THE METHOD OF FUNDAMENTAL SOLUTION FOR SOLVING

MULTIDIMENSIONAL INVERSE HEAT CONDUCTION

PROBLEMS
Y.C. HON AND T.WEI
Abstract. We propose in this paper an effective meshless and integration-free
method for the numerical solution of multidimensional inverse heat conduction problems. Due to the use of fundamental solutions as basis functions,
the method leads to a global approximation scheme in both the spatial and
time domains. To tackle the ill-conditioning problem of the resultant linear
system of equations, we apply the Tikhonov regularization method by using
the L-curve criterion for the regularization parameter to obtain a stable approximation to the solution. The effectiveness of the algorithm is illustrated
by several numerical two- and three-dimensional examples.

1. Introduction
A standard inverse heat conduction problem (IHCP) is to compute the unknown
temperature and heat flux at an unreachable boundary from scattered temperature
measurements at reachable interior or boundary of the domain. In solving direct
heat conduction problems, the errors induced from boundary or interior measurements are reduced due to the diffusive characteristic of heat conduction process.
These errors, however, are extrapolated and amplified due to the extremely illposedness of the inverse heat conduction problems. In other words, a small error
in the measurement can induce enormous error in computing the unknown solution
at the unreachable boundary.
Several techniques have been proposed for solving a one-dimensional IHCP [4,
6, 32, 33, 34, 41]. Among the methods proposed for higher dimensional IHCP,
boundary element [7, 30], finite difference [13, 27] and finite element [24, 40] have
Key words and phrases. Inverse heat conduction problem, fundamental solution method,
Tikhonov regularization.
The work described in this paper was partially supported by a grant from CityU (Project No.
7001461).
1

Y.C. HON AND T.WEI

been widely adopted for problems in two-dimension. Besides, the sequential function specification method [4, 7] and mollification method [36] have also been used
in solving the IHCP. There is, however, still a need on numerical scheme for multidimensional IHCP.
The traditional mesh-dependent finite difference and finite element methods require dense meshes, and hence tedious computational time, to give a reasonable
approximation to the solution of IHCP and suffers from numerical instability problem. The use of boundary element method (BEM) reduces the computational time
and storage requirement but the problem of numerical stability still persists. Since
there is no need on domain discretization in the BEM, the location of interior points,
where the temperature data are collected, can be chosen in a quite arbitrary way
[7].
In this paper a new meshless computational method is proposed to approximate
the solution of a multidimensional IHCP under arbitrary geometry. The proposed
method uses the fundamental solution of the corresponding heat equation to generate a basis for approximating the solution of the problem. Comparing with the
mesh-dependent methods like FEM and BEM, the proposed method does not require any domain or boundary discretization. This meshless advantage makes the
method feasible to solve high dimensional IHCPs under arbitrary geometry. Furthermore, unlike BEM which requires an interpolation of the unknown function on
the boundary for complicated boundary integrations, the proposed method gives a
global numerical solution on the entire time-spatial domain. The required surface
temperature and heat flux on the unreachable boundary can easily be computed
without any extra quadratures. To tackle the numerical instability in the resultant ill-conditioned linear system, we use Tikhonov regularization technique and
L-curve method [14, 15, 16, 17, 31] to obtain a stable numerical solution for the
multi-dimensional IHCP problem.
In the recent rapid development of meshless computational schemes, the radial
basis function (RBF) has been successfully developed as an efficient meshless scheme
for solving various kinds of partial differential equations (PDEs). Most of the
problems are still confined to direct problems [18, 19, 20, 23, 25]. In [21], Hon and
Wu first applied the meshless RBF to solve a Cauchy problem for Laplace equation,

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

which is a severely ill-posed problem. In [22], Hon and Wei combined the meshless
RBF with the method of fundamental solution (MFS) to successfully solve an onedimensional inverse heat conduction problem. This approach can be interpreted as
an extension of the MFS for treating elliptic problems, for examples, the Laplace
equation [5, 35], the biharmonic equations [26], elastostatics problems [38], and wave
scattering problems [28, 29]. The MFS was also applied to solve nonhomogeneous
linear and nonlinear Poisson equations [1, 2, 3, 11, 37]. More details of the MFS can
be found in the review papers of Fairweather and Karageorghis [10] and Golberg
and Chen [12]. It is noted here that most of these research works focus on wellposed problems in which the Dirichlet or Neumann data are given on the whole
boundary. In the IHCP problem, the boundary conditions are usually complicated
and incomplete. We expect that the combination of the meshless RBF and MFS will
extend its application to solve higher dimensional inverse problems under irregular
geometry.
In [9], Frankel et al. gave an unified treatment for the IHCP by using the
Chebyshev polynomials as basis functions. The use of fundamental solution as the
basis functions in this paper provides a global approximation to the solution in
both the spatial and time variables. Since IHCP problem is severely ill-posed and
its solution is extremely sensitive to any perturbation of given data, enormous error
will be accumulated from using any finite difference scheme for discretizing the time
variable [8]. The proposed method has a definite advantage over most of the existing
numerical methods in solving these kinds of time-dependent inverse problems. The
use of Laplace transform for the time variable will reduce this time discretization
error but result in solving a Cauchy problem for inhomogeneous modified Helmholtz
equation with an extra parameter in the resulting equation [8]. For a slightly
larger parameter, the Laplace transform method fails to give a stable and accurate
approximation. In fact, it is even more difficult to solve a Cauchy problem for
modified Helmholtz than solving the original IHCP. For large scale problems, an
efficient numerical method for treating the ill-conditioning discrete problem is still
needed for improvement. The recently developed iterative algorithms based on
Lanczos bidiagonalization will be a consideration for future work.

Y.C. HON AND T.WEI

2. Methodology
Let be a simply connected domain in Rd , d = 2, 3 and 1 , 2 , 3 be three
parts of the boundary . Suppose that 1 2 3 = , 1 or 2 can be empty
set. The IHCP to be investigated in this paper is to determine the temperature
and heat flux on boundary 3 from given Dirichlet data on 1 , Neumann data on
2 and scattered measurement data at some interior points.
Consider the following heat equation:
(2.1)

ut (x, t) = a2 u(x, t),

x ,

t (0, tmax ),

under the initial condition

(2.2)

u(x, 0) = (x),

x ,

and the boundary conditions

(2.3)

u(x, t) = f (x, t),

x 1 ,

t (0, tmax ],

and
u
(x, t) = g(x, t),

(2.4)

x 2 ,

t (0, tmax ],

where is the outer unit normal with respect to 2 .

e (k) of exact temLet {xi }M
i=1 be a set of locations with noisy measured data hi
(k)

(k)

(k)

perature u(xi , ti ) = hi , i = 1, 2, , M , k = 1, 2, , Ii where ti

(0, tmax ]

are discrete times. The absolute error between the noisy measurement and exact
(k)
(k)
data is assumed to be bounded, i.e. |e
hi hi | for all measurement points at

all measured times. Here, the constant is called the noisy level of input data.
The IHCP is now formulated as: Reconstruct u|3 and
and the scattered noisy measurements

(k)
e
hi ,

u
|3

from (2.1)(2.4)

i = 1, 2, , M , k = 1, 2, , Ii .

Remark 2.1. Most of the existing numerical methods for solving the IHCP problem
require a continuous time measurement u(xi , t) = hi (t), which is not realistic in
real life.
The fundamental solution of (2.1) is given by
(2.5)

F (x, t) =

1
(4a2 t)

|x|2

d
2

e 4a2 t H(t),

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

where H(t) is the Heaviside function. Assuming that T > tmax is a constant, the
following function
(2.6)

(x, t) = F (x, t + T ),

is a general solution of (2.1) in the solution domain [0, tmax ].

PM
We denote the measurement points to be {(xj , tj )}m
j=1 , m =
i=1 Ii so that a
point at the same location but with different time is treated as two distinct points.
The corresponding measured noisy data and exact data are denoted by e
hj and
hj . The collocation points are then chosen as {(xj , tj )}m+n
j=m+1 on the initial region
m+n+p+q
{0}, {(xj , tj )}m+n+p
j=m+n+1 on surface 1 (0, tmax ] and {(xj , tj )}j=m+n+p+1 on

surface 2 (0, tmax ]. Here, n, p, q denote the total number of collocation points
for the initial condition (2.2), Dirichlet boundary condition (2.3) and Neumann
boundary condition (2.4) respectively. The only requirement on the collocation
points are pairwisely distinct in the (d + 1)-dimensional space (x, t).
Following the idea of MFS, an approximation u
e to the solution of the IHCP
under the conditions (2.2)-(2.4) with the noisy measurements e
hj can be expressed
by the following linear combination:

(2.7)

u
e(x, t) =

n+m+p+q
X

ej (x xj , t tj ),

j=1

ej are unknown coefficients to be determined.

where (x, t) is given by (2.6) and
For this choice of basis function , the approximated solution u
e automatically
satisfies the original heat equation (2.1). Using the initial condition (2.2) and
collocating at the boundary conditions (2.3) and (2.4), we then obtain the following
ej :
system of linear equations for the unknown coefficients
e = eb,
A

(2.8)
where

(2.9)

A=

(xi xj , ti tj )

(xk

x j , t k tj )

Y.C. HON AND T.WEI

and

e
hi

(xi , ti )
eb =

f (xi , ti )

g(xk , tk )

(2.10)

where i = 1, 2, , (m + n + p), k = (m + n + p + 1), , (m + n + p + q), j =

1, 2, , (n + m + p + q) respectively.
The solvability of the system (2.8) depends on the non-singularity of the matrix
A, which is still an open research problem. It is not surprise that the resultant
matrix A is extremely ill-conditioned due to the ill-posed nature of the IHCP. The
following sections shows that the use of regularization technique can produce a
e of the matrix equastable and accurate solution for the unknown parameters
tion (2.8), and hence the solution for the IHCP is obtained.

3. Regularization Techniques
The ill-conditionedness of the coefficient matrix A indicates that the numerical
result is sensitive to the noise of right hand side eb and the number of collocation
points. In fact, the condition number of the matrix A increases dramatically with
respect to the total number of collocation points. The singular value decomposition
(SVD) usually works well for direct problem [39] but still fails to provide a stable
and accurate solution to the system (2.8). A number of regularization methods
have been developed for solving this kind of ill-conditioning problem [14, 15, 17].
In our computation we apply the Tikhonov regularization technique [42] based on
SVD with L-curve criterion for choosing a good regularization parameter to solve
the matrix equation (2.8).
Denote N = n + m + p + q. The SVD of the N N matrix A is a decomposition
of the form:
(3.1)

A = W V 0 =

N
X

wi i vi0

i=1

where W = (w1 , w2 , , wN ) and V = (v1 , v2 , , vN ) satisfying W 0 W = V 0 V =

IN . Here, the superscript 0 represents the transpose of a matrix. It is known that

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

= diag(1 , 2 , , N ) has non-negative diagonal elements satisfying:

(3.2)

1 N 0.

The values i are called the singular values of A and the vectors wi and vi are
called the left and right singular vectors of A respectively.
For the matrix A arising from the discretization of MFS, the singular values
decay rapidly to zero and the ratio between the largest and the smallest nonzero
singular values is often huge. Thus the linear system (2.8) is a discrete ill-posed
problem in the sense defined in Hansens paper [14].
Based on the singular value decomposition, it is easy to know that the solution
for the linear equations (2.8) is given by
e=

(3.3)

N
X
w0eb
i

i=1

vi .

The corresponding solution with exact data is

(3.4)

N
X
w0 b
i

i=1

vi

where b is calculated by (2.10) from the exact data hj . The difference between
these two solutions is then given by
e=

(3.5)

N
X
w0 e
i

i=1

vi ,

where e = eb b, kek . The terms in the difference with small values of i will
be large since the noisy level is generally greater than the smallest nonzero singular
value. This is the reason why the following Tikhonov regularization method is
proposed.
e for equation (2.8) is defined to be the
The Tikhonov regularized solution
solution to the following least square problem:
(3.6)

e ebk2 + 2 kk
e 2 },
min {kA
e

where k k denotes the usual Euclidean norm and is called the regularization
parameter. The Tikhonov regularized solution based on SVD can the be expressed
as:
(3.7)

e =

N
X
i=1

fi

wi0eb
vi ,
i

Y.C. HON AND T.WEI

where fi = i2 /(i2 + 2 ) are called the filter factors, i = 1, 2, , N . The difference

e and is then given by
between
(3.8)

e =

N
X

N
X
wi0 b
w0 e
(fi 1)
vi +
fi i vi .
i
i
i=1
i=1

The norm of this error vector is

(3.9)

N
2
2 !1/2
0
0
X
w
e
w
b
e k =
+ fi i
.
k
(fi 1) i

i
i
i=1

Hence, the approximated solution u

e with noisy measurement for the IHCP is given
by
(3.10)

u
e (x, t) =

N
X

e )j (x xj , t tj ),
(

j=1

e )j is the i-th entry of vector

e .
where (
PN
Let uN = i=1 j (x xj , t tj ) be an approximated solution with exact data
given in the IHCP. An error estimation is then given as follow:
(3.11)

e k
ke
u uN kL2 (D) k

N
X

k(x xj , t tj )kL2 (D) ,

j=1

e k is given by formula (3.9).

where D = (0, tmax ) and the value k
The determination of a suitable value for the regularization parameter is crucial
and is still under intensive research [42]. In this paper, we use the L-curve criterion
to choose a good regularization parameter. This method was firstly developed by
Lawson and Hanson [31] and more recently by Hansen and OLeary [15]. The
L-curve method is sketched in the following.
Define a curve L by:
(3.12)

L={

e k2 ),
(log(k

e ebk2 )),
log(kA

> 0}.

The curve is known as L-curve and a suitable regularization parameter is the one
near the corner of the L-curve [14, 17]. In the numerical computation, a point
with maximum curvature is seek to be the corner as given in [17] by
(3.13)

K() = 2

2 + 2 + 4

(2 2 + 2 )3/2

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

where
e k2 =
= k

N
X
w0eb
(fi i )2 ,
i
i=1

e ebk2 =
= kA

N
X

((1 fi )wi0eb)2 ,

i=1

and
N

w0eb
4X
(1 fi )fi2 ( i )2 .
i=1
i

In our computation, the Matlab code developed by Hansen [16] was used to
obtain the optimal choice of regularization parameter for solving the discrete illconditioned system (2.8). The corresponding approximated solution for the problem
(2.1)(2.4) with noisy measurement data is then given by
(3.14)

e (x, t) =
u

N
X

e )j (x xj , t tj ).
(

j=1

The temperature and heat flux at surface 3 can also be calculated respectively.
4. Numerical Examples
For numerical verification, we assume that the heat conduction coefficient a = 1
and tmax = 1 for all the following examples. In the cases when the input data
contain noises, we use the function rand given in Matlab to generate the noisy data
e
hi = hi + rand(i) where hi is the exact data and rand(i) is a random number in
[1, 1]. The magnitude indicates the noisy level of the measurement data.
To test the accuracy of the approximated solution, we compute the Root Mean
Square Error (RMSE) by
(4.1)

v
u
Nt
u 1 X
E(u) = t
((e
u )i ui )2 ,
Nt i=1

at sufficiently total Nt number of testing points in the domain 3 [0, 1] where(e

u )i
and ui are respectively the approximated and exact temperature at a test point.
The RMSE for the heat flux E( u
) is also similarly defined.
Consider the following three examples:
Two-dimensional IHCPs:
Example 1: The exact solution of (2.1) is given by
(4.2)

1
u(x1 , x2 , t) = 2t + (x21 + x22 ).
2

10

Y.C. HON AND T.WEI

Example 2: The exact solution of (2.1) is given by

u(x1 , x2 , t) = e4t (cos(2x1 ) + cos(2x2 )).

(4.3)

Both examples are computed under the following three different domains and
boundary conditions:
Case 1: Let
= { (x1 , x2 ) | 0 < x1 < 1, 0 < x2 < 1},
1 = { (x1 , x2 ) | x1 = 1, 0 < x2 < 1},
2 = { (x1 , x2 ) | 0 < x1 < 1, x2 = 1},
3 = \ {1 2 }.
Case 2: Let
= { (x1 , x2 ) | x21 + x22 < 1},
1 = ,
2 = { (x1 , x2 ) | x21 + x22 = 1, x1 > 0, }.
3 = \ {1 2 }.
Case 3: Let be the same as Case 1, 1 = 2 = , 3 = \ {1 2 }.
Locations of the internal measurements and collocation points over for the three
cases are shown in Figure 1.
Case 2.

Case 1.
1

Case 3.
1

0.9

0.9

0.8

0.8

0.7

0.7

0.6

x2

0.5

0.6

0.5

0.4

0.4
0.3

0.3
0.2

0.2

0.1

0.1

0
0

0.2

0.4

0.6

x1

0.8

0.2

0.4

0.6

0.8

Figure 1. Distribution of measurement points and collocation

points. Here, star represents collocation point matching Dirichlet data, square represents collocation point matching Neumann
data, dot represents collocation point matching initial data, and
circle represents point with sensor for internal measurement.
The boundary data f (x, t), g(x, t) and initial temperature (x, t) are obtained
from the given exact solutions. The values of temperature at measurement points

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

11

will be used respectively by the exact and noisy data. Numerical results are obtained by taking the constant T = 1.8 for Example 1 and T = 1.6 for Example
2 in all different cases. The total numbers of various collocation points and measurement points are n = 36, m = 100, p = 55 , q = 50 in Case 1 for Examples
1-2. In this situation the total number of points and testing points are N = 241
and Nt = 882. For Case 2, the total numbers are n = 96, m = 85, p = 0, q = 85,
N = 266, Nt = 693 and for Case 3, n = 36, m = 30, p = 0, q = 0, N = 66,
Nt = 1764 respectively.
Numerical results by using only SVD for the solution (3.4) and uN are presented
in Table 1. The computed RMSEs from the experiments show that even for exact
input data the direct method cannot produce an acceptable solution to this kind
of ill-conditioned linear systems. In fact, the condition numbers in Case 1 and
Case 2 lie between 1033 -1035 which are too large to compute an accurate solution
without the use of any regularization. For Case 3, the condition number 4.5 1019
in Example 1 and 7.9 1018 in Example 2 are much smaller and hence the RMSEs in
Case 3 looks better. The numerical results given in Table 1 indicate that the IHCP
is an severely ill-posed problem. The discretization by using MFS also leads to a
highly ill-conditioned discrete problem. The use of the regularization technique as
shown in the following numerical results will give a stable and much more accurate
approximation to the solution of the IHCP.
Table 2 gives the RMSEs on the temperature and heat flux in domain 3 [0, 1]
with exact data by using Tikhonov regularization method with L-curve choice
for the regularization parameter. It can be observed from Table 2 that the RMSEs
have much been reduced compared to Table 1. It is remarked here that the L-curve
method works well in searching the crucial regularization parameter but can further
be improved if a scaling factor is used.
Numerical results for the three examples with noisy data (noisy level = 0.01 in
all cases) are shown in Table 3. It can be observed that the regularization method
with L-curve technique provides an acceptable approximation to the solution of
the IHCP whilst the direct method completely fails. The numerical result for the
Example 1 with Case 2 looks bad but can be much improved if a scaling factor
0.0001 is multiplied to the L-curve regularized parameter . In this case the

12

Y.C. HON AND T.WEI

RMSEs for E(u) and E( u

) are 0.0248 and 0.0600 respectively. The problem to
choose an optimal regularization parameter is still an open question to researchers.
It is noted here that the setting for Case 3 comes from a real-life problem produced by a steel company. In fact, the solution for the IHCP may not unique but
our computational results demonstrate that the proposed method is flexible enough
to give a reasonable approximation to the solution of the IHCP under insufficient
information.
Table 1. RMSEs in domain 3 [0, 1] with exact data. No regularization technique
Example 1
Case 1

Case 2

Case 3

Example 2

E(u)=5.9122

E(u)= 0.4909

E( u
)=2.2155

E( u
)=0.2325

E(u)= 2.2742

E(u)=7.9616

E( u
)=0.5040

E( u
)= 1.7736

E(u)=0.0102

E(u)= 0.0011

E( u
)= 0.0543

E( u
)=0.0063

Table 2. RMSEs in domain 3 [0, 1] with exact data by using

Tikhonov regularization technique with L-curve parameter
Example 1
Case 1

= 2.7404e-12

E(u)= 2.7087e-4

Example 2
=3.4429e-10

E( u
)=6.6912e-4
Case 2

=4.1551e-13

E(u)=0.0010

E( u
)=3.5104e-4
= 8.6630e-6

E( u
)= 0.0029
Case 3

= 1.0370e-8

E(u)= 8.9921e-4
E( u
)=0.0030

E(u)=9.1315e-5

E(u)= 0.0110
E( u
)=0.0313

=2.0310e-12

E(u)=4.8012e-4
E( u
)=0.0025

The relationship between the RMSEs and the value of constant T for Examples
1-2 under Case 2 with noisy data ( = 0.01) is displayed in Figure 2. Here, the
regularization parameter is obtained again by using the L-curve method. The

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

13

Table 3. RMSEs in domain 3 [0, 1] with noisy data ( = 0.01)

by using Tikhonov regularization with L-curve parameter
Example 1
Case 1

=2.770e-3

Example 2

E(u)= 0.0729

=3.6608e-4

E(u)= 0.0146

E( u
)=0.1348
Case 2

= 0.0028

E( u
)=0.0405

E(u)=0.2778

=1.2103e-5

E(u)=0.0104

E( u
)=0.4615
Case 3

=2.7527e-5

E( u
)= 0.0318

E(u)= 0.0221

= 4.9821e-6

E( u
)=0.0494

E(u)=0.0120
E( u
)= 0.0578

numerical results indicate that the choice of the parameter T plays a minor but
strange role for obtaining an accurate approximation. For Example 1, the RMSEs
decrease with respect to the increasing value of T but decrease in Example 2. This
interesting behavior is one of the focuses of our future research works.
Example 1 for case 2. =0.01

Example 2 for case 2. =0.01

0.7

0.4

0.6

0.35

0.3

RMS(u) and RMS(du)

RMS(u) and RMS(du)

0.5

0.4

0.3

0.25

0.2

0.15

0.2
0.1

0.1

0.05

5
6
parameter T

10

5
6
parameter T

10

Figure 2. RMSEs of temperature and heat flux on 3 [0, 1] with

respect to parameter T
To further extend the application of the proposed method, we investigate the following sample problem given in [7]:
Example 3: Let
be defined as in Case 1.
1 = ,
2 = { (x1 , x2 ) | x1 = 1, 0 < x2 < 1} { (x1 , x2 ) | x2 = 1, 0 < x1 < 1},
3 = \ {1 2 }.

14

Y.C. HON AND T.WEI

The locations of measurement points are shown in Figure 3. The temperature

distribution is given by

U (x1 , x2 , t),
f or t 0.5,

u(x1 , x2 , t) = U (x1 , x2 , t) 2U (x1 , x2 , t 0.5),

f or 0.5 < t 1.0,

U (x1 , x2 , t) 2U (x1 , x2 , t 0.5) + U (x1 , x2 , t 1.0),

f or

t > 1.0,

where
U (x1 , x2 , t) =

1.5t2 + t(0.5x21 x1 + x22 2x2 + 1)

P
1
j 2 2 t
4 j=1 (j)
).
4 (0.5cos(jx1 ) + cos(jx2 ))(1 e

The exact temperature data at the sensor locations are given by u(x1 , x2 , t) and
the noisy data are randomly generated as before. In this computation, we take
n = 121, m = 189, p = 0, q = 189, N = 499, Nt = 882. The plots of temperature
and heat flux with respect to time at points (0, 0), (1, 0), (0, 1) are displayed in Figure 4 in which T = 1.2 and = 0.01. As shown in Figure 4, although the basis
functions generated by MFS are sufficient smooth over the solution domain and
the solution to Example 3 does not have a continuous second order time derivative,
the computed temperature match the exact data excellently. The computed heat
flux looks less accurate but is also comparable to the results given in paper [7]. It
is also noted that the measurement points in this example are far away from the
unspecified boundary whereas these points are close to the boundary in [7].

Finally, we consider the following three-dimensional IHCP:

Example 4: Let
= { (x1 , x2 , x3 ) | 0 < xi < 1, i = 1, 2, 3},
1 = { (x1 , x2 , x3 ) | 0 < x1 < 1, 0 < x2 < 1, x3 = 1},
2 = { (x1 , x2 , x3 ) | 0 < x1 < 1, 0 < x2 < 1, x3 = 0},
3 = \ {1 2 }.
The locations of measurement points and collocation points in the domain are
shown in Figure 5. In this computation, we take n = 245, m = 250, p = 180, q =
180, N = 855, Nt = 5324.
The exact solution for Example 4 is given by
(4.4)

u(x1 , x2 , x3 , t) = e(4t) (cos(2x1 ) + cos(2x2 ) + cos(2x3 )).

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

15

Example 3.
1

0.9
0.8
0.7
0.6

x2

0.5

0.4
0.3
0.2
0.1
0

3
0

0.2

0.4

0.6

0.8

x1

Figure 3. Distribution of measurement and collocation points.

Square represents point with Neumann data, dot represents collocation point for initial temperature, and circle represents point
with sensor.
In the computation, the value of the parameter T is 2.3 and the noisy level is
set to be = 0.01. The errors between the exact solution and the approximated
solution for the temperature and heat flux on boundary 3 at time t = 1 are
shown in Figure 6 and Figure 7 respectively. Note that the L2 norm of u and
u

over 3 [0, 1] are about 0.62 and 0.52 respectively. Their relative errors are

approximately double the values given in Figures 6 and Figure 7. These small
relative errors show that the proposed scheme is effective for solving the threedimensional inverse heat conduction problem of which very little numerical result
has been given so far.

5. Conclusions
The universal approach for solving time-dependent problems involves a timemarching procedure, i.e., advancing each time step and solving the remained problem in the spatial domain. The approach proposed in this paper gives a global
approximated solution in both time and spatial domain. Numerical results indicate
that the method of fundamental solution MFS combined with the regularization
technique provides an efficient and accurate approximation to this highly ill-posed
inverse heat conduction. The use of L-curve criterion for a suitable regularization

16

Y.C. HON AND T.WEI

0.4

0.2

0.8

0.6

0.2

u(0,0,t)

dudy(0,0,t)

1.2

0.4

0.4

0.2

0.6

0.8

0.2

0.2

0.4

0.6

0.8

0.2

0.4

0.6

0.8

0.6

0.8

0.6

0.8

0.9

0.4

0.8
0.2
0.7
0

0.6

dudy(1,0,t)

u(1,0,t)

0.5

0.4

0.2

0.4

0.3

0.2

0.6

0.1
0.8
0

0.1

0.2

0.4

0.6

0.8

0.2

0.4

0.8

0.2

0.7
0.1
0.6
0

dudx(0,1,t)

u(0,1,t)

0.5

0.4

0.3

0.1

0.2

0.2
0.3
0.1
0.4
0

0.1

0.2

0.4

0.6

0.8

0.5

0.2

0.4
t

Figure 4. Plots of temperature and heat flux versus time at

points (0, 0), (1, 0), (0, 1). Solid line represents the exact value and
dotted-line represents the computed value

parameter stabilizes the resultant ill-conditioned system but still needed to be further investigated for optimal convergence. The proposed approach is potentially
valuable to solve the inverse problems in multidimensional space but for large-scale
problems, other iterative algorithms based on Lanczos bidiagonalization may be

METHOD OF FUNDAMENTAL SOLUTION FOR IHCP

Example 4.

17

1
0.8

x3

0.6

0.4
0.2
0
1

1
0.5

0.5
0

x1

Figure 5. Locations of measurement and collocation points. Star

represents measurement point with Dirichlet data, square represents measurement point with Neumann data, and circle represents
point with sensor.
more suitable. This will be our future work.

Acknowledgment
We wish to thank the referees for their constructive comments which helped us
much in improving the presentation of this paper.

18

Y.C. HON AND T.WEI

x 10
Error of u(0,x2,x3,1)

Error of u(x ,0,x ,1)

x 10

5
1

2
0
2
1

0.5
x

x1

0.5
0

x2

x 10

x 10
Error of u(1,x2,x3,1)

Error of u(x ,1,x ,1)

0.5

0.5

5
1

4
1

0.5
x3

0.5
0

x3

x1

0.5

0.5
0

x2

Figure 6. Surface plots of errors to temperature on boundary 3

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Department of Mathematics, City University of Hong Kong, Tat Chee Avenue, Kowloon,
HongKong
E-mail address: maychon@cityu.edu.hk
Department of Mathematics, City University of Hong Kong & Department of Mathematics, Lanzhou University, Lanzhou, Gansu Province 730000, China
E-mail address: t.wei@student.cityu.edu.hk