Monte Carlo Optimization to Solve a Two-Dimensional Inverse Heat Conduction Problem
نویسنده
چکیده
This paper establishes a numerical-probabilistic algorithm based on a discretization scheme and a simulation method for solving a two-dimensional inverse heat conduction problem with two unknown boundary conditions. At the beginning of the algorithm, alternative direction implicit scheme is used as a numerical method to discretize the problem domain and then an approach of Monte Carlo method is employed as a probabilistic simulation technique to solve the obtained large sparse systems of linear algebraic equations. The random search algorithm in Monte Carlo method for global optimization is adopted to find the solution of our interest inverse problem. Numerical results show that an excellent estimation on the unknown boundary conditions can be obtained within a couple of minutes CPU time at pentium IV-2.4 GHz PC.
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