Optimization: algorithms and consistent approximations
Optimization: algorithms and consistent approximations
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In this paper a general model is developed for the simulation of one dimensional diffusion annealing. Our main interest is the determination of the diffusion coefficient from measured values at discrete space-time points within the sample. The method is based on a suitable reduction of the pde to a system of odes by a second order finite difference space discretization. The inverse problem is solved by implementation of the Levenberg-Marquardt method. This allows the estimation of the parameters and the determination of Cramér-Rao lower bounds.