Home An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion
Article
Licensed
Unlicensed Requires Authentication

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

  • Daxin Nie and Weihua Deng ORCID logo EMAIL logo
Published/Copyright: February 28, 2023

Abstract

We study the inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion with Hurst index H ( 0 , 1 ) . With the aid of a novel estimate, by using the operator approach we propose regularity analyses for the direct problem. Then we provide a reconstruction scheme for the source terms f and g up to sign. Next, combining the properties of Mittag-Leffler function, the complete uniqueness and instability analyses are provided. It is worth mentioning that all the analyses are unified for H ( 0 , 1 ) .

MSC 2010: 35R60; 35R30

Award Identifier / Grant number: 12071195

Award Identifier / Grant number: 12201270

Award Identifier / Grant number: 12225107

Award Identifier / Grant number: 22JR5RA391

Award Identifier / Grant number: 2021CXZX-010

Award Identifier / Grant number: 2022M721439

Funding statement: This work was supported by the National Natural Science Foundation of China under Grant Nos. 12071195, 12201270, and 12225107, the Innovative Groups of Basic Research in Gansu Province under Grant No. 22JR5RA391, the Outstanding Graduates Student Project of Gansu Education Department under Grant No. 2021CXZX-010, and China Postdoctoral Science Foundation under Grant No. 2022M721439.

References

[1] R. A. Adams and J. J. F. Fournier, Sobolev Spaces, 2nd ed., Pure Appl. Math. (Amsterdam) 140, Elsevier/Academic Press, Amsterdam, 2003. Search in Google Scholar

[2] A. Babaei and S. Banihashemi, Reconstructing unknown nonlinear boundary conditions in a time-fractional inverse reaction-diffusion-convection problem, Numer. Methods Partial Differential Equations 35 (2019), no. 3, 976–992. 10.1002/num.22334Search in Google Scholar

[3] I. Babuška and J. Osborn, Eigenvalue problems, Handbook of Numerical Analysis. Vol. II, North-Holland, Amsterdam (1991), 641–787. 10.1016/S1570-8659(05)80042-0Search in Google Scholar

[4] X. Bardina and M. Jolis, Multiple fractional integral with Hurst parameter less than 1 2 , Stochastic Process. Appl. 116 (2006), no. 3, 463–479. 10.1016/j.spa.2005.09.009Search in Google Scholar

[5] E. Barkai, Fractional Fokker–Planck equation, solution, and application, Phys. Rev. E 63 (2001), Article ID 046118. 10.1103/PhysRevE.63.046118Search in Google Scholar PubMed

[6] E. Barkai, R. Metzler and J. Klafter, From continuous time random walks to the fractional Fokker–Planck equation, Phys. Rev. E 61 (2000), no. 1, 132–138. 10.1103/PhysRevE.61.132Search in Google Scholar

[7] E. Cancès, R. Chakir and Y. Maday, Numerical analysis of nonlinear eigenvalue problems, J. Sci. Comput. 45 (2010), no. 1–3, 90–117. 10.1007/s10915-010-9358-1Search in Google Scholar

[8] Y. Cao, J. Hong and Z. Liu, Approximating stochastic evolution equations with additive white and rough noises, SIAM J. Numer. Anal. 55 (2017), no. 4, 1958–1981. 10.1137/16M1056122Search in Google Scholar

[9] Y. Cao, J. Hong and Z. Liu, Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion, IMA J. Numer. Anal. 38 (2018), no. 1, 184–197. 10.1093/imanum/drx004Search in Google Scholar

[10] V. J. Ervin and J. P. Roop, Variational formulation for the stationary fractional advection dispersion equation, Numer. Methods Partial Differential Equations 22 (2006), no. 3, 558–576. 10.1002/num.20112Search in Google Scholar

[11] X. Feng, P. Li and X. Wang, An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion, Inverse Problems 36 (2020), no. 4, Article ID 045008. 10.1088/1361-6420/ab6503Search in Google Scholar

[12] R. Gorenflo, A. A. Kilbas, F. Mainardi and S. V. Rogosin, Mittag-Leffler Functions, Related Topics and Applications, Springer Monogr. Math., Springer, Heidelberg, 2014. 10.1007/978-3-662-43930-2Search in Google Scholar

[13] M. Gunzburger, B. Li and J. Wang, Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise, Numer. Math. 141 (2019), no. 4, 1043–1077. 10.1007/s00211-019-01028-8Search in Google Scholar

[14] M. Gunzburger, B. Li and J. Wang, Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise, Math. Comp. 88 (2019), no. 318, 1715–1741. 10.1090/mcom/3397Search in Google Scholar

[15] X. Huang, Z. Li and M. Yamamoto, Carleman estimates for the time-fractional advection-diffusion equations and applications, Inverse Problems 35 (2019), no. 4, Article ID 045003. 10.1088/1361-6420/ab0138Search in Google Scholar

[16] B. Jin and Z. Zhou, An inverse potential problem for subdiffusion: Stability and reconstruction, Inverse Problems 37 (2021), no. 1, Article ID 015006. 10.1088/1361-6420/abb61eSearch in Google Scholar

[17] B. Kaltenbacher and W. Rundell, On an inverse potential problem for a fractional reaction-diffusion equation, Inverse Problems 35 (2019), no. 6, Article ID 065004. 10.1088/1361-6420/ab109eSearch in Google Scholar

[18] P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Appl. Math. (New York) 23, Springer, Berlin, 1992. 10.1007/978-3-662-12616-5Search in Google Scholar

[19] Z. Li, X. Cheng and G. Li, An inverse problem in time-fractional diffusion equations with nonlinear boundary condition, J. Math. Phys. 60 (2019), no. 9, Article ID 091502. 10.1063/1.5047074Search in Google Scholar

[20] C. Liu, J. Wen and Z. Zhang, Reconstruction of the time-dependent source term in a stochastic fractional diffusion equation, Inverse Probl. Imaging 14 (2020), no. 6, 1001–1024. 10.3934/ipi.2020053Search in Google Scholar

[21] X. Liu and W. Deng, Higher order approximation for stochastic space fractional wave equation forced by an additive space-time Gaussian noise, J. Sci. Comput. 87 (2021), no. 1, Paper No. 11. 10.1007/s10915-021-01415-0Search in Google Scholar

[22] R. Metzler, J. Klafter and I. M. Sokolov, Anomalous transport in external fields: Continuous time random walks and fractional diffusion equations extended, Phys. Rev. E 58 (1998), 1621–1633. 10.1103/PhysRevE.58.1621Search in Google Scholar

[23] Y. S. Mishura, Stochastic Calculus for Fractional Brownian Motion and Related Processes, Lecture Notes in Math. 1929, Springer, Berlin, 2008. 10.1007/978-3-540-75873-0Search in Google Scholar

[24] D. Nie and W. Deng, A unified convergence analysis for the fractional diffusion equation driven by fractional Gaussian noise with Hurst index H ( 0 , 1 ) , SIAM J. Numer. Anal. 60 (2022), no. 3, 1548–1573. 10.1137/21M1422616Search in Google Scholar

[25] P. Niu, T. Helin and Z. Zhang, An inverse random source problem in a stochastic fractional diffusion equation, Inverse Problems 36 (2020), no. 4, Article ID 045002. 10.1088/1361-6420/ab532cSearch in Google Scholar

[26] I. Podlubny, Fractional Differential Equations, Math. Sci. Eng. 198, Academic Press, San Diego, 1999. Search in Google Scholar

[27] J. Prüss, Evolutionary Integral Equations and Applications, Springer, Basel, 2012. 10.1007/978-3-0348-0499-8Search in Google Scholar

[28] S. Qasemi, D. Rostamy and N. Abdollahi, The time-fractional diffusion inverse problem subject to an extra measurement by a local discontinuous Galerkin method, BIT 59 (2019), no. 1, 183–212. 10.1007/s10543-018-0731-zSearch in Google Scholar

[29] K. Sakamoto and M. Yamamoto, Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems, J. Math. Anal. Appl. 382 (2011), no. 1, 426–447. 10.1016/j.jmaa.2011.04.058Search in Google Scholar

[30] T. Tran Ngoc, T. Nguyen Huy, T. Pham Thi Minh, M. Mach Nguyet and C. Nguyen Huu, Identification of an inverse source problem for time-fractional diffusion equation with random noise, Math. Methods Appl. Sci. 42 (2019), no. 1, 204–218. 10.1002/mma.5334Search in Google Scholar

[31] N. H. Tuan, V. C. H. Luu and S. Tatar, An inverse problem for an inhomogeneous time-fractional diffusion equation: A regularization method and error estimate, Comput. Appl. Math. 38 (2019), no. 2, Paper No. 32. 10.1007/s40314-019-0776-xSearch in Google Scholar

[32] X. Wu, Y. Yan and Y. Yan, An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise, Appl. Numer. Math. 157 (2020), 69–87. 10.1016/j.apnum.2020.05.014Search in Google Scholar

[33] L. Yan and X. Yin, Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion, Discrete Contin. Dyn. Syst. Ser. B 24 (2019), no. 2, 615–635. 10.3934/dcdsb.2018199Search in Google Scholar

[34] X. B. Yan and T. Wei, Inverse space-dependent source problem for a time-fractional diffusion equation by an adjoint problem approach, J. Inverse Ill-Posed Probl. 27 (2019), no. 1, 1–16. 10.1515/jiip-2017-0091Search in Google Scholar

[35] Z. Zhang and Z. Zhou, Recovering the potential term in a fractional diffusion equation, IMA J. Appl. Math. 82 (2017), no. 3, 579–600. 10.1093/imamat/hxx004Search in Google Scholar

Received: 2021-09-15
Revised: 2022-11-01
Accepted: 2023-01-23
Published Online: 2023-02-28
Published in Print: 2023-10-01

© 2023 Walter de Gruyter GmbH, Berlin/Boston

Downloaded on 30.9.2025 from https://www.degruyterbrill.com/document/doi/10.1515/jiip-2021-0061/html
Scroll to top button