A two-dimensional backward heat problem with statistical discrete data

DOI10.1515/JIIP-2016-0038MaRDI QIDQ682025zbMATH OpenOpenAlexFDO

Authors Nguyen Dang Minh, Khanh To Duc, Nguyen Huy Tuan, Dang Duc Trong

Publication date 13 February 2018

Published in Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.05463

zbMATH Keywords

nonparametric regressionill-posed problemsstatistical inverse problemsnonhomogeneous heat equationbackward heat problems

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Heat equation (35K05) Linear operators and ill-posed problems, regularization (47A52)

Abstract: In this paper, we focus on the backward heat problem of finding the function $heta(x,y)=u(x,y,0)$ such that [ {l l l} u_t - a(t)(u_{xx} + u_{yy}) & = f(x,y,t), & qquad (x,y,t) in Omega imes (0,T), u(x,y,T) & = h(x,y), & qquad (x,y) in�ar{Omega}. ] where $Omega=(0,pi)imes(0,pi)$ and the heat transfer coefficient $a(t)$ is known. In our problem, the source $f=f(x,y,t)$ and the final data $h(x,y)$ are unknown. We only know random noise data $g_{ij}(t)$ and $d_{ij}$ satisfying the regression models g_{ij}(t) &=& f(x_i,y_j,t) + varthetaxi_{ij}(t), d_{ij} &=& h(x_i,y_j) + sigma_{ij}epsilon_{ij}, where $x{i}_{ij}(t)$ are Brownian motions, $epsilo{n}_{ij}simmathcalN(0,1)$, $(x_i,y_j)$ are grid points of $Omega$ and $sigm{a}_{ij},vartheta$ are unknown positive constants. The noises $x{i}_{ij}(t),epsilo{n}_{ij}$ are mutually independent. From the known data $g_{ij}(t)$ and $d_{ij}$, we can recovery the initial temperature $heta(x,y)$. However, the result thus obtained is not stable and the problem is severely ill--posed. To regularize the instable solution, we use the trigonometric method in nonparametric regression associated with the truncated expansion method. In addition, convergence rate is also investigated numerically.

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Cited in

(17)

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• On Cauchy problem for nonlinear fractional differential equation with random discrete data

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