Backward diffusion-wave problem: stability, regularization, and approximation

DOI10.1137/21M1447271zbMATH Open1506.65146arXiv2109.07114MaRDI QIDQ5043368FDOQ5043368

Authors: Zhengqi Zhang, Zhi Zhou 

Publication date: 21 October 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $alphain(1,2)$. From terminal observations at two time levels, i.e., $u(T_1)$ and $u(T_2)$, we simultaneously recover two initial data $u(0)$ and $u_t(0)$ and hence the solution $u(t)$ for all $t>0$. First of all, existence, uniqueness and Lipschitz stability of the backward diffusion-wave problem were established under some conditions about $T_1$ and $T_2$. Moreover, for noisy data, we propose a quasi-boundary value scheme to regularize the "mildly" ill-posed problem, and show the convergence of the regularized solution. Next, to numerically solve the regularized problem, a fully discrete scheme is proposed by applying finite element method in space and convolution quadrature in time. We establish error bounds of the discrete solution in both cases of smooth and nonsmooth data. The error estimate is very useful in practice since it indicates the way to choose discretization parameters and regularization parameter, according to the noise level. The theoretical results are supported by numerical experiments.

Full work available at URL: https://arxiv.org/abs/2109.07114

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zbMATH Keywords

regularizationstabilityerror estimatefully discretizationbackward diffusion-wave

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited In (5)

• Numerical analysis of backward subdiffusion problems
• A numerical method for determining a quasi solution of a backward time-fractional diffusion equation
• Solving the backward problem for time-fractional wave equations by the quasi-reversibility regularization method
• Stability and numerical analysis of backward problem for subdiffusion with time-dependent coefficients
• Uniqueness and Numerical Method for Determining a Spatial Source Term in a Time-Fractional Diffusion Wave Equation

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