Mathematical Modeling, Analysis and Parameter Estimation On A Heat Conduction Experiment

Mathematical Modeling, Analysis and Parameter Estimation on a Heat Conduction Experiment
Mathematical Modeling, Analysis and Parameter

Estimation on a Heat Conduction Experiment
Ma. Cristina R. Bargo Ricardo C.H. del Rosario

Jose Ernie C. Lope
Institute of Mathematics
University of the Philippines Diliman
7th Sino-Philippine Symposium in Mathematics

Meralco Development Center (MMLDC)
October 26, 2007
Outline
1 Introduction
2 Experimental Setup
3 Model Formulation
4 Well-Posedness
5 Galerkin Method and Convergence
6 Parameter Estimation
7 Results
8 Conclusions and Future Work

Introduction
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Introduction
Objectives
Prepare setup for heat conduction experiment, data gathering

Formulate a model for heat conduction on a metal rod (taking
heat loss into account)
Find the solution to the model
Estimate the parameters by minimizing the difference between
the actual temperature and computed temperature values
Compare the parameters and the error using different
optimization algorithms
Experimental Setup
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Experimental Setup
Experimental Setup
Figure: The experimental setup: metal rod, heat source, thermocouples

and data acquisition instrument.
Experimental Setup
Some Data
Copper Rod Specifics Aluminum Rod Specifics

Mass Radius Length Mass Radius Length
1.14 kg 0.6375 cm 0.9980 m 0.35 kg 0.6250 cm 1.0030 m
Thermocouple Locations (m)

x1 x2 x3 x4 x5 x6 x7
copper 0.0500 0.1800 0.3100 0.5640 0.6940 0.8245 0.9980
aluminum 0.0420 0.1720 0.3020 0.4320 0.6930 0.8220 0.9520
Model Formulation
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Model Formulation
Preliminaries
Given parameters: radius r, length `, ambient temperature ua ,

density ρ
Parameters to be estimated: flux Q, thermal conductivity k,
heat transfer coefficient h, specific heat capacity cp
Assumptions:
heat is transferred in one dimension, and temperature is
uniform over a cross-section
constant ambient temperature
constant heat flux at x = 0 (due to the heat source)
heat loss along the sides of the rod
two possibilities at x = `: insulated (BC1), heat loss (BC2)
Used Fourier’s Law of Conduction and Newton’s Law of
Cooling
Model Formulation
Preliminaries

density ρ
Assumptions:
Cooling
Model Formulation
Preliminaries

density ρ
Assumptions:
Cooling
Model Formulation
Preliminaries

density ρ
Assumptions:
Cooling
Model Formulation
The Model
Model (BC1):
∂ 2 u (x, t) 2h

∂u (x, t)
ρc = k − (u (x, t) − ua )

 p
∂t ∂x2 r




u (x, 0) = u0 (x)


∂u (0, t) Q (1)
 =−
∂x k




∂u (`, t)


=0


∂x
Model Formulation
The Model
Model (BC2):
∂ 2 u (x, t) 2h

∂u (x, t)
ρc = k − (u (x, t) − ua )

 p
∂t ∂x2 r




u (x, 0) = u0 (x)


∂u (0, t) Q (2)
 =−
∂x k




∂u (`, t) h


= − (u (`, t) − ua )


∂x k
Model Formulation
Solution to the Model
Usual method: separation of variables

Will not work for our problem because:
nonzero boundary conditions
heat loss term makes it impossible to separate the PDE into
two ODEs
Prove that the problem is well-posed (using functional analysis)
Find the approximate (finite-dimensional) solution using
Galerkin method
Prove the convergence of the finite-dimensional solution to the
infinite-dimensional solution
Well-Posedness
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Well-Posedness
Well-Posedness of (2) - BC2
Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

products:
Z `
hψ, φiH = ψ (x) φ (x) dx
0
Z `
2h `
Z
0 0
hψ, φiV = ψ (x) φ (x) dx + ψ (x) φ (x) dx
0 rk 0
n o
W (0, T ) = f | f ∈ L2 (0, T ; V ) , df
dt ∈ L 2 (0, T ; V ∗ ) , a
Hilbert space with norm

Z T Z T 2
2 2
df
kf kW (0,T ) = kf (t)kV dt + dt
dt ∗
0 0 V
Remark: W (0, T ) ,→ C 0 ([0, T ] ; H)

Well-Posedness

products:
Z `
0
Z `
2h `
Z
0 0
0 rk 0
n o
W (0, T ) = f | f ∈ L2 (0, T ; V ) , df
dt ∈ L 2 (0, T ; V ∗ ) , a

Z T Z T 2
2 2
df
dt ∗
0 0 V
Remark: W (0, T ) ,→ C 0 ([0, T ] ; H)

Well-Posedness

products:
Z `
0
Z `
2h `
Z
0 0
0 rk 0
n o
W (0, T ) = f | f ∈ L2 (0, T ; V ) , df
dt ∈ L 2 (0, T ; V ∗ ) , a

Z T Z T 2
2 2
df
dt ∗
0 0 V
Remark: W (0, T ) ,→ C 0 ([0, T ] ; H)

Well-Posedness
Define the operators σ : V × V → R and F : V → R

k h
σ (ψ, φ) = hψ, φiV + ψ (`) φ (`)
ρcp ρcp
2hua `
Z
hua Q
F (φ) = φ (x) dx + φ (`) + φ (0)
rρcp 0 ρcp ρcp
Weak form of (2)

Find u ∈ W (0, T ) such that

 du , φ

= −σ (u, φ) + F (φ) , ∀φ ∈ V
dt V ∗ ,V (3)

u (0) = u0
Well-Posedness
Define the operators σ : V × V → R and F : V → R

k h
σ (ψ, φ) = hψ, φiV + ψ (`) φ (`)
ρcp ρcp
2hua `
Z
hua Q
F (φ) = φ (x) dx + φ (`) + φ (0)
rρcp 0 ρcp ρcp
Weak form of (2)


 du , φ

= −σ (u, φ) + F (φ) , ∀φ ∈ V
dt V ∗ ,V (3)

u (0) = u0
Well-Posedness
F ∈ V ∗ , so F ∈ L2 (0, T ; V ∗ )
σ is a bilinear form, which is continuous and V -elliptic
There is a unique bijective operator A : V → V ∗ such that for
all ψ, φ ∈ V ,
σ (ψ, φ) = A (ψ) (φ)
We can write (3) as

 du (t)
= −Au (t) + F (in V ∗ )
dt (4)
u (0) = u
0
Well-Posedness
Theorem
Let F ∈ L2 (0, T ; V ∗ ) and suppose that the following conditions are
satisfied:
1 For all ψ, φ ∈ V , the function t 7→ σ (t; ψ, φ) is measurable on
(0, T ) and for t ∈ (0, T ),
|σ (t; ψ, φ)| ≤ c kψkV kφkV .
2 There exists a λ ∈ R, α > 0 such that for all ψ ∈ V , t ∈ (0, T ),

2 2
σ (t; ψ, ψ) + λ kψkH ≥ α kψkV .
Then the problem (4) admits a unique solution in W (0, T ). Furthermore,

the solution depends continuously on the data, i.e. the bilinear map
F, u0 7→ u is continuous from L2 (0, T ; V ) × H to W (0, T ).
Well-Posedness
Use the inner products for V and H defined in the previous

case
Define the space W (0, T )
Define the operators σ̄ : V × V → R and F̄ : V → R
k
σ̄ (ψ, φ) = hψ, φiV
ρcp
2hua `
Z
Q
F̄ (φ) = φ (x) dx + φ (0)
rρcp 0 ρcp
Well-Posedness
Weak form of (1)


 du , φ

= −σ̄ (u, φ) + F̄ (φ) , ∀φ ∈ V
dt V ∗ ,V (5)

u (0) = u
0
F̄ ∈ V ∗ , so F̄ ∈ L2 (0, T ; V ∗ )
σ̄ is a bilinear form, which is continuous and V -elliptic
We can also write (5) in the form (4)
Proof of well-posedness is similar to the previous case
Well-Posedness
Weak form of (1)


 du , φ

= −σ̄ (u, φ) + F̄ (φ) , ∀φ ∈ V
dt V ∗ ,V (5)

u (0) = u
0
F̄ ∈ V ∗ , so F̄ ∈ L2 (0, T ; V ∗ )
σ̄ is a bilinear form, which is continuous and V -elliptic
We can also write (5) in the form (4)
Proof of well-posedness is similar to the previous case
Galerkin Method and Convergence
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Galerkin Method for BC2
Project the solution of (3) in a finite-dimensional space

V n = span {φ1 , . . . , φn }
Finite-dimensional problem for (3): Find un such that
 n
 du , φ = −σ (un , φi ) + F (φi ) , i = 1, . . . , n
i
dt H (6)
 n
u (0) = PVn u0
n
X
Write un (x, t) = αi (t) φi (x) and substitute to (6):
i=1
M α̇ (t) = Aα (t) + F (t)

n
X
Initial condition: un (x, 0) = αi (0) φi (x) = PVn u0
i=1

V n = span {φ1 , . . . , φn }
 n
 du , φ = −σ (un , φi ) + F (φi ) , i = 1, . . . , n
i
dt H (6)
 n
u (0) = PVn u0
n
X
i=1
M α̇ (t) = Aα (t) + F (t)

n
X
i=1

V n = span {φ1 , . . . , φn }
 n
 du , φ = −σ (un , φi ) + F (φi ) , i = 1, . . . , n
i
dt H (6)
 n
u (0) = PVn u0
n
X
i=1
M α̇ (t) = Aα (t) + F (t)

n
X
i=1

V n = span {φ1 , . . . , φn }
 n
 du , φ = −σ (un , φi ) + F (φi ) , i = 1, . . . , n
i
dt H (6)
 n
u (0) = PVn u0
n
X
i=1
M α̇ (t) = Aα (t) + F (t)

n
X
i=1
α̇ (t) = M −1 (Aα (t) + F (t)) (7)

The variables in (7) are defined as follows:
α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k h
[A]ij = − hφj , φi iV − φj (`) φi (`)
ρcp ρcp
Z `
[M ]ij = φj (x) φi (x) dx
0
2hua `
Z
hua Q
[F (t)]i = φi (x) dx + φi (`) + φi (0)
rρcp 0 ρcp ρcp
α̇ (t) = M −1 (Aα (t) + F (t)) (7)

α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k h
[A]ij = − hφj , φi iV − φj (`) φi (`)
ρcp ρcp
Z `
0
2hua `
Z
hua Q
[F (t)]i = φi (x) dx + φi (`) + φi (0)
rρcp 0 ρcp ρcp

 n
 du , φ = −σ̄ (un , φi ) + F̄ (φi ) , i = 1, . . . , n
i
dt H (8)
 n
u (0) = PVn u0
n
X
i=1
M α̇ (t) = Āα (t) + F̄ (t)

n
X
i=1

 n
 du , φ = −σ̄ (un , φi ) + F̄ (φi ) , i = 1, . . . , n
i
dt H (8)
 n
u (0) = PVn u0
n
X
i=1
M α̇ (t) = Āα (t) + F̄ (t)

n
X
i=1

 n
 du , φ = −σ̄ (un , φi ) + F̄ (φi ) , i = 1, . . . , n
i
dt H (8)
 n
u (0) = PVn u0
n
X
i=1
M α̇ (t) = Āα (t) + F̄ (t)

n
X
i=1
α̇ (t) = M −1 Āα (t) + F̄ (t)

(9)
α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k
Ā ij = − hφj , φi iV
ρcp
Z `
0
2hua `
Z
Q
F̄ (t) i = φi (x) dx + φi (0)
rρcp 0 ρcp
α̇ (t) = M −1 Āα (t) + F̄ (t)

(9)
α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k
Ā ij = − hφj , φi iV
ρcp
Z `
0
2hua `
Z
Q
F̄ (t) i = φi (x) dx + φi (0)
rρcp 0 ρcp
Convergence Result
Assumptions on V n :
(H1 ) V n ⊂ V ;
(H2 ) For each φ ∈ V , kφ − PVn φkV → 0 as n → ∞;
(H3 ) The spaces satisfy the monotonicity condition V n ⊂ V n+1 .
Theorem
Under the assumptions (H1 )-(H3 ), the sequence un converges to
u ∈ C 0 ([0, T ] ; H), where un is the solution of (6) or (8) and u is
the unique solution of (3) or (5), respectively.
Convergence Result
Assumptions on V n :
(H1 ) V n ⊂ V ;
(H2 ) For each φ ∈ V , kφ − PVn φkV → 0 as n → ∞;
(H3 ) The spaces satisfy the monotonicity condition V n ⊂ V n+1 .
Theorem
Under the assumptions (H1 )-(H3 ), the sequence un converges to
u ∈ C 0 ([0, T ] ; H), where un is the solution of (6) or (8) and u is
the unique solution of (3) or (5), respectively.
Parameter Estimation
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Objective Function
h iT
Q h cp
Vector of unknown parameters: q = , ,
k k k ∈ Λ ⊂ R3
Set of data points: {û (xi , tj ) | i = 1, . . . N, j = 1, . . . , N t}
(may contain errors)
u (xi , tj ; q) is the solution of (3) or (5) using the parameter q
and evaluated at xi at time tj
Find:
Nt N
1 XX
min J (q) = min |u (xi , tj ; q) − û (xi , tj )|2 (10)
q∈Λ q∈Λ N · Nt
j=1 i=1
Objective Function
h iT
Q h cp
Vector of unknown parameters: q = , ,
k k k ∈ Λ ⊂ R3
Set of data points: {û (xi , tj ) | i = 1, . . . N, j = 1, . . . , N t}
(may contain errors)
u (xi , tj ; q) is the solution of (3) or (5) using the parameter q
and evaluated at xi at time tj
Find:
Nt N
1 XX
min J (q) = min |u (xi , tj ; q) − û (xi , tj )|2 (10)
j=1 i=1
Finite-Dimensional Objective Function
May involve infinite-dimensional admissible parameter spaces

Λ: consider finite-dimensional approximating subspaces
Λm ⊂ Λ
un (xi , tj ; q) is the solution of the finite-dimensional problem
(6) or (8) using the parameter q and evaluated at xi at time tj
Find:
Nt N
1 XX n
minm J (q) = minm |u (xi , tj ; q) − û (xi , tj )|2
j=1 i=1
(11)
Finite-Dimensional Objective Function
May involve infinite-dimensional admissible parameter spaces

Λ: consider finite-dimensional approximating subspaces
Λm ⊂ Λ
un (xi , tj ; q) is the solution of the finite-dimensional problem
(6) or (8) using the parameter q and evaluated at xi at time tj
Find:
Nt N
1 XX n
minm J (q) = minm |u (xi , tj ; q) − û (xi , tj )|2
j=1 i=1
(11)
Remarks
Let {q n,m } be the sequence of parameter estimates for (11)

(H4 ) Requirements for parameter spaces:
the sets Λ and Λm lie in a metric space Λ̃ with metric d and
are compact in this metric
there is a mapping im : Λ → Λm such that Λm = im (Λ)
the mapping im converges to the identity on Λ
Remarks
Let {q n,m } be the sequence of parameter estimates for (11)

(H4 ) Requirements for parameter spaces:
the sets Λ and Λm lie in a metric space Λ̃ with metric d and
are compact in this metric
there is a mapping im : Λ → Λm such that Λm = im (Λ)
the mapping im converges to the identity on Λ
Convergence Result
Theorem
To obtain convergence of at least a subsequence of {q n,m } to a
solution minimizing (10), it suffices under assumption (H4 ) to
argue that for arbitrary sequences {q n,m } in Λ with q n,m → q in Λ,
we have
un (x, t; q n,m ) → u (x, t; q) .
Summary
Theorem
Suppose V n satisfies (H1 )-(H3 ) and suppose Λ is compact with metric
d. Assume σ is continuous and V -elliptic and suppose further that it is
continuous with respect to the parameters in the following sense: there
exists a constant ξ > 0 such that for any ψ, φ ∈ V and q, q̃ ∈ Λ, we have
|σ (q) (ψ, φ) − σ (q̃) (ψ, φ)| ≤ ξd (q, q̃) kψkV kφkV .
Furthermore, suppose that the function F is continuous with respect to

q, i.e. q 7→ F (t; q) is continuous from Λ to L2 (0, T ; V ∗ ). Let {q m } be
arbitrary in Λ such that q m → q in Λ. Then for t > 0,
un (x, t; q m ) → u (x, t; q)
in V norm.
Optimization Algorithms
Gradient-based
Built-in algorithm in Scilab (leastsq) - solves nonlinear least
squares problems
Quasi-Newton algorithm (the Jacobian of the cost function
was not supplied)
Genetic Algorithm
Optimization algorithm inspired by the concept of evolution
(“survival of the fittest”)
Main processes of GA: selection, recombination, mutation,
elitism (optional)
Optimization Algorithms
Gradient-based
Built-in algorithm in Scilab (leastsq) - solves nonlinear least
squares problems
Quasi-Newton algorithm (the Jacobian of the cost function
was not supplied)
Genetic Algorithm
Optimization algorithm inspired by the concept of evolution
(“survival of the fittest”)
Main processes of GA: selection, recombination, mutation,
elitism (optional)
Results
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Results
Numerical Results
Optimal Parameters and Error

leastsq GA
BC1 BC2 BC1 BC2
Objective Function
copper 0.1645 0.1648 0.1645 0.1648
aluminum 0.0768 0.0762 0.0758 0.0762
Estimated Q/k
copper 66.1440 66.1372 66.2355 66.2739
aluminum 60.9651 60.9546 60.9729 60.9583
Results
Numerical Results
Optimal Parameters and Error

leastsq GA
BC1 BC2 BC1 BC2
Estimated h/k
copper 0.0312 0.0312 0.0313 0.0313
aluminum 0.0569 0.0569 0.0570 0.0569
Estimated cp /k
copper 1.1840 1.1844 1.1848 1.1864
aluminum 3.8982 3.8986 3.9000 3.8989
Results
Plots
Copper Rod: Data and Computed Values
325
data
TC1
TC2
320 TC3
TC4
TC5
TC6
temperature (K)
315
TC7
310
305
300
0 500 1000 1500 2000 2500 3000
time (s)
Figure: Plot of temperature vs. position (copper rod)

Results
Plots
Aluminum Rod: Data and Computed Values
322
data
TC1
320 TC2
TC3
318 TC4
TC5
316 TC6
temperature (K)
TC7
314
312
310
308
306
0 1000 2000 3000 4000 5000 6000 7000 8000
time (s)
Figure: Plot of temperature vs. position (aluminum rod)

Conclusions and Future Work
Outline
1 Introduction
3 Model Formulation
4 Well-Posedness
7 Results

Conclusions
Obtained the data using thermocouples attached to a data

acquisition instrument
Formulated a modified model for heat conduction on a metal
rod
Showed the well-posedness of the model
Obtained an approximate solution using the Galerkin method
and showed its convergence to the true solution
Obtained estimates for the parameters Q/k, h/k, cp /k using
leastsq and genetic algorithm
Modeling the heat loss at the end of the rod away from the
heat source produces the same output as the model without
heat loss.
Future Work
Improve the experimental setup

Reformulate the model to incorporate “realistic” assumptions
(ambient temperature, flux), and show well-posedness of model
Implement optimization problem, solving for time-dependent
parameters
Use other optimization algorithms (gradient-based, heuristic,
neural networks, hierarchical Bayesian methods) for parameter
estimation
Implement a faster numerical method for solving the PDE
Extend the modified model to 2 or 3 dimensions
References
H.T. Banks, R.C. Smith and Y. Wang, “Smart Material Structures: Modeling, Estimation and
Control,” John Wiley & Sons, 1996.
M. Braun, “Differential Equations and Their Applications, fourth ed,” Springer-Verlag, 1993.
R.R. Briones, “Numerical Computations for Parameter Estimation in a Smart Beam Structure,”
Master’s Thesis, College of Science, University of the Philippines Diliman, 2002.
R. Haupt and S.E. Haupt, “Practical Genetic Algorithms, 2nd ed.,” John Wiley & Sons, Inc., 2004.
P. Laguitao, “Estimation of Copper Rod Parameters Using Data from Heat Conduction
Experiment,” Undergraduate Research Paper, College of Science, University of the Philippines
Diliman, 2001.
J.L. Lions, “Optimal Control of Systems Governed by Partial Differential Equations,”

Springer-Verlag, 1971
J.L. Lions and E. Magenes, “Non-Homogeneous Boundary Value Problems and Applications, vol.
I,” Springer-Verlag, 1972.
D.V. Widder, “The Heat Equation,” Academic Press, Inc., 1975
”Instructional and Research Laboratory, Center for Research in Scientific Computation, North
Carolina State University,” http://www.ncsu.edu/crsc/ilfum.htm.
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Mathematical Modeling, Analysis and Parameter Estimation On A Heat Conduction Experiment

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Mathematical Modeling, Analysis and Parameter Estimation on a Heat Conduction Experiment

Mathematical Modeling, Analysis and Parameter

Ma. Cristina R. Bargo Ricardo C.H. del Rosario

7th Sino-Philippine Symposium in Mathematics

5 Galerkin Method and Convergence

8 Conclusions and Future Work

5 Galerkin Method and Convergence

8 Conclusions and Future Work

Prepare setup for heat conduction experiment, data gathering

5 Galerkin Method and Convergence

8 Conclusions and Future Work

Figure: The experimental setup: metal rod, heat source, thermocouples

Copper Rod Specifics Aluminum Rod Specifics

Thermocouple Locations (m)

5 Galerkin Method and Convergence

8 Conclusions and Future Work

Given parameters: radius r, length `, ambient temperature ua ,

Given parameters: radius r, length `, ambient temperature ua ,

Given parameters: radius r, length `, ambient temperature ua ,

Given parameters: radius r, length `, ambient temperature ua ,

Solution to the Model

Usual method: separation of variables

5 Galerkin Method and Convergence

8 Conclusions and Future Work

Well-Posedness of (2) - BC2

Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

Hilbert space with norm

Remark: W (0, T ) ,→ C 0 ([0, T ] ; H)

Well-Posedness of (2) - BC2

Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

Hilbert space with norm

Remark: W (0, T ) ,→ C 0 ([0, T ] ; H)

Well-Posedness of (2) - BC2

Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

Hilbert space with norm

Remark: W (0, T ) ,→ C 0 ([0, T ] ; H)

Well-Posedness of (2) - BC2

Define the operators σ : V × V → R and F : V → R

Weak form of (2)

Well-Posedness of (2) - BC2

Define the operators σ : V × V → R and F : V → R

Weak form of (2)

Well-Posedness of (2) - BC2

Well-Posedness of (2) - BC2

|σ (t; ψ, φ)| ≤ c kψkV kφkV .

2 There exists a λ ∈ R, α > 0 such that for all ψ ∈ V , t ∈ (0, T ),

Then the problem (4) admits a unique solution in W (0, T ). Furthermore,

Well-Posedness of (1) - BC1

Use the inner products for V and H defined in the previous

Well-Posedness of (1) - BC1

Weak form of (1)

Well-Posedness of (1) - BC1

Weak form of (1)

5 Galerkin Method and Convergence

8 Conclusions and Future Work

Galerkin Method for BC2

Project the solution of (3) in a finite-dimensional space

M α̇ (t) = Aα (t) + F (t)

Galerkin Method for BC2

Project the solution of (3) in a finite-dimensional space

M α̇ (t) = Aα (t) + F (t)

Galerkin Method for BC2

Project the solution of (3) in a finite-dimensional space