A modified quasi-boundary value method for the backward time-fractional diffusion problem
- Volume: 48, Issue: 2, page 603-621
- ISSN: 0764-583X
Access Full Article
topAbstract
topHow to cite
topWei, Ting, and Wang, Jun-Gang. "A modified quasi-boundary value method for the backward time-fractional diffusion problem." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 48.2 (2014): 603-621. <http://eudml.org/doc/273247>.
@article{Wei2014,
abstract = {In this paper, we consider a backward problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain. That is to determine the initial data from a noisy final data. Based on a series expression of the solution, a conditional stability for the initial data is given. Further, we propose a modified quasi-boundary value regularization method to deal with the backward problem and obtain two kinds of convergence rates by using an a priori regularization parameter choice rule and an a posteriori regularization parameter choice rule. Numerical examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed methods.},
author = {Wei, Ting, Wang, Jun-Gang},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {backward problem; fractional diffusion equation; modified quasi-boundary value method; convergence analysis; a priori parameter choice; morozov’s discrepancy principle; time-fractional diffusion equation; Morozov's discrepancy principle},
language = {eng},
number = {2},
pages = {603-621},
publisher = {EDP-Sciences},
title = {A modified quasi-boundary value method for the backward time-fractional diffusion problem},
url = {http://eudml.org/doc/273247},
volume = {48},
year = {2014},
}
TY - JOUR
AU - Wei, Ting
AU - Wang, Jun-Gang
TI - A modified quasi-boundary value method for the backward time-fractional diffusion problem
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 2014
PB - EDP-Sciences
VL - 48
IS - 2
SP - 603
EP - 621
AB - In this paper, we consider a backward problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain. That is to determine the initial data from a noisy final data. Based on a series expression of the solution, a conditional stability for the initial data is given. Further, we propose a modified quasi-boundary value regularization method to deal with the backward problem and obtain two kinds of convergence rates by using an a priori regularization parameter choice rule and an a posteriori regularization parameter choice rule. Numerical examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed methods.
LA - eng
KW - backward problem; fractional diffusion equation; modified quasi-boundary value method; convergence analysis; a priori parameter choice; morozov’s discrepancy principle; time-fractional diffusion equation; Morozov's discrepancy principle
UR - http://eudml.org/doc/273247
ER -
References
top- [1] K.A. Ames and J.F. Epperson, A kernel-based method for the approximate solution of backward parabolic problems. SIAM J. Numer. Anal. (1997) 1357–1390. Zbl0889.65100MR1461788
- [2] K.A. Ames and L.E. Payne, Asymptotic behavior for two regularizations of the Cauchy problem for the backward heat equation. Math. Models Methods Appl. Sci. 8 (1998) 187. Zbl0982.35119MR1612020
- [3] B. Berkowitz, H. Scher and S.E. Silliman, Anomalous transport in laboratory-scale, heterogeneous porous media. Water Resour. Res.36 (2000) 149–158.
- [4] J. Cheng, J. Nakagawa, M. Yamamoto and T. Yamazaki, Uniqueness in an inverse problem for a one-dimensional fractional diffusion equation. Inverse Problems 25 (2009) 115002. Zbl1181.35322MR2545997
- [5] G. Chi, G. Li and X. Jia, Numerical inversions of a source term in the fade with a dirichlet boundary condition using final observations. Comput. Math. Appl.62 (2011) 1619–1626. Zbl1231.65158MR2834147
- [6] G.W. Clark and S.F. Oppenheimer, Quasireversibility methods for non-well-posed problems Electron. J. Differ. equ. (1994) 1–9. Zbl0811.35157MR1302574
- [7] M. Denche and K. Bessila, A modified quasi-boundary value method for ill-posed problems. J. Math. Anal. Appl.301 (2005) 419–426. Zbl1084.34536MR2105682
- [8] X.L. Feng, L. Eldén and C.L. Fu, A quasi-boundary-value method for the cauchy problem for elliptic equations with nonhomogeneous neumann data. J. Inverse Ill-Posed Probl.18 (2010) 617–645. Zbl1279.65129MR2746685
- [9] D.N. Hào, N.V. Duc and D. Lesnic, A non-local boundary value problem method for the Cauchy problem for elliptic equations. Inverse Probl. 25 (2009) 055002. Zbl1170.35555MR2501020
- [10] D.N. Hào, N.V. Duc and D. Lesnic, Regularization of parabolic equations backward in time by a non-local boundary value problem method. IMA J. Appl. Math.75 (2010) 291–315. Zbl1194.35501MR2606977
- [11] D.N. Hào, N.V. Duc and H. Sahli, A non-local boundary value problem method for parabolic equations backward in time. J. Math. Anal. Appl.345 (2008) 805–815. Zbl1160.35070MR2429181
- [12] Y.J. Jiang and J.T. Ma, High-order finite element methods for time-fractional partial differential equations. J. Comput. Appl. Math.235 (2011) 3285–3290. Zbl1216.65130MR2784043
- [13] B.T. Jin and W. Rundell, An inverse problem for a one-dimensional time-fractional diffusion problem. Inverse Probl. 28 (2012). Zbl1247.35203MR2946798
- [14] S.M. Kirkup and M. Wadsworth, Solution of inverse diffusion problems by operator-splitting methods. Appl. Math. Modelling26 (2002) 1003–1018. Zbl1014.65095
- [15] J.J. Liu and M. Yamamoto, A backward problem for the time-fractional diffusion equation. Appl. Anal.89 (2010) 1769–1788. Zbl1204.35177MR2683680
- [16] Y. Luchko, Some uniqueness and existence results for the initial-boundary-value problems for the generalized time-fractional diffusion equation. Comput. Math. Appl.59 (2010) 1766–1772. Zbl1189.35360MR2595950
- [17] Y. Luchko, Maximum principle and its application for the time-fractional diffusion equations. Fract. Calc. Appl. Anal.14 (2011) 110–124. Zbl1273.35297MR2782248
- [18] F. Mainardi, G. Pagnini and R. Gorenflo, Some aspects of fractional diffusion equations of single and distributed order. Appl. Math. Comput.187 (2007) 295–305. Zbl1122.26004MR2323582
- [19] R. Metzler and J. Klafter, The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Phys. Rep.339 (2000) 1–77. Zbl0984.82032MR1809268
- [20] R. Metzler and J. Klafter, Subdiffusive transport close to thermal equilibrium: From the Langevin equation to fractional diffusion. Phys. Rev. E61 (2000) 6308–6311.
- [21] D.A. Murio, Stable numerical solution of a fractional-diffusion inverse heat conduction problem. Comput. Math. Appl.53 (2007) 1492–1501. Zbl1152.65463MR2332298
- [22] D.A. Murio, Implicit finite difference approximation for time fractional diffusion equations. Comput. Math. Appl.56 (2008) 1138–1145. Zbl1155.65372MR2437884
- [23] D.A. Murio, Time fractional IHCP with Caputo fractional derivatives. Comput. Math. Appl.56 (2008) 2371–2381. Zbl1165.65386MR2466760
- [24] D.A. Murio, Stable numerical evaluation of Grünwald-Letnikov fractional derivatives applied to a fractional ihcp. Inverse Probl. Sci. Engrg.17 (2009) 229–243. Zbl1159.65313MR2588316
- [25] D.A. Murio and C.E. Mejía, Source terms identification for time fractional diffusion equation. Revista Colombiana de Matemáticas42 (2008) 25–46. Zbl1189.65199MR2581255
- [26] D.A. Murio, Implicit finite difference approximation for time fractional diffusion equations. Comput. Math. Appl.56 (2008) 1138–1145. Zbl1155.65372MR2437884
- [27] I. Podlubny, Fractional differential equations, in vol. 198 of Math. Sci. Eng. Academic Press Inc., San Diego, CA (1999). Zbl0924.34008MR1658022
- [28] I. Podlubny and M. Kacenak, Mittag-leffler function. The MATLAB routine, available at http://www.mathworks.com/matlabcentral/fileexchange (2006).
- [29] H. Pollard, The completely monotonic character of the mittag-leffler function Eα( − x). Bull. Amer. Math. Soc.54 (1948) 1115–1116. Zbl0033.35902MR27375
- [30] Z. Qian, Optimal modified method for a fractional-diffusion inverse heat conduction problem. Inverse Probl. Sci. Engrg.18 (2010) 521–533. Zbl1195.65125MR2674752
- [31] W. Rundell, X. Xu and L. H. Zuo, The determination of an unknown boundary condition in a fractional diffusion equation. Appl. Anal. http://dx.doi.org/10.1080/00036811.2012.686605. Zbl1302.35412MR3169116
- [32] K. Sakamoto and M. Yamamoto, Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems. J. Math. Anal. Appl.382 (2011) 426–447. Zbl1219.35367MR2805524
- [33] E. Scalas, R. Gorenflo and F. Mainardi, Fractional calculus and continuous-time finance. Physica A284 (2000) 376–384. Zbl1138.91444MR1773804
- [34] R. Scherer, S.L. Kalla, L. Boyadjiev and B. Al-Saqabi, Numerical treatment of fractional heat equations. Appl. Numer. Math.58 (2008) 1212–1223. Zbl1143.65105MR2428973
- [35] R.E. Showalter, The final value problem for evolution equations. J. Math. Anal. Appl.47 (1974) 563–572. Zbl0296.34059MR352644
- [36] R.E. Showalter, Cauchy problem for hyper-parabolic partial differential equations. North-Holland Math. Stud.110 (1985) 421–425. Zbl0587.35044MR817519
- [37] I.M. Sokolov and J. Klafter, From diffusion to anomalous diffusion: A century after Einsteins Brownian motion. Chaos15 (2005) 1–7. Zbl1080.82022MR2150232
- [38] H. Wei, W. Chen, H.G. Sun and X.C. Li, A coupled method for inverse source problem of spatial fractional anomalous diffusion equations. Inverse Probl. Sci. Engrg.18 (2010) 945–956. Zbl1204.65116MR2743232
- [39] W. Wyss, The fractional diffusion equation. J. Math. Phys.27 (1986) 2782–2785. Zbl0632.35031MR861345
- [40] M. Yang and J.J. Liu, Solving a final value fractional diffusion problem by boundary condition regularization. Appl. Numer. Math.66 (2013) 45–58. Zbl1269.65093MR3018647
- [41] P. Zhang and F. Liu. Implicit difference approximation for the time fractional diffusion equation. J. Appl. Math. Comput.22 (2006) 87–99. Zbl1140.65094MR2323899
- [42] Y. Zhang and X. Xu, Inverse source problem for a fractional diffusion equation. Inverse Probl. 27 (2011) 035010. Zbl1211.35280MR2772529
- [43] G.H. Zheng and T. Wei, Spectral regularization method for a Cauchy problem of the time fractional advection-dispersion equation. J. Comput. Appl. Math.233 (2010) 2631–2640. Zbl1186.65128MR2577848
- [44] G.H. Zheng and T. Wei, A new regularization method for a Cauchy problem of the time fractional diffusion equation. Advances Comput. Math.36 (2012) 377–398. Zbl1245.35145MR2886197
- [45] G.H. Zheng and T. Wei, Two regularization methods for solving a riesz-feller space-fractional backward diffusion problem. Inverse Probl. 26 (2010) 115017. Zbl1206.65226MR2732909
- [46] P. Zhuang and F. Liu, Implicit difference approximation for the time fractional diffusion equation. J. Appl. Math. Comput.22 (2006) 87–99. Zbl1140.65094MR2323899
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.