Nonlinear Heat Diffusion Problem Solution with Spatio-Temporal Constraints Based on Regularized Gauss–Newton and Preconditioned Krylov Subspaces
Abstract
1. Introduction
- •
- Spatio-Temporal Regularized Inverse Framework: We propose a dynamic inverse solution that incorporates spatio-temporal regularization constraints directly into the cost functional. This allows the reconstruction to respect both spatial smoothness and temporal consistency.
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- Integration with Krylov Subspace Solvers: The nonlinear inverse problem is solved using a regularized Gauss–Newton method, where each linearized step is efficiently computed using the GMRES algorithm. This Krylov-based approach enables scalability to large problem sizes.
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- Jacobian-Based Preconditioning: A lightweight preconditioner is introduced by approximating the Jacobian at each iteration, significantly enhancing convergence and numerical stability of the GMRES solver in both 1D and 2D.
2. Nonlinear Diffusion Problem
2.1. Nonlinear 1D Diffusion
2.2. Nonlinear Diffusion Problem in 2D
3. Dynamic Inverse Solution by Gauss–Newton
3.1. Regularized Inverse Solution with Spatio-Temporal Constraints
- •
- denotes the forward nonlinear model evaluated at final time T at sample (), with initial condition ;
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- is the regularization parameter;
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- L is the spatial constraint;
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- is the temporal regularization parameter;
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- represents the approximate solution at time , with .
3.2. Gauss–Newton Iterative Scheme for the Spatio-Temporal Regularized System with GMRES
- Simulate the forward model at the current guess of the initial condition at iteration:
- Compute the residual:
- Compute the Jacobian matrix of the forward model with respect to the initial condition:
- Define the left-hand-side operator for the linearized system:
- Define the right-hand side:
- Solve the regularized linear system:
- Update the estimate of the initial condition:
- Check convergence:
3.3. Regularized Inverse Solution with Spatial Constraints
3.4. Gauss–Newton Iterative Scheme for the Spatially Regularized System with GMRES
- 4.
- Define the left-hand-side operator for the linearized system:
- 5.
- Define the right-hand side:
3.5. Jacobian Approximation
3.6. Preconditioner Selection
4. Results
4.1. One-Dimensional Estimation Results
4.1.1. Dynamic Inverse Solution with Spatial Constraints
4.1.2. Dynamic Inverse Solution with Spatio-Temporal Constraints
4.2. Two-Dimensional Estimation Results
5. Conclusions
Author Contributions
Funding
Conflicts of Interest
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Gauss–Newton Method Solution | Estimation Error | Iterations | Computational Time per Iteration |
---|---|---|---|
Spatial GMRES | 0.0953 | 7 | s |
with a preconditioner | |||
Spatial GMRES | 0.3616 | 9 | s |
without a preconditioner | |||
Spatial Tikhonov | 0.3355 | 6 | s |
Spatio-temporal GMRES | 0.0377 | 10 | s |
with a preconditioner | |||
Spatio-temporal GMRES | 0.2898 | 14 | s |
without a preconditioner | |||
Spatio-temporal Tikhonov | 0.0388 | 7 | s |
Gauss–Newton Method Solution | Estimation Error | Iterations | Computational Time per Iteration |
---|---|---|---|
Spatial Tikhonov | 0.4618 | 7 | s |
Spatio-temporal GMRES with a preconditioner | 0.4202 | 4 | s |
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Alvarez-Velasquez, L.F.; Giraldo, E. Nonlinear Heat Diffusion Problem Solution with Spatio-Temporal Constraints Based on Regularized Gauss–Newton and Preconditioned Krylov Subspaces. Eng 2025, 6, 189. https://doi.org/10.3390/eng6080189
Alvarez-Velasquez LF, Giraldo E. Nonlinear Heat Diffusion Problem Solution with Spatio-Temporal Constraints Based on Regularized Gauss–Newton and Preconditioned Krylov Subspaces. Eng. 2025; 6(8):189. https://doi.org/10.3390/eng6080189
Chicago/Turabian StyleAlvarez-Velasquez, Luis Fernando, and Eduardo Giraldo. 2025. "Nonlinear Heat Diffusion Problem Solution with Spatio-Temporal Constraints Based on Regularized Gauss–Newton and Preconditioned Krylov Subspaces" Eng 6, no. 8: 189. https://doi.org/10.3390/eng6080189
APA StyleAlvarez-Velasquez, L. F., & Giraldo, E. (2025). Nonlinear Heat Diffusion Problem Solution with Spatio-Temporal Constraints Based on Regularized Gauss–Newton and Preconditioned Krylov Subspaces. Eng, 6(8), 189. https://doi.org/10.3390/eng6080189