ISSN:1390-9266 e-ISSN:1390-9134 LAJC 2024
25
DOI:
LATIN-AMERICAN JOURNAL OF COMPUTING (LAJC), Vol XI, Issue 2, July 2024
10.5281/zenodo.12171420
L. Costa, E. Classe, L. Asth, L. Abreu, D. Knupp and L. Stutz,
“Estimation of Spatially Dependent Coefficients in Heterogeneous Media in Diffusive Heat Transfer Problems”,
Latin-American Journal of Computing (LAJC), vol. 11, no. 2, 2024.
II. M
ETHODOLOGY
In this section, the methodology employed in this study
will be presented. In the subsequent subsections, the
mathematical formulation of the physical problem will be
explained, and the intricacies of Transition Markov Chain
Monte Carlo (TMCMC) will be explored. Introduced by [8],
this approach draws inspiration from the adaptive
Metropolis-Hastings technique and employs Monte Carlo
principles through Markov Chains. A comprehensive
overview of the TMCMC method will be provided,
including discussions on its fundamental principles and
procedural steps. The aim of this exposition is to provide a
clear understanding of how the TMCMC method operates,
especially in the context of estimating coefficients in
solving inverse problems.
A. Mathematical Formulation
In this section, the mathematical formulation underlying
the physical phenomenon of heat transfer within a material
of length L=10 will be delved into. This investigation
considers Neumann boundary conditions coupled with a
constant initial condition. The primary objective of this
section is to model the dynamic evolution of temperature,
represented as T(x,t), across space and time.
w
x
∂T(x,t)
∂t
=
∂
∂x
k(x)
∂T(x,t)
∂x
+p
x
(1a)
In this context, k(x) represents the thermal conductivity
coefficient, a measure characterizing an intrinsic ability of a
material to conduct heat. In turn, the coefficient w(x),
known as the thermal diffusion coefficient, incorporates the
inherent thermal diffusivity property of the material in
question. The term p(x) refers to an internal heat source
within the material. The spatial domain is defined in the
interval 0 < x < L, while time is restricted to positive values,
t > 0, where L denotes the physical extent of the material.
These parameters are expressed in terms of Neumann
boundary conditions:
∂T(x,t)
∂x
x=0
= 0
(1b)
∂T(x,t)
∂x
x=L
= 0
(1c)
These expressions characterize the rates of heat transfer
at the material boundaries, and the initial condition is
established as shown below, where T
0
is a constant
representing the initial temperature distribution within the
material.
T(x,0)
=
T
0
(1d)
This study examines Equation (1) in three distinct
scenarios: firstly, when both coefficients k(x) and w(x) are
kept constant; secondly, when they are modeled as linear
functions; and finally, when they follow exponential
functions. The primary aim of these analyses is to assess the
Transitional Markov Chain Monte Carlo (TMCMC) method
ability to accurately estimate these parameters.
Transitional Markov Chain Monte Carlo (TMCMC)
The Transitional Markov Chain Monte Carlo (TMCMC)
method, as proposed by [8], draws inspiration from the
adaptive Metropolis-Hastings method as suggested by [6],
and it is grounded on the Monte Carlo methodology through
Markov Chains. The main idea is to avoid direct sampling
of difficult probability distributions by sampling from a
series of intermediate distributions that converge to the
posterior distribution [8].
This method inherits the advantages of Adaptive
Metropolis-Hastings (AMH), which is suitable for very
sharp, flat, and multimodal probability density functions
(PDFs), and is particularly efficient in high-dimensional
PDFs. Additionally, the TMCMC method has the capability
to automatically select intermediate PDFs, enhancing its
versatility and effectiveness in sampling complex
distributions [8].
The posterior distribution is calculated using Bayes'
theorem, described by Equation (2) [9], as shown below:
π(P
Y)
π(P)π(Y| P) (2)
But, as mentioned earlier, the TMCMC method avoids
computing the distribution in this way, in order to employ a
series of intermediate distributions as follows:
f
j
(P)
π
P
π
p
j
(3)
The steps for the TMCMC algorithm are outlined as
follows [7]:
1. Samples {P₀,₁, P₀,₂, ..., P₀,ₙ} are acquired from the
prior distribution f₀(P) = π(P) using Monte Carlo
simulation. The process initiates with p₀ set to 0, and steps
2 and 3 are repeated for j = {0, 1, 2, ...}.
2. Likelihood distributions π(Y | Pⱼ,₁), ..., π(Y | Pⱼ,ₙ) are
computed, and the weights wⱼ,ₖ = π(Y | Pⱼ,ₖ)^(pⱼ₊₁ - pⱼ) are
determined. The selection of pⱼ₊₁ ensures that the coefficient
of variation (COV) of the importance weights {wⱼ,₁, ...,
wⱼ,ₙ} equals 100%. Additionally, normalized weights {wⱼ,₁,
..., wⱼ,ₙ} are calculated.
3. Based on the normalized weights {wⱼ,₁, ..., wⱼ,ₙ},
candidates are randomly chosen from {Pⱼ,₁, Pⱼ,₂, ..., Pⱼ,ₙ}. A
new candidate is proposed according to the distribution
N(Pⱼ,ₖ, Σⱼ), forming the sequence {Pⱼ₊₁,₁, Pⱼ₊₁,₂, ..., Pⱼ₊₁}. The
covariance matrix Σⱼ is defined by an equation.
∑
j
= β
2
∑
j=1
n
j
w
j,k
P
j,k
P
j
×P
j,k
P
j
T
(4a)
with
P
j
=
∑
l=1
n
j
w
j,1
. P
j,1
∑
l=1
n
j
w
j,l
(4b)
The parameter β is a factor that scales the distribution of the
covariance matrix proposal [8].