1. Introduction
The inverse unknown boundary condition (BC) problems for parabolic equations have many applications, such as heat–mass transfer, migration of groundwater, biology, identification and control of pollution, and environmental protection, see, e.g., [
1,
2,
3,
4]. As inverse ill-posed problems, they are of great interest in both mathematical and numerical studies [
5,
6,
7,
8].
The considered abstract problem can be physically interpreted as heat conduction within a spherical body composed of two layers, each having a different thermal conductivity. In this scenario, the time-dependent heat sources at both external boundaries are unknown, while temperature measurements are taken at internal points within the body. Convective heat transfer is neglected, as the primary factor influencing the process is its spherical geometry. The importance of this model has been explored in numerous books and research papers; see, for example, [
5,
9,
10,
11,
12,
13,
14,
15,
16,
17,
18,
19,
20].
Problems involving partial differential equations (PDEs) in spherical coordinates have been extensively studied in the literature. A variety of analytical, semi-analytical, and numerical methods have been developed to solve such equations effectively.
Analytical solutions similar to the 1D heat equation in spherical coordinates are constructed in [
20]. This technique is applied for solving finite line source and Stefan problems. In [
13], the authors consider heat conduction equations in cylindrical and spherical geometry. They develop new analytical solutions, derived through a self-similar Ansatz. Subsequently, these solutions are accurately replicated using explicit and finite difference methods, which are unconditionally stable. In [
20], the authors construct a general similarity-type solution for the 1D heat equation in spherical symmetry, and the solution is represented using Kummer functions. Semi-analytical solutions for axisymmetric reaction–diffusion equations involving first-order reaction kinetics and time-dependent boundary conditions are constructed in [
21].
The authors of [
9] developed a high-order numerical scheme for solving diffusion equations in cylindrical and spherical symmetry. They studied the stability, taking into account the singularity at the left boundary. Direct solvers, based on the fast Fourier transform for the Poisson equation on two-dimensional polar and spherical coordinates, were developed in [
15]. A novel mesh-free numerical method for solving Stefan-type problems in spherical coordinates was developed in [
22]. A finite difference scheme for 3D incompressible flows in spherical geometry is proposed in [
23].
For PDEs, problems with layers or interface problems are considered in many papers; see, e.g., [
24,
25,
26,
27,
28,
29]. In [
24,
25], the authors construct semi-analytical solutions for multilayer advection–dispersion and dispersion problems. Exact solutions for diffusive transfer models on domains that exhibit spatially varied growth are proposed in [
28]. The finite volume method for solving time-dependent multilayer diffusion problems is developed in [
29]. The method can be applied to a variety of boundary/interface conditions. In [
16,
26], authors construct and analyze finite difference schemes for solving interface elliptic systems and the axisymmetric Poisson equation. The high contrast conductivity problem is theoretically and numerically investigated in [
27].
In recent years, numerous studies have been devoted to developing stable and efficient methods for solving inverse problems, reflecting the increasing focus on addressing the challenges they present. Effective solving of inverse boundary identification problems for PDEs is important, as these conditions significantly influence the behavior of the solution.
The uniqueness of solutions to inverse problems for recovering boundary conditions in parabolic and time-fractional diffusion equations based on temperature observations at a fixed boundary point was explored in [
30,
31]. The efficient meshless method was developed in [
32] to address inverse problems for recovering boundary sources in time-fractional diffusion equations. The authors of [
33,
34] utilized a semigroup method to investigate inverse problems related to determining the correct boundary condition in linear and quasi-linear parabolic equations, given the overspecified Dirichlet and Neumann data on the left boundary. Decomposition of the solution was applied in [
35] to solve the numerical Dirichlet boundary condition inverse problem in the heat flow equation. An inverse problem for determining Dirichlet BC in the heat equation under interior measurements was developed in [
36]. A deep neural network was applied in [
37] to recover unknown thermo-physical parameters, such as the material’s thermal diffusivity and boundary conditions (heat flux) in a heat transfer problem.
Research on inverse problems for PDEs with interfaces or in spherical geometries is less prevalent compared to other domains. These types of problems present additional complexities due to the discontinuities at interfaces or the unique challenges posed by spherical coordinates. As a result, fewer studies focus on developing robust methods for these cases.
Numerical methods for solving boundary identification inverse problems for parabolic, parabolic-hyperbolic, and time-fractional parabolic problems on disjoint domains with interface conditions are constructed and investigated in [
38,
39,
40]. The authors of [
41] consider a one-dimensional heat equation with a multilayer domain. They propose a regularization method for solving inverse problems for recovering a moving boundary from Cauchy data.
The papers [
10,
11,
12,
14,
19,
42] focus on solving the inverse problem with spherical symmetry.
In [
10,
11], an inverse heat conduction problem with spherical geometry is studied, aimed at restoring the temperature distribution on the inner surface of a hollow sphere based on observations at a fixed position within the sphere. The authors develop a modified quasi-boundary value method to solve this problem. The regularization method of fundamental solutions is utilized in [
14] to determine the data on the inner boundary from measurements on the outer boundary in radially symmetric heat problems. An iterative regularization approach is proposed in [
12] to recover the source in the heat time-dependent diffusion equation on a domain with spherical symmetry. In [
42], an inverse problem is investigated to determine a spatially varying source in the heat equation within a polar coordinate system using finite temperature data. Based on an eigenfunction expansion, an analytical solution for the inverse heat conduction source problem in a spherical diffusion domain is derived in [
19]. Numerical regularization methods are also developed and analyzed.
In this work, we develop a numerical approach for solving boundary condition inverse problems for recovering external Dirichlet BCs on the basis of interior point observations for interface heat equations with spherical symmetry. This is a continuation of research the authors conducted in [
43], where inverse boundary conditions parabolic problems with cylindrical symmetry are numerically solved.
The novelty of the present paper is proof of the well-posedness of the direct problem and the construction of the finite volume difference scheme for solving the spherical interface problem, taking into account degeneration. Also, we propose a numerical decomposition method for solving external boundary condition inverse interface problems in spherical symmetry.
The outline of this paper is as follows. In the next section, we formulate direct and inverse problems. In
Section 3, we study the existence of the solution to the direct problem. A numerical approach for solving direct problems is developed in
Section 4. In
Section 5, we construct a computational approach for solving boundary identification inverse problems.
Section 6 is devoted to the numerical experiments and validation of the proposed methods. The paper is finalized with concluding remarks.
4. Finite Difference Solution of the Direct Problem
We start with the numerical discretization of the direct problem. We represent Equations (1) and (2) in divergent form:
At
, the solution degenerates and according to [
46],
which ensures the solution
is bounded to
Consequently, taking into account (
17), at
, we may impose either the Dirichlet boundary condition (
5) or the natural boundary condition (
16).
Consider the spatial and temporal meshes with uniform steps:
The solution , at the mesh point is denoted by , while by , we denote the solution at the mesh point , , where are nodes of the dual spatial grid .
To develop a conservative scheme and address degeneracy at
, we adopt the method from [
46] and implement the finite volume approach for systems (3)–(5), (14) and (15), taking into account (16). Let
be a grid node, where
.
At the internal spatial points
, we multiply (14) and (15) by
, integrate over the volumes first for
,
, then over
,
, and divide the resulting expression by
to derive the following:
To obtain discretization at the interface node
, we use an approach analogous to that in [
29]. Multiplying (14) and (15) by
, integrating over volumes
and
, and dividing the resulting expressions by
, we get the following:
Multiplying (20) by
and (21) by
and summing up the resulting equations and taking into account the interface conditions (6) and (7), we obtain the following:
Next, we use midpoint quadrature for the approximation of the integrals in (
18), (19), and (
22), replace the fluxes with finite differences discretization
and involve implicit time-stepping to derive
Let
(
). We obtain the approximation for natural BCs (
16). Then, we introduce the interval
and multiply (
14) by
. Integrating over the interval
, we get the following:
Applying the product approximation formula for the integrals in (
26), solving the integrals with integrand function
exactly, and letting
and in view of (
16), we obtain the following:
Approximating the derivatives by finite differences and using an implicit time-stepping method, we get
The discretization of Dirichlet BCs (4) (if this is the case) is standard
Therefore, we may impose either (
27) or (
28) for the numerical simulations.
The finite difference scheme is finalized using the discretizations of the right external BC (
5) and the initial condition (
3), (4)
We introduce the vectors
and represent the difference scheme (23)–(25), (27) or (28), (29), and (30) in the equivalent form
where
and
The coefficient matrix of the system (
31) is a tri-diagonal
M-matrix. Namely it is strictly diagonally dominant with positive main diagonal entries and non-positive off-diagonal elements. With the same line of considerations as in [
29,
46], we may conclude that the order of convergence of the discrete scheme (
31) is
.
5. Numerical Solution of the Inverse Problems
In this section, we develop an approach for numerically solving inverse problems IP1a–IP3c. On a discrete level, we apply the decomposition of the solution with respect to the unknown boundary function(s) to construct discretization for recovering external boundary conditions.
First, we consider IP1a and IP1b. In this case, we impose left BCs (
5), consider the following representation of the solution
and substitute
into (
31). The resulting problems for the unknown functions
and
are
We solve (
33) and (
34) in order to obtain
y and
v in the discrete domain
. Further, using (
32) and the measurement
,
, we determine
Here, and if is a mesh point; otherwise, we apply interpolation.
Similarly, we develop the numerical algorithm for solving IP2a and IP2b. In this case, both natural (
16) and Dirichlet (
5) BCs can be considered at
. We then introduce the decomposition
and substitute it into (
31) to get the following two problems:
and
Solving (
37) and (
38) to find
y and
v in the entire computational region, and from (
36) along with the given observations
,
, we find the right BC
Next, we solve the inverse problems IP3a–IP3c numerically. To recover
, we need to impose the Dirichlet BC (
5) at
. Alternatively, we may consider the natural BC (
16) and use the decomposition (
36) to restore
, applying (
37)–(
39). In this approach,
is determined as a part of the recovered solution
u, namely
. We consider the case of Dirichlet BC (
5) at
.
We define data points that encompass the related measurements for IP3a–IP3c
Further, we introduce the decomposition
and replace it with (
31) to obtain the following three problems, corresponding to the unknown functions
,
, and
:
Solving these problems, from (
41) and in view of (
40), we get the following:
Consequently, from (
45), we derive
6. Computational Test Examples
In this section, we illustrate the efficiency of the developed methods for solving both direct and inverse problems. The test example is (1)–(7), where
The functions and are chosen such that , where , is the exact solution of the problem (1)–(7).
We involve the following notations:
is the exact solution of the problem (1)–(7),
and
are exact boundary functions,
is the numerical solution of the direct problem at point
computed by (
31),
and
are numerically recovered boundary functions at time
, and
is the numerical solution at grid node
obtained by solving inverse problems IP1a–IP3c.
The error of the numerical solution of the direct problem at final lime is defined by
while for the inverse problems, the errors of the recovered solution and boundary functions are computed as follows:
Consequently, the errors in maximal and
norms and the corresponding orders of convergence of the numerical solution of the direct and inverse problems IP1a–IP3c are given by
Example 1 (Direct problem: convergence)
. First, we verify the convergence rate of the numerical solution for the direct problem computed using (31). Computations are carried out with a fixed ratio . We test both the Dirichlet BC (5) and the natural BC (16) at . The results are presented in Table 1 and Table 2. Clearly, in both cases (Dirichlet and natural BCs at ), the accuracy is , and the precision is almost the same. Example 2 (Inverse problems IP1: exact measurements)
. We test the efficiency of the numerical approach (32)–(35) for solving IP1a and IP1b. The measurements at points and are obtained from the numerical solution of the direct problem, namely , where and are grid nodes. All runs are conducted for and . In this case, the condition number of the coefficient matrix in (31) is . Note that the coefficient matrix of the discrete systems for all methods for recovering or/and is almost the same as the one in (31). The only difference is in the first and last row.In Figure 1 and Figure 2, we plot the exact and recovered boundary functions , , the numerical solution and the recovered solution , and the corresponding errors , , , , in the case (i.e., IP1a). Similar types of graphics, but for (i.e., IP1b), are shown in Figure 3 and Figure 4. We observe that if the measurement is close to , the solution and boundary functions are recovered almost exactly; therefore, the numerical algorithm (32)–(35) for solving IP1a has the same order of convergence as the discrete scheme (31) for solving the direct problem. In this case, when the measurements are away from the boundary (i.e., IP1b), the boundary function and the numerical solution U of the inverse problem are restored with lower (but sufficiently good) precision. Example 3 (Inverse problems IP2: exact measurements)
. We verify the performance of the numerical method (36)–(39), using the natural BC (16) for solving IP2a and IP2b. We study the influence of the location of the measurement on the accuracy of the recovered boundary function and the solution U. For the simulations, we generate the observations, as shown in Example 2. In Table 3, we present errors of the recovered solution U and function , , .Our results indicate that the boundary function is restored almost exactly; similarly, the solution , determined by IP2, recovers almost exactly the numerical solution of the direct problem . The position of the measurements slightly influences the accuracy of and U. Specifically, when the measurements are near the right boundary, the precision of the recovered data is higher compared to when the measurements are distant from . In other words, the closer the measurements are to the boundary, the greater the precision of the corresponding recovered boundary data. The reason is that the solution v to the problem (38) is strictly positive (see [35,43]), increasing function. Consequently, far from the right boundary, the value of can become very small, potentially introducing additional error into formula (39) due to division. Note that when using numerical methods to solve IP2a and IP2b with natural BC, we achieve a higher precision in also restoring and compared to the precision obtained with IP1a and IP1b. Therefore, employing natural BC for solving inverse problems results in more successful recovery than algorithms that utilize Dirichlet boundary conditions at .
Example 4 (Inverse problems IP3: exact measurements)
. In this example, we illustrate the efficiency of the numerical approach (41)–(46) for solving IP3a–IP3c. The mesh and the measurements are generated, as in Example 2. The computational results are given in Table 4.We observe that the solution and boundary functions determined by IP3 exhibit high accuracy. The results indicate that lower (but at the same time good enough) precision is achieved in recovering using IP3a when the measurements are taken far from and IP3c, where both measurements are located within . As noted previously, this can be explained by the values of the functions v and w, which solve problems (43)–(44), respectively. When the measurements are far from , the precision of recovering is lower compared to that of when the measurements are far from the right boundary. Thus, the accuracy of the restored is influenced by the measurement locations, whereas the precision of remains almost unaffected by their position. This also influences the accuracy of the recovered solution U. Specifically, the precision of the determined primarily impacts the accuracy of the solution , while the precision of affects the accuracy of the solution .
Example 5 (Inverse problems: noisy data)
. We will demonstrate the accuracy of the numerically recovering boundary function and the solution for perturbed observations. As we mentioned before, the use of natural BC at degenerate boundaries leads to better precision of the restored solution and boundary functions. Moreover, IP2a and IP2b also recover as a part of the solution. Therefore, we examine numerical methods for solving IP2a and IP2b with natural BC at and IP3a–IP3c. We repeat the simulations from Examples 3 and 4 but add noise to the observed data:where represents the noise levels, and denotes random values that are uniformly distributed over the interval . In order to smooth the measured data, we apply polynomial curve fitting of degree 5.The simulation results for IP2 and IP3 with a variety of noise levels are shown in Table 5 and Table 6. In Figure 5, Figure 6 and Figure 7, we plot exact and recovered boundary functions, numerical solutions u, U of the direct and inverse problems, recovered by IP3b, , , , , and the corresponding errors. In Figure 8, Figure 9 and Figure 10, we illustrate the same type of graphics, but obtained by IP2a for , . Regarding IP3, our numerical results show that the method is more efficient when the measurements are taken in the region , i.e., IP3b. In this case, both functions and and the solution U are recovered with optimal accuracy. The cases of big errors in the maximum norm are due to the higher error of the corresponding recovered functions close to the initial time. Then, moving away from , the function is recovered with satisfactory accuracy, and this affects the error in the norm. This is illustrated in Figure 5 and Figure 6. Consequently, the determined solution U at the final time is accurate enough, see Figure 7. If the measurements are located in both domains and (IP3a), recovery is successful for small levels of noise. Those determined by the IP3c function and solution are of high precision, but the restoration of function and solution fails even at lower noise levels.
Much more successful is the determination of the boundary functions and the solution performed with IP2 in comparison to IP3, see Table 6. A good precision of the recovered functions , and solution U is obtained when the measurements are within the domain , i.e., IP2a, including the case of high noise levels. If the measurements are located in the domain , they must be at points nearer to the interface, such that to be closer to the domain and, respectively, to the right boundary, in order to attain satisfactory precision of the restored functions. Again, the largest error of the restored functions appears close to the initial time. See Figure 9. Figure 1, Figure 2, Figure 3, Figure 4, Figure 5, Figure 6, Figure 7, Figure 8, Figure 9 and Figure 10 illustrate the impact of noisy data on solution accuracy. Figure 1, Figure 2, Figure 3 and Figure 4 show a close fit between the exact and recovered data, while Figure 5, Figure 6, Figure 7, Figure 8, Figure 9 and Figure 10 display the effect of increased noise levels in the measurements on both the recovered boundary function and the solution, resulting in larger errors. 7. Conclusions
In this study, we construct an effective numerical technique for addressing inverse problems aimed at retrieving the solution along with the right and/or left Dirichlet boundary conditions in an interface parabolic equation in spherical geometry. We establish the existence and the uniqueness of the solution of the direct differential problem and develop a numerical method that is second-order in space and first-order in time for solving it. Given the degeneracy at the left boundary , we examine both Dirichlet and natural boundary conditions. We build a method rooted in a decomposition strategy to solve the inverse problems numerically.
Numerical experiments demonstrate that the order of convergence of the numerical method for solving the direct problem is second in space and first in time. Since the numerical methods for solving inverse problems recover almost exactly the numerical solution of the direct problem and the boundary functions when provided with exact observations, we conclude that the numerical algorithms for addressing inverse problems achieve the same order of accuracy as the numerical method used for the direct problem.
Utilizing natural boundary conditions for numerically solving inverse problems results in a more effective recovery compared to algorithms that employ Dirichlet boundary conditions at the degenerate boundary . The Dirichlet boundary condition at the right boundary is recovered with greater precision than that at the left boundary. Moreover, the recovery of the Dirichlet boundary condition at the degenerate boundary is significantly influenced by the location of the measurement(s).
Computational results with noisy data demonstrate that the numerical method is able to recover Dirichlet boundary conditions and the numerical solution of the direct problem with optimal accuracy, especially when the natural boundary condition is imposed on the degenerate boundary.
The limitation of the proposed numerical approach for solving the inverse problem lies in the need to control the measurement locations by selecting appropriate positions or adjusting the time and space steps to prevent excessively small values of and .
It is of interest to apply a collocation method to heat conduction problems with spherical symmetry, using a meshless localized space–time radial basis function approach, as proposed in [
47], for simulating transient heat conduction in functionally graded materials with variable material properties.