On recovering parabolic diffusions from their time-averages (Q1755641): Difference between revisions

This work proves the well-posedness for problems consisting of a linear parabolic equation set in a smooth bounded domain \(D\), with Dirichlet boundary condition, and which include, instead of an initial condition, the following relation \[\kappa u(x,T)+\int_0^Tw(t)u(x,t)\,dt=\mu(x), \qquad x\in D. \] In order to avoid the well-known situation of ill-posedness, it is assumed that \(\kappa\geq0\), \(w(t)\geq 0\) for a.e. \(t\in(0,T)\) and there exists \(T_1\in(0,T]\) such that \(\mathrm{essinf}_{t\in[0,T_1]}w(t)>0\). In this setting, it is shown that the problem is well-posed in certain classes of solutions \(u\). As a particular case, when \(\kappa=0\) and \(w(t)=1\) for all \(t\in(0,T)\), this result shows that it is possible to recover the solution of a parabolic problem even without knowing its initial values, but only its time average over the whole time interval. The proof is based on the construction of the solution by means of the Fourier method. Some other features of the problem are further analyzed: the regularity of the solution is in general weaker than for the classical problem, and even if the data of the problem are non-negative, the solution might be negative somewhere. Finally, a numerical example is also provided.