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Articles

A non-iterative method for identifying multiple unknown time-dependent sources compactly supported occurring in a 2D parabolic equation

Pages 744-772 | Received 30 Jan 2017, Accepted 23 Jun 2017, Published online: 03 Jul 2017

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.

AMS Subject Classifications:

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 [Citation3Citation6] 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 [Citation9Citation11]. 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 [Citation15Citation17], 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 [Citation18Citation20].

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 T>0 be a final monitoring time and Ω be a bounded and connected open subset of R2 with sufficiently smooth boundary Ω:=ΓinΓLΓout, where Γin represents the inflow boundary, Γout designates the outflow boundary whereas ΓL regroups the two lateral lower and upper boundaries ΓL=ΓLlΓLu. We denote u the state governed by(1) L[u](x,t)=F(x,t)inΩ×(0,T),(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) L[u](x,t):=tu(x,t)-div(Du(x,t))+V·u(x,t)+Ru(x,t),(2)

where V=(V1,V2) is the mean velocity vector, R is a real number that designates the first-order decay reaction coefficient and D is the following 2×2 symmetric positive definite matrix that represents the mean dispersion tensor:(3) D=D1D0D0D2.(3)

Besides, for later use we introduce the vector V=(-V2,V1) and the two dispersion-current functions ψ and ψ defined in an open subset O of R2 such that Ω¯O by(4) Dψ+V=0andψ+V=0.(4)

Since the matrix D introduced in (Equation3) is invertible and by setting ψ(0,0)=ψ(0,0)=0 it follows from (Equation4) that the two functions ψ and ψ are defined for all x=(x1,x2)O by(5) ψ(x)=αx1+βx2where:α=D0V2-D2V1D1D2-D02andβ=D0V1-D1V2D1D2-D02ψ(x)=V2x1-V1x2(5)

Moreover, in view of (Equation4), it follows that the following three functions:(6) z(x,t)=eRtZ(x)forZ(x){Z0,eψ(x),ψ(x)},(6)

where Z00 is a real number, solve the adjoint equation(7) -tz-div(Dz)-V·z+Rz=0inΩ×(0,T).(7)

As far as appending boundary and initial conditions to (Equation1)–(Equation2), usually the convective transport dominates the diffusion process and thus, a homogeneous Dirichlet condition on Γin is reasonable. However, on the lateral ΓL and outflow Γout boundaries a Neumann homogeneous condition is more appropriate, see [Citation4,Citation6]. Hence, we use(8) u(·,0)=0inΩu=0onΓin×(0,T)Du·ν=0on(ΓLΓout)×(0,T)(8)

where ν is the unit outward vector normal to Ω. Due to the linearity of the operator L in (Equation2) 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 Ω occurring in (Equation1)–(Equation2) i.e. F is defined by(9) F(x,t)=n=1Nλn(t)χωn(x)inΩ×(0,T),(9)

where χ is the characteristic function and for n=1,,N, the subdomain ωnΩ is a homogeneous open subset of geometric centre (centroid) Gn=(x1Gn,x2Gn) given by(10) x1Gn=1A(ωn)ωnx1dxandx2Gn=1A(ωn)ωnx2dx,(10)

where A(ωn)=ωndx is the surface area of ωn. Furthermore, λn=1,,N involved in (Equation9) designate the time-dependent source intensities that are N functions in L2(0,T) satisfying:(11) 0Tλn(t)eRtdt0andT0(0,T)such thatλn=0in(T0,T),n=1,,N.(11)

Then, the direct problem (Equation1)–(Equation2) and (Equation8)–(Equation9) admits a unique solution u that belongs to the following functional space, see [Citation20,Citation21]:(12) H2,1(Ω×(0,T)):=L2(0,T;H2(Ω))H1(0,T;L2(Ω)).(12)

Besides, for later use given NmaxN let Γi=1,,Nmax be sufficiently smooth interfaces within Ω such that by setting Γ0=Γin, ΓNmax+1=Γout and Ωi=1,,Nmax+1 the subdomains of Ω delimited by Ωi=Γi-1ΓLiΓi, the following conditions hold true:(13) (C1)ΓiΓj=,ij{0,,Nmax+1}.(C2)|ΓiΓLl|=|ΓiΓLu|=1,i=1,,Nmax.(C3)Ω¯=i=1Nmax+1Ω¯iwhere:ΩNmax+1(Ω\i=1Nω¯n),(13)

where ΓLi is the part of the lateral boundary ΓL situated between Γi-1 and Γi, and |.| denotes the cardinality of a set. The criteria (C1,2,3) in (Equation13) are well satisfied if the Nmax interfaces Γi=1,,Nmax are taken distinct and, for example, ‘parallel’ to the inflow and outflow boundaries Γin and Γout such that all involved sources occur upstream ΓNmax.

In the remainder, we assume the sources involved in (Equation9) could occur only one by one in the set of all suspected source zones Ωi=1,,NmaxΩ and the interfaces Γi=ΩiΩi+1 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 ω¯n=1,,N defining F in (Equation9) to be such that(14) i{1,,Nmax},there existsatmost̲one elementn{1,,N}such thatωnΩi.(14)

In view of (Equation14) and since Ωi=1,,NmaxΩ are such that Ωi=Γi-1ΓLiΓi it follows that the state u solution of the problem (Equation1)–(Equation2) and (Equation8)–(Equation9) is smooth enough on Ω as well as on the interfaces Γi=1,,Nmax. That allows to define the observation operator:(15) M[F]:=Du·νonin;V2uonL;(u,Du·ν)oni=1,,Nmax,(15)

where in=Γin×(0,T), i=Γi×(0,T) for i=1,,Nmax and L=ΓL×(0,T). This is the so-called forward problem.

The inverse problem with which we are concerned here is: Assuming (Equation11)–(Equation14) hold true and given the records ddin of Du·ν on in, dL of u on L and (di,ddi) of (u,Du·ν) on i=1,,Nmax, determine the unknown elements: N, ωn=1,,N and λn=1,,N that yield(16) M[F]=ddinonin;V2dLonL;(di,ddi)oni=1,,Nmax.(16)

Remark 2.1:

If along the lateral boundary ΓL the velocity vector V fulfills: V·ν=0 as mass cann’t penetrate a solid interface and V·τ=0 which is the no-slip condition [Citation22], where τ is a unit vector tangent to ΓL then, V2=0 on ΓL and thus, the observation operator M[F] in (Equation15) does not require any measurement related to the state u along L.

Lemma 2.2:

Let B be a bounded domain of R2 geometrically centred at the origin O=(0,0). The mapping Ψi defined at all GΩi for which ωG:=G+BΩi by(17) Ψi(G)=1A(ωG)ωGeψ(x)dx1A(ωG)ωGψ(x)dx(17)

is injective, where ψ and ψ are the two functions introduced in (Equation5).

ProofLet G(k=1,2)Ωi be such that ωG(k):=G(k)+BΩi. Since the function ψ in (Equation5) is linear and using the change of variables to go from B to ωG(k), we get(18) ωG(k)eψ(x)dx=eψ(G(k))Beψ(x)dx(18)

As ωG(1) and ωG(2) are defined from shifting the same domain B to be geometrically centred at G(1) and G(2) it follows that A(ωG(2))=A(ωG(1)) and thus, from (Equation18) we find(19) 1A(ωG(2))ωG(2)eψ(x)dx=1A(ωG(1))ωG(1)eψ(x)dxψ(G(2))=ψ(G(1)).(19)

Besides, from (Equation5) and using the geometric centre G(k) of ωG(k) defined as in (Equation10) we obtain(20) 1A(ωG(k))ωG(k)ψ(x)dx=V2A(ωG(k))ωG(k)x1dx-V1A(ωG(k))ωG(k)x2dx=ψ(G(k)),(20)

which leads to(21) 1A(ωG(2))ωG(2)ψ(x)dx=1A(ωG(1))ωG(1)ψ(x)dxψ(G(2))=ψ(G(1)).(21)

Therefore, in view of the definition of Ψi given in (Equation17), from setting Ψi(G(2))=Ψi(G(1)) and according to the results in (Equation19) and (Equation21) it follows that the two geometric centres G(2)=(x1G(2),x2G(2)) of ωG(2) and G(1)=(x1G(1),x2G(1)) of ωG(1) are subject to:(22) ψ(G(2))=ψ(G(1))ψ(G(2))=ψ(G(1))αβV2-V1x1G(2)-x1G(1)x2G(2)-x2G(1)=00.(22)

Furthermore, from (Equation4)–(Equation5) we get: -(αV1+βV2)=VD-1V>0 which implies that the 2×2 matrix involved in (Equation22) is invertible. Thus, the linear system in (Equation22) admits the unique solution defined by x1G(2)=x1G(1) and x2G(2)=x2G(1) which means G(2)=G(1).

To establish our identifiability theorem, we prove the following second technical lemma:

Lemma 2.3:

Let ωΩ be an open subset of sufficiently regular boundary. There exists two boundary controls ζinL2(Γin×(0,T)) and ζoutL2(Γout×(0,T)) that maintain the solution v of the following system:(23) tv-div(Dv)-V·v+Rv=0inΩ×(0,T)v(·,0)=0inΩv=ζinonΓin×(0,T)(Dv+vV)·ν=0onΓL×(0,T)(Dv+vV)·ν=ζoutonΓout×(0,T)(23) (24) such thatωv(x,·)dx0a.e. in(0,T)(24)

ProofThe following system:(25) -tξ-div(Dξ)+V·ξ+Rξ=χω(x)inΩ×(0,T)ξ(·,T)=0inΩξ=0onΓin×(0,T)Dξ·ν=0on(ΓLΓout)×(0,T)(25)

admits a unique solution ξ that belongs to H2,1(Ω×(0,T)), see [Citation20,Citation21]. Then, multiplying the first equation in (Equation25) by v the solution of the problem (Equation23) and integrating by parts over Ω using Green’s formula gives(26) ωv(x,t)dx=-ddtξ(·,t),v(·,t)L2(Ω)+ΓoutξζoutdΓ-ΓinζinDξ·νdΓ,t(0,T).(26)

Suppose that for all ζin and ζout there exists 0t0<t1T such that ωv(x,·)dx=0 in (t0,t1). Since according to [Citation23] the time-dependent function ωv(x,·)dx is analytic in (0, T), it follows that ωv(x,·)dx=0 in (0, T). Therefore, by integrating (Equation26) we obtain(27) Γout×(0,T)ξζoutdΓdt-Γin×(0,T)ζinDξ·νdΓdt=0,ζin,ζout(27)

Consequently, (Equation27) implies that ξ=0 on Γout×(0,T) and Dξ·ν=0 on Γin×(0,T) which using the unique continuation theorem from [Citation24] leads to ξ=0 in (Ω\ω¯)×(0,T). Hence, ξ(x,t)=1R(1-e-R(T-t))χω(x) in Ω×(0,T). That is absurd since the solution ξ of the problem (Equation25) belongs to H2,1(Ω×(0,T)) and thus, it is continuous in Ω for almost all t(0,T).

Remark 2.4:

 

(1)

According to (Equation26)–(Equation27), the assertion (Equation24) can be ensured by selecting the boundary controls ζin and ζout involved in the problem (Equation23) as follows: either ζin=0 on Γin×(0,T) and ζout=ξ on Γout×(0,T) or, ζin=-Dξ·ν on Γin×(0,T) and ζout=0 on Γout×(0,T) or, ζin=-Dξ·ν on Γin×(0,T) and ζout=ξ on Γout×(0,T).

(2)

Since later on we use ω=ωnΩi where i{1,,Nmax} it follows that (Equation23)–(Equation25) can be also considered in Ωi×(0,T) rather than in Ω×(0,T). The last option has the advantage of solving always the two systems (Equation23)–(Equation25) in a same geometry (discretization) for ωΩi whatever i{1,,Nmax}. However, as we need also to compute ωv(x,·)dx then, the first option i.e. considering (Equation23)–(Equation25) in Ωi×(0,T) could be numerically more convenient for using a mesh size small enough to better approximate ωv(x,·)dx.

3. Identifiability

In this section, we prove that under some reasonable assumptions the observation operator M[F] introduced in (Equation15) yields uniqueness of the unknown elements: total number N of all occurring sources, source spatial supports ω¯n=1,,N and time-dependent source intensity functions λn=1,,N defining in (Equation9) the set F of all sources involved in the problem (Equation1)–(Equation2) and (Equation8). This result is given by the following theorem:

Theorem 3.1:

Let F(x,t)=n=1Nλn(t)χωn(x) be NN sources occurring in the problem (Equation1)–(Equation2) and (Equation8). Given NmaxN, let Γi=1,,Nmax and Ωi=1,,Nmax+1 be as in (Equation13) and M[F] be the observation operator introduced in (Equation15). Provided Lemmas 2.2 and 2.3 apply, if the functions λn=1,,NL2(0,T) satisfy (Equation11) and the spatial supports ω¯n=1,,N fulfill (Equation14) then, M[F] yields uniqueness of the elements N, ωn=1,,N and λn=1,,N.

ProofLet u(k=1,2) be the solution of the problem (Equation1)–(Equation2) and (Equation8) involving the set of sources: F(k)(x,t)=n=1N(k)λn(k)(t)χωn(k)(x) where 1N(k)Nmax, λn=1,,N(k)(k)L2(0,T) satisfy (Equation11) and ωn=1,,N(k)(k) fulfill (Equation14). Furthermore, we denote M[F(k)] the associated observation operator as introduced in (Equation15). Then, from setting M[F(2)]=M[F(1)] it follows that the variable w=u(2)-u(1) satisfies:(28) Dw·ν=0onin,V2w=0onLandw=Dw·ν=0oni=1,,Nmax.(28)

Besides, since for k=1,2 the source spatial supports ω¯n=1,,N(k)(k) satisfy (Equation14) it follows that for all i{1,,Nmax}, in ΩiΩ holds one of the following three cases: Case 1. There is no source occurring in Ωi and thus, F(2)=F(1) in Ωi×(0,T). Case 2. There is a source λn(2)χωn(2) from F(2) and a source λn(1)χωn(1) from F(1) occurring in Ωi. Case 3. There is an only one source λn(k)χωn(k) where k{1,2} occurring in Ωi. We treat Case 2 which leads to conclude also about Case 3. In Case 2 and from (Equation28), w solves(29) L[w](x,t)=λn(2)(t)χωn(2)(x)-λn(1)(t)χωn(1)(x)inΩi×(0,T)w(·,0)=0inΩiw=0onΓi-1×(0,T)Dw·ν=0on(ΓLiΓi)×(0,T)(29)

Moreover, in view of (Equation28) and by applying the unique continuation theorem [Citation24] it follows that w=0 in (Ωi\(ω¯n(1)ω¯n(2)))×(0,T). Therefore, the solution w of (Equation29) is either w=0 or w(x,t)=0tλn(2)(η)e-R(t-η)dηχωn(2)(x)-0tλn(1)(η)e-R(t-η)dηχωn(1)(x) in Ωi×(0,T). However, as in (Equation12), since wH2,1(Ω×(0,T)) then, w is continuous in Ωi for a.e. t(0,T) and thus, the solution of (Equation29) is rather w=0 in Ωi×(0,T). That implies λn(2)=λn(1) in (0, T) and ωn(2)=ωn(1) which means that in Case 2, we have also F(2)=F(1) in Ωi×(0,T). In Case 3, the variable w solves a system similar to (Equation29) where in the right-hand side of the first equation occurs only λn(k)χωn(k) with k{1,2}. Then, using similar techniques as in Case 2 we obtain w=0 in Ωi×(0,T) which implies that λn(k)χωn(k)=0 in Ωi×(0,T) and thus, in Case 3 it holds also F(2)=F(1) in Ωi×(0,T). Hence, F(2)=F(1) in Ωi×(0,T) for all i{1,,Nmax} which means that F(2)=F(1) in Ω×(0,T).

4. Detection-identification method

In view of the identifiability result given by Theorem 3.1 and assuming the unknown elements λn=1,,N and ωn=1,,N defining F in (Equation9) involved in the problem (Equation1)–(Equation2) and (Equation8) to be such that (Equation11) and (Equation14) hold true, we focus on developing from the observation operator M[F] in (Equation15) a direct detection–identification method that scans throughout the monitored domain Ω to detect for i=1,,Nmax whether there exists or not an active source λnχωn occurring in Ωi, i.e. ωnΩi. Once a source is detected, the developed method localizes the geometric centre Gn of its unknown spatial support ω¯n and determines lower-upper bounds of the total amount discharged in Ωi by the occurring source without having to identify the two unknown elements λn and ωn. Then, given two desired reference geometries, in the sequel we use, for example, squares centred at the already localized geometric centre Gn of ωn, the method determines the biggest domain defined by a first reference geometry included in the unknown source spatial support ω¯n as well as the smallest domain defined by a second reference geometry containing ωn. It also gives an approximation of its surface area A(ωn) and identifies its intensity function λn in (0, T).

4.1. Detection of active sources and total discharged amounts

For i=1,,Nmax and according to (Equation14), it follows that if there exists a source λnχωn occurring in ΩiΩ, i.e. ωnΩi then, by multiplying the main Equations (Equation1)–(Equation2) by z(x,t)=eRtZ(x) introduced in (Equation6) that solves the adjoint Equation (Equation7) and integrating by parts on Ωi×(0,T) using Green’s formula, we obtain(30) λ¯nωnZ(x)dx=eRTΩiu(x,T)Z(x)dx+Ωi×(0,T)eRt(u[ZV+DZ]-ZDu)·νdxdt,(30)

where λ¯n=0TeRtλn(t)dt. Since on the lateral boundary L we have Du·ν=0 and from substituting in (Equation30), Z by Z=Z0, Z=eψ and Z=ψ as introduced in (Equation6), it follows that the two unknown elements: spatial support ω¯n and time-dependent intensity function λn defining an eventual source occurring in Ωi satisfy(31) λ¯nA(ωn)=P1i,λ¯nωneψ(x)dx=Peψiandλ¯nωnψ(x)dx=Pψi,(31)

where the coefficients P1i, Peψi and Pψi are given by(32) P1i=eRTΩiu(x,T)dx+(Γi-1Γi)×(0,T)eRt(uV-Du)·νdxdt+ΓLi×(0,T)eRtuV·νdxdt,Peψi=eRTΩieψ(x)u(x,T)dx-(Γi-1Γi)×(0,T)eψ+RtDu·νdxdt,Pψi=eRTΩiψ(x)u(x,T)dx+(Γi-1Γi)×(0,T)eRt(u[ψV-DV]-ψDu)·νdxdt+ΓLi×(0,T)eRtu[ψV-DV]·νdxdt.(32)

Moreover, as we will discuss later on in this section, for i=1,,Nmax the coefficients P1i, Peψi and Pψi can be completely computed in each ΩiΩ from the measurements defining the observation operator M[F].

The first two equations in (Equation31) indicate whether there exists or not a source occurring in the suspected section ΩiΩ. Indeed, as from (Equation11) we have λ¯n0 then, for example, using the first equation in (Equation31) it follows that P1i=0 means A(ωn)=0 and thus, there is no source occurring in Ωi. However, if P1i0 then, there is a source λnχωn occurring in Ωi, i.e. ωnΩi. Furthermore, if λn keeps a constant sign, for example, λn0-pagination a.e. in (0, T) and the reaction coefficient R0 then, we have: λn(t)λn(t)eRtλn(t)eRT in (0, T). Hence, from the first equation in (Equation31) we deduce the following lower and upper bounds of the total amount discharged in Ωi by the occurring source λnχωn:(33) e-RTP1ie-RT0P1iA(ωn)0Tλn(t)dtP1i.(33)

The knowledge of the time active limit T0 using [Citation25] improves the lower bound in (Equation33). Moreover, since the reaction coefficient R is usually small enough it follows that (Equation33) provides an approximation of the total amount discharged by the unknown source λnχωn occurring in Ωi without having to identify the two elements λn and ωn. That leads to know how interesting is the source occurring in ΩiΩ and thus, to decide whether to go further with the identification or not. In the sequel, we focus on identifying the two unknown elements λn and ωn defining a detected source λnχωn occurring in ΩiΩ, i.e. ωnΩi where i{1,,Nmax}. To this end, we prove the following result:

Proposition 4.1:

Let λnχωn be a detected source occurring in ΩiΩ and B be the bounded domain of R2 geometrically centred at the origin such that ωn=Gn+B. The coefficients P1i, Peψi, Pψi in (Equation32) and the function Qi defined for all τ(0,T) by(34) Qi(τ)=(Γi-1Γi)×(0,τ)(u(x,t)[Dv(x,τ-t)+v(x,τ-t)V]-v(x,τ-t)Du(x,t))·νdxdt,(34)

where v is the solution of the problem (Equation23)–(Equation24) with ω=ωn, determine uniquely the two unknown elements λn and the geometric centre Gn of ωn as follows:(35) Ψi(Gn)=PeψiP1iPψiP1iand0τλn(t)(ωnv(x,τ-t)dx)dt=Qi(τ),τ(0,T),(35)

where Ψi is the injective function introduced in (Equation17).

ProofLet i{1,,Nmax} be such that P1i0 which implies that there is a source λnχωn occurring in ΩiΩ. Then, by dividing in (Equation31) the last two equations by the first one, it follows from Lemma 2.2 that the geometric centre Gn of the unknown source spatial support ω¯n yields the unique point of Ωi subject to:(36) 1A(ωn)ωneψ(x)dx=PeψiP1i1A(ωn)ωnψ(x)dx=PψiP1iΨi(Gn)=PeψiP1iPψiP1i.(36)

The uniqueness of the point GnΩi that solves (Equation36) is due to the injectivity of the function Ψi introduced in (Equation17). Let ζin and ζout be such that the solution v of the system (Equation23) yields the assertion (Equation24) for ω=ωn, i.e. ωnv(x,·)dx0 a.e. in (0, T). Thus, given τ(0,T) the variable vτ(·,t)=v(·,τ-t) solves the following system:(37) -tvτ-div(Dvτ)-V·vτ+Rvτ=0inΩ×(0,τ)vτ(·,τ)=0inΩvτ(·,t)=ζin(·,τ-t)onΓin×(0,τ)(Dvτ+vτ(·,t)V)·ν=0onΓL×(0,τ)(Dvτ(·,t)+vτ(·,t)V)·ν=ζout(·,τ-t)onΓout×(0,τ)(37)

Hence, multiplying the Equations (Equation1)–(Equation2) by the variable vτ and integrating by parts on Ωi×(0,τ) using Green’s formula gives(38) 0τλn(t)(ωnv(x,τ-t)dx)dt=Qi(τ),τ(0,T),(38)

where Qi is the function introduced in (Equation34). The uniqueness of λnL2(0,T) that solves (Equation38) is a consequence of Titchmarsh’s theorem on convolution of L1 functions [Citation26] since it holds ωnv(x,·)dx0 a.e. in (0, T).

4.2. Properties characterizing the source spatial support ω¯nΩi

We determine four properties (P1,,4) characterizing the unknown spatial support ω¯n defining the detected source λnχωn occurring in Ωi. We start by determining an approximation of its sought geometric centre Gn that solves the first equation in (Equation35). To this end, we apply in ωn the Taylor formula to the function eψ(x) at x0=Gn, i.e.(39) eψ(x)=eψ(Gn)(1+ψ(Gn),x-Gn+12(ψ(Gn),x-Gn)2eψ(θ(x-Gn)))=eψ(Gn)(1+ψ(x-Gn)+12ψ2(x-Gn)eψ(θ(x-Gn)))eψ(Gn)(1+ψ(x-Gn)),(39)

where θ(0,1) and .,. denotes the inner product in R2. Furthermore, from (Equation5) and (Equation10) it follows that ωnψ(x-Gn)dx=0. Thus, by integrating both sides of the approximation in (Equation39) over ωn we obtain(40) ωneψ(x)dxA(ωn)eψ(Gn).(40)

Therefore, from using the approximation (Equation40) as an equality to replace the left-hand side in the first equation of the system (Equation36) it follows that the sought geometric centre Gn of the unknown source spatial support ω¯nΩi satisfies(41) ψ(Gn)=lnPeψiP1iψ(Gn)=PψiP1iαβV2-V1x1Gnx2Gn=lnPeψiP1iPψiP1i.(41)

The second equation of (Equation41) is obtained as in (Equation20). Moreover, the determinant of the 2×2 matrix involved in (Equation41) is equal to: -(αV1+βV2)=VD-1V>0. Hence, from solving the linear system in (Equation41) it follows that the two unknown coordinates defining the geometric centre Gn=(x1Gn,x2Gn) of ωnΩi are given by(42) (P1)x1Gn=-V1VD-1VlnPeψiP1i-βVD-1VPψiP1i,x2Gn=-V2VD-1VlnPeψiP1i+αVD-1VPψiP1i.(42)

Besides, in the remainder given η>0 we denote by S(Gn,η) the square of side length η centred at the same geometric centre Gn of ωn localized in (Equation42). Let ηi be the biggest positive real number that yields S(Gn,ηi)Ωi. Then, multiplying the Equations (Equation1)–(Equation2) by the function zη(x,t)=eRtχS(Gn,η)(x) and integrating by parts on Ωi×(0,T) gives(43) λ¯n=g(η)A(ωnS(Gn,η)),η(0,ηi],where:g(η)=eRTS(Gn,η)u(x,T)dx+S×(0,T)eRt(Vu-Du)·νdxdt.(43)

In view of (Equation43), we introduce the two functions gincl and gcont defined in (0,ηi] by(44) gincl(η)=g(η)A(S(Gn,η))andgcont(η)=g(η).(44)

Thus, (Equation43) and (Equation44) lead to determine the following two properties characterizing the unknown source spatial support ω¯nΩi:

(P2):Biggest square centred at Gn and included in ωn: For η=ε>0 to η=ηi, all η such that S(Gn,η)ωn, (which implies A(ωnS(Gn,η))=A(S(Gn,η))), yields, in view of (Equation43)–(Equation44), gincl(η)=λ¯n. However, as soon as η is such that S(Gn,η)ωn it follows from (Equation43)–(Equation44) that gincl(η)=λ¯nA(ωnS(Gn,η))/A(S(Gn,η)). Therefore, the element ηin(0,ηi) that yields: gincl(η)=λ¯n for all η(0,ηin] and |gincl(η)|<|λ¯n| for all η(ηin,ηi] corresponds to the side length of the biggest square S(Gn,ηin)ωn.

(P3):Smallest square centred at Gn and containing ωn: For η=ηi to η=ε>0, all η such that ωnS(Gn,η), (which implies A(ωnS(Gn,η))=A(ωn)), gives, according to (Equation43)–(Equation44), gcont(η)=λ¯nA(ωn). However, as soon as η is such that ωnS(Gn,η) it follows from (Equation43)–(Equation44) that gcont(η)=λ¯nA(ωnS(Gn,η)). Hence, the element ηout(0,ηi) that yields: gcont(η)=λ¯nA(ωn) for all η[ηout,ηi] and |gcont(η)|<|λ¯n|A(ωn) for all η(0,ηout) corresponds to the side length of the smallest square S(Gn,ηout)ωn.

To determine the biggest ηin and the smallest ηout that yield S(Gn,ηin)ωnS(Gn,ηout), in practice we proceed as follows: (1) From the function gincl, we determine the side length ηin as the biggest element of (0,ηi) after which gincl is not anymore equal to its initial constant value. (2) From the function gcont, we determine the side length ηout as the smallest element of (0,ηi) from which gcont becomes equal to its final constant value. Afterwards, we deduce λ¯n and the surface area A(ωn) of the unknown spatial support ω¯n as follows:(45) (P4):A(ωn)=gcont(η)/λ¯nforη[ηout,ηi],whereλ¯n=gincl(η)forη(0,ηin].(45)

Remark 4.2:

 

(1)

We used squares centred at the localized geometric centre Gn of the unknown spatial support ω¯nΩi as two reference geometries i.e. we determined the biggest square included in ωn and the smallest square containing ωn. If rather other reference geometries are desired then, we redefine (Equation43) from replacing the square S(Gn,η) by the wished geometries. The behaviour of gincl and gcont with respect to the variation of the surface areas defining the new used domains lead to determine from gincl the biggest domain included in ωn and from gcont the smallest domain containing ωn.

(2)

Let 0<L be the width and the length of the monitored domain Ω. The non-dimensional term: -ψ(L)=LD-1V where L=(L,), is a Peclet like number that represents the ratio of the contributions to mass transport by convection to those by dispersion [Citation27]. If LD-1V is a relatively small number then, since for all xωnΩiΩ we have x-Gn2<<L2, it makes sense to neglect the second-order term ψ2(x-Gn) against the first order term ψ(x-Gn)=-(x-Gn)D-1V to obtain the approximation in (Equation39).

Nevertheless, the state u in Ω is subject to only knowledge of its value and the value of its flux on the interfaces Γi=1,,Nmax. Hence, the determination of the total discharged amount in (Equation33) and the localization from (Equation42) of the unknown geometric centre Gn defining the source spatial support ω¯nΩi, as well as the unknown elements in (Equation45) are not so far available due to the not given terms u(·,T) involved in (Equation31)–(Equation32) and (Vu-Du)·ν involved in (Equation43)–(Equation44). To overcome these two difficulties, we proceed in two steps:

Step 1: In order to determine the final state u(·,T) in Ω of the main problem (Equation1)–(Equation2) and (Equation8)–(Equation9), we employ the change of variables: U(x,t)=e12ψ(x)u(x,t) in Ω×(0,T). Then, since λn=1,,N satisfy (Equation11) it follows that U solves for all T(T0,T)(46) tU-div(DU)+ρU=0inΩ×(T,T)U(·,T)L2(Ω)inΩU=0onΓin×(T,T)(DU+12UV)·ν=0on(ΓLΓout)×(T,T)(46)

where ρ=R+14VD-1V. Moreover, in view of the condition (C3) in (Equation13), U solves in ΩNmax+1×(0,T) a system similar to (Equation46) where the initial condition becomes U(·,0)=0 in ΩNmax+1 and the first boundary condition is replaced by U=e12ψu on ΓNmax×(0,T). Thus, given records of the state u on ΓNmax×(0,T) we employ a numerical method to compute u in ΩNmax+1×(0,T). Then, we consider the problem of determining the final state u(·,T) in Ω of the problem (Equation1)–(Equation2) and (Equation8)–(Equation9) from the computed data u in ΩNmax+1×(T,T), see [Citation28]. Hence, we prove as in [Citation6] the following result:

Proposition 4.3:

Let u be the solution of the problem (Equation1)–(Equation2) and (Equation8)–(Equation9), U=e12ψu in Ω×(0,T) and ΩNmax+1Ω as introduced in (Equation13). Provided the assertion (Equation11) holds true, the data u in ΩNmax+1×(T,T) where T(T0,T) determines in a unique manner the final state u(·,T) in Ω and we have(47) U(·,T)L2(Ω)CUL2(ΩNmax+1×(T,T)),(47)

where C is a Carleman constant [Citation29] that does not depend on U(·,T).

ProofSee the Appendix 1.

To determine the final state u(·,T) in Ω using the computed data u in ΩNmax+1×(T,T), we denote by (ek)k0 the normalized eigenfunctions of the following problem:(48) -div(De)+ρe=μeinΩe=0onΓin(De+12eV)·ν=0on(ΓLΓout)(48)

that form a complete orthonormal family of L2(Ω), see [Citation30]. Then, the solution of the problem (Equation46) is expressed as follows:(49) U(x,t)=k0U(·,T),ekL2(Ω)eμk(T-t)ek(x)inΩ×(T,T)(49)

where μk is the eigenvalue associated to ek and .,.L2(Ω) denotes the inner product in L2(Ω). Therefore, by truncating the series in (Equation49) using a sufficiently large number K of terms, we determine the coefficients yk:=U(·,T),ekL2(Ω) for k=0,,K by solving the following least squares problem:(50) miny0,,yK12k=0Kykeμk(T-t)ek-UL2(ΩNmax+1×(T,T))2.(50)

Afterwards, we deduce the approximation of the final state u(·,T) in Ω associated to the main problem (Equation1)–(Equation2) and (Equation8)–(Equation9):(51) u(x,T)e-12ψ(x)k=0Kykek(x),xΩ.(51) Step 2: As far as the not given term (Vu-Du)·ν involved in (Equation43)–(Equation44) is concerned, in practice we proceed as follows: (1) For the function gcont, since the aim is to determine ηout(0,ηi) from which this function becomes equal to its final constant value it follows that the curve of gcont is more interesting on its second part where η(ηout,ηi] that corresponds to ωnS(Gn,η)Ωi. Thus, for gcont we consider that (Vu-Du)·ν on S×(0,T) is approximated by its value given by the measurements taken on Ωi×(0,T). (2) For the function gincl, the aim is to determine until which side length ηin(0,ηi) this function keeps its initial constant value and thus, the curve of gincl is rather more valuable on its first part where η(0,ηin] that corresponds to S(Gn,η)ωn. Moreover, within the source spatial support ω¯n 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 ωn. Hence, for the function gincl we omit the integral on S×(0,T) of (Vu-Du)·ν.

4.3. Identification of the unknown source intensity function λn

In view of the previous subsection and as far as the detected source λnχωn occurring in ΩiΩ is concerned, we consider now to be known the biggest side length ηin as well as the smallest side length ηout defining the two squares centred at the already localized geometric centre Gn of the unknown source spatial support ω¯n that yield: S(Gn,ηin)ωnS(Gn,ηout). Then, to identify the unknown source intensity function λn we set the subdomain ω involved in the problem (Equation23)–(Equation24) to the middle square centred at Gn, i.e.(52) ω=S(Gn,ηmid),whereηmid=(ηin+ηout)/2(52)

and determine from Remark 2.4 two boundary controls ζin and ζout that drive the solution v of the problem (Equation23) to satisfy the assertion (Equation24) for ω as in (Equation52). Afterwards, we replace in the second equation of (Equation35) ωn by S(Gn,ηmid) and focus on identifying an approximation of the source intensity function λn by solving the following deconvolution problem:(53) 0τλn(t)S(Gn,ηmid)v(x,τ-t)dxdt=Qi(τ),τ(0,T),(53)

where Qi is the function in (Equation34) defined from v the solution of the problem (Equation23)–(Equation24) with ω=S(Gn,ηmid). To this end, given a desired number of time steps M, we employ the regularly distributed discrete times tm=mΔt for m=0,,M, where Δt=T/M. Then, using the trapezoidal rule we get(54) 0tm+1λn(t)S(Gn,ηmid)v(x,tm+1-t)dxdt=k=0mtktk+1λn(t)S(Gn,ηmid)v(x,tm+1-t)dxdtΔt2k=0mλn(tk)S(Gn,ηmid)v(x,tm+1-k)dx+λn(tk+1)S(Gn,ηmid)v(x,tm-k)dx=Δtk=1mλn(tk)S(Gn,ηmid)v(x,tm+1-k)dx,(54) where according to (Equation23), we used v(·,0)=0 in Ω and λn(0)=0. Thus, using the notation λnkλn(tk) and in view of (Equation54), we obtain a discrete version of the deconvolution problem defined from (Equation53) that leads to the following recursive formula:(55) λnm=1S(Gn,ηmid)v(x,t1)dxQi(tm+1)Δt-k=1m-1λnkS(Gn,ηmid)v(x,tm+1-k)dx,m1.(55)

In other words, by denoting Λn=(λn1,,λnM) and Qi=(Qi(t2),,Qi(tM),Qi(tM)), it follows from (Equation53)–(Equation54) that the identification of the intensity function λn defining the detected source occurring in ΩiΩ is transformed into solving the linear system(56) AΛn=1ΔtQi,(56)

where A is the M×M lower triangular matrix defined for m=1,,M by(57) Amk=S(Gn,ηmid)v(x,tm+1-k)dx,fork=1,,mAmk=0,fork=m+1,,M.(57)

In practice, due to measurement inaccuracies, the vector Qi could be contaminated by some errors. In addition, the matrix A could be ill-conditioned. Therefore, the identification of Λn using the recursive formula in (Equation55) which corresponds to the straightforward solution of the linear system (Equation56)–(Equation57) could not yield a stable approximation of the unknown source intensity function λn. To overcome this difficulty, one could employ, for example, the Tikhonov regularization method that replaces the linear system (Equation56)–(Equation57) by a penalized least-squares problem under the form:(58) minΛnRM12AΛn-1ΔtQi22+r2Λn22,(58)

where .2 denotes the Euclidean vector norm and r>0 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) the unknown elements defining in (Equation9) the multiple sources occurring in the inverse problem (Equation1)–(Equation2) and (Equation8):

Algorithm. Proceed as follows:

     1. Solve the forward problem satisfied by u in ΩNmax+1×(0,T).

     2. Compute (ek)k=1,,K and (μk)k=1,,K of the eigenvalue problem (Equation48).

     3. Solve the least squares problem (Equation50) and determine u(·,T) in Ω from (Equation51).

     4. For i=1 to Nmax do

           Compute the coefficient P1i defined in (Equation32).

           If |P1i|/Tε then, there is no source in Ωi.

           Else, there is an unknown source λnχωn occurring in Ωi.

               Determine from (Equation33) the total amount: A(ωn)0Tλn(t)dt loaded in Ωi.

               Compute the two coefficients Peψi and Pψi from (Equation32).

               Localize the geometric centre Gn of the unknown source spatial support ω¯n

                   from (Equation42) and deduce, as in (Equation43)–(Equation45), the elements: ηin,ηout,λ¯n and A(ωn).

               Identify the source intensity function λn by computing Λn from (Equation55) or (Equation58).

5. Numerical experiments

We carry out numerical experiments in the case of a monitored domain Ω defined by:Ω:={x=(x1,x2)such that0<x1<Land0<x2<}=(0,L)×(0,),

where the associated inflow Γin, lateral ΓL and outflow Γout boundaries are given by(59) Γin:={x=(x1,x2)such thatx1=0and0x2},Γout:={x=(x1,x2)such thatx1=Land0x2},ΓL:={x=(x1,x2)such thatx2=0and0x1L}{x=(x1,x2)such thatx2=and0x1L},(59)

for L=1000m and =100m. Then, we set Nmax=4 and define the interfaces Γi=1,,Nmax for recording the state and its flux crossing each source suspected section ΩiΩ as follows:(60) Γi:={x=(x1,x2)such thatx1=i×200and0x2},fori=1,,Nmax.(60)

That implies: Ωi=((i-1)×200,i×200)×(0,) for i=1,,Nmax+1. We consider a uniform flow crossing the monitored domain Ω defined by a mean velocity vector V perpendicular to the inflow boundary Γin, i.e. V=(V1,0) and thus, a dispersion tensor reduced to the diagonal matrix D=diag(D1,D2), see [Citation32,Citation33]. To generate the measurements (Equation15) defining the observation operator M[F], we solve the forward problem (Equation1)–(Equation2) and (Equation8) where F is as introduced in (Equation9)–(Equation11) for N=3 time-dependent sources spatially supported at ω¯n=1,2,3 and loading the intensity functions defined in (0,T0) by(61) λ1(t)=4T02t(T0-t),λ2(t)=χ(T05,T0)(t)andλ3(t)=T0-tT0(e3-t/T0-e3-2t/T0),(61)

whereas λn=1,2,3(t)=0 for all tT0. Thus, the source intensity functions are such that(62) 0Tλ1(t)dt=2T03,0Tλ2(t)dt=4T05and0Tλ3(t)dt=T0(e2-e1+e34).(62)

As far as the source spatial supports are concerned and in view of (C3) in (Equation13), we use(63) ω1=R(G1;η1=10,η2=8):Rectangle centred atG1=(x1G1,x2G1)of sides lengthη1,η2.ω2=T(G2;ABC):Triangle of verticesA=(a-δa,b),B=(a+δa,b)andC=(a,b+δb)centred atG2=(x1G2=a,x2G2=b+δb/3),whereδa=10,δb=18.ω3=S(G3;η=4):Square centred atG3=(x1G3,x2G3)of side lengthη.(63)

In order to illustrate our numerical experiments, we represent all introduced elements regarding the monitored domain Ω 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 (C3) in (Equation13) by solving numerically the forward problem satisfied by the state u in ΩNmax+1×(0,T). Afterwards, using the computed data u in ΩNmax+1×(0,T), we solve the least squares problem (Equation50) to determine the final state u(·,T) in Ω. To this end, we compute the normalized eigenfunctions (enm)n,m0 of the problem (Equation48) for a mean velocity vector V=(V1,0) and a dispersion tensor D=diag(D1,D2) with ρ=R+V12/(4D1). We find

Figure 1. Functions gincl(a) and gcont(b) corresponding to ω1 defined by G1 in Table .

Figure 1. Functions gincl(a) and gcont(b) corresponding to ω1 defined by G1 in Table 3.

(64) enm(x1,x2)=cnmsin(αnx1)cos(mπx2),n,m0,(64)

where for all n0, the coefficient αn is determined from solving the following equation:(65) tan(αnL)+2D1V1LαnL=0,in((2n+1)π/2,(2n+3)π/2)(65)

and the normalizing coefficient cnm is defined by(66) cnm=2Lβnifm=02Lβnifm0whereβn=1-sin(2αnL)2αnL.(66)

Figure 2. Functions gincl(a) and gcont(b) corresponding to ω2 defined by G2 in Table .

Figure 2. Functions gincl(a) and gcont(b) corresponding to ω2 defined by G2 in Table 3.

Furthermore, the eigenvalue μnm associated to the eigenfunction enm is given by μnm=ρ+D1αn2+D2(mπ/)2. To expand the state u solution of the problem (Equation1)–(Equation2) and (Equation8)–(Equation9) in the orthonormal family {enm}n,m0, we use the earlier introduced change of variables U(x;t)=eψ(x)/2u(x;t) for all x=(x1,x2)(0,L)×(0,) and t(0,T). It follows that the variable U solves the following system:(67) tU-D1x1x12U-D2x2x22U+ρU=eψ(x)/2k=13λk(t)χωk(x)in(0,L)×(0,)×(0,T),U(x1,x2;0)=0in(0,L)×(0,),U(0,x2;t)=0on(0,)×(0,T),D2x2U(x1,0;t)=D2x2U(x1,,t)=0on(0,L)×(0,T),D1x1U(L,x2;t)+V12U(L,x2;t)=0on(0,)×(0,T),(67)

where ψ(x)=-V1x1/D1. From setting U(x,t)=n,m0anm(t)enm(x) for all x=(x1,x2)(0,L)×(0,) and t(0,T) it follows that the coefficient anm solves(68) anm(t)+μnmanm(t)=k=13λk(t)ωkeψ(x)/2enm(x)dxin(0,T),anm(0)=0(68)

for all n,m0. Therefore, by solving (Equation68) and using u=e-ψ(x)/2U we obtain for all x=(x1,x2)(0,L)×(0,) and t(0,T),(69) u(x;t)=eV12D1x1n,m0anm(t)enm(x),whereanm(t)=k=130tλk(η)e-μnm(t-η)dηωke-V12D1x1enm(x)dx.(69)

Then, we truncate the double series defining the state u in (Equation69) by considering the first N×M terms and generate the simulated observations defining the operator M[F] introduced in (Equation15) from using the three time-dependent intensity functions λk=1,2,3 introduced in (Equation61) and their associated source spatial supports ω¯k=1,2,3 given in (Equation63). We carry out numerical experiments using a final monitoring time T=14400s (4 hours), a time active limit in (Equation11), T0=3T/4 and the flow coefficients D1=29m2s-1, D2=5m2s-1, V1=0.10ms-1, R=10-5s-1. For simplicity, we set T=T0 and identify the required final state u(·,T) in Ω by solving using the conjugate gradient method the least squares problem (Equation50)–(Equation51).

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 λn=1,2,3 introduced in (Equation61) and by varying, in view of (Equation14), the locations of the geometric centres Gn=1,2,3 defining their spatial supports ω¯n=1,2,3 in (Equation63). For each used locations of the geometric centres Gn=1,2,3 to generate new simulated measures, we present in a same table the Source Detection coefficient, as in Algorithm, P1i/T computed at each suspected source section Ωi for i=1,,Nmax=4, as well as the identified geometric centre Gn, determined from (Equation42), defining the spatial support of the detected source occurring in Ωi. We indicate in the caption of each table the locations of the geometric centres Gn=1,2,3 in (Equation63) used to generate the simulated measures M[F]. We carried out numerical results using different truncation values of N=M and observed that the accuracy on the computed P1i as well as on the localized geometric centres Gn=1,,3 is improved as N=M increase. The results presented in the following tables are obtained with N=M=200.

Table 1. Source detection: simulation using G1=(97,70);G2=(273,7);G3=(514,96).

Table 2. Source detection: simulation using G1=(43,6);G2=(327,86);G3=(716,3).

Table 3. Source detection: simulation using G1=(160,84);G2=(415,20);G3=(695,40).

Table 4. Source detection: simulation using G1=(304,61);G2=(496,7);G3=(623,97).

Figure 3. Functions gincl(a) and gcont(b) corresponding to ω3 defined by G3 in Table .

Figure 3. Functions gincl(a) and gcont(b) corresponding to ω3 defined by G3 in Table 3.

The analysis of the numerical results presented in Tables shows that the established active source detection procedure defined by computing the detection coefficient P1i/T from (Equation31)–(Equation32) for each source suspected section Ωi=1,,Nmax of the monitored domain Ω enables to distinguish clearly a section Ωi where there is an occurring source from another where there is no active source. In addition, once an active source λnχωn is detected to be occurring in ΩiΩ and as far as property (P1) in (Equation42) is concerned, the numerical results in Tables show that the localization of the geometric centre Gn defining the unknown spatial support ω¯n of the detected source is accurate.

Besides, to verify the upper and lower bounds obtained in (Equation33) framing the total amount discharged by each detected source λnχωn occurring in Ωi, we use (Equation62)–(Equation63) to compute analytically the total amount loaded in Ωi by the involved source and determine from the computed coefficient P1i: the lower bound e-RTP1i and the upper bound P1i obtained in (Equation33). We carry out this verification, for example, on the results presented in Table :(70) e-RTP12=36.55TA(ω1)0Tλ1(t)dt=40TP12=42.22T,e-RTP13=99.75TA(ω2)0Tλ2(t)dt=108TP13=115.20T,e-RTP14=18.44TA(ω3)0Tλ3(t)dt=20.25TP14=21.30T.(70)

From (Equation70), we observe that the lower and upper bounds established in (Equation33) framing the total amount discharged in Ωi by the detected source are effective. Moreover, the upper bound P1i is nearer to the exact value of the total amount discharged in Ωi. Actually, from the first equation in (Equation31) and since λ¯n=0TeRtλn(t)dt it follows that the coefficient P1i yields for all R sufficiently small an approximation of the total amount discharged in Ωi by the occurring source λnχωn.

The second part of our numerical experiments concerns the properties (P2) and (P3). More specifically, once an active source is detected to be occurring in a suspected region ΩiΩ and the geometric centre Gn of its unknown spatial support ω¯nΩi is already localized using (P1), we aim to determine the biggest side length ηin and the smallest side length ηout that yield S(Gn,ηin)ωnS(Gn,ηout), where S(Gn,η) is the square of side length η centred at the same localized geometric centre Gn of ωn. Moreover, as already established in (Equation43)–(Equation45), the determination of ηin and ηout can be achieved from analysing the curves of the two functions gincl and gcont in (Equation43)–(Equation44) defined from the measures in M[F] taken on Ωi×(0,T). To this end, we use for example the results presented in Table and draw for each detected source occurring in Ωi the curves of the two corresponding functions gincl and gcont defined in (Equation43)–(Equation44) and approximated later on in Step 2. Then, in a separated graphic we represent the sought source spatial support ω¯n in the red colour and draw S(Gn,ηin), S(Gn,ηout), where ηin and ηout are deduced from the two curves of gincl and gcont given just above. We start by presenting the obtained results concerning the source spatial support ω¯1 defined in (Equation63) i.e. ω1 is the rectangle centred at G1=(160,84) and of sides lenth η1=10 following the x1-axis and η2=8 following the x2-axis. For this first occurring source, we give in two graphics the curves of gincl and gcont drew for different values of N=M.

Figure 4. Identification of λ1: (a) Noise 3%; Error 0.18, (b) Noise 10%; Error 0.20.

Figure 4. Identification of λ1: (a) Noise 3%; Error 0.18, (b) Noise 10%; Error 0.20.

Figure 5. Identification of λ2: (a) Noise 3%; Error 0.45, (b) Noise 10%; Error 0.48.

Figure 5. Identification of λ2: (a) Noise 3%; Error 0.45, (b) Noise 10%; Error 0.48.

The numerical results presented in Figures and were obtained for N=M=100. The analysis of the experiments in Figures shows that the two functions gincl and gcont defined in (Equation43)–(Equation44) and approximated later on in Step 2 lead to determine effective approximations of the biggest side length ηin and the smallest side length ηout that yield S(Gn,ηin)ωnS(Gn,ηout). Moreover, the approximation considered in Step 2 for the function gincl leads to determine ηin whereas gincl(ηin) doesn’t correspond to the value of the associated λ¯n as in (Equation43)–(Equation44) due to the omitted term. However, the approximation given in Step 2 for the function gcont is such that gcont(ηout)λ¯nA(ωn). This last remark can be verified from comparing the final constant value reached by gcont as discussed in (Equation43)–(Equation44) with the value given in Table of the coefficient P1i computed from (Equation31).

Once ηin and ηout are determined, we set A(ωn)A(S(Gn,ηmid))=ηmid2, and deduce from (Equation31) the following approximation: λ¯nP1i/A(S(Gn,ηmid)).

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 Ω. To this end, since we have already determined for each detected unknown source λnχωn occurring in ΩiΩ where i{1,,Nmax} the geometric centre Gn of its spatial support ω¯n as well as the biggest side length ηin and the smallest side length ηout that yield S(Gn,ηin)ωnS(Gn,ηout) then, we use, as in (Equation52), the following approximation: ωnS(Gn,ηmid).

Therefore, to identify the historic of the intensity function λn defining the unknown source detected in Ωi where i{1,,Nmax} we consider, as discussed in Remark 2.4, the two problems (Equation23)–(Equation25) in Ωi×(0,T) where we set ω=S(Gn,ηmid). Moreover, to solve numerically the two systems (Equation23)–(Equation25) in Ωi×(0,T) we use a discretization employing the following uniform mesh sizes: Δx1=200/N1, Δx2=/N2 with a time-step Δt=T/M and use a 5-points finite differences Crank-Nicholson scheme for N1=40, N2=25 and M=240. Then, we determine the loaded time-dependent intensity function λn from the recursive formula obtained in (Equation55). 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) and the associated intensity function in (Equation61) used for simulation. We indicate for each identified source intensity function the percent of the introduced Gaussian noise as well as the associated L2 relative error i.e. λnidentified-λnsimulationL2(0,T)/λnsimulationL2(0,T).

Figure 6. Identification of λ3: (a) Noise 3%; Error 0.29, (b) Noise 10%; Error 0.32.

Figure 6. Identification of λ3: (a) Noise 3%; Error 0.29, (b) Noise 10%; Error 0.32.

The numerical results presented in Figures show that the recurssive formula established in (Equation55) enables to identify the time-dependent intensity functions λn=1,,N. 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 Ωi, 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 λ2 in Figure is mainly due to the error already committed from replacing ω2 by S(G2,ηmid) while computing the coefficients Amk and Qi(tm) in (Equation55)–(Equation58).

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 Ω of an arbitrary geometric shape. (2) Theoretically: To treat the three-dimensional case which requires the introduction of a third dispersion-current function ψ added to ψ and ψ in (Equation4). (3) Applicability: Since using a simple change of variables we transform the operator L in (Equation2) 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 γL2(ΩNmax+1×(T,T)) where ΩNmax+1Ω and 0<T<T that to a given initial state φ0L2(Ω) drives the solution φ of the following system:(A1) tφ-div(Dφ)+ρφ=γ(x,t)χΩNmax+1(x)inΩ×(T,T)φ(·,T)=φ0inΩφ=0onΓin×(T,T)(Dφ+12φV)·ν=0on(ΓLΓout)×(T,T)(A1) (A2) to the final state:φ(·,T)=0inΩ.(A2)

Multiplying the first equation in (EquationA1) by ξ the solution of the adjoint problem that to a given ξ0L2(Ω) associates(A3) -tξ-div(Dξ)+ρξ=0inΩ×(T,T)ξ(·,T)=ξ0inΩξ=0onΓin×(T,T)(Dξ+12ξV)·ν=0on(ΓLΓout)×(T,T)(A3)

and integrating by parts over Ω×(T,T) using Green’s formula gives(A4) ΩNmax+1×(T,T)ξγdxdt=Ω[φ(x,t)ξ(x,t)]TTdx,ξ0L2(Ω).(A4)

Therefore, a distributed control γL2(ΩNmax+1×(T,T)) solves the null controllability problem introduced in (EquationA1)–(EquationA2) if and only if it yields(A5) ΩNmax+1×(T,T)ξγdxdt=-Ωφ(x,T)ξ(x,T)dx,ξ0L2(Ω).(A5)

The necessary condition in (EquationA5) is implied by (EquationA4) whereas the sufficient condition is obtained from observing that if the solution φ of (EquationA1) with a given γL2(ΩNmax+1×(T,T)) satisfies (EquationA5) then, from (EquationA4) we get Ωφ(·,T)ξ0dx=0 for all ξ0L2(Ω). That leads to φ(·,T)=0 in Ω and thus, γ solves the null controllability problem (EquationA1)–(EquationA2).

Besides, let ξ^ be the solution of the adjoint problem introduced in (EquationA3) using the initial data ξ^(·,T)=ξ^0 that yields the minimizer of the functional J:L2(Ω)IR which to a given ξ0 associates (for the coercivity and the strict convexity of J see [Citation30,Citation35]):(A6) J(ξ0)=12ξL2(ΩNmax+1×(T,T))2+Ωφ(x,T)ξ(x,T)dx.(A6)

Then, J(ξ^0)ξ0=ΩNmax+1×(T,T)ξ^ξdxdt+Ωφ(x,T)ξ(x,T)dx=0 for all ξ0L2(Ω) and thus, in view of (EquationA5), the so-called Hilbert Uniqueness Method (HUM) distributed control defined by: γ=ξ^ in ΩNmax+1×(T,T) solves the null controllability problem (EquationA1)–(EquationA2). Furthermore, by setting ξ0=ξ^0 in (EquationA5), the HUM distributed control fulfills(A7) γL2(ΩNmax+1×(T,T))Cφ(·,T)L2(Ω),(A7)

where C is a Carleman constant [Citation29]. Let φ^(x,t)=φ(x,T+T-t) in Ω×(T,T), where φ is the solution of the null controllability problem (EquationA1)–(EquationA2) involving the HUM distributed control γ=ξ^ in ΩNmax+1×(T,T). Then, from multiplying the first equation in (Equation46) by φ^ and integrating by parts over Ω×(T,T) using Green’s formula we find(A8) ΩU(x,T)φ(x,T)dx=-ΩNmax+1×(T,T)U(x,t)γ(x,T+T-t)dxdt.(A8)

Moreover, using φ(·,T)=U(·,T) in Ω and according to (EquationA7)–(EquationA8) we get (Equation47).

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