An inverse random source problem in a stochastic fractional diffusion equation

DOI10.1088/1361-6420/AB532CzbMATH Open1469.35259arXiv1810.03144OpenAlexW2988525166MaRDI QIDQ5000575FDOQ5000575

T. Helin, Pingping Niu, Zhidong Zhang

Publication date: 14 July 2021

Published in: Inverse Problems (Search for Journal in Brave)

Abstract: In this work the authors consider an inverse source problem in the following stochastic fractional diffusion equation ${\displaystyle }$partial_t^alpha u(x,t)+mathcal{A} u(x,t)=f(x)h(t)+g(x) dot{mathbb{W}}(t).${\displaystyle }$ The interested inverse problem is to reconstruct $f(x)$ and $g(x)$ by the statistics of the final time data $u(x,T).$ Some direct problem results are proved at first, such as the existence, uniqueness, representation and regularity of the solution. Then the reconstruction scheme for $f$ and $g$ is given. To tackle the ill-posedness, the Tikhonov regularization is adopted. Finally we give a regularized reconstruction algorithm and some numerical results are displayed.

Full work available at URL: https://arxiv.org/abs/1810.03144

Recommendations

• Reconstruction of the time-dependent source term in a stochastic fractional diffusion equation
• Inverse source problem for time-fractional diffusion with discrete random noise
• Identification of an inverse source problem for time-fractional diffusion equation with random noise
• Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift
• Inverse source problem for a fractional diffusion equation

zbMATH Keywords

Tikhonov regularizationregularityrandom sourcepartial measurementscorrelation based imaging

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Fractional partial differential equations (35R11) Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A method for the solution of certain non-linear problems in least squares
• Stochastic differential equations. An introduction with applications.
• Title not available (Why is that?)
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Modifying Maxwell's equations for dielectric materials based on techniques from viscoelasticity and concepts from fractional calculus
• Fractional time stochastic partial differential equations
• Maximum principle for the generalized time-fractional diffusion equation
• An analysis of the L1 scheme for the subdiffusion equation with nonsmooth data
• Maximum principle and its application for the time-fractional diffusion equations
• Passive Sensor Imaging Using Cross Correlations of Noisy Signals in a Scattering Medium
• Space-time fractional stochastic partial differential equations
• A tutorial on inverse problems for anomalous diffusion processes
• Mittag-Leffler Functions, Related Topics and Applications
• Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems
• Some probability densities and fundamental solutions of fractional evolution equations
• Approximate controllability of fractional stochastic evolution equations
• Uniqueness in an inverse problem for a one-dimensional fractional diffusion equation
• The completely monotonic character of the Mittag-Leffler function 𝐸ₐ(-𝑥)
• Inverse source problem for time-fractional diffusion with discrete random noise
• Imaging and time reversal in random media
• Numerical solution of an inverse medium scattering problem with a stochastic source
• Fractional diffusion: recovering the distributed fractional derivative from overposed data
• Passive imaging with ambient noise
• Atmospheric turbulence profiling with unknown power spectral density
• An inverse random source problem for the Helmholtz equation
• An inverse random source scattering problem in inhomogeneous media
• Inverse Random Source Scattering Problems in Several Dimensions
• Analyticity of solutions to a distributed order time-fractional diffusion equation and its application to an inverse problem
• Inverse acoustic scattering problem in half-space with anisotropic random impedance
• Stability on the inverse random source scattering problem for the one-dimensional Helmholtz equation
• Correlation based passive imaging with a white noise source
• A Galerkin finite element method for time-fractional stochastic heat equation
• Reconstruction of the temporal component in the source term of a (time-fractional) diffusion equation
• Inverse scattering for a random potential
• Inverse random source scattering for the Helmholtz equation in inhomogeneous media
• Inverse Random Source Scattering for Elastic Waves
• Correlation-based virtual source imaging in strongly scattering random media

Cited In (23)

• Inverse problems for stochastic partial differential equations: some progresses and open problems
• An inverse source problem for the stochastic wave equation
• Two regularization methods for identifying the unknown source in a multiterm time-fractional diffusion equation
• Time-dependent source identification problem for a fractional Schrödinger equation with the Riemann-Liouville derivative
• Identification of a time-dependent control parameter for a stochastic diffusion equation
• Reconstruction of the time-dependent source term in a stochastic fractional diffusion equation
• Backward problem for time-space fractional diffusion equations in Hilbert scales
• Left-inverses of fractional Laplacian and sparse stochastic processes
• Determining the random source and initial value simultaneously in stochastic fractional diffusion equations
• On a control problem for the subdiffusion equation with a fractional derivative in the sense of Caputo
• An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion
• Cauchy problem of non-homogenous stochastic heat equation and application to inverse random source problem
• Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
• An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise
• Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift
• Inverse problem for subdiffusion equation with fractional Caputo derivative
• Well-posedness of the stochastic time-fractional diffusion and wave equations and inverse random source problems
• On inverse initial value problems for the stochastic strongly damped wave equation
• TERMINAL VALUE PROBLEM FOR STOCHASTIC FRACTIONAL EQUATION WITHIN AN OPERATOR WITH EXPONENTIAL KERNEL
• Uniqueness for an inverse source problem of determining a space-dependent source in a non-autonomous time-fractional diffusion equation
• Inverse random source problem for the Helium production-diffusion equation
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
• A nonstationary iterated quasi-boundary value method for reconstructing the source term in a time-space fractional diffusion equation

This page was built for publication: An inverse random source problem in a stochastic fractional diffusion equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5000575)