ISSN 2079-6900 (Print) 
ISSN 2587-7496 (Online)

Middle Volga Mathematical Society Journal

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MSC2010 93A30

Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements

A. N. Kuvshinova1

AnnotationThe paper addresses the problem of dynamic identification of mixed boundary conditions for one-dimensional convection-diffusion transport model based on noisy measurements of the function of interest. Using finite difference method the original model with the partial differential equation is replaced with the discrete linear dynamic system with noisy multisensor measurements in which boundary conditions are included as unknown input vector. To solve the problem, the algorithm of simultaneous estimation of the state and input vectors is used. The results of numerical experiments are presented which confirm the practical applicability of the proposed method.
Keywordspartial differential equations, boundary problems, discrete linear stochastic system, parameter identification, optimal estimation

1Anastasia N. Kuvshinova, postgraduate student of the Department of higher mathematics, Ulyanovsk State Pedagogical University named after I. N. Ulyanov (Lenin square, d. 4/5, Ulyanovsk 432071, Ulyanovsk oblast, Russia), ORCID: https://orcid.org/0000-0002-3496-5981, KUVANulspu@yandex.ru

Citation: A. N. Kuvshinova, "[Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements]", Zhurnal Srednevolzhskogo matematicheskogo obshchestva,21:4 (2019) 469–479 (In Russian)

DOI 10.15507/2079-6900.21.201904.469-479