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Adjoint Method for an Inverse Problem of CCPF Model |
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Citation: |
Zhenhua CHEN,Kaiqi AN,Yuan LIU,Wenbin CHEN.Adjoint Method for an Inverse Problem of CCPF Model[J].Chinese Annals of Mathematics B,2014,35(3):337~354 |
Page view: 3021
Net amount: 2040 |
Authors: |
Zhenhua CHEN; Kaiqi AN; Yuan LIU; Wenbin CHEN; |
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Abstract: |
The problem for determining the exchange rate function of 2D CCPF model
by measurements on the partial boundary is considered and solved as one PDE-constraint
optimization problem. The optimal variant is the minimum of a cost functional that
quantifies the difference between the measurements and the exact solutions. Gradientbased
algorithm is used to solve this optimization problem. At each step, the derivative of
the cost functional with respect to the exchange rate function is calculated and only one
forward solution and one adjoint solution are needed. One method based on the adjoint
equation is developed and implemented. Numerical examples show the efficiency of the
adjoint method. |
Keywords: |
Adjoint method, Inverse problem, CCPF model, PDE-constraintoptimization |
Classification: |
35R30, 35K20 |
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