V()I.. 18 N()o (1993)
60l
SURFACE TEMPERATURE DETERMINATION
FROM
BOREHOLE
MEASUREMENTS: REGULARIZATION AND
ERROR ESTIMATES
TRANTHI LE and MILAGROSNAVARRO
HoChiMinhCity University DepartmentofMathematics
HoChiMinhCity, VIETNAM
University ofthePhilippines DepartmentofMathematics
Diliman,QuezonCity,PHILIPPINES
(ReceivedJuly15, 1993andinrevised tbrmMarch 30. 1994)
ABSTRACT. Theauthors consider theproblem of determiningthetemperaturedistribution
u(x,
t) onthehalf-linex 0,
>
0, frommeasurementsat aninteriorpoint,forall>
0.Asis well-known, thisisanill-posedproblem Using theTikhonovmethod, the authors givearegularized solution, and assuming the(unknown)exact solution is inH(R),a
>
0 They giveanerror estimateoftheorderfore 0,wheree
>
0is abound on themeasurementerrorKEY
WORDS AND PHRASES. Surface temperature distribution, Tikhonov regularization, errorestimate.
1991AMSSUBJECT CLASSIFICATION CODES. 35R25, 35K05
1. INTRODUCTION.
We consider the problem of determining the temperature distribution
u(z,t)
on the half line z 0,>
0 frommeasurements at z 1for all>
0 Theproblemisof importanceinGeophysics. It has been consideredbyvariousauthors(see
references) Of particular relevancetothepresent workarethepapersof Anderssen and Saull
[1]
and of Anderssen[2],
andthe paper ofCarasso[3].
Thepaperof Anderssen and the one of Anderssen and Saull. give the physical background and concentrate on numerical and stabilization problems. The work ofCarasso makesuseof the Tikhonovregularization method. The difference betweenCarasso’sresult andours canbest be seeninRemark2atthe end of this paper. Thepaperof Talenti and Vessella[4]
isalso of interest,itgives stability estimates between thetwo solutions We should note that the problemunder consideration is ill-posed inthe sensethat a solutiondoesnotalways exist, and that whenever they exist,solutionsdonotdependcontinuouslyonthe given
(measured)
data. The ill-posednessis discussedbyvariousauthors(see
[1 ],[3]
and[5]).
Weshall regularize the problemusing the Tikhonov method. Weshallgiveerrorestimates, assuming the exact solution canbe extendedtoafunction inH(/),
a>0.2. MAIN"RESULTS.
We proposetosolvethe heat equation
ut-
uxx
0 0<
x<
c,>
0,(2.1)
subjecttothe following conditions
andadecaycondition,which,following[5].wetake as
li x-’2l
f-’
(.r, dt -0 forany F> 9 (232Ifwe write
v(t)
foru(0,
t), thenwe have the following representation formula, .alid lbv:_l.r.0/=0.which,withoutloss of generality,we assumehere
(z,
tlv(slK(x.t-
s)dswhere(seeWidder
[6]
andCannon[7])
K(x,t)
(47r)
--1xt-3/2exp(
z"/4t)
if t>0=0
Tofind
v(t),
it istherefore sufficienttosolve the followingintegralequation(4r)
-1 v(s)(t-s)-a/ezp(-
1/4(t-
s)) 9(t),(24)
whichisconvenientlywritten as
V/
v(s)K(t-
s)K(t)
t-3/2exp(
1/4t),
iftO
(25)
where
>0 (,20)
>
O, t,2 7)t>0
=0, t<0
Weassumeg(t)tobe anL2-function, and, hence,
h(t)
is anL,2-function. Taking theFourier transformof bothsidesof
(2.7)
giveswhere
R(p)(p)
(p)
(2.8)(2.9) 1
K(t)e
-’ptdtK(p)
and similarly forh and v, whichareunderstoodtovanish for
<
0. We shall considerthe following regularized equation/v+
IRlZa
=R
,
;>o,
(2.1o)Notethatasolution
O
of(2.10)
alwaysexistsandisLipschitzianin h The inverse Fouriertransformv
of’0a,whichweshalltakeasourregularizedsolutionforanappropriate/3, isthereforeLioschitzianinhsincethe
L2-Fourier
transform isaunitary operatoronL2
(1R).
Now,
letvbetheexactsolutionof(2.7)
for h h0, and supposethe error between the measured fight handside of(2.7)
andthe(unknown)
exactvalue is less thane>
0, i.e.,]h- h0
12
<
e where12
L2-norm
(2.11)Then,wehave the followingerrorestimate,taking/3 e
THEOREM2.1. Let(2.11 hold,andsupposevis inH (IR),a>0 Then
’LE,’,IPERATURE I)ISTRIBUI1() ()N i\ HA1,F-I,1NE b03
where
/,
re(t)
V/
[p) exp(ipt)dpandc 2/2BwithBdefined in(220)
PROOF. By (2 8)and(29),wehavefor
L
>0/(-’)
+
R I"(-)
-+R()-o!
Taking the
L2-inner
productwith"
and estimating,we havethe inequality(2 3)
(2.14)
Letting/3 e
<
1, andnotingthatwethen have. atlersomerearrangements
In particular,
and
(2 15)
(2.16)
IR(-)1
1)
(2 17)Now,taking the
L-inner
product of bothsidesof(2.13)with pl(v -’)
and estimating,wehave(for/5
e)
the inequalitye
II
pl’(
-’)12
+11
PR(
-)12
<_
eII
pVl
II
p(v
-)1 +
II
pRloola K01=
II
pO(V
-V)l
Inviewof thefollowingresult
(see [8])
IR(p)
2emp(-
(I
p1
’/2)
we havepl
1
<
.
From (2.18),wehave,inpaaicular
llPl
(%-v)IIlpl
o(v,-v)I2
([Ipl
gl+llpl ole)
where
Let
Then,wehave
llvll
lpll.
(the H%norm).
(2.18)
(2.19)
B
2(lip
]’/]2oo2
v2)
+1 (2.20)The foregoingstep establishes anH%bound on
v
v. Asa final step in ourproof, weestimate the smallness oflye
vl=
fore+0. Tothisend,wehave foranya>
0le
-(P)
12
dp<-
fv
IR(p)Ie/
R(a)I2I(’" -’)(P)I2
dp<a I<_a
60/4 ’1. ’1. I,E ANI) N. N,\VARRO
Onthe other hand
I(’Oe
-)(p)l’dp
<_
a-’
ip!(._
-)l’dp
<_B"
/a
"’
Now, leta Pe bethepositivesolutionof the equation
pi
’’-
expPl/2)
’’
lie
Then
(2 23)
Taking the logarithm of eachsideof(2 22)gives
(2.24)
SincePe oo for e 0, it followsthat,for alle
>
0 sufficientlysmall, theleft-hand sideof(2.24)islessthan
p/
orequivalently(1/p)
<1/(lnl/e)
(2
25)Hence,
for all smalle>
0,wehave from(2.23)
(226)
Thiscompletestheproof
REMARK
1. Amongall choicesof/
e,
6>
0,asTikhonov parameters,our choice e, in asense, is, from the point ofview ofour analysis, the optimal one, except for the coefficient c inthe inequality
(2.12).
First,if6>
1, thenouranalysisbreaksdown,sincethe steps leadingto(2.19)
areno longervalid. If0<
6<
1, then, retracingthe steps from(2.13)
to(2.24),
wewouldhave,for/
e,
an estimateof theform(2.27)
where
c’
isboundedas e 0. Weomitthedetailsthere.REMARK 2. In [3], Carasso (under weaker conditions on the exact solution) produced a regularizedsolutionthatapproximatestheexactsolutiononlyatinteriorpoints:r
>
0.In closing,wewould liketopoint out that multidimensional analoguesofourproblemaremuch more complicated. They are considered,e.g., in[9], where theproblem istreated numerically, andin
10],where theproblemisformulatedas a momentproblem.
ACKNOWLEDGEMENT. The authors would like to thank the referee for the most valuable
REFERENCES
ANDERSSEN, R S and SAULL, VA, Surfacetemperaturehistory determinationfiom
Boreholemeasurements,MathematicalGeoh)g)’5(1973)
2 ANDERSSEN, RS, Areviewofnumericalmethods forcertainimproperl,posedparabolic partialdifferentialequations Australian NationalUniversityComputerCentre.
TechnicalReport No 36, page 47,1970
3 CARASSO, A,Determining surface temperatures frominteriorobservations,SIAMJ.Appi. Math. 42(1982), 558-574
4 T,ad_,ENTI,G, Suiproblemimalposti,Boll. (bt Mat.ltal A15(1978), 1-29
5 TALENTI,G andVESSELLA. S.Noteon anill-posed problemfor the heat equation.
Austral. Math.Soc..A32(1982),358-368
6
WIDDER.
DV,
TheHeatEquation,AcademicPress, NewYork, 19757 CANNON,J
R,
TheOneDmtensonalHeatEquation,Addison-Wesley.MenloPark. 1984. 8 ERDELYI,A,
Tablesofh)tegralTransforms,
Vol 1,pages16and75,MacGraw-Hill, 1954. 9. CIALKOWSKI, MJ., GRYSA, K andJANKOWSKI. J. Inverseproblems ofthe linearnonstationaryheattransferequations,
Z
angew. Math. Mech. 72(1992).
T611-T61410 ANG, D D
LE,
T.T andTHANH,
DN,Multidimensionalsurface temperaturedetermination(inpreparation)
11. CANNON, J R, A Cauchy problemfortheheat equation,Amt.Mat. Pura Appl. 66(1964), 155-166.
12. CANNON, J.R.and KLEIN,RE,Optimalselectionofmeasurements locations in a
conductor for approximatedeterminationof temperaturedistributions,J.
Dyn. Syst.
Meas.and Control93(1971 ), 193-199
13. TIKHONOV, A.A.and GLASKO, V.V,Methods of determining the surface temperature of
abody, Z
VyctsZ
Mat. Mat. Ftz. 7(1967),910-91414. HAO, D N andGORENFLO,R,AnoncharacteristicCauchy problem fortheheat equation,Acta Appl.Math.,24(1991),1-27