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(26) (26) )–(Equation27(27) (27) ), the assertion (Equation24(24) (24) ) can be ensured by selecting the boundary controls and involved in the problem (Equation23(23) (23) ) as follows: either on and on or, on and on or, on and on . | ||||
(2) | Since later on we use where it follows that (Equation23(23) (23) )–(Equation25(25) (25) ) can be also considered in rather than in . The last option has the advantage of solving always the two systems (Equation23(23) (23) )–(Equation25(25) (25) ) in a same geometry (discretization) for whatever . However, as we need also to compute then, the first option i.e. considering (Equation23(23) (23) )–(Equation25(25) (25) ) in could be numerically more convenient for using a mesh size small enough to better approximate . |
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
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 of the unknown spatial support as two reference geometries i.e. we determined the biggest square included in and the smallest square containing . If rather other reference geometries are desired then, we redefine (Equation43(43) (43) ) from replacing the square by the wished geometries. The behaviour of and with respect to the variation of the surface areas defining the new used domains lead to determine from the biggest domain included in and from the smallest domain containing . | ||||
(2) | Let be the width and the length of the monitored domain . The non-dimensional term: where , is a Peclet like number that represents the ratio of the contributions to mass transport by convection to those by dispersion [Citation27]. If is a relatively small number then, since for all we have , it makes sense to neglect the second-order term against the first order term to obtain the approximation in (Equation39(39) (39) ). |
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
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 .
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) ).