilbert Uniqueness Method (HUM) distributed control defined by:
in
solves the null controllability problem (EquationA1
(A1)
(A1) )–(EquationA2
(A2)
(A2) ). Furthermore, by setting
in (EquationA5
(A5)
(A5) ), the HUM distributed control fulfills
(A7)
(A7)
where C is a Carleman constant [Citation29]. Let in
, where
is the solution of the null controllability problem (EquationA1
(A1)
(A1) )–(EquationA2
(A2)
(A2) ) involving the HUM distributed control
in
. Then, from multiplying the first equation in (Equation46
(46)
(46) ) by
and integrating by parts over
using Green’s formula we find
(A8)
(A8)
Moreover, using in
and according to (EquationA7
(A7)
(A7) )–(EquationA8
(A8)
(A8) ) we get (Equation47
(47)
(47) ).