A Numerical Study of an Augmented Lagrangian Method for the Estimation of Parameters in Elliptic Systems

Abstract

A method based on an augmented Lagrangian formulation is developed which allows one to estimate coefficients in an elliptic differential equation from measurements of the state. This is a hybrid method combining the output-least-squares and the equation-error technique. Seminorm regularization is employed, and convergence and stability properties are discussed. Several aspects of an efficient implementation are described. Finally the effectiveness of the method is demonstrated by means of one and two dimensional examples.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1989
Accession Number
ADA208658

Entities

People

  • K. Kunisch
  • Kazufumi Ito
  • M. Kroller

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Applied Mathematics
  • Coefficients
  • Computational Fluid Dynamics
  • Computational Science
  • Computations
  • Differential Equations
  • Equations
  • Inverse Problems
  • Lagrangian Functions
  • Least Squares Method
  • Numbers
  • Partial Differential Equations
  • Sequences
  • Topology
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computational Fluid Dynamics (CFD)
  • Linear Algebra