A Bayesian inference approach to identify a Robin coefficient in one-dimensional parabolic problems

Authors:
Liang Yan;Fenglian Yang;Chuli Fu
Affiliations:
School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China;School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China;School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

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Abstract

This paper investigates a nonlinear inverse problem associated with the heat conduction problem of identifying a Robin coefficient from boundary temperature measurement. A Bayesian inference approach is presented for the solution of this problem. The prior modeling is achieved via the Markov random field (MRF). The use of a hierarchical Bayesian method for automatic selection of the regularization parameter in the function estimation inverse problem is discussed. The Markov chain Monte Carlo (MCMC) algorithm is used to explore the posterior state space. Numerical results indicate that MRF provides an effective prior regularization, and the Bayesian inference approach can provide accurate estimates as well as uncertainty quantification to the solution of the inverse problem.