Parameter Estimation in A Mathematical Model of A Heat-Conducting Rod

Parameter Estimation in a Mathematical Model of a Heat-Conducting Rod
Parameter Estimation in a Mathematical Model of a

Heat-Conducting Rod
Ma. Cristina R. Bargo

Ricardo C.H. del Rosario
Jose Ernie C. Lope
Department of Mathematics
University of the Philippines Diliman
MSP 2007 Convention

Bohol Tropics Resort, Tagbilaran City, Bohol
May 18, 2007
Objectives
Prepare the setup for the heat conduction experiment, data

gathering
Create a time-dependent model for heat conduction on a
metal rod
Find the solution to the model numerically
Estimate the parameters by minimizing the difference between
the actual temperature and computed temperature values
Remark: Extension of the work presented by Ms. Margie De Paz
last year
Objectives
Prepare the setup for the heat conduction experiment, data

gathering
Create a time-dependent model for heat conduction on a
metal rod
Find the solution to the model numerically
Estimate the parameters by minimizing the difference between
the actual temperature and computed temperature values
Remark: Extension of the work presented by Ms. Margie De Paz
last year
Outline
1 Experimental Setup
2 Model and Parameter Estimation Problem
The Model
Solution to the Model
Galerkin Method
Parameter Estimation
3 Optimization Algorithms
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Experimental Setup
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Experimental Setup
Some Data
Copper Rod Specifics Aluminum Rod Specifics

Mass Radius Length Mass Radius Length
1.14 kg 0.6375 cm 0.9980 m 0.35 kg 0.6250 cm 1.0030 m
Thermocouple Locations (m)

x1 x2 x3 x4 x5 x6 x7
copper 0.0500 0.1800 0.3100 0.5640 0.6940 0.8245 0.9980
aluminum 0.0420 0.1720 0.3020 0.4320 0.6930 0.8220 0.9520
Experimental Setup
Experimental Setup
Figure: The experimental setup: metal rod, heat source, thermocouples

and data acquisition instrument.
Model and Parameter Estimation Problem
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
The Model
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
The Model
Model Formulation
Assumptions:
heat is transferred on one direction, and temperature is
uniform over a cross-section
constant ambient temperature
constant heat flux at one end of the rod (due to the heat
source)
heat loss along the sides of the rod
heat loss at the end away from the heat source
Given parameters: radius r, length `, ambient temperature ua ,
density ρ
Parameters to be estimated: thermal conductivity k, heat
transfer coefficient h, flux Q, specific heat capacity cp
The Model
Model Formulation
Assumptions:
source)
density ρ
The Model
Model Formulation
Assumptions:
source)
density ρ
The Model
The Model
The model is given by

∂ 2 u (x, t) 2h

∂u (x, t)
ρc = k − (u (x, t) − ua )

p

∂x2



 ∂t r
u (x, 0) = u0 (x) (1)
∂u(0,t)



 ∂x = −Q k
 ∂u(`,t) = − h (u (`, t) − u )

∂x k a
The Model
Remarks
Used Fourier’s Law of Conduction and Newton’s Law of

Cooling to formulate the model
Solution of (1) has no analytical form ⇒ use Galerkin method
to find the approximate solution (if the solution exists)
Changes in the model:
time-dependent (before, we considered the steady-state model)
heat loss at x = ` (before, we have ∂u(`,t)
∂x = 0)
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Variational Formulation
Multiply PDE in (1) by φ ∈ H 1 (0, `), integrate over (0, `), use
integration by parts, and impose boundary conditions
The PDE becomes:
Z ` Z `
∂u (x, t) k
φ (x) dx = − u0 (x, t) φ0 (x) dx
0 ∂t ρc p 0
Z `
2h h
− u (x, t) φ (x) dx − u (`, t) φ (`)
rρcp 0 ρcp
2hua `
Z
hua Q
+ φ (x) dx + φ (`) + φ (0)
rρcp 0 ρcp ρcp
Variational Formulation
Multiply PDE in (1) by φ ∈ H 1 (0, `), integrate over (0, `), use
integration by parts, and impose boundary conditions
The PDE becomes:
Z ` Z `
∂u (x, t) k
φ (x) dx = − u0 (x, t) φ0 (x) dx
0 ∂t ρc p 0
Z `
2h h
− u (x, t) φ (x) dx − u (`, t) φ (`)
rρcp 0 ρcp
2hua `
Z
hua Q
+ φ (x) dx + φ (`) + φ (0)
rρcp 0 ρcp ρcp
Some Definitions
Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

products:
Z `
hψ, φiH = ψ (x) φ (x) dx
0
Z ` Z `
0 0 2h
hψ, φiV = ψ (x) φ (x) dx + ψ (x) φ (x) dx
0 rk 0
Define the operators σ : V × V → R and F : V → R

k h
σ (ψ, φ) = hψ, φiV + ψ (`) φ (`)
ρcp ρcp
2hua `
Z
hua Q
F (φ) = φ (x) dx + φ (`) + φ (0)
rρcp 0 ρcp ρcp
Some Definitions
Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

products:
Z `
hψ, φiH = ψ (x) φ (x) dx
0
Z ` Z `
0 0 2h
hψ, φiV = ψ (x) φ (x) dx + ψ (x) φ (x) dx
0 rk 0
Define the operators σ : V × V → R and F : V → R

k h
σ (ψ, φ) = hψ, φiV + ψ (`) φ (`)
ρcp ρcp
2hua `
Z
hua Q
F (φ) = φ (x) dx + φ (`) + φ (0)
rρcp 0 ρcp ρcp
The Weak Form
Weak form of (1)

Find u ∈ L2 (0, T ; V ) such that
(
d
dt hu, φiH = −σ (u, φ) + F (φ) , ∀φ ∈ V (2)
u (0) = u0
To show well-posedness:
show existence, uniqueness and continuous dependence on the
data of the solution to (2)
equivalence of the solution to (1) and (2)
The Weak Form
Weak form of (1)

Find u ∈ L2 (0, T ; V ) such that
(
d
dt hu, φiH = −σ (u, φ) + F (φ) , ∀φ ∈ V (2)
u (0) = u0
To show well-posedness:
show existence, uniqueness and continuous dependence on the
data of the solution to (2)
equivalence of the solution to (1) and (2)
Galerkin Method
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Galerkin Method
Galerkin Method
Project the solution of (2) in a finite dimensional space

V n = span {φ1 , . . . , φn }
Finite-dimensional problem: Find un ∈ L2 (0, T ; V n ) such that
(
d n n
dt hu , φi iH = −σ (u , φi ) + F (φi ) , i = 1, . . . , n (3)
un (0) = PV n u0
n
X
Write un (x, t) = αj (t) φj (x) and substitute to (3):
j=1
M α̇ (t) = Aα (t) + F (t)

n
X
Initial condition: un (x, 0) = αj (0) φj (x) = PV n u0 (x)
j=1
Galerkin Method
Galerkin Method

V n = span {φ1 , . . . , φn }
(
d n n
un (0) = PV n u0
n
X
j=1
M α̇ (t) = Aα (t) + F (t)

n
X
j=1
Galerkin Method
Galerkin Method

V n = span {φ1 , . . . , φn }
(
d n n
un (0) = PV n u0
n
X
j=1
M α̇ (t) = Aα (t) + F (t)

n
X
j=1
Galerkin Method
Galerkin Method

V n = span {φ1 , . . . , φn }
(
d n n
un (0) = PV n u0
n
X
j=1
M α̇ (t) = Aα (t) + F (t)

n
X
j=1
Galerkin Method
Galerkin Method
- cont -
α̇ (t) = M −1 (Aα (t) + F (t)) (4)
The variables in (4) are defined as follows:
α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k h
[A]ij = − hφj , φi iV − φj (`) φi (`)
ρcp ρcp
Z `
[M ]ij = φj (x) φi (x) dx
0
2hua `
Z
hua Q
[F (t)]i = φi (x) dx + φi (`) + φi (0)
rρcp 0 ρcp ρcp
Goal: Find α (t) that satisfies (4) using an ODE solver

Galerkin Method
Galerkin Method
- cont -
α̇ (t) = M −1 (Aα (t) + F (t)) (4)
α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k h
[A]ij = − hφj , φi iV − φj (`) φi (`)
ρcp ρcp
Z `
0
2hua `
Z
hua Q
[F (t)]i = φi (x) dx + φi (`) + φi (0)
rρcp 0 ρcp ρcp

Galerkin Method
Galerkin Method
- cont -
α̇ (t) = M −1 (Aα (t) + F (t)) (4)
α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

k h
[A]ij = − hφj , φi iV − φj (`) φi (`)
ρcp ρcp
Z `
0
2hua `
Z
hua Q
[F (t)]i = φi (x) dx + φi (`) + φi (0)
rρcp 0 ρcp ρcp

Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
h iT
Q h cp
Vector of unknown parameters: q = , ,
k k k
Set of data points: {û (xi , tj ) | i = 1, . . . N, j = 1, . . . , N t}
(may contain errors)
un (xi , tj ; q) is the solution of the finite-dimensional problem
(3) using the parameter q and evaluated at xi at time tj
Find:
Nt N
1 XX n
min J (q) = min |u (xi , tj ; q) − û (xi , tj )|2
q∈R3 q∈R3 N · Nt
j=1 i=1
h iT
Q h cp
k k k
Find:
Nt N
1 XX n
j=1 i=1
h iT
Q h cp
k k k
Find:
Nt N
1 XX n
j=1 i=1
h iT
Q h cp
k k k
Find:
Nt N
1 XX n
j=1 i=1
Optimization Algorithms
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Least Squares
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Least Squares
Least Squares
Built-in optimization algorithm in Scilab (leastsq)

Solves nonlinear least squares problems
Quasi-Newton algorithm (the Jacobian of the cost function
was not supplied)
Can be used if the errors in the measurements are randomly
distributed
Genetic Algorithm
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Genetic Algorithm
Genetic Algorithm
Overview
Optimization algorithm inspired by the concept of evolution

(“survival of the fittest”)
Suppose that we want to find q = (q1 , q2 , . . . , qn ) that
minimizes the function F (q):
“individual”: described by q
“fitness” of an “individual”: determined by F (q)
“initial population”: randomly selected
main processes of GA: selection, recombination, mutation
Genetic Algorithm
Genetic Algorithm
Overview

Genetic Algorithm
Genetic Algorithm
Overview

Genetic Algorithm
Genetic Algorithm
Processes
Selection
compute the fitness of each individual
form the “roulette”
create the “mating pool”
Recombination
randomly select two individuals from the mating pool
“mating” (to produce population of “offsprings”)
probability of mating is determined by a fixed probability
Genetic Algorithm
Genetic Algorithm
Processes
Selection
compute the fitness of each individual
form the “roulette”
create the “mating pool”
Recombination
randomly select two individuals from the mating pool
“mating” (to produce population of “offsprings”)
probability of mating is determined by a fixed probability
Genetic Algorithm
Genetic Algorithm
Processes
Mutation
introduce small changes in the parameters of an individual
(“mutate”)
probability of mutation is determined by a fixed probability
the resulting (mutated) pool will make up the initial
population for the “next generation”
Optional Process: Elitism
the fitness of the next generation doesn’t necessarily improve
(because of recombination and mutation)
if the best “parent” has disappeared, introduce it again by
removing 1 arbitrary offspring
Genetic Algorithm
Genetic Algorithm
Processes
Mutation
introduce small changes in the parameters of an individual
(“mutate”)
probability of mutation is determined by a fixed probability
the resulting (mutated) pool will make up the initial
population for the “next generation”
Optional Process: Elitism
the fitness of the next generation doesn’t necessarily improve
(because of recombination and mutation)
if the best “parent” has disappeared, introduce it again by
removing 1 arbitrary offspring
Results
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Results
Results
Compare the results (using Least Squares and Genetic

Algorithm) when:
end of the rod away from the heat source is insulated (BC1)
there is heat loss at the end of the rod away from the heat
source (BC2)
Error Values
leastsq GA
BC1 BC2 BC1 BC2
Objective Function
copper 0.1645 0.1648 0.1645 0.1648
aluminum 0.0768 0.0762 0.0758 0.0762
Results
Results
Compare the results (using Least Squares and Genetic

Algorithm) when:
end of the rod away from the heat source is insulated (BC1)
there is heat loss at the end of the rod away from the heat
source (BC2)
Error Values
leastsq GA
BC1 BC2 BC1 BC2
Objective Function
copper 0.1645 0.1648 0.1645 0.1648
aluminum 0.0768 0.0762 0.0758 0.0762
Results
Results
- cont -
Optimal Parameters
leastsq GA
BC1 BC2 BC1 BC2
Estimated Q/k
copper 66.1440 66.1372 66.2355 66.2739
aluminum 60.9651 60.9546 60.9729 60.9583
Estimated h/k
copper 0.0312 0.0312 0.0313 0.0313
aluminum 0.0569 0.0569 0.0570 0.0569
Estimated cp /k
copper 1.1840 1.1844 1.1848 1.1864
aluminum 3.8982 3.8986 3.9000 3.8989
Results
Results
Copper Rod: actual temperature and computed temperature
Copper Rod: Data and Computed Values
325
data
TC1
TC2
320 TC3
TC4
TC5
TC6
temperature (K)
315
TC7
310
305
300
0 500 1000 1500 2000 2500 3000
time (s)
Figure: Plot of temperature vs. position (copper rod)

Results
Results
Aluminum Rod: actual temperature and computed temperature
Aluminum Rod: Data and Computed Values
322
data
TC1
320 TC2
TC3
318 TC4
TC5
316 TC6
temperature (K)
TC7
314
312
310
308
306
0 1000 2000 3000 4000 5000 6000 7000 8000
time (s)
Figure: Plot of temperature vs. position (aluminum rod)

Conclusions
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Conclusions
Conclusions
Obtained the data using thermocouples attached to a data

acquisition instrument.
Formulated the model for heat conduction on a metal rod,
assuming that heat is lost along its entire length and at the
boundary.
Obtained the solution to the model using the Galerkin method.
Obtained estimates for the parameters Q/k, h/k, cp /k using
leastsq and genetic algorithm.
Modeling the heat loss at the end of the rod away from the
heat source produces the same output as the model without
heat loss.
Future Work
Outline
The Model
Galerkin Method
Least Squares
Genetic Algorithm
4 Results
5 Conclusions
6 Future Work
Future Work
Future Work
Create a “better” heat source (oven, in cooperation with NIP)

Reformulate the model to incorporate “realistic” assumptions
(ambient temperature, flux)
Use other optimization algorithms (gradient-based, heuristic,
neural networks, hierarchical Bayesian methods) for parameter
estimation
Implement a faster numerical method for solving the PDE
References
”Instructional and Research Laboratory, Center for Research in Scientific

Computation, North Carolina State University,”
http://www.ncsu.edu/crsc/ilfum.htm.
P. Laguitao, “Estimation of Copper Rod Parameters Using Data from
Heat Conduction Experiment,” Undergraduate Research Paper, College of
Science, University of the Philippines Diliman, 2001.
H.T. Banks, R.C. Smith and Y. Wang, “Smart Material Structures:
Modeling, Estimation and Control,” John Wiley & Sons, 1996.
R.R. Briones, “Numerical Computations for Parameter Estimation in a
Smart Beam Structure,” Master’s Thesis, College of Science, University of
the Philippines Diliman, 2002.
R. Temam, “Infinite-Dimensional Dynamical Systems in Mechanics and
Physics,” Springer-Verlag, 1997.
J. Skaar and K.M. Risvik, “A Genetic Algorithm for the Inverse Problem in
Synthesis of Fiber Gratings,” J. Lightwave Technol., 16, 1928-1932 (1998).
Thank you!

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Parameter Estimation in a Mathematical Model of a Heat-Conducting Rod

Parameter Estimation in a Mathematical Model of a

Ma. Cristina R. Bargo

MSP 2007 Convention

Prepare the setup for the heat conduction experiment, data

Prepare the setup for the heat conduction experiment, data

Copper Rod Specifics Aluminum Rod Specifics

Thermocouple Locations (m)

Figure: The experimental setup: metal rod, heat source, thermocouples

The model is given by

Used Fourier’s Law of Conduction and Newton’s Law of

The PDE becomes:

The PDE becomes:

Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

Define the operators σ : V × V → R and F : V → R

Let V = H 1 (0, `) and H = L2 (0, `) with the following inner

Define the operators σ : V × V → R and F : V → R

The Weak Form

Weak form of (1)

The Weak Form

Weak form of (1)

Project the solution of (2) in a finite dimensional space

M α̇ (t) = Aα (t) + F (t)

Project the solution of (2) in a finite dimensional space

M α̇ (t) = Aα (t) + F (t)

Project the solution of (2) in a finite dimensional space

M α̇ (t) = Aα (t) + F (t)

Project the solution of (2) in a finite dimensional space

M α̇ (t) = Aα (t) + F (t)

α̇ (t) = M −1 (Aα (t) + F (t)) (4)

The variables in (4) are defined as follows:

α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

Goal: Find α (t) that satisfies (4) using an ODE solver

α̇ (t) = M −1 (Aα (t) + F (t)) (4)

The variables in (4) are defined as follows:

α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

Goal: Find α (t) that satisfies (4) using an ODE solver

α̇ (t) = M −1 (Aα (t) + F (t)) (4)

The variables in (4) are defined as follows:

α (t) = [α1 (t) , α2 (t) , . . . , αn (t)]T

Goal: Find α (t) that satisfies (4) using an ODE solver

Built-in optimization algorithm in Scilab (leastsq)

Optimization algorithm inspired by the concept of evolution

Optimization algorithm inspired by the concept of evolution

Optimization algorithm inspired by the concept of evolution

Compare the results (using Least Squares and Genetic

Compare the results (using Least Squares and Genetic

Copper Rod: Data and Computed Values

Figure: Plot of temperature vs. position (copper rod)

Aluminum Rod: Data and Computed Values

Figure: Plot of temperature vs. position (aluminum rod)

Obtained the data using thermocouples attached to a data

Create a “better” heat source (oven, in cooperation with NIP)

”Instructional and Research Laboratory, Center for Research in Scientific

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