Regularized solutions for some backward nonlinear parabolic equations with statistical data

arXiv1701.08459MaRDI QIDQ6282576FDOQ6282576

Nguyen Huy Tuan, Erkan Nane, Mokhtar Kirane

Publication date: 29 January 2017

Abstract: In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution does not depend continuously on the data. To regularize the instable solution, we develop some new methods to construct some new regularized solution. We also investigate the convergence rate between the regularized solution and the solution of our equations. In particular, we establish results for several equations with constant coefficients and time dependent coefficients. The equations with constant coefficients include heat equation, extended Fisher-Kolmogorov equation, Swift-Hohenberg equation and many others. The equations with time dependent coefficients include Fisher type Logistic equations, Huxley equation, Fitzhugh-Nagumo equation. The methods developed in this paper can also be applied to get approximate solutions to several other equations including 1-D Kuramoto-Sivashinsky equation, 1-D modified Swift-Hohenberg equation, strongly damped wave equation and 1-D Burger's equation with randomly perturbed operator.

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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