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The space-fractional diffusion equation (SFDE) arises by replacing the standard space
partial derivative in the diffusion equation with a space-fractional partial derivative (in
particular fractional Laplacian). This fractional model can be used to describe the anoma-
lous diffusion which corresponds to the fractional Brownian motion. In the past few years,
Date: December 31, 2022.
Key words and phrases. Inverse source problem, fractional diffusion equation, nonlocal operator,
Tikhonov regularization, finite element method, conjugate gradient method.
1
2
the direct problems, i.e. initial value problem and initial boundary value problem for
SFDE have been investigated thoroughly from both theoretical and numerical aspects.
On the other hand, inverse problems for SFDEs are a rather new research topic and there
are already a lot of studies [1, 5, 17, 52, 61].
with B (x) is a ball of radius centered at x. In addition, the normalized constant Cd,s is
given by
4s Γ π2 + s
Cd,s = d/2 , (1.3)
π |Γ(−s)|
where Γ denotes the Euler’s Gamma function. Note that when s approaches 1− the frac-
tional Laplacian (−∆)s converge to the classical Laplacian −∆ (see e.g. [47, Proposition
4.4]).
Consider the inverse source problem of finding a source term F ∗ for the SFDE
∂t u + (−∆)s u = F ∗ in Ω × (0, T ],
u = 0 in (Rd \Ω) × (0, T ], (1.4)
u(., 0) = 0 in Ω,
The major difficulty of this inverse source problem concerns the unidentifiability of
general sources’ terms. In this paper, to overcome this difficulty, we propose to write the
source term by means of the separation of variables. More precisely, the source term F ∗
in the following variable separation form
F ∗ (x, t) = f ∗ (x) g(t), (x, t) ∈ Ω × (0, T ). (1.5)
where the component f ∗ models the unknown spatial counterpart whereas g is a given
temporal one that describes the time evolution pattern. Hence, the inverse source problem
we are concerned with is formulated as follows: given an observation data ϑ ∈ L2 (Ω),
recover the spatial variable f ∗ such that
ϑ = u(., T ) in Ω. (1.6)
For the sake of completeness, we briefly recall the physical meaning of the source term
F ∗ (x, t) = f ∗ (x) g(t). When a substance is a conductor, if we have an external electric
3
field then the work of a current will increase the internal energy of the conductor and
heat it up. For this, let the conductor be modeled by the cylinder C defined by
n o
3 2 2 2
C = x = (x1 , x2 , x3 ) ∈ R : x2 + x3 ≤ r , (1.7)
where r > 0 and we denotes by (x1 , x2 , x3 ) the electric conductivity of the substance
at the position (x1 , x2 , x3 ). On the other hand, according to the Joule-Lenz law and the
Ohm law [50, Chapter 5, page 112], the source F ∗ can be the amount of heat liberated in
a unit volume of the substance per unit time which has the form
F ∗ (x1 , x2 , x3 , t) = (x1 , x2 , x3 )E 2 (x1 , x2 , x3 , t), (1.8)
where E is the external electric field. In addition, if we design the electric field E = σ0 ν(t)e,
where e = (1, 0, 0) and ν is known temporal function. From this, one can deduce that the
source F ∗ can be written as
F ∗ (x1 , x2 , x3 , t) = σ02 (x1 , x2 , x3 )g(t) with g(t) = ν 2 (t). (1.9)
In the particular case when we take a small r then we can approximate the electric
conductivity (x1 , x2 , x3 ) by (x1 , 0, 0) and we can write the source F ∗ as
F ∗ (x, t) ≈ f ∗ (x) g(t) with x = (x1 , x2 , x3 ) ∈ C, t ∈ (0, T ), and f ∗ (x) = σ02 (x1 , 0, 0),
which is our investigated model. For more information about the physical meaning of the
source (1.5), reader can refer to [54].
Recently, Trong et.al [54], discussed the same inverse problem of finding the space-
dependent source f ∗ for the one-dimensional SFDE (in an unbounded domain, i.e. Ω = R)
from the final data. They proved the uniqueness and conditional stability of the inverse
problem. In addition, they obtained an asymptotically optimal a priori error estimate
between the exact solution and its regularized approximation using Fourier truncation
method. On the other hand, the proposed mathematical analysis in that paper cannot
be applied when Ω is a bounded domain. In this paper, we focus on a multi-dimensional
problem in a general bounded domain by using the final data. To the best of our knowl-
edge, there exists no previous work investigating the reconstruction of an unknown spatial
component in the source term of SFDE in a bounded domain. While the classical para-
bolic models, such as the diffusion model (with s = 1), this inverse source problem has
been studied from different types of observational data such as:
• Reconstruction from final time observations: This case concerns the recovery of
the spatial component f ∗ of the source term F ∗ if u(x, T ) is given. The well-
posedness of this inverse source problem has been proved by Isakov [37, 38]. The
uniqueness question have been analyzed in [12]. Kamynin [41] proved the unique
solvability of the inverse problem of determining the space-dependent source f ∗
with the leading coefficient g depending on time and space variables. Johansson
and Lesnic in [40], to reconstruct the space-dependent source f ∗ , proposed an
iterative procedure based on a sequence of well-posed direct problems which are
solved at each iteration step using the boundary element method. In addition,
they proved that the instability is overcome by stopping the iterations at the first
iteration for which the discrepancy principle is satisfied. While in [39], the authors
for determining the spacewise dependent source proposed a variational conjugate
gradient-type iterative algorithm. Hasanov and Pektaş [33] designed an adjoint
problem approach with subsequent conjugate gradient algorithm to identify the
4
spatial component f ∗ . Related inverse source problems for nonlinear problems have
been studied in [23, 24].
• Reconstruction fromZ integral observations: It consists in identifying the spatial
component f ∗ , if µ(t)u(x, t)dx is given. Here, µ is in L∞ (0, T ) and non-negative.
Z TΩ
Furthermore, µ(t)dt > 0. Such an observation is called integral observation
0
and it is a generalization of the final observation (defined in the above paragraph),
when µ is an approximation to the delta function at t = T . The existence and the
uniqueness of this inverse problem can be found in [42, 43, 49] Erdem et. al in
[21], they reconstructed the space-dependent source f ∗ using a variational least-
squares minimization approach. In order to minimize this error function, they
applied the conjugate gradient method. In [31], the authors developed an identi-
fication method based on the finite element method combined with the conjugate
gradient method. Hào et. al in [30] identifying the spatial component from inte-
gral observations which can be regarded as generalizations of point-wise interior
observations.
• Reconstruction from boundary measurements: This case is devoted to the identifi-
cation of a space-dependent source term from an additional boundary observation.
A large number of works have been devoted to this kind of inverse source prob-
lem. We refer to Cannon [15] and Cannon with Ewing [15, 16] for the generic
well-posedness. We also refer to [18, 20, 60] for the uniqueness and stability, and
[27, 28, 29, 32, 34, 35, 53] etc. for the numerical reconstruction by various regu-
larization methods.
This paper is a generalisation of the works mentioned above where the same problem
was considered for the classical parabolic case, s = 1. We will solve the considered problem
by a variational method. More precisely, the inverse problem is then reformulated as a
least-squares problem in coupling with a Tikhonov regularization term which penalizes
the space-dependent source to be identified. Hence, the Fréchet gradient of the objective
functional is obtained. Then, we apply the conjugate gradient method to approximate
the minimizer of the corresponding least-squares problem and the discrepancy principle is
applied to find a suitable stopping step. The main difficulties of this paper (in comparison
to the same problem in the classical case) are as follows: (i) Nonlocal diffusion operator.
The fractional Laplacian (−∆)s is a nonlocal operator. This can be easily seen from its
definition. (ii) Exterior conditions in Rd \Ω and not boundary conditions on ∂Ω.
The remainder of this paper is organized as follows. We begin with Section 2 which
introduces the notations and some preliminary results. In Section 3, we prove an unique-
ness result for the considered inverse problem. While in Section 4, the inverse problem is
rewritten as an optimization one. The conjugate gradient algorithm based on the sensi-
tivity and adjoint problems is presented in Section 5. In Section 6, we approximate the
variational problem by the finite element approximation and prove the convergence of the
method. Finally, we will test our method for some problems are described in Section 7.
5
In this section, to be convenient for the readers, we first go over some notation and
preliminaries that will be frequently used in the rest of the paper. To this end, for any
0 < s < 1 we define the fractional order Sobolev space
n o
W0s,2 (Ω) = v ∈ W s,2 Rd : v = 0 in Rd \Ω
(2.1)
and we endow it with the norm given by
Z Z |v(x) − v(y)|2 12
kvkW s,2 (Ω) := dxdy .
0
Rd Rd |x − y|d+2s
The Sobolev space W s,2 (Rd ) of order s over Rd is define by
n s/2 o
W s,2 (Rd ) := v ∈ L2 Rd : 1 + |ξ|2 F v ∈ L2 Rd ,
(2.2)
where F is the Fourier transform. In addition, we denote by W −s,2 (Ω) the dual space of
W0s,2 (Ω). Besides, let h·, ·i−s,s be the duality pairing between W −s,2 (Ω) and W0s,2 (Ω). For
more details on fractional order Sobolev spaces one can consult for instance [25, 47, 58].
In order to introduce the notion of weak solutions to the direct problem (1.4), we define
the bilinear form
C Z Z (v(x) − v(y))(w(x) − w(y))
d,s
B v, w = dxdy. (2.5)
2 Rd Rd |x − y|d+2s
We are now in a position to give the definition of weak solutions to (1.4).
Definition 2. Let f ∗ ∈ L2 (Ω) and g ∈ C([0, T ]) be given. A function u ∈ X0 is said to
be a weak solution of the problem (1.4) if
D E D E
∂t u(·, t), w + B u(·, t), w = f ∗ (·)g(t), w ,
−s,s
D E
for every w ∈ W0s,2 (Ω) and almost every t ∈ (0, T ), where ·, · is the usual scalar product
on L2 (Ω) and the space X0 is defined by
1
0, T ; L2 (Ω) ∩ C([0, T ]; W0s,2 (Ω)) ∩ C([0, T ]; L2 (Ω))
X0 := H0,0
6
with n o
1
H0,0 (0, T ; L2 (Ω)) 1 2
= v ∈ H (0, T ; L (Ω)) : v(·, 0) = 0 .
Next lemma gives the existence and uniqueness of a weak solution for problem (1.4).
Lemma 3. Let f ∗ ∈ L2 (Ω) and g ∈ C([0, T ]). Then, there exists a unique weak solution
u ∈ X0 to the problem (1.4) in the sense of Definition 2. Moreover, this solution is given
by
Z t
∗ s
u(x, t) = f (x) e−(t−τ )(−∆)D g(τ )dτ, (2.6)
0
s
where e−t(−∆)D t≥0 is the semi-group mentioned in the above lemma. In addition, there
is a constant c > 0 such that
u + u ≤ c f∗ . (2.7)
H 1 (0,T ;L2 (Ω)) L2 (0,T ;W0s,2 (Ω)) L2 (Ω)
Proof. The existence and uniqueness of a weak solution to (1.4) have been shown in
[44, Theorem 26]. Moreover, from Remark 9 in [44] this weak solution belongs to
C([0, T ]; L2 (Ω)). On the other hand, Biccari, Warma and Zuazua [7] they proved (by
using semi-group theory) that a weak solution to (1.4) enjoys the following regularity
u ∈ C([0, T ]; D ((−∆)sD )) ∩ H0,0
1
(0, T ; L2 (Ω)). (2.8)
Consequently, we deduce that the solution u ∈ X0 .
3. Unique identifiability
The main objective of this section is to investigate the uniqueness of the solution to our
inverse problem. More precisely, we prove that the space-dependent source f ∗ is uniquely
determined from the final time measurement u(., T ).
Theorem 4. (Uniqueness). Let g ∈ C([0, T ]) be a nonzero nonnegative function. Let u`
with ` = 1, 2 be the solutions of the problems
∂t u` + (−∆)s u` = f`∗ g in Ω × (0, T ],
u` = 0 in (Rd \Ω) × (0, T ], (3.1)
u` (., 0) = 0 in Ω,
∗
where f2,1 = (f2∗ − f1∗ ) ∈ L2 (Ω). Moreover, according to (3.2), we have
u2,1 = 0 in Ω × {T }. (3.5)
Thanks to Lemma 3, the problem (3.4) has a unique weak solution u2,1 ∈ X0 is given by
Z t
∗ s
u2,1 (x, t) = f2,1 (x) e−(t−τ )(−∆)D g(τ ) dτ. (3.6)
0
From [48, Chapter 1,? Corollary 10.6], in reflexive Banach spaces the generator of semi-
s s ?
group e[−(t−τ )(−∆) ]/2 is e[−(t−τ )((−∆) ) ]/2 . Moreover, the operator (−∆)s is self-adjoint,
we get s ]/2 ? s )]/2
e[−(t−τ )(−∆) = e[−(t−τ )((−∆) . (3.8)
Inserting (3.8) into (3.7), we see that
D E Z t D E
∗ [−(t−τ )(−∆)s ]/2 ∗ [−(t−τ )(−∆)s ]/2 ∗
u2,1 (., t), f2,1 = g(τ ) e f2,1 , e f2,1 dτ
0
Z t 2
s ∗
= g(τ ) e[−(t−τ )(−∆) ]/2 f2,1 dτ.
0 L2 (Ω)
Considering the above relation at the final time t = T and taking into account u2,1 = 0
in Ω × {T }, we have
Z T 2
s ∗
g(τ ) e[−(t−τ )(−∆) ]/2 f2,1 dτ = 0. (3.9)
0 L2 (Ω)
In this section, we focus on the second objective of this work: the development of effi-
cient methods capable of numerically reconstructing the spatial component in the source
term of the parabolic fractional heat equation (1.4) with additional information (1.6). We
achieve this by reformulating the inverse source problem into an equivalent minimization
problem where a least-squares functional is minimized.
8
Let f ∈ L2 (Ω) be an initial guess of f ∗ and we consider the potential u[f ] to be the
solution to the following parabolic fractional problem
∂t u[f ] + (−∆)s u[f ] = f g in Ω × (0, T ],
u[f ] = 0 in (Rd \Ω) × (0, T ], (4.1)
u[f ](., 0) = 0 in Ω.
Assuming that the final measured data ϑ = u|Ω×{T } is known, where u is the potential
related to the actual spatial component f ∗ (i.e. u solves system (1.4)). Hence, the inverse
problem to be solved consists in finding f ∗ ∈ L2 (Ω) such that the associated potential
u[f ]|Ω×{T } approximate as most as possible the final measured data ϑ in the domain Ω. To
this end, we introduce the observation operator in the form
Λ : f (x) ∈ L2 (Ω) 7−→ u[f ](x, T ). (4.2)
From Lemma 3, we know that u[f ] ∈ C([0, T ]; L2 (Ω)). Then, we deduce that u[f ](., T )
belongs to L2 (Ω). Moreover, the map f 7−→ u[f ] is linear with respect to f . Consequently,
the map f 7−→ Λ f is a bounded linear operator from L2 (Ω) into L2 (Ω).
In order to find an estimate of the actual space-dependent component f ∗ from the final
time information data ϑ, one can minimize the discrepancy
2
J(f ) = Λ f − ϑ (4.3)
L2 (Ω)
It is well known that this problem is unstable (under the perturbation of the final ob-
servation data) and there might be many minimizers to it. A possible way to recover
well-posedness for the minimization problem in L2 (Ω) is to introduce a Tikhonov regu-
larization term in the functional to minimize. The regularized problem reads:
Z 2
Z 2
Jα (f ) = Λ f (x) − ϑ(x) dx + α f (x) dx, (4.4)
Ω Ω
Minimize
2
Jα (f ). (4.5)
f ∈L (Ω)
The regularized solution is defined as the minimizer of variational problem (4.4). Next,
we will prove the existence, stability and convergence of regularized solution. The proofs
of the results are similar to the ones in [36, Theorems 4.3 and 4.4].
Theorem 5. For every α > 0 there exists a unique regularized solution to the optimization
problem (4.5).
9
5. Identification approach
In this section, we present a numerical reconstruction approach for solving the mini-
mization problem (4.5). We develop an iterative process based on the conjugate gradient
method for reconstructing the spatial component in the source term of the parabolic frac-
tional equation. To this end, we start our analysis by calculating the Fréchet derivative
of the functional to be minimized.
Proof. It is simply consequently of the linearity of the fractional parabolic problem (4.1).
In order to reduce the computational cost for computing the Fréchet derivative of Jα ,
let us introduce the following adjoint problem
s
−∂t p[f ] + (−∆) p[f ] = 0
in Ω × [0, T ),
p[f ] =
0 in (Rd \Ω) × [0, T ), (5.1)
p[f ](., T ) = u[f ](·, T ) − ϑ in Ω.
2 2
As u[f ](., T ) ∈ L (Ω), ϑ ∈ L (Ω) and then it follows that u[f ](., T ) − ϑ also belongs
to L2 (Ω). Hence, by reverting time direction, one can check that there exists a unique
solution in L2 (0, T ; W0s,2 (Ω)) to (5.1). See, for example [8, Theorem B.5].
In the following theorem, we prove that Jα is Fréchet differentiable and derive a formula
for its gradient
Theorem 8. The functional Jα is Fréchet differentiable and its gradient is
Z T
∇Jα (f ) = 2 g(t)p[f ](x, t) dt + αf (x) , (5.2)
0
Hence,
Z Z T Z
u[f ](., T ) − ϑ u[δf ](., T ) = δf (x)g(t)p(x, t) dx dt. (5.8)
Ω 0 Ω
Therefore,
Z T Z Z
Jα (f + δf ) − Jα (f ) = 2 δf (x)g(t)p[f ](x, t) dx dt + 2 f (x)δf (x) dx + o kδf kL2 (Ω)
0 Ω Ω
Z T
= 2 g p[f ]dt + αf, δf + o kδf kL2 (Ω) .
0
(5.9)
Consequently, the functional Jα is Fréchet differentiable and its gradient has the form
Z T
∇Jα (f ) = 2 g(t) p[f ](x, t)dt + αf .
0
11
5.2. Conjugate gradient method (CGM). To find the minimizer of Jα , we use the
conjugate gradient method (CGM). It proceeds as follows: Assume that at the kth itera-
tion we have f k . We use the following iterative scheme:
f k+1 = f k + ξk dk , (5.10)
with (
−∇Jα (f k ) if k = 0,
dk = (5.11)
−∇Jα (f k ) + βk dk−1 if k = 1, 2, · · · ,
2
∇Jα (f k )L2 (Ω)
βk = (5.12)
k∇Jα (f k−1 )k2L2 (Ω)
and
ξk = arg min Jα (f k + ξdk ),
ξ≥0
where,
2 2
Jα (f k + ξdk ) = Λf k + ξΛdk − ϑδ + α f k + ξdk .
L2 (Ω) L2 (Ω)
∂Jα (f k + ξdk )
In order to determine the step size ξk , we put = 0, which implies
∂ξ
D E D E
Λdk , ϑδ + α dk , f k
L2 (Ω)
ξk = − 2 2 , k = 0, 1, 2, · · ·
Λdk + α dk
L(Ω) L2 (Ω)
D E
k
dk , ∇Jα (f )
L2 (Ω)
=− 2 2 .
Λdk + α dk
L2 (Ω) L2 (Ω)
Therefore;
2
rk
L2 (Ω)
ξk = 2 2 (5.14)
Λdk + α dk
L2 (Ω) L2 (Ω)
In this section, we will discrete the nonlinear optimization problem (4.5) by the finite
element method and prove its convergence.
Thanks to Theorem 5, let f α ∈ L2 (Ω) be the unique solution of the optimization prob-
lem (4.5). Then, this solution f α is characterized by the first-order optimality condition
as follows
Λ∗ Λ f α − ϑ + αf α = 0, (6.1)
where Λ∗ : L2 (Ω) 7−→ L2 (Ω) is the adjoint operator of the observation operator Λ defined
by Λ∗ q = ζ. Here ζ is the solution of the following adjoint problem
−∂t ζ + (−∆)s ζ = 0 in Ω × (0, T ],
ζ = 0 in (Rd \Ω) × (0, T ], (6.2)
ζ(., T ) = q in Ω.
Next, we will approximate the optimality condition (6.1) by the finite element method.
More precisely, we will approximate the operators Λ and Λ∗ as follows
mesh size hx . In addition, let Vh ⊂ W0s,2 (Ω) be the piecewise linear finite element space
associated with Th , namely
n o
Vh := vh ∈ C(Ω); vh |K ∈ P1 (K), ∀K ∈ Th . (6.3)
Here, P1 (K) is the space of linear polynomials on the element K. For fully discretization
we introduce a uniform partition of the integral [0, T ] : 0 = t0 < t1 < . · · · < tN , where
tn = n δt, n = 0, 1, . · · · , N with the time step size δt = T /N.
Then, the fully discrete approximation for the fractional parabolic problem (4.1) by
the backward Euler-Galerkin method with initial datum u(0) [f ] = 0 as follows: Find
unh [f ] ∈ Vh for n = 1, 2, · · · , N such that
D E D E
dt unh [f ], v + B unh [f ], v = f g n , v ∀v ∈ Vh , (6.4)
unh [f ] − un−1
h [f ]
where dt unh [f ]
= , n = 1, 2, · · · , N, and g n = g(tn ). Moreover, we recall
δt
that the bounded bilinear form B(., .): W0s,2 (Ω) × W0s,2 (Ω) → R is W0s,2 (Ω)-elliptic, i.e.,
C Z Z |v(x) − v(y)|2 2
d,s
B v, v = d+2s
dxdy ≥ C(d, s) v s,2 . (6.5)
2 Rd Rd |x − y| W0 (Ω)
The discrete variational problem (6.4) admits a unique solution unh [f ] ∈ Vh . Next, let
uh [f ](x, t) be the linear interpolation of unh [f ] with respect to t. We now define a dis-
cretization of the observation operator Λ, i.e. Λh f := uh [f ](., T ) in Ω.
Now for the finite element approximation of the adjoint problem (6.2) we define an
b ∗ of Λ defined by
approximation Λ h
b ∗ q = ζh for q ∈ L2 (Ω),
Λ (6.8)
h
ϑ − ϑδ ≤ δ with δ ≥ 0. (6.9)
L2 (Ω)
6.2. Convergence results. Recently, Glusa and Otárola [22] derived a theoretical L2 -
error estimate for the fully discrete variational problem (6.4). They analyzed the depen-
dence of the convergence rate with respect to the space step h on the fractional Laplacian
order s.
Lemma 9. (see [22, Theorem 5.8]). Let u[f ] and uh [f ] solve (4.1) and (6.4), respectively.
Then there exists a constant c > 0, independent on the time and space steps, such that
u[f ] − uh [f ] ≤ c δt + hγ(s) f , (6.11)
L2 (Ω×(0,T )) L2 (Ω)
where f α and fbhα solve respectively variational problems (6.1) and (6.10). In addition,
c > 0 is a constant depending on f α , ϑ and α.
Hence,
c1
fhα ≤ ϑ (6.14)
L2 (Ω) α L2 (Ω)
To derive the estimate (6.13), we first consider the error f α − fˆhα . From Equations
L2 (Ω)
(6.7) and (6.10), we have
α fhα − fˆhα = Λ̂∗h fhα Λh fˆhα − ϑ − Λ∗h fhα Λh fhα − ϑδ .
15
Therefore,
2 D E
α fhα − fˆhα = Λ̂∗h Λh fˆhα − Λ∗h Λh fhα
+ − Λ̂∗h ϑ Λ∗h ϑ, fhα − fˆhα
L2 (Ω)
D E D E
= (Λ̂∗h Λ∗ )Λh fˆhα , fhα − fˆhα + Λ∗ Λ∗h fˆhα − Λ∗h Λh fhα , fhα − fˆhα
D E
+ Λ∗h ϑδ − Λ̂∗h ϑ, fhα − fˆhα .
Using Theorem 10 and inequality (6.14) we can estimate the first term on the right-hand
side of the last equality as follows:
D E D E
(Λ̂∗h ˆ
∗α α ˆα ∗ ∗ ˆ α α
− Λ )Λh fh , fh − fh = (Λ̂h − Λ )Λh (fh − fh ), fh − fh α ˆα
D E
+ (Λ̂∗h − Λ∗ )Λh fhα , fhα − fˆhα
Similarly, we can estimate the second term, by using Theorem 10 and inequality (6.14),
D E D E D E
Λ∗ Λ∗h fˆhα − Λ∗h Λh fhα , fhα − fˆhα = Λh fˆhα , Λ(fhα − fˆhα ) − Λh fhα , Λh (fhα − fˆhα )
D E D E
= Λh (fˆhα − fhα ), Λ(fˆhα − fhα ) + Λh fhα , (Λ − Λh )(fhα − fˆhα )
D E 2
= (Λh − Λ)(fˆhα − fhα ), Λ(fhα − fˆhα ) − Λ(fhα − fˆhα )
L2 (Ω)
D E
+ Λh fhα , (Λ − Λh )(fhα − fˆhα )
2
≤ (c3 (δt + hγ(s) ) fhα − fˆhα
L2 (Ω)
Similarly, from (6.7), (6.10), (6.14) and Theorem 10, we obtain that:
2 D E
α f α − fˆhα = Λ̂∗h Λh fˆhα − Λ∗ Λh fˆhα + Λ∗ Λh fˆ − Λ∗ Λf α − Λ̂∗h ϑ + Λ∗ ϑδ , f α − fˆhα
L2 (Ω)
D E D E
= (Λ̂∗h − Λ∗ )Λh fˆhα , f α − fˆhα + (Λh fˆhα −α , Λ(f α − fˆhα )
D E
∗ δ ∗ α
+ Λ ϑ − Λ̂h ϑ, f − fh ˆα
D E D E
= (Λ̂∗h − Λ∗ )Λh fˆhα , f α − fˆhα + (Λh − Λ)fˆhα , Λ(f α − fˆhα )
D E D E
ˆα α α ˆα ∗
+ Λ(fh − f ), Λ(f − fh ) + (Λ − Λ̂h )ϑ, f − fh ∗ α ˆα
D E
+ ϑδ − ϑ, Λ(f α − fˆhα )
7. Numerical Experiments
In this section, we will apply the conjugate gradient algorithm established in the previ-
ous section to the numerical treatment of problem (4.5) in one and two spatial dimensions
cases, that is the reconstruction of the spatial component f of the source term for the
fractional heat equation (4.1).
In our numerical computation, the noisy data is generated by adding a random pertur-
bation, i.e.
ϑδ = ϑ + ε ϑ · (2 · rand(size(ϑ)) − 1), ∀x ∈ Ω,
where the magnitude ε represents the relative noise level. The corresponding noise level
is calculated by
δ = ϑδ − ϑ L2 (Ω) .
To show the accuracy of the numerical solution, we compute the approximate L2 error
denoted by
Ek = f k − fexact L2 (Ω) ,
where f k is the heat source reconstructed at the kth iteration, and fexact is the exact
solution. The residual Rk at the kth iteration is given by
Rk = u(f k ) − ϑδ L2 (Ω)
.
In an iteration algorithm, the most important work is to find a suitable stopping rule. In
this study we use the well-known Morozov’s discrepancy principle [46], i.e. we choose k
satisfying the following inequality:
Rk 6 τ δ < Rk−1 ,
where τ > 1 is a constant and can be taken heuristically to be τ = 1.01, as suggested by
Hanke and Hansen [26]. In the case of noise-free data i.e. ε = 0, we take k = 100.
Next, in the numerical implementation, the final time T and the time-dependent source
g(t) are always chosen as T = 1 and g(t) = e−t , respectively.
17
7.1. One-dimensional case. Without loss of generality, the space domain Ω is taken as
1
Ω = [−1, 1]. In this case, the grid size for time and space variable are fixed as ∆t = 50
1
and ∆x = 100 , respectively.
7.1.1. Choice of the regularization parameter. In the literature, there already exists several
strategies for choosing an appropriate (not the optimal) regularization parameter α > 0.
Tikhonov regularization is a typical example of an a-priori parameter choice rule since
the choice of the parameter of regularization α > 0 is made a-priori (depends only on
the noise level δ > 0). However, in our numerical experiments, we take α = δ 2 for noisy
data, which is essentially an a-priori choice. In order to validate this choice, we apply
our proposed algorithm in reconstructing a source term defined on Ω by f 1 (x) = sin(πx)
for various noise levels in the cases of α = 0 (without regularization) and α = δ 2 (with
regularization) by taking k = 100.
In Figures 1a and 1b, we illustrate the comparisons of recovered solutions with the true
one in the case of α = 0 and α = δ 2 , respectively, with noise level greater than 5%.
(a) α = 0 (b) α = δ 2
The choices of ε and α in this test and the corresponding numerical performances are
listed in table 1.
ε 5% 10% 15% 20%
α=0 0.2071 0.4151 0.6232 0.8310
α = δ2 0.1131 0.1185 0.1855 0.2012
Table 1. Values of the error function with respect to ε and α.
18
Figures 2a and 2b compare the true source terms f 1 with the corresponding recon-
structions ones in the case of α = 0 and α = δ 2 , respectively, with noise level less than
1%.
(a) α = 0 (b) α = δ 2
The choices of ε and α in this case (ε ≤ 0.01) and the corresponding numerical perfor-
mances are listed in table 2.
ε 0% 0.1% 0.5% 1%
α=0 0.0001 0.0041 0.0205 0.0410
α = δ2 0.0001 0.0038 0.0202 0.0407
Table 2. Values of the error function with respect to ε and α.
From the obtained results, one can deduce the following observations:
• From Figure 1 and Table 1, one can deduce that when the relative noise level ε
is greater than 5% the regularization parameter is very necessary to find a stable
solution. More precisely, the numerical approximations to f 1 without using the
regularization (i.e. α = 0) have somewhat amplitude oscillations (see Figure 1a).
It means that the problem is unstable in this case. When using the proposed
regularization method, the numerical results are more accurate than the ones
without using regularization (see Figure 1b).
• When the considered inverse problem is slightly unstable (the parameter ε is less
than 1%) the regularization parameter α does not have a significant influence on
19
Example 1. Suppose f 1 (x) = sin(πx) and the final data u(x, T ) are obtained by solving
the direct problem (4.1). The numerical results for this example by using the discrepancy
principle for various noise levels in the cases of s = 0.3, s = 0.7 are shown in Figures 3a
and 3b, respectively, by taking α = δ 2 . We can see that the numerical results for this
example match the exact ones quite well even up to 10% noise added in the “exact” final
data ϑδ .
Example 2. In this example, we test the performance of our iterative algorithm in the
2
reconstruction of the source term defined by: f 2 (x) = (x2 − 1) e−x , with different values
of noise levels. Figures 4a and 4b compares the true source terms with their corresponding
reconstructions in the case of s = 0.3 and s = 0.7, respectively.
Example 3. We test a nonsmooth example with a cusp. More precisely, we apply our
algorithm in reconstructing an unknown nonsmooth source term defined by f 3 (x) = 1−|x|.
In Figures 5a and 5b, we illustrate the comparisons of recovered solutions with the true
ones for various noise levels.
20
Example 4. In this paragraph, we test the performance of our iterative algorithm in the
reconstruction of a discontinuous source term. As a prototype example, we consider
4, x ∈ [−0.5, 0.5]
4
f (x) =
1, x ∈ [−1, −0.5) ∪ (0.5, 1].
In Figures 6a and 6b, we present the curves of the exact source term and their corre-
sponding reconstructions for different values of the parameter ε.
21
From Figures 3-6, we can see that the numerical results for examples 1-4 are quite
accurate up to 1% noise added in the exact final data u(x, T ). Moreover, one can deduce
the following remarks:
(a) Ek (b) Rk
7.1.3. Convergence and stability results. This paragraph is concerned with the conver-
gence and stability of the proposed algorithm. Moreover, the effectiveness of the regular-
ization parameter in the Tikhonov regularization function is discussed. The approxima-
tion errors Ek and the residuals Rk for Example 1 with various noise levels are shown in
Figure 7 with s = 0.5.
From Figure 7a, it can be observed that the approximation errors Ek become smaller
as the noise levels decrease, and after a few iterations, the computed errors have slightly
increased, thus we have to stop at a suitable step. In Figure 7b, it can be seen that the
Morozov’s discrepancy principle provides the stopping steps where the residuals attain
nearly their minimums.
The numerical results of this example in the cases of s = 0.3 and s = 0.7 are illustrated
in Figures 9a and 9b, respectively by taking α = 0 and ε = 0. We can see that the
numerical results are quite accurate to the exact solutions, and the proposed algorithm is
effective.
23
(a) Absolute error for s = 0.3 (b) Absolute error for s = 0.7
5
f 6 (x, y) = (x3 + y 3 ).
4
We use the finite difference method developed in [6, 36] to solve problem (4.1) to obtain
the exact measured u(x, y, T ). The regularized solutions of our minimization problem in
the cases of s = 0.3 and s = 0.7, by taking α = 0 and ε = 0, are shown in Figures 12a
and 12b, respectively.
(a) Absolute error for s = 0.3 (b) Absolute error for s = 0.7
Figure 13. Absolute error for s = 0.3 and s = 0.7 for Example 6
Figures 10 and 13 show the absolute error between the precise source function and the
numerical solutions for the values of s = 0.3 and s = 0.7, respectively. As can be seen,
the numerical results closely match the exact ones.
From Figures 9 and 12, It is readily seen that algorithm 1 also works efficiently and
accurately in the two-dimensional case.
8. Conclusion
This paper is mainly concerned with an inverse problem for a space-fractional diffusion
equation; that is, to determine the space-dependent source term from noisy final data. In
the theoretical aspect, the existence and uniqueness for the direct problem and the unique-
ness for the inverse problem are both proved. The considered ill-posed inverse problem is
reformulated as a minimization one. The existence, uniqueness, and stability of the so-
lution are discussed. We use the Tikhonov regularization method to solve the considered
inverse problem and use a conjugate gradient algorithm to find the approximation of the
regularized solution. In the numerical part, we consider the numerical reconstruction of
four examples in one-dimensional case and two examples in two-dimensional case to show
the accuracy and the efficiency of the proposed method.
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(M. BenSalah) Higher Institute of Applied Science and Technology of Sousse, Rue Tahar
Ben Achour, Sousse 4003, Tunisia