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A coupled complex boundary expanding compacts method for inverse source problems

  • Ye Zhang ORCID logo EMAIL logo , Rongfang Gong ORCID logo , Mårten Gulliksson and Xiaoliang Cheng
Published/Copyright: September 10, 2018

Abstract

In this paper, we consider an inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary conditions. The unknown source term is to be determined by additional boundary data. This problem is ill-posed since the dimensionality of the boundary is lower than the dimensionality of the inner domain. To overcome the ill-posed nature, using the a priori information (sourcewise representation), and based on the coupled complex boundary method, we propose a coupled complex boundary expanding compacts method (CCBECM). A finite element method is used for the discretization of CCBECM. The regularization properties of CCBECM for both the continuous and discrete versions are proved. Moreover, an a posteriori error estimate of the obtained finite element approximate solution is given and calculated by a projected gradient algorithm. Finally, numerical results show that the proposed method is stable and effective.

Award Identifier / Grant number: 11401304

Award Identifier / Grant number: 11571311

Funding source: Knowledge Foundation

Award Identifier / Grant number: 20170059

Funding statement: The work of the first author is supported by the Alexander von Humboldt foundation through a postdoctoral researcher fellowship. The work of the second author is supported by the Natural Science Foundation of China (grant no. 11401304) and the Fundamental Research Funds for the Central Universities (grant no. NS2018047). The work of the third author is supported by the Swedish Knowledge Foundation (grant no. 20170059). The work of the last author is supported by the Natural Science Foundation of China (grant no. 11571311).

A Appendix

A.1 Proof of Lemma 7

Note that Pn(δ) is a closed and convex set. Then, by using a standard result in convex minimization [3, 15], the solution pn(δ)Pn(δ) of problem (2.11) can be characterized by the optimality condition

(A.1)ξ(pn(δ))(q-pn(δ))0for all qPn(δ),

where the functional ξ is defined in (2.13). Since 0Pn(δ), if one sets u~=uδ(q)-uδ(0), where uδ(q),uδ(0) are weak solutions of BVP (2.8) with p replaced by q and 0, respectively, then u~ is the unique weak solution to

(A.2){-u~+cu~=qχΩ0in Ω,u~𝐧+iu~=0on Γ.

Multiply the PDE in (2.20) by u~ and integrate by parts (take only the real part in the equation) to get

(A.3)Ωu2δ(pn(δ))u~2𝑑x=Ω0w2δ(pn(δ))q𝑑x.

Taking the partial derivative of (2.20) and (A.2) with respect to xi and xj, we obtain

(A.4){-wn(δ)δxi+cwn(δ)δxi=u2δ(pn(δ))xiin Ω,𝐧wn(δ)δxi+iwn(δ)δxi=0on Γ

and

{-u~xj+cu~xj=qxjχΩ0in Ω,𝐧u~xj+iu~xj=0on Γ.

Further, multiply (A.4) by u~xj and integrate by parts and sum over i and j (take only the real part in the equation) to get

(A.5)Ωi,ju2δ(pn(δ))xiu~2xjdx=Ω0i,jw2δxiqxjdx.

Adding (A.3) and (A.5), we obtain

(A.6)(u2δ(pn(δ)),u2δ(q)-u2δ(0))1,Ω=(w2δ(pn(δ)),q)1,Ω0.

On the other hand, it is not difficult to show that ξ in (2.13) satisfies

(A.7)ξ(p)q=2(u2δ(p),u2δ(q)-u2δ(0))1,Ω,ξ′′(p)q2=2u2δ(q)-u2δ(0)1,Ω2

by noting that 0Pn and u2δ(p+q)-u2δ(r)=u2δ(p)-u2δ(r-q) for any p,q,rP. Then, from (A.6) and (A.7), the derivative of ξ at pn(δ) has the form ξ(pn(δ))q=2(w2δ(pn(δ)),q)1,Ω0 for any qPn(δ). Hence, (2.19) follows from (A.1).

A.2 Proof of Theorem 2

Similarly to Theorem 5, it is not difficult to show the well-posedness of DCCBECM. However, the regularization property of the approximate solution pn(δ,h)h can not be derived by a standard argument since generally speaking P¯Pnh, where Pnh is defined in (3.10).

Let p~n(δ,h)hPn(δ,h)h be the solution of DCCBECM with u2h,δ(ph)1,Ω2 replaced by u2δ(ph)1,Ω2. Then, similarly to Lemma 7, the inequality

(A.8)(w2δ(p~n(δ,h)h),qh-p~n(δ,h)h)1,Ω00

holds for all qhPn(δ,h)h with

w~n(δ,h)δwδ(p~n(δ,h)h)=w1δ(p~n(δ,h)h)+iw2δ(p~n(δ,h)h)𝐇1(Ω)

and

u~n(δ,h)uδ(p~n(δ,h)h)=u1δ(p~n(δ,h)h)+iu2δ(p~n(δ,h)h)𝐇1(Ω)

being the unique weak solutions of

{-w~n(δ,h)δ+cw~n(δ,h)δ=u2δ(p~n(δ,h)h)in Ω,w~n(δ,h)δ𝐧+iw~n(δ,h)δ=0on Γ.

and

{-u~n(δ,h)+cu~n(δ,h)=p~n(δ,h)hχΩ0in Ω,u~n(δ,h)𝐧+iu~n(δ,h)=g2δ+ig1δon Γ,

respectively.

Further, let pn(δ)Pn(δ) be the solution of CCBECM (the solution to problem (2.12)). Replace q in (2.19) by p~n(δ,h)h and qh in (A.8) by Πhpn(δ), and add the resulting inequalities to get

(A.9)(w2δ(p~n(δ,h)h)-w2δ(pn(δ)),p~n(δ,h)h-pn(δ))1,Ω0(w2δ(p~n(δ,h)h),Πhpn(δ)-pn(δ))1,Ω0.

Using (3.8) and noticing that w2δ(p~n(δ,h)h)χΩ0H1(Ω0), we have

(Πhw2δ(p~n(δ,h)h)χΩ0,Πhpn(δ))1,Ω0=(Πhw2δ(p~n(δ,h)h)χΩ0,pn(δ))1,Ω0,

which implies that

(w2δ(p~n(δ,h)h),Πhpn(δ)-pn(δ))1,Ω0=(w2δ(p~n(δ,h)h)-Πhw2δ(p~n(δ,h)h)χΩ0,Πhpn(δ)-pn(δ))1,Ω0
C(Ω)hΠhpn(δ)-pn(δ)1,Ω0
C(Ω)h2pn(δ)2,Ω0
(A.10)C(Ω)𝒦n(δ)h2

by noting that (3.9). Here, 𝒦=𝒦VH2(Ω0).

Set

e1h:=u1δ(p~n(δ,h)h)-u1δ(pn(δ)),
e2h:=u2δ(p~n(δ,h)h)-u2δ(pn(δ)),
E1h:=w1δ(p~n(δ,h)h)-w1δ(pn(δ)),
E2h:=w2δ(p~n(δ,h)h)-w2δ(pn(δ)).

Then

(A.11){-e1h+ce1h=(p~n(δ,h)h-pn(δ))χΩ0in Ω,e1h𝐧-e2h=0on Γ,
{-e2h+ce2h=0in Ω,e2h𝐧+e1h=0on Γ,
(A.12){-E1h+cE1h=e2hχΩ0in Ω,E1h𝐧-E2h=0on Γ,
{-E2h+cE2h=0in Ω,E2h𝐧+E1h=0on Γ.

Multiply (A.11) by E2h and integrate by parts to get

(A.13)(E2h,p~n(δ,h)h-pn(δ))1,Ω0=-(e1h,E1h)1,Γ-(e2h,E2h)1,Γ.

Similarly, multiply (A.12) with e2h and integrate by parts to get

(A.14)e2h1,Ω2=-(e1h,E1h)1,Γ-(e2h,E2h)1,Γ.

Combine (A.13) and (A.14) to get

(A.15)(E2h,p~n(δ,h)h-pn(δ))1,Ω0=e2h1,Ω2.

Therefore, from (A.9), (A.10) and the equality above, we obtain

(A.16)u2δ(p~n(δ,h)h)-u2δ(pn(δ))1,Ω2C(Ω)𝒦n(δ)h2.

Similarly, replace qh in (4.1) by p~n(δ,h)h and qh in (A.8) by pn(δ)h, and add the resulting inequalities to get

0(w2δ(p~n(δ,h)h)-w2h,δ(pn(δ)h),pn(δ)h-p~n(δ,h)h)1,Ω0
=(w2δ(p~n(δ,h)h)-w2δ(pn(δ)h),pn(δ)h-p~n(δ,h)h)1,Ω0+(w2δ(pn(δ)h)-w2h,δ(pn(δ)h),pn(δ)h-p~n(δ,h)h)1,Ω0
(A.17)=-u2δ(p~n(δ,h)h)-u2δ(pn(δ)h)1,Ω02+(w2δ(pn(δ)h)-w2h,δ(pn(δ)h),pn(δ)h-p~n(δ,h)h)1,Ω0

since

(w2δ(p~n(δ,h)h)-w2δ(pn(δ)h),pn(δ)h-p~n(δ,h)h)1,Ω0=-u2δ(p~n(δ,h)h)-u2δ(pn(δ)h)1,Ω2

by identity (A.15).

On the other hand, similarly to Theorem 1, the following estimator holds for the solution of the adjoint problem (2.20):

|wh,δ(p)-wδ(p)|1,ΩC(Ω)h(u2δ0,Ω+g1δ1/2,Γ+g2δ1/2,Γ).

Combine the above inequality and (3.1) and (3.3) to derive that for any pP,

|wh,δ(p)-wδ(p)|1,ΩC(Ω)h(p0,Ω0+g1δ1/2,Γ+g2δ1/2,Γ)
(A.18)C(Ω)h(𝒦v0,Ω+g11/2,Γ+g21/2,Γ+2δ).

Combining (A.17) and (A.18), we can deduce that

u2δ(p~n(δ,h)h)-u2δ(pn(δ)h)1,Ω2(w2δ(pn(δ)h)-w2h,δ(pn(δ)h),pn(δ)h-p~n(δ,h)h)1,Ω0
w2δ(pn(δ)h)-w2h,δ(pn(δ)h)1,Ωpn(δ)h-p~n(δ,h)h1,Ω0
C(Ω)h(𝒦v0,Ω+g11/2,Γ+g21/2,Γ+2δ)pn(δ)h-p~n(δ,h)h1,Ω0.

Define N(δ,h):=n(δ)+n(δ,h), and by the sourcewise represented property of pn(δ)h,p~n(δ,h)h we have

pn(δ)h-p~n(δ,h)h1,Ω0𝒦N(δ,h),

which implies

(A.19)u2δ(p~n(δ,h)h)-u2δ(pn(δ)h)1,Ω2C(Ω)(𝒦N(δ,h)+g11/2,Γ+g21/2,Γ+2δ)𝒦N(δ,h)h.

Consequently, combining inequalities (A.16) and (A.19), we obtain

u2δ(pn(δ,h)h)-u2δ(pn(δ))1,Ωu2δ(p~n(δ,h)h)-u2δ(pn(δ))1,Ω+u2δ(p~n(δ,h)h)-u2δ(pn(δ)h)1,Ω
C(Ω)𝒦n(δ)h
+C(Ω)(𝒦N(δ,h)+g11/2,Γ+g21/2,Γ+2δ)𝒦N(δ,h)h,

which implies that u2δ(pn(δ,h)h)-u2δ(pn(δ))1,Ω0 as δ0 (note that h0 when δ0, and there exists a positive number δ0 such that for all (δ,h), 0<δ<δ0,0<h<h(δ0), one has n(δ,h)n(δ0,h(δ0))). Furthermore, by the inequality

u2δ(pn(δ,h)h)1,Ωu2δ(pn(δ,h)h)-u2δ(pn(δ))1,Ω+u2δ(pn(δ))1,Ω

and the definition of pn(δ), which gives

u2δ(pn(δ))1,Ω3min(2,2/c)δ,

we can conclude that

u2δ(pn(δ,h(δ))h(δ))1,Ω0as δ0,

which implies that pn(δ,h(δ))h(δ) converges to an element of P¯ since ξ(p)=u2δ(p)1,Ω2 is a continuous functional. Our main theorem has been proven completely.

Acknowledgements

We express our gratitude to the anonymous reviewers whose valuable comments and suggestions lead to an improvement of the manuscript.

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Received: 2017-01-03
Revised: 2018-05-09
Accepted: 2018-07-08
Published Online: 2018-09-10
Published in Print: 2019-02-01

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