Data assimilation for linear parabolic equations: minimax projection method. (English) Zbl 1320.65146
Summary: In this paper we propose a state estimation method for linear parabolic partial differential equations (PDE) that accounts for errors in the model, truncation, and observations. It is based on an extension of the Galerkin projection method. The extended method models projection coefficients, representing the state of the PDE in some basis, by means of a differential-algebraic equation (DAE). The original estimation problem for the PDE is then recast as a state estimation problem for the constructed DAE using a linear continuous minimax filter. We construct a numerical time integrator that preserves the monotonic decay of a nonstationary Lyapunov function along the solution. To conclude, we demonstrate the efficacy of the proposed method by applying it to the tracking of a discharged pollutant slick in a two-dimensional fluid.
MSC:
| 65M60 | Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs |
| 65M20 | Method of lines for initial value and initial-boundary value problems involving PDEs |
| 35K20 | Initial-boundary value problems for second-order parabolic equations |
| 93E10 | Estimation and detection in stochastic control theory |
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