An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion

DOI10.1088/1361-6420/AB6503zbMATH Open1469.35251arXiv1908.03666OpenAlexW3104456197MaRDI QIDQ5000581FDOQ5000581

Peijun Li, Xiao-Li Feng, Xu Wang

Publication date: 14 July 2021

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

Abstract: This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the direct problem is to study the stochastic time fractional diffusion equation. The inverse problem is to determine the statistical properties of the source from the expectation and variance of the final time data. For the direct problem, we show that it is well-posed and has a unique mild solution under a certain condition. For the inverse problem, the uniqueness is proved and the instability is characterized. The major ingredients of the analysis are based on the properties of the Mittag--Leffler function and the stochastic integrals associated with the fractional Brownian motion.

Full work available at URL: https://arxiv.org/abs/1908.03666

zbMATH Keywords

fractional Brownian motionill-posednessuniquenessfractional diffusion equationinverse source problem

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) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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Cited In (20)

• Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions
• An inverse source problem for the stochastic wave equation
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets
• Identification of stationary source in the anomalous diffusion equation
• 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
• Determining the random source and initial value simultaneously in stochastic fractional diffusion equations
• Regularity analysis for SVEEs with additive fBms and strong error estimates for the numerical approximations
• An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion
• Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
• 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
• 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
• Inverse random source problem for the Helium production-diffusion equation
• The backward problem of a stochastic PDE with bi-harmonic operator driven by fractional Brownian motion
• The backward problem of stochastic convection-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

Uses Software

• Mittag-Leffler

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