A Bayesian setting for an inverse problem in heat transfer

Abstract

In this work a Bayesian setting is developed to infer the thermal conductivity, an unknown parameter that appears into heat equation. Temperature data are available on the basis of cooling experiments. The realistic assumption that the boundary data are noisy is introduced, for a given prescribed initial condition. We show how to derive the global likelihood function for the forward boundary-initial condition problem, given the values of the temperature field plus Gaussian noise. We assume that the thermal conductivity parameter can be modelled a priori through a lognormal distributed random variable or by means of a space-dependent stationary lognormal random field. In both cases, given Gaussian priors for the time-dependent Dirichlet boundary values, we marginalize out analytically the joint posterior distribution of and the random boundary conditions, TL and TR, using the linearity of the heat equation. Synthetic data are used to carry out the inference. We exploit the concentration of the posterior distribution of , using the Laplace approximation and therefore avoiding costly MCMC computations.