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Convergence analysis of a variational quasi-reversibility approach for an inverse hyperbolic heat conduction problem

Abstract

We study a time-reversed hyperbolic heat conduction problem based upon the Maxwell–Cattaneo model of non-Fourier heat law. This heat and mass diffusion problem is a hyperbolic type equation for thermodynamics systems with thermal memory or with finite time-delayed heat flux, where the Fourier or Fick law is proven to be unsuccessful with experimental data. In this work, we show that our recent variational quasi-reversibility method for the classical time-reversed heat conduction problem, which obeys the Fourier or Fick law, can be adapted to cope with this hyperbolic scenario. We establish a generic regularization scheme in the sense that we perturb both spatial operators involved in the PDE. Driven by a Carleman weight function, we exploit the natural energy method to prove the well-posedness of this regularized scheme. Moreover, we prove the Hölder rate of convergence in the mixed L2L^{2}H1H^{1} spaces.

keywords:
Backward heat conduction problem, hyperbolic equation, quasi-reversibility method, energy estimates, Carleman weight, Hölder convergence
:
65L70, 65L09, 65L60
dedicated: Dedicated to Professor Michael Victor Klibanov on his 70th birth anniversary
\headlinetitle

Quasi-reversibility method for an inverse hyperbolic problem \lastnameoneAnh Khoa \firstnameoneVo \nameshortoneV. A. Khoa \addressoneDepartment of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, North Carolina 28223 \countryoneUSA \emailone[email protected], [email protected] \lastnametwoDao \firstnametwoManh-Khang \nameshorttwoM. -K. Dao \addresstwoDepartment of Mathematics, KTH Royal Institute of Technology, 100 44 Stockholm \countrytwoSweden \emailtwo[email protected] \researchsupportedThis work was supported by US Army Research Laboratory and US Army Research Office grant W911NF-19-1-0044. The work of V.A.K was also partly supported by the Research Foundation-Flanders (FWO) in Belgium under the project named “Approximations for forward and inverse reaction-diffusion problems related to cancer models". The work of M.-K.D was supported by the Swedish Research Council grant (2016-04086).

Acknowledgements.
V.A.K would like to thank Prof. Michael Victor Klibanov (Charlotte, USA) for his wholehearted guidance during the fellowship at UNCC and for giving a chance to delve into the Carleman estimates and convexification.

1 Introduction

1.1 Statement of the inverse problem

In this work, we are interested in the extension of our new quasi-reversibility (QR) method in [21] for terminal boundary value problems. In this regard, we want to recover the initial distribution of an evolutionary equation, given the terminal data. This model is well known to be one of the classical problems in the field of inverse and ill-posed problems; cf. e.g. [12] for some background of typical models in this research line. As to the applications of this model, having a reliable stable approximation of this backward-in-time problem is significantly helpful in many physical, biological and ecological contexts. Those are concretely involved in, e.g., the works [25, 4, 10, 22]. In particular, the first contribution of this model being in mind relies on the heating/cooling transfer problem based upon the fact that sometimes, we want to measure the initial temperature of a material and our equipment only works at a given later time. Recently, this scenario has been extended to the case of a two-slab composite system with an ideal transmission condition in [25]. The second application we would like to address here is recovering blurry digital images acquired by camera sensors. This practical concern was initiated in [4] and has been scrutinized in the framework of source localization for brain tumor in [10]. In mathematical oncology, reconstructing the initial images of the tumor can be used for analyzing behaviors of cancer cells and then potentially for predicting the progression of neoplasms of early-stage patients. This initial reconstruction is also part of the so-called data assimilation procedure that has been of interest so far in weather forecasting (cf. [1]).

It is worth mentioning that considerations of such parabolic models indicate the use of the Fourier or Fick law. However, in some contexts of thermodynamics this typical law is proven to be unsuccessful with experimental data. In fact, any initial disturbance in a medium is propagated instantly when taking into account the parabolic case; cf. e.g. [5]. We also refer to the monograph [11] and some impressive works [27, 20], where some electromechanical models were studied to unveil this non-standard incompatibility. In order to avoid the phenomenon of infinite propagation, the Cattaneo–Vernotte law was derived, proposing that the parabolic case should be upgraded to a hyperbolic form. In terms of PDEs, it means one should consider

utt+utΔu=0in Ω×(0,T),\displaystyle u_{tt}+u_{t}-\Delta u=0\quad\text{in }\Omega\times\left(0,T\right), (1)

where T>0T>0 is the final time and Ωd\Omega\subset\mathbb{R}^{d} (d=1,2,3d=1,2,3) is a regular bounded domain of interest with a sufficiently smooth boundary. In electrodynamics, equation (1) is the same as the telegrapher’s equation derived from the Maxwell equation. That is why one usually refers (1) to as the Maxwell–Cattaneo model.

In this work, we investigate a generalized model of (1) due to our mathematical interest. We assume to look for u(x,t):Ω×(0,T)u(x,t):\Omega\times(0,T)\to\mathbb{R} satisfying the following evolutionary equation:

utt+utΔuΔut=0in Ω×(0,T).u_{tt}+u_{t}-\Delta u-\Delta u_{t}=0\quad\text{in }\Omega\times\left(0,T\right). (2)

In the studies of the motion of viscoelastic materials, this is well-known to be the linear strongly damped wave equation, where the weak and strong damping terms (utu_{t} and Δut-\Delta u_{t}) are altogether involved in the PDE. Cf. [3] and references cited therein, the solution uu in that setting can be viewed as a displacement, whilst it is a temperature field in the context of thermodynamics we have mentioned above. Going back to the heat context, we note that the underlying equation (2) is also related to the so-called Gurtin–Pipkin model, which reads as

θt=0tκ(ts)θxx(s)𝑑s.\displaystyle\theta_{t}=\int_{0}^{t}\kappa(t-s)\theta_{xx}(s)ds. (3)

When the kernel κ\kappa is a constant, (3) becomes an integrated wave equation after differentiation in time. If κ(t)=et\kappa(t)=e^{-t}, one has the weakly damped wave equation utt+utuxx=0u_{tt}+u_{t}-u_{xx}=0. Furthermore, when κ(t)=δ(t)\kappa(t)=\delta(t), we get back to the classical heat equation. Therefore, we can conclude that our mathematical analysis for (2) really works for many distinctive physical applications at the same time.

To complete the time-reversed model, we endow (2) with the following boundary and terminal conditions:

{u(x,t)=0 on Ω×(0,T),u(x,T)=f0(x),ut(x,T)=f1(x) in Ω.\begin{cases}u\left(x,t\right)=0\quad\text{ on }\partial\Omega\times\left(0,T\right),\\ u\left(x,T\right)=f_{0}\left(x\right),u_{t}\left(x,T\right)=f_{1}\left(x\right)\text{ in }\Omega.\end{cases} (4)

Hence, (2) and (4) form our terminal boundary value problem. As to the ill-posedness of this problem, we refer to [26] for proof of its natural instability using the spectral approach.

1.2 Historical remarks and contributions of the paper

In the context of the time-reversed parabolic problem, many regularization schemes were extensively designed in order to circumvent its natural ill-posedness. Inverse problems for parabolic equations with memory effects were investigated in [2, 19]. Since the aim of this work is extending our new QR method in [21] to the hyperbolic heat conduction scenario, we would like to address some existing literature just on the QR topic close to the explicit technique we are developing. Meanwhile, some implicit QR methods for the backward heat conduction problem can be referred to the works [7, 17, 18, 6]. The “implicit” here means that the scheme is designed by perturbing the kernel of the unbounded operator itself. Another QR-based approaches using minimization were studied in e.g. [14, 15].

The very first idea about quasi-reversibility of time-reversed parabolic problems was established by Lattès and Lions in the monograph [16] when they used a fourth-order spatial perturbation to stabilize the Laplace operator involved in the classical time-reversed parabolic equation. Motivated by this approach, several modifications and variants were constructed and analyzed through five decades, which makes this method considerable in the field of inverse and ill-posed problems. For example, we mention here the pioneering work [23], where a third-order operator in space and time was proposed to obtain a regularization scheme in the form of a pseudoparabolic equation. Recently, Kaltenbacher et al. [13] has used a nonlocal perturbing operator in time with fractional order to regularize the ill-posed problem.

Our newly developed QR method follows the original idea of Lattès and Lions, i.e. we only use the spatial perturbation to stabilize the unbounded spatial operator. The key ingredient of our method lies in the fact that we use the perturbation operator to turn the inverse problem into a forward-like problem involving the stabilized operator. This notion has been studied in a spectral form in our recent work [24]. As a follow-up, we generalize this method in [21] by the establishment of conditional estimates for both the perturbation and stabilized operators. Driven by a Carleman weight function, we further apply the conventional energy method to show both well-posedness of the regularized system and error bounds. This way allows us to derive the scheme in the finite element setting and prove the error estimates in the finite-dimensional space. This will be our next target work in the future.

This work is the first time we extend our new method to the ill-posed problem (2) and (4). Intuitively, we construct in section 2 a generic regularized system in the sense that we perturb all the spatial terms Δu-\Delta u and Δut-\Delta u_{t}. We then use the conditional estimates established in [21] to obtain the Hölder rate of convergence in section 4. Besides, well-posedness of the regularized system is considered in section 3 using a priori estimates and compactness arguments.

2 A variational quasi-reversibility framework

To this end, ,\left\langle\cdot,\cdot\right\rangle indicates either the scalar product in L2(Ω)L^{2}(\Omega) or the dual pairing of a continuous linear functional and an element of a function space. Also, \left\|\cdot\right\| is the norm in L2(Ω)L^{2}(\Omega). Different inner products and norms should be written as ,X1\left\langle\cdot,\cdot\right\rangle_{X_{1}} and X2\left\|\cdot\right\|_{X_{2}}, respectively, where X1X_{1} is a certain Hilbert space and X2X_{2} is a Banach space. In the sequel, we denote ε(0,1)\varepsilon\in(0,1) by the noise level of the terminal data f0,f1f_{0},f_{1} in (4). Any constant C>0C>0 may vary from line to line. We usually indicate its dependencies if necessary.

We introduce an auxiliary function γ:=γ(ε)1\gamma:=\gamma(\varepsilon)\geq 1 satisfying limε0γ(ε)=\lim_{\varepsilon\to 0}\gamma(\varepsilon)=\infty.

Definition 2.1 (perturbing operator).

The linear mapping 𝐐ε:L2(Ω)L2(Ω)\mathbf{Q}_{\varepsilon}:L^{2}(\Omega)\to L^{2}(\Omega) is said to be a family of ε\varepsilon-dependent perturbing operator if there exist a function space 𝕎L2(Ω)\mathbb{W}\subset L^{2}(\Omega) and a noise-independent constant C0>0C_{0}>0 such that

𝐐εuC0u𝕎/γ(ε)for any u𝕎.\displaystyle\left\|\mathbf{Q}_{\varepsilon}u\right\|\leq C_{0}\left\|u\right\|_{\mathbb{W}}/\gamma(\varepsilon)\quad\text{for any }u\in\mathbb{W}. (5)
Definition 2.2 (stabilized operator).

The linear mapping 𝐏ε:L2(Ω)L2(Ω)\mathbf{P}_{\varepsilon}:L^{2}(\Omega)\to L^{2}(\Omega) is said to be a family of ε\varepsilon-dependent stabilized operator if there exists a noise-independent constant C1>0C_{1}>0 such that

𝐏εuC1log(γ(ε))ufor any uL2(Ω).\displaystyle\left\|\mathbf{P}_{\varepsilon}u\right\|\leq C_{1}\log\left(\gamma\left(\varepsilon\right)\right)\left\|u\right\|\quad\text{for any }u\in L^{2}\left(\Omega\right). (6)

In this work, we start off with the generic approach of this modified version by stabilizing both two terms Δu-\Delta u and Δut-\Delta u_{t}. By choosing the stabilization 𝐏ε=2Δ+𝐐ε\mathbf{P}_{\varepsilon}=2\Delta+\mathbf{Q}_{\varepsilon}, our regularized equation is of the following form:

uttε+utε+Δuε+Δutε=𝐏εuε+𝐏εutεin Ω×(0,T).u_{tt}^{\varepsilon}+u_{t}^{\varepsilon}+\Delta u^{\varepsilon}+\Delta u_{t}^{\varepsilon}=\mathbf{P}_{\varepsilon}u^{\varepsilon}+\mathbf{P}_{\varepsilon}u_{t}^{\varepsilon}\quad\text{in }\Omega\times\left(0,T\right). (7)

It is worth noting that these perturbing and stabilized operators are constructed with respect to the variable xx only. Our main purpose in this finding is that we are able to obtain the convergence analysis of a family of regularization schemes based upon some particular conditional estimates of such perturbations and stabilizations. To qualify the convergence of such regularization schemes, the conditional estimates (5) and (6) are particularly needed. Some particular choices of these perturbing and stabilized operators shall be discussed in Remark 2.4.

Now we complete our regularized problem. Since in real-world applications the terminal data are usually noisy, we endow (7) with the following boundary and terminal conditions:

{uε(x,t)=0 on Ω×(0,T),uε(x,T)=f0ε(x),utε(x,T)=f1ε(x) in Ω.\begin{cases}u^{\varepsilon}\left(x,t\right)=0\quad\text{ on }\partial\Omega\times\left(0,T\right),\\ u^{\varepsilon}\left(x,T\right)=f_{0}^{\varepsilon}\left(x\right),u_{t}^{\varepsilon}\left(x,T\right)=f_{1}^{\varepsilon}\left(x\right)\text{ in }\Omega.\end{cases} (8)

In (8), we assume to have a noise level ε(0,1)\varepsilon\in(0,1) such that

uε(,T)u(,T)H1(Ω)+utε(,T)ut(,T)ε.\left\|u^{\varepsilon}\left(\cdot,T\right)-u\left(\cdot,T\right)\right\|_{H^{1}\left(\Omega\right)}+\left\|u_{t}^{\varepsilon}\left(\cdot,T\right)-u_{t}\left(\cdot,T\right)\right\|\leq\varepsilon. (9)

To validate our mathematical analysis below, we suppose that f0,f0εH1(Ω)f_{0},f_{0}^{\varepsilon}\in H^{1}(\Omega) and f1,f1εL2(Ω)f_{1},f_{1}^{\varepsilon}\in L^{2}(\Omega).

Remark 2.3.

By the standard Fredholm theory, there exist

  • a non decreasing sequence of nonegative real numbers {μk}k=1\{\mu_{k}\}_{k=1}^{\infty} that tends to ++\infty as kk\rightarrow\infty,

  • a Hilbert basis {ϕk}k=1\{\phi_{k}\}_{k=1}^{\infty} of L2(Ω)L^{2}(\Omega) such that ϕkH01(Ω)\phi_{k}\in H^{1}_{0}(\Omega) such that

    Ωϕkϕdx=μkΩϕkϕ𝑑xfor all ϕH01(Ω).\int_{\Omega}\nabla\phi_{k}\cdot\nabla\phi dx=\mu_{k}\int_{\Omega}\phi_{k}\phi dx\quad\text{for all }\phi\in H_{0}^{1}(\Omega).
Remark 2.4.

By Remark 2.3, we can take

𝐐εh=2μp12log(γ)μph,ϕpϕpfor γ>1.\displaystyle\mathbf{Q}_{\varepsilon}h=2\sum_{\mu_{p}\geq\frac{1}{2}\log(\gamma)}\mu_{p}\left\langle h,\phi_{p}\right\rangle\phi_{p}\quad\text{for }\gamma>1. (10)

It is immediate to see that the conditional one (5) holds for 𝕎=𝔾1,1(Ω)\mathbb{W}=\mathbb{G}_{1,1}(\Omega) and C0=2C_{0}=2 by using the Parseval identity. Here, cf. [24], we denote 𝔾σ,α(Ω)\mathbb{G}_{\sigma,\alpha}(\Omega) by the Gevrey class of functions of order γ>0\gamma>0 and index α>0\alpha>0:

𝔾σ,α(Ω):={uL2(Ω):p=0μpαe2σμp|u,ϕp|2<}.\mathbb{G}_{\sigma,\alpha}\left(\Omega\right):=\left\{u\in L^{2}\left(\Omega\right):\sum_{p=0}^{\infty}\mu_{p}^{\alpha}e^{2\sigma\mu_{p}}\left|\left\langle u,\phi_{p}\right\rangle\right|^{2}<\infty\right\}.

By (10) we obtain

𝐏εh\displaystyle\mathbf{P}_{\varepsilon}h =2Δh+𝐐εh=2pμph,ϕpϕp+2μp12log(γ)μph,ϕpϕp\displaystyle=2\Delta h+\mathbf{Q}_{\varepsilon}h=-2\sum_{p\in\mathbb{N}}\mu_{p}\left\langle h,\phi_{p}\right\rangle\phi_{p}+2\sum_{\mu_{p}\geq\frac{1}{2}\log(\gamma)}\mu_{p}\left\langle h,\phi_{p}\right\rangle\phi_{p}
=2μp<12log(γ)μph,ϕpϕp.\displaystyle=-2\sum_{\mu_{p}<\frac{1}{2}\log(\gamma)}\mu_{p}\left\langle h,\phi_{p}\right\rangle\phi_{p}. (11)

Thereupon, this 𝐏ε\mathbf{P}_{\varepsilon} satisfies the conditional estimate (6) with C1=1C_{1}=1.

3 Well-posedness of the regularized system (7)–(8)

Let vε(x,t):=eρ(tT)uε(x,t)v^{\varepsilon}(x,t):=e^{\rho(t-T)}u^{\varepsilon}(x,t) where ρ>1\rho>1 is a constant chosen later. Then (7)–(8) become

vttε+(12ρ)vtε+(ρ2ρ)vε+(1ρ)Δvε+Δvtε=(1ρ)𝐏εvε+𝐏εvtε in Ω×(0,T)v_{tt}^{\varepsilon}+(1-2\rho)v_{t}^{\varepsilon}+(\rho^{2}-\rho)v^{\varepsilon}+(1-\rho)\Delta v^{\varepsilon}+\Delta v_{t}^{\varepsilon}=(1-\rho)\mathbf{P}_{\varepsilon}v^{\varepsilon}+\mathbf{P}_{\varepsilon}v^{\varepsilon}_{t}\;\text{ in }\Omega\times(0,T) (12)

and the boundary and terminal conditions:

{vε(x,t)=0 on Ω×(0,T),vε(x,T)=f0ε(x),vtε(x,T)=ρf0ε(x)+f1ε(x) in Ω.\begin{cases}v^{\varepsilon}(x,t)=0\quad\text{ on }\partial\Omega\times(0,T),\\ v^{\varepsilon}(x,T)=f_{0}^{\varepsilon}(x),~{}v^{\varepsilon}_{t}(x,T)=\rho f_{0}^{\varepsilon}(x)+f_{1}^{\varepsilon}(x)\quad\text{ in }\Omega.\end{cases} (13)
Remark 3.1.

The most important difficult need to solve the regularized system (7)–(8) lies in the term +Δuε+\Delta u^{\varepsilon}, which is bad for our energy estimations for uεu^{\varepsilon}. More precisely, the sign of this term is technically impeding the energy of the gradient term and eventually, it ruins our mathematical analysis in this section. In order to circumvent this, we consider the system (12)–(13) for vεv^{\varepsilon}, which is equivalent to the regularized system (7)–(8). Since ρ>1\rho>1, then (1ρ)Δvε(1-\rho)\Delta v^{\varepsilon} becomes a “good term” and we shall use its effect to obtain the energy estimate for vεv^{\varepsilon} in Theorem 3.6. This leads us to the well-posedness of (12)–(13) as well as that of (7)–(8).

Definition 3.2.

A function vL2(0,T;H01(Ω))v\in L^{2}(0,T;H^{1}_{0}(\Omega)) with vtL2(0,T;H1(Ω))v_{t}\in L^{2}(0,T;H^{1}(\Omega)) and vttL2(0,T;H1(Ω))v_{tt}\in L^{2}(0,T;H^{-1}(\Omega)) is a weak solution of (12)–(13) if for every test function φH01(Ω)\varphi\in H^{1}_{0}(\Omega), it holds that

vtt(t),φH1,H01+(12ρ)vt(t),φ+(ρ2ρ)v(t),φ\displaystyle\langle v_{tt}(t),\varphi\rangle_{H^{-1},H^{1}_{0}}+(1-2\rho)\langle v_{t}(t),\varphi\rangle+(\rho^{2}-\rho)\langle v(t),\varphi\rangle (14)
+(ρ1)v(t),φvt(t),φ=(1ρ)𝐏εv(t),φ+𝐏εvt(t),φ\displaystyle+(\rho-1)\langle\nabla v(t),\nabla\varphi\rangle-\langle\nabla v_{t}(t),\nabla\varphi\rangle=(1-\rho)\langle\mathbf{P}_{\varepsilon}v(t),\varphi\rangle+\langle\mathbf{P}_{\varepsilon}v_{t}(t),\varphi\rangle

for a.e. t(0,T)t\in(0,T), and v(x,T)=f0ε(x),vt(x,T)=ρf0ε(x)+f1ε(x)v(x,T)=f_{0}^{\varepsilon}(x),~{}v_{t}(x,T)=\rho f_{0}^{\varepsilon}(x)+f_{1}^{\varepsilon}(x) in Ω\Omega.

Our proof of well-posedness relies on the conventional Galerkin method. This means that we construct solution of some finite-dimensional approximations to (14).

Lemma 3.3.

For any positive nn, there exist nn absolutely continuous functions ykn:[0,T]y_{k}^{n}:[0,T]\rightarrow\mathbb{R}, k=1,,nk=1,\ldots,n and a function vnL2(0,T;H01(Ω))v_{n}\in L^{2}(0,T;H^{1}_{0}(\Omega)), where tvnL2(0,T;H1(Ω))\partial_{t}v_{n}\in L^{2}(0,T;H^{1}(\Omega)) and ttvnL2(0,T;H1(Ω))\partial_{tt}v_{n}\in L^{2}(0,T;H^{-1}(\Omega)), of the form

vn(x,t)=k=1nykn(t)ϕk(x),v_{n}(x,t)=\sum_{k=1}^{n}y_{k}^{n}(t)\phi_{k}(x), (15)

such that for k=1,,nk=1,\ldots,n

{ykn(T)=Ωf0ε(x)ϕk(x)dx=:g0k(T),tykn(T)=Ω(ρf0ε(x)+f1ε(x))ϕk(x)dx=:g1k(T),\begin{cases}y_{k}^{n}(T)=\int_{\Omega}f_{0}^{\varepsilon}(x)\phi_{k}(x)dx=:g_{0k}(T),\\ \partial_{t}y_{k}^{n}(T)=\int_{\Omega}\left(\rho f_{0}^{\varepsilon}(x)+f_{1}^{\varepsilon}(x)\right)\phi_{k}(x)dx=:g_{1k}(T),\end{cases} (16)

and vnv_{n} satisfies

Ωttvn(t)ϕkdx+(12ρ)Ωtvn(t)ϕkdx+(ρ2ρ)Ωvn(t)ϕk𝑑x\displaystyle\int_{\Omega}\partial_{tt}v_{n}(t)\phi_{k}dx+(1-2\rho)\int_{\Omega}\partial_{t}v_{n}(t)\phi_{k}dx+(\rho^{2}-\rho)\int_{\Omega}v_{n}(t)\phi_{k}dx
+(ρ1)Ωvn(t)ϕkdxΩtvn(t)ϕkdx\displaystyle+(\rho-1)\int_{\Omega}\nabla v_{n}(t)\cdot\nabla\phi_{k}dx-\int_{\Omega}\nabla\partial_{t}v_{n}(t)\cdot\nabla\phi_{k}dx
=(1ρ)Ω𝐏εv(t)ϕk𝑑x+Ω𝐏εtv(t)ϕkdx.\displaystyle=(1-\rho)\int_{\Omega}\mathbf{P}_{\varepsilon}v(t)\phi_{k}dx+\int_{\Omega}\mathbf{P}_{\varepsilon}\partial_{t}v(t)\phi_{k}dx. (17)
Proof 3.4.

By the properties of {ϕi}i=1\{\phi_{i}\}_{i=1}^{\infty} in Remark 2.3, (3.3) is equivalent to

ttykn(t)+(12ρμk)tykn(t)+(ρ2+(μk1)ρμk)ykn(t)\displaystyle\partial_{tt}y_{k}^{n}(t)+(1-2\rho-\mu_{k})\partial_{t}y_{k}^{n}(t)+(\rho^{2}+(\mu_{k}-1)\rho-\mu_{k})y_{k}^{n}(t)
=(1ρ)i=0nyin(t)𝐏εϕi,ϕk+i=0ntyin(t)𝐏εϕi,ϕkfor a.e. t(0,T).\displaystyle=(1-\rho)\sum_{i=0}^{n}y_{i}^{n}(t)\langle\mathbf{P}_{\varepsilon}\phi_{i},\phi_{k}\rangle+\sum_{i=0}^{n}\partial_{t}y_{i}^{n}(t)\langle\mathbf{P}_{\varepsilon}\phi_{i},\phi_{k}\rangle\quad\text{for a.e. }t\in(0,T). (18)

Let zkn=ddtyknz_{k}^{n}=\frac{d}{dt}y_{k}^{n}, it follows from (16) and (3.4) that

ddt[yknzkn]+Ak[yknzkn]=Fk,[ykn(T)zkn(T)]=[g0k(T)g1k(T)],\displaystyle\dfrac{d}{dt}\left[\begin{array}[]{c}y_{k}^{n}\\ z_{k}^{n}\end{array}\right]+A_{k}\left[\begin{array}[]{c}y_{k}^{n}\\ z_{k}^{n}\end{array}\right]=F_{k},\quad\left[\begin{array}[]{c}y_{k}^{n}(T)\\ z_{k}^{n}(T)\end{array}\right]=\left[\begin{array}[]{c}g_{0k}(T)\\ g_{1k}(T)\end{array}\right],

where Fkn=[0,(1ρ)i=0nykn𝐏εϕi,ϕk+i=0nzkn𝐏εϕi,ϕk]TF^{n}_{k}=[0,(1-\rho)\sum_{i=0}^{n}y_{k}^{n}\langle\mathbf{P}_{\varepsilon}\phi_{i},\phi_{k}\rangle+\sum_{i=0}^{n}z_{k}^{n}\langle\mathbf{P}_{\varepsilon}\phi_{i},\phi_{k}\rangle]^{T} and

Ak=[01ρ2+(μk1)ρμk12ρμk].A_{k}=\left[\begin{array}[]{cc}0&1\\ \rho^{2}+(\mu_{k}-1)\rho-\mu_{k}&1-2\rho-\mu_{k}\end{array}\right].

Consider wkn:=[ykn,zkn]Tw_{k}^{n}:=[y_{k}^{n},z_{k}^{n}]^{T}. We thus obtain the following integral equation:

wkn(t)=wkn(T)+AktTwkn(s)𝑑stTFkn(s)𝑑s.w_{k}^{n}(t)=w_{k}^{n}(T)+A_{k}\int_{t}^{T}w_{k}^{n}(s)ds-\int_{t}^{T}F^{n}_{k}(s)ds. (19)

Hereafter, we denote by wn:=[w1n,,wnn]:[0,T]2nw_{n}:=[w_{1}^{n},\ldots,w_{n}^{n}]:[0,T]\rightarrow\mathbb{R}^{2n}. The integral equation (19) can be rewritten as wn=H[wn]w_{n}=H[w_{n}], where the same notation as wnw_{n} is applied to HH with HknH_{k}^{n} being the right-hand side of (19). To be more specific,

Hkn[wn](t):=wkn(T)+AktTwkn(s)𝑑stTFkn(s)𝑑s.H^{n}_{k}[w_{n}](t):=w_{k}^{n}(T)+A_{k}\int_{t}^{T}w_{k}^{n}(s)ds-\int_{t}^{T}F^{n}_{k}(s)ds.

Define the norm in Y=C([0,T];2n)Y=C([0,T];\mathbb{R}^{2n}) as follows:

cY:=supt[0,T]j=1n|cj(t)| with c=[cj]C([0,T];2n).\left\|c\right\|_{Y}:=\sup_{t\in[0,T]}\sum_{j=1}^{n}|c_{j}(t)|\quad\text{ with }c=[c_{j}]\in C([0,T];\mathbb{R}^{2n}).

We claim that there exists n0n_{0}\in\mathbb{N}^{*} such that the operator

H(n0):=H[H(n01)]:YYH^{(n_{0})}:=H[H^{(n_{0}-1)}]:Y\rightarrow Y

is a contraction mapping. In other words, we find K[0,1)K\in[0,1) such that

H(n0)[wn]H(n0)[w~n]YKwnw~nYfor any wn,w~nY.\left\|H^{(n_{0})}[w_{n}]-H^{(n_{0})}[\tilde{w}_{n}]\right\|_{Y}\leq K\left\|w_{n}-\tilde{w}_{n}\right\|_{Y}\quad\text{for any }w_{n},\tilde{w}_{n}\in Y.

This can be done by induction. Indeed, let us observe that

|Hkn[wn](t)Hkn[w~n](t)|tT|Ak||wkn(s)w~kn(s)|𝑑s\displaystyle|H_{k}^{n}[w_{n}](t)-H_{k}^{n}[\tilde{w}_{n}](t)|\leq\int_{t}^{T}|A_{k}||w_{k}^{n}(s)-\tilde{w}_{k}^{n}(s)|ds
+tT(C1Clog(γ)i=1n(|1ρ||yin(s)y~in(s)|+|zin(s)z~in(s)|))𝑑s\displaystyle+\int_{t}^{T}\left(C_{1}C\log(\gamma)\sum_{i=1}^{n}\left(|1-\rho||y_{i}^{n}(s)-\tilde{y}_{i}^{n}(s)|+|z_{i}^{n}(s)-\tilde{z}_{i}^{n}(s)|\right)\right)ds
tT(|Ak|+C1Clog(γ)(ρ1))|wkn(s)w~kn(s)|𝑑s\displaystyle\leq\int_{t}^{T}\left(|A_{k}|+C_{1}C\log(\gamma)(\rho-1)\right)|w_{k}^{n}(s)-\tilde{w}_{k}^{n}(s)|ds
(|Ak|+C1Clog(γ)(ρ1))(Tt)wnw~nY,\displaystyle\leq\left(|A_{k}|+C_{1}C\log(\gamma)(\rho-1)\right)(T-t)\left\|w_{n}-\tilde{w}_{n}\right\|_{Y},

aided by the conditional estimate (6). Here, we indicate C=maxiC(ϕiH01(Ω))>0C=\max_{i}C(\left\|\phi_{i}\right\|_{H^{1}_{0}(\Omega)})>0. Furthermore, for any mm\in\mathbb{N}^{*}

|(Hkn)(m)[wn](t)(Hkn)(m)[w~n](t)|\displaystyle|(H_{k}^{n})^{(m)}[w_{n}](t)-(H_{k}^{n})^{(m)}[\tilde{w}_{n}](t)|
tT(|Ak|+C1Clog(γ)(ρ1))|(Hkn)(m1)[wn](s)(Hkn)(m1)[w~n](s)|𝑑s,\displaystyle\leq\int_{t}^{T}\left(|A_{k}|+C_{1}C\log(\gamma)(\rho-1)\right)|(H_{k}^{n})^{(m-1)}[w_{n}](s)-(H_{k}^{n})^{(m-1)}[\tilde{w}_{n}](s)|ds,

and it follows by induction that

|(Hkn)(m)[wn](t)(Hkn)(m)[w~n](t)|\displaystyle|(H_{k}^{n})^{(m)}[w_{n}](t)-(H_{k}^{n})^{(m)}[\tilde{w}_{n}](t)|
(|Ak|+C1Clog(γ)(ρ1))m(Tt)mm!wnw~nY.\displaystyle\leq\left(|A_{k}|+C_{1}C\log(\gamma)(\rho-1)\right)^{m}\dfrac{(T-t)^{m}}{m!}\left\|w_{n}-\tilde{w}_{n}\right\|_{Y}.

Therefore, we obtain

H(m)[wn]H(m)[w~n]Y\displaystyle\left\|H^{(m)}[w_{n}]-H^{(m)}[\tilde{w}_{n}]\right\|_{Y}
wnw~nYTmm!k=1n(|Ak|+C1Clog(γ)(ρ1))m.\displaystyle\leq\left\|w_{n}-\tilde{w}_{n}\right\|_{Y}\dfrac{T^{m}}{m!}\sum_{k=1}^{n}\left(|A_{k}|+C_{1}C\log(\gamma)(\rho-1)\right)^{m}.

Since the left-hand side tends to 0 as mm\rightarrow\infty, we can find a sufficiently large m0m_{0} such that

Tm0m0!k=1n(|Ak|+C1Clog(γ)(ρ1))m0<1.\dfrac{T^{m_{0}}}{m_{0}!}\sum_{k=1}^{n}\left(|A_{k}|+C_{1}C\log(\gamma)(\rho-1)\right)^{m_{0}}<1.

The claim is proved and by the Banach fixed-point argument, there exists a unique solution w¯nY\bar{w}_{n}\in Y such that H(m0)[w¯n]=w¯nH^{(m_{0})}[\bar{w}_{n}]=\bar{w}_{n}. Finally, since H(m0)[H[w¯n]]=H[H(m0)[w¯n]]=H[w¯n]H^{(m_{0})}\left[H[\bar{w}_{n}]\right]=H\left[H^{(m_{0})}[\bar{w}_{n}]\right]=H[\bar{w}_{n}], then the integral equation (19) admits a unique solution in YY. Hence, we complete the proof of the lemma.

Remark 3.5.

By Lemma 3.3, it is easy to check that there exists a constant C>0C>0 such that

tvnε(T)2,vnε(T)2,vnε(T)2Cfor all n.\left\|\partial_{t}v^{\varepsilon}_{n}(T)\right\|^{2},\left\|v^{\varepsilon}_{n}(T)\right\|^{2},\left\|\nabla v^{\varepsilon}_{n}(T)\right\|^{2}\leq C\quad\text{for all }n\in\mathbb{N}. (20)
Theorem 3.6.

Assume (9) holds. For each ε>0\varepsilon>0, the regularized system (12)–(13) admits a unique weak solution vεv^{\varepsilon} in the sense of Definition 3.2.

Proof 3.7.

To prove the existence, we need to derive some energy estimates for approximate solution vnεv_{n}^{\varepsilon}. Thanks to Lemma 3.3, we have tvnεC([0,1];H1(Ω))\partial_{t}v_{n}^{\varepsilon}\in C([0,1];H^{1}(\Omega)). Multiplying (3.3) by tykn(t)\partial_{t}y_{k}^{n}(t), summing for k=1,,nk=1,\ldots,n and using the formula (15) for vnεv_{n}^{\varepsilon}, we get

Ωttvnε(t)tvnε(t)dx+(12ρ)Ω|tvnε(t)|2𝑑x+(ρ2ρ)Ωvnε(t)tvnε(t)dx\displaystyle\int_{\Omega}\partial_{tt}v^{\varepsilon}_{n}(t)\partial_{t}v^{\varepsilon}_{n}(t)dx+(1-2\rho)\int_{\Omega}|\partial_{t}v^{\varepsilon}_{n}(t)|^{2}dx+(\rho^{2}-\rho)\int_{\Omega}v^{\varepsilon}_{n}(t)\partial_{t}v^{\varepsilon}_{n}(t)dx
+(ρ1)Ωvnε(t)tvnε(t)dxΩ|tvnε(t)|2𝑑x\displaystyle+(\rho-1)\int_{\Omega}\nabla v^{\varepsilon}_{n}(t)\cdot\nabla\partial_{t}v^{\varepsilon}_{n}(t)dx-\int_{\Omega}|\nabla\partial_{t}v^{\varepsilon}_{n}(t)|^{2}dx
=(1ρ)Ω𝐏ε(vnε(t))tvnε(t)dx+Ω𝐏ε(tvnε(t))tvnε(t)dx.\displaystyle=(1-\rho)\int_{\Omega}\mathbf{P}_{\varepsilon}(v^{\varepsilon}_{n}(t))\partial_{t}v^{\varepsilon}_{n}(t)dx+\int_{\Omega}\mathbf{P}_{\varepsilon}(\partial_{t}v^{\varepsilon}_{n}(t))\partial_{t}v^{\varepsilon}_{n}(t)dx.

This implies

12t[tvnε(t)2+(ρ2ρ)vnε(t)2+(ρ1)vnε(t)2]\displaystyle\dfrac{1}{2}\partial_{t}\left[\left\|\partial_{t}v^{\varepsilon}_{n}(t)\right\|^{2}+(\rho^{2}-\rho)\left\|v^{\varepsilon}_{n}(t)\right\|^{2}+(\rho-1)\left\|\nabla v^{\varepsilon}_{n}(t)\right\|^{2}\right]
(2ρ1)Ω|tvnε(t)|2𝑑xΩ|tvnε(t)|2𝑑x\displaystyle-\left(2\rho-1\right)\int_{\Omega}|\partial_{t}v^{\varepsilon}_{n}(t)|^{2}dx-\int_{\Omega}|\nabla\partial_{t}v^{\varepsilon}_{n}(t)|^{2}dx
=(1ρ)Ω𝐏ε(vnε(t))tvnε(t)dx+Ω𝐏ε(tvnε(t))tvnε(t)dx\displaystyle=(1-\rho)\int_{\Omega}\mathbf{P}_{\varepsilon}(v^{\varepsilon}_{n}(t))\partial_{t}v^{\varepsilon}_{n}(t)dx+\int_{\Omega}\mathbf{P}_{\varepsilon}(\partial_{t}v^{\varepsilon}_{n}(t))\partial_{t}v^{\varepsilon}_{n}(t)dx
(1ρ)C1log(γ)(vnε(t)H1(Ω)2+tvnε(t)2)C1log(γ)tvnε(t)2,\displaystyle\geq(1-\rho)C_{1}\log(\gamma)\left(\left\|v^{\varepsilon}_{n}(t)\right\|_{H^{1}(\Omega)}^{2}+\left\|\partial_{t}v^{\varepsilon}_{n}(t)\right\|^{2}\right)-C_{1}\log(\gamma)\left\|\partial_{t}v^{\varepsilon}_{n}(t)\right\|^{2}, (21)

where the last inequality comes from the Hölder inequality and (6).

Estimate vnεv_{n}^{\varepsilon} in L(0,T;H1(Ω))L^{\infty}(0,T;H^{1}(\Omega)) and tvnε\partial_{t}v_{n}^{\varepsilon} in L(0,T;L2(Ω))L^{\infty}(0,T;L^{2}(\Omega)). It follows from (3.7) that

t(tvnε(t)2ρ1+ρvnε(t)2+vnε(t)2)\displaystyle\partial_{t}\left(\dfrac{\left\|\partial_{t}v^{\varepsilon}_{n}(t)\right\|^{2}}{\rho-1}+\rho\left\|v^{\varepsilon}_{n}(t)\right\|^{2}+\left\|\nabla v^{\varepsilon}_{n}(t)\right\|^{2}\right)
2C1log(γ)ρ(tvnε(t)2ρ1+ρvnε(t)2+vnε(t)2),\displaystyle\geq 2C_{1}\log(\gamma)\rho\left(\dfrac{\left\|\partial_{t}v^{\varepsilon}_{n}(t)\right\|^{2}}{\rho-1}+\rho\left\|v^{\varepsilon}_{n}(t)\right\|^{2}+\left\|\nabla v^{\varepsilon}_{n}(t)\right\|^{2}\right),

By Grönwall’s inequality, we get

tvnε(t)2ρ1+ρvnε(t)2+vnε(t)2\displaystyle\dfrac{\left\|\partial_{t}v^{\varepsilon}_{n}(t)\right\|^{2}}{\rho-1}+\rho\left\|v^{\varepsilon}_{n}(t)\right\|^{2}+\left\|\nabla v^{\varepsilon}_{n}(t)\right\|^{2}
(tvnε(T)2ρ1+ρvnε(T)2+vnε(T)2)γ2C1ρ(Tt).\displaystyle\leq\left(\dfrac{\left\|\partial_{t}v^{\varepsilon}_{n}(T)\right\|^{2}}{\rho-1}+\rho\left\|v^{\varepsilon}_{n}(T)\right\|^{2}+\left\|\nabla v^{\varepsilon}_{n}(T)\right\|^{2}\right)\gamma^{2C_{1}\rho(T-t)}. (22)

From (20), one gets

{tvnε is uniformly bounded in L(0,T;L2(Ω)),vnε is uniformly bounded in L(0,T;H1(Ω)).\begin{cases}\partial_{t}v^{\varepsilon}_{n}\text{ is uniformly bounded in }L^{\infty}(0,T;L^{2}(\Omega)),\\ v^{\varepsilon}_{n}\text{ is uniformly bounded in }L^{\infty}(0,T;H^{1}(\Omega)).\end{cases} (23)

It follows from the Banach–Alaoglu theorem, and the argument that a weak limit of derivative is the derivative of the weak limit, that we can extract a subsequence of scaled approximate solutions vnεv^{\varepsilon}_{n}, which we still denote by {vnε}n\{v^{\varepsilon}_{n}\}_{n\in\mathbb{N}}, such that for each ε>0\varepsilon>0

{tvnεtvε weakly in L(0,T;L2(Ω)),vnεvε weakly in L(0,T;H1(Ω)).\begin{cases}\partial_{t}v^{\varepsilon}_{n}\rightarrow\partial_{t}v^{\varepsilon}\text{ weakly}-*\text{ in }L^{\infty}(0,T;L^{2}(\Omega)),\\ v^{\varepsilon}_{n}\rightarrow v^{\varepsilon}\text{ weakly}-*\text{ in }L^{\infty}(0,T;H^{1}(\Omega)).\end{cases} (24)

Estimate tvnε\partial_{t}v_{n}^{\varepsilon} in L2(0,T;H01(Ω))L^{2}(0,T;H^{1}_{0}(\Omega)). Integrating both sides of (3.7) from 0 to TT, we get

(2ρ1)tvnεL2(0,T;L2(Ω))2+vnεL2(0,T;L2(Ω))2\displaystyle(2\rho-1)\left\|\partial_{t}v_{n}^{\varepsilon}\right\|^{2}_{L^{2}(0,T;L^{2}(\Omega))}+\left\|\nabla v_{n}^{\varepsilon}\right\|^{2}_{L^{2}(0,T;L^{2}(\Omega))}
C1log(γ)((ρ1)vnεL2(0,T;H01(Ω)2+ρtvnεL2(0,T;L2(Ω)2)\displaystyle\leq C_{1}\log(\gamma)\left((\rho-1)\left\|v_{n}^{\varepsilon}\right\|_{L^{2}(0,T;H^{1}_{0}(\Omega)}^{2}+\rho\left\|\partial_{t}v_{n}^{\varepsilon}\right\|_{L^{2}(0,T;L^{2}(\Omega)}^{2}\right)
+12[tvnε(T)2+(ρ2ρ)vnε(T)2+(ρ1)vnε(T)2].\displaystyle+\dfrac{1}{2}\left[\left\|\partial_{t}v^{\varepsilon}_{n}(T)\right\|^{2}+(\rho^{2}-\rho)\left\|v^{\varepsilon}_{n}(T)\right\|^{2}+(\rho-1)\left\|\nabla v^{\varepsilon}_{n}(T)\right\|^{2}\right].

From (20) and (23), it is straightforward to see that

tvnεL2(0,T;H01(Ω))C¯for all n.\left\|\partial_{t}v_{n}^{\varepsilon}\right\|_{L^{2}(0,T;H^{1}_{0}(\Omega))}\leq\bar{C}\quad\text{for all }n\in\mathbb{N}. (25)

for some constant C¯\bar{C}.

Estimate ttvnε\partial_{tt}v_{n}^{\varepsilon} in L2(0,T;H1(Ω))L^{2}(0,T;H^{-1}(\Omega)). Let 𝕊n\mathbb{S}_{n} be a closed subspace of H01(Ω)H^{1}_{0}(\Omega) defined by 𝕊n={φH01(Ω):Ωφφk𝑑x=0 for all kn}\mathbb{S}_{n}=\{\varphi\in H^{1}_{0}(\Omega):\int_{\Omega}\varphi\varphi_{k}dx=0\text{ for all }k\leq n\}. Let 𝕊n\mathbb{S}^{\perp}_{n} be a closed subspace of H01(Ω)H^{1}_{0}(\Omega) such that H01(Ω)=𝕊n𝕊nH^{1}_{0}(\Omega)=\mathbb{S}_{n}\oplus\mathbb{S}^{\perp}_{n}. In other words, for all φH01(Ω)\varphi\in H^{1}_{0}(\Omega), we can write φ\varphi of the form φ=φn+φn\varphi=\varphi_{n}+\varphi^{\perp}_{n} where φ𝕊n\varphi\in\mathbb{S}_{n} and φn𝕊n\varphi^{\perp}_{n}\in\mathbb{S}^{\perp}_{n}. Therefore, for a.e. t[0,T]t\in[0,T], from (3.3), one gets

ttvnε(t),φ\displaystyle\langle\partial_{tt}v_{n}^{\varepsilon}(t),\varphi\rangle
=(2ρ1)tvnε(t),φn+(ρρ2)vnε(t),φn+(1ρ)vnε(t),φn\displaystyle=(2\rho-1)\langle\partial_{t}v_{n}^{\varepsilon}(t),\varphi_{n}\rangle+(\rho-\rho^{2})\langle v_{n}^{\varepsilon}(t),\varphi_{n}\rangle+(1-\rho)\langle\nabla v_{n}^{\varepsilon}(t),\nabla\varphi_{n}\rangle
+tvnε,φn+(1ρ)𝐏ε(vnε(t)),φn+𝐏ε(tvnε(t)),φn\displaystyle+\langle\nabla\partial_{t}v_{n}^{\varepsilon},\nabla\varphi_{n}\rangle+(1-\rho)\langle\mathbf{P}_{\varepsilon}(v_{n}^{\varepsilon}(t)),\varphi_{n}\rangle+\langle\mathbf{P}_{\varepsilon}(\partial_{t}v_{n}^{\varepsilon}(t)),\varphi_{n}\rangle
(2ρ1)tvnε(t)φn+(ρ2ρ)vnε(t)φn\displaystyle\leq(2\rho-1)\left\|\partial_{t}v_{n}^{\varepsilon}(t)\right\|\left\|\varphi_{n}\right\|+(\rho^{2}-\rho)\left\|v_{n}^{\varepsilon}(t)\right\|\left\|\varphi_{n}\right\|
+(ρ1)vnε(t)φn+tvnε(t)φn\displaystyle+(\rho-1)\left\|\nabla v_{n}^{\varepsilon}(t)\right\|\left\|\nabla\varphi_{n}\right\|+\left\|\partial_{t}\nabla v_{n}^{\varepsilon}(t)\right\|\left\|\nabla\varphi_{n}\right\|
+(ρ1)𝐏ε(vnε(t))φn+𝐏ε(tvnε(t))φn.\displaystyle+(\rho-1)\left\|\mathbf{P}_{\varepsilon}(v_{n}^{\varepsilon}(t))\right\|\left\|\varphi_{n}\right\|+\left\|\mathbf{P}_{\varepsilon}(\partial_{t}v_{n}^{\varepsilon}(t))\right\|\left\|\varphi_{n}\right\|.

Since φnH01(Ω)φnH01(Ω)+φnH01(Ω)=φH01(Ω)\left\|\varphi_{n}\right\|_{H^{1}_{0}(\Omega)}\leq\left\|\varphi_{n}\right\|_{H^{1}_{0}(\Omega)}+\left\|\varphi_{n}^{\perp}\right\|_{H^{1}_{0}(\Omega)}=\left\|\varphi\right\|_{H^{1}_{0}(\Omega)} for all nn\in\mathbb{N}, we get

ttvnε(t)H1(Ω)=supφH01(Ω)\{0}ttvnε(t),φφH01(Ω)\displaystyle\left\|\ \partial_{tt}v_{n}^{\varepsilon}(t)\right\|_{H^{-}1(\Omega)}=\sup_{\varphi\in H^{1}_{0}(\Omega)\backslash\{0\}}\dfrac{\langle\partial_{tt}v_{n}^{\varepsilon}(t),\varphi\rangle}{\left\|\varphi\right\|_{H^{1}_{0}(\Omega)}}
(2ρ1)tvnε(t)+(ρ2ρ)vnε(t)+(ρ1)vnε(t)\displaystyle\leq(2\rho-1)\left\|\partial_{t}v_{n}^{\varepsilon}(t)\right\|+(\rho^{2}-\rho)\left\|v_{n}^{\varepsilon}(t)\right\|+(\rho-1)\left\|\nabla v_{n}^{\varepsilon}(t)\right\|
+tvnε(t)+C1log(γ)((1ρ)vnε(t)H01(Ω)+tvnε(t)H01(Ω)),\displaystyle+\left\|\partial_{t}\nabla v_{n}^{\varepsilon}(t)\right\|+C_{1}\log(\gamma)\left((1-\rho)\left\|v_{n}^{\varepsilon}(t)\right\|_{H^{1}_{0}(\Omega)}+\left\|\partial_{t}v_{n}^{\varepsilon}(t)\right\|_{H^{1}_{0}(\Omega)}\right),

where the last term in the right-hand side comes from the properties of 𝐏ε1\mathbf{P}_{\varepsilon}^{1} and 𝐏ε2\mathbf{P}_{\varepsilon}^{2}. From (23) and (25), there exists a constant C~>0\tilde{C}>0 such that

ttvnεL2(0,T;H1(Ω))C~for all n.\left\|\partial_{tt}v_{n}^{\varepsilon}\right\|_{L^{2}(0,T;H^{-1}(\Omega))}\leq\tilde{C}\quad\text{for all }n\in\mathbb{N}. (26)

Henceforth, from the Banach–Alaoglu theorem, there exists a subsequence of {vnε}\{v_{n}^{\varepsilon}\} (still denoted by {vnε}\{v_{n}^{\varepsilon}\}) such that

ttvnεttvε weakly in L2(0,T;H1(Ω)).\partial_{tt}v_{n}^{\varepsilon}\rightarrow\partial_{tt}v^{\varepsilon}\text{ weakly in }L^{2}(0,T;H^{-1}(\Omega)). (27)

Combining the above weak-star and weak limits, the function vεv^{\varepsilon} satisfies

{vεL(0,T;H01(Ω)),tvεL(0,T;L2(Ω))L2(0,T;H01(Ω)),ttvεL2(0,T;H1(Ω)).\begin{cases}v^{\varepsilon}\in L^{\infty}(0,T;H^{1}_{0}(\Omega)),\\ \partial_{t}v^{\varepsilon}\in L^{\infty}(0,T;L^{2}(\Omega))\cap L^{2}(0,T;H^{1}_{0}(\Omega)),\\ \partial_{tt}v^{\varepsilon}\in L^{2}(0,T;H^{-1}(\Omega)).\end{cases}

Furthermore, since H01(Ω)H_{0}^{1}(\Omega) is compactly embedded in L2(Ω)L^{2}(\Omega) and L2(Ω)L^{2}(\Omega) is continuously embedded in H1(Ω)H^{-1}(\Omega) (by Rellich–Kondrachov), from Aubin–Lions lemma, we get

{vnεvε strongly in C([0,T];H01(Ω)),tvnεtvε strongly in C([0,T];L2(Ω)).\begin{cases}v_{n}^{\varepsilon}\rightarrow v^{\varepsilon}\text{ strongly in }C([0,T];H_{0}^{1}(\Omega)),\\ \partial_{t}v_{n}^{\varepsilon}\rightarrow\partial_{t}v^{\varepsilon}\text{ strongly in }C([0,T];L^{2}(\Omega)).\end{cases} (28)

Fix an integer NN and choose a function v¯C1(0,T;H01(Ω))\bar{v}\in C^{1}(0,T;H^{1}_{0}(\Omega)) having the form

v¯(t)=k=1Ndk(t)ϕk,\bar{v}(t)=\sum_{k=1}^{N}d_{k}(t)\phi_{k}, (29)

where d1,,dNd_{1},\ldots,d_{N} are given real valued C1C^{1} functions defined in [0,T][0,T]. For all xNx\geq N, multiplying (3.3), summing for k=1,,Nk=1,\ldots,N and integrating over (0,T)(0,T) lead to

Ωttvnε(t)v¯dx+(12ρ)Ωtvnε(t)v¯dx+(ρ2ρ)Ωvnε(t)v¯𝑑x\displaystyle\int_{\Omega}\partial_{tt}v_{n}^{\varepsilon}(t)\bar{v}dx+(1-2\rho)\int_{\Omega}\partial_{t}v_{n}^{\varepsilon}(t)\bar{v}dx+(\rho^{2}-\rho)\int_{\Omega}v_{n}^{\varepsilon}(t)\bar{v}dx
+(ρ1)Ωvnε(t)v¯dxΩtvnε(t)v¯dx\displaystyle+(\rho-1)\int_{\Omega}\nabla v_{n}^{\varepsilon}(t)\cdot\nabla\bar{v}dx-\int_{\Omega}\nabla\partial_{t}v_{n}^{\varepsilon}(t)\cdot\nabla\bar{v}dx
=(1ρ)Ω𝐏εvnε(t)v¯𝑑x+Ω𝐏εtvnε(t)v¯dx.\displaystyle=(1-\rho)\int_{\Omega}\mathbf{P}_{\varepsilon}v_{n}^{\varepsilon}(t)\bar{v}dx+\int_{\Omega}\mathbf{P}_{\varepsilon}\partial_{t}v_{n}^{\varepsilon}(t)\bar{v}dx.

Letting nn\rightarrow\infty, we obtain from (28) that

Ωttvε(t)v¯dx+(12ρ)Ωtvε(t)v¯dx+(ρ2ρ)Ωvε(t)v¯𝑑x\displaystyle\int_{\Omega}\partial_{tt}v^{\varepsilon}(t)\bar{v}dx+(1-2\rho)\int_{\Omega}\partial_{t}v^{\varepsilon}(t)\bar{v}dx+(\rho^{2}-\rho)\int_{\Omega}v^{\varepsilon}(t)\bar{v}dx
+(ρ1)Ωvε(t)v¯dxΩtvε(t)v¯dx\displaystyle+(\rho-1)\int_{\Omega}\nabla v^{\varepsilon}(t)\cdot\nabla\bar{v}dx-\int_{\Omega}\nabla\partial_{t}v^{\varepsilon}(t)\cdot\nabla\bar{v}dx
=(1ρ)Ω𝐏εvε(t)v¯𝑑x+Ω𝐏εtvε(t)v¯dx.\displaystyle=(1-\rho)\int_{\Omega}\mathbf{P}_{\varepsilon}v^{\varepsilon}(t)\bar{v}dx+\int_{\Omega}\mathbf{P}_{\varepsilon}\partial_{t}v^{\varepsilon}(t)\bar{v}dx. (30)

Since the functions of the form (29) are dense in L2(0,T;H01(Ω))L^{2}(0,T;H^{1}_{0}(\Omega)), the equality (3.7) holds for all test function v¯L2(0,T;H01(Ω))\bar{v}\in L^{2}(0,T;H^{1}_{0}(\Omega)). We deduce that the function vεv^{\varepsilon} obtained from approximate solutions vnεv_{n}^{\varepsilon} satisfies the weak formulation in Definition 3.2.

It now remains to verify the initial data for vεv^{\varepsilon}. Take κC1([0,T])\kappa\in C^{1}([0,T]) satisfying κ(T)=1\kappa(T)=1 and κ(0)=0\kappa(0)=0. It follows from (24) that

0Ttvnε(t),ϕκ(t)𝑑t0Ttvε(t),ϕκ(t)𝑑tfor all ϕH01(Ω).\int_{0}^{T}\langle\partial_{t}v_{n}^{\varepsilon}(t),\phi\rangle\kappa(t)dt\rightarrow\int_{0}^{T}\langle\partial_{t}v^{\varepsilon}(t),\phi\rangle\kappa(t)dt\quad\text{for all }\phi\in H^{1}_{0}(\Omega).

Then by integration by parts, one gets

0Tvnε(t),ϕtκ(t)dt\displaystyle\int_{0}^{T}\langle v_{n}^{\varepsilon}(t),\phi\rangle\partial_{t}\kappa(t)dt vnε(T),ϕκ(T)\displaystyle-\langle v_{n}^{\varepsilon}(T),\phi\rangle\kappa(T)
0Tvε(t),ϕtκ(t)dtvε(T),ϕκ(T)\displaystyle\rightarrow\int_{0}^{T}\langle v^{\varepsilon}(t),\phi\rangle\partial_{t}\kappa(t)dt-\langle v^{\varepsilon}(T),\phi\rangle\kappa(T)

and thereupon, we get vnε(T),ϕvε(T),ϕ\langle v_{n}^{\varepsilon}(T),\phi\rangle\rightarrow\langle v^{\varepsilon}(T),\phi\rangle for all ϕH01(Ω)\phi\in H^{1}_{0}(\Omega) by virtue of (24). From Lemma 3.3, we also have that vnε(T)f0εv_{n}^{\varepsilon}(T)\rightarrow f_{0}^{\varepsilon} in L2(Ω)L^{2}(\Omega) as nn\rightarrow\infty. Thus vε(T),ϕ=f0ε,ϕ\langle v^{\varepsilon}(T),\phi\rangle=\langle f^{\varepsilon}_{0},\phi\rangle for all ϕH01(Ω)\phi\in H^{1}_{0}(\Omega), which implies that vε(T)=f0εv^{\varepsilon}(T)=f^{\varepsilon}_{0} a.e. in Ω\Omega. Similarly, it follows from (27) that

0Tttvnε(t),ϕκ(t)𝑑t0Tttvε(t),ϕκ(t)𝑑tfor all ϕH01(Ω).\int_{0}^{T}\langle\partial_{tt}v_{n}^{\varepsilon}(t),\phi\rangle\kappa(t)dt\rightarrow\int_{0}^{T}\langle\partial_{tt}v^{\varepsilon}(t),\phi\rangle\kappa(t)dt\quad\text{for all }\phi\in H^{1}_{0}(\Omega).

Then by integration by parts, one gets

0Ttvnε(t),ϕtκ(t)dt+tvnε(T),ϕκ(T)\displaystyle-\int_{0}^{T}\langle\partial_{t}v_{n}^{\varepsilon}(t),\phi\rangle\partial_{t}\kappa(t)dt+\langle\partial_{t}v_{n}^{\varepsilon}(T),\phi\rangle\kappa(T)
0Ttvε(t),ϕtκ(t)dt+tvε(T),ϕκ(T) as n.\displaystyle\rightarrow-\int_{0}^{T}\langle\partial_{t}v^{\varepsilon}(t),\phi\rangle\partial_{t}\kappa(t)dt+\langle\partial_{t}v^{\varepsilon}(T),\phi\rangle\kappa(T)\quad\text{ as }n\rightarrow\infty.

Using the similar arguments as in the proof for vε(T)v^{\varepsilon}(T), we obtain that tvε(T)=ρf0ε+f1ε\partial_{t}v^{\varepsilon}(T)=\rho f^{\varepsilon}_{0}+f^{\varepsilon}_{1} a.e. in Ω\Omega . Hence, we complete the proof of the existence.

Finally, we are going to prove the uniqueness of (12)–(13). We sketch out some important steps because this proof is standard. Indeed, let vεv^{\varepsilon} and v¯ε\bar{v}^{\varepsilon} be two weak solutions of the system (12)–(13). Since the system is linear, it is straightforward to see that the function kε=vεv¯εk^{\varepsilon}=v^{\varepsilon}-\bar{v}^{\varepsilon} satisfies (12) with zero terminal conditions kε(T)=tkε(T)=0k^{\varepsilon}(T)=\partial_{t}k^{\varepsilon}(T)=0. Taking φ=tkε\varphi=\partial_{t}k^{\varepsilon} as a test function, we proceed as in the way to get the estimate (22). Hence, kε(t)=0k^{\varepsilon}(t)=0 a.e. in (0,T)(0,T) because of the fact that

tkε(t)2ρ1+ρkε(t)2+kε(t)20a.e. in (0,T).\dfrac{\left\|\partial_{t}k^{\varepsilon}(t)\right\|^{2}}{\rho-1}+\rho\left\|k^{\varepsilon}(t)\right\|^{2}+\left\|\nabla k^{\varepsilon}(t)\right\|^{2}\leq 0\quad\text{a.e. in }(0,T).

This completes the proof of the theorem.

4 Convergence analysis

In this part, our focus is on the convergence analysis of the variational QR framework adapted to solve the time-reversed hyperbolic heat conduction problem. The error estimate obtained below can be viewed as a “worst-case” scenario of convergence of this QR scheme in case the stabilized operator 𝐏ε\mathbf{P}_{\varepsilon} is bounded logarithmically.

It is worth noting that our analysis in section 3 does not care about the dependence of CC (and any type of constants in there) on the noise level ε\varepsilon, since basically we fix ε\varepsilon. However, to this end any constant C>0C>0 used below should be ε\varepsilon-independent because we are going to show the error estimates with respect to only ε\varepsilon.

Theorem 4.1.

Assume (9) holds. Let ε(0,1)\varepsilon\in\left(0,1\right) be a sufficiently small number such that γ:=γ(ε)e2/C1\gamma:=\gamma\left(\varepsilon\right)\geq e^{2/C_{1}}. Suppose the following conditions hold

{3C1T<2,limε0γ2(ε)εK.\displaystyle\begin{cases}3C_{1}T<2,\\ \lim_{\varepsilon\to 0}\gamma^{2}\left(\varepsilon\right)\varepsilon\leq K.\end{cases} (31)

Next, assume the original system (2)–(4) admits a unique solution uu such that uC([0,T];𝕎)u\in C([0,T];\mathbb{W}) and utL2(0,T;𝕎)u_{t}\in L^{2}(0,T;\mathbb{W}), where 𝕎\mathbb{W} is obtained in Definition 2.1. Let M>0M>0 be such that

uC([0,T];𝕎)2+utL2(0,T;𝕎)2M.\left\|u\right\|_{C\left(\left[0,T\right];\mathbb{W}\right)}^{2}+\left\|u_{t}\right\|_{L^{2}\left(0,T;\mathbb{W}\right)}^{2}\leq M.

Let uεu^{\varepsilon} be a unique weak solution of the regularized system (7)–(8) analyzed in Theorem 3.6. Then for 0tT0\leq t\leq T the following error estimates hold:

uε(t)u(t)2C(ε+(log(γ))1γ3C1(Tt)2),\displaystyle\left\|u^{\varepsilon}\left(t\right)-u\left(t\right)\right\|^{2}\leq C\left(\varepsilon+\left(\log(\gamma)\right)^{-1}\gamma^{3C_{1}\left(T-t\right)-2}\right),
uε(t)u(t)2C(log(γ)ε+γ3C1(Tt)2),\displaystyle\left\|\nabla u^{\varepsilon}\left(t\right)-\nabla u\left(t\right)\right\|^{2}\leq C\left(\log\left(\gamma\right)\varepsilon+\gamma^{3C_{1}\left(T-t\right)-2}\right),
utε(t)ut(t)2+tTutε(s)ut(s)2𝑑s\displaystyle\left\|u_{t}^{\varepsilon}\left(t\right)-u_{t}\left(t\right)\right\|^{2}+\int_{t}^{T}\left\|\nabla u_{t}^{\varepsilon}\left(s\right)-\nabla u_{t}\left(s\right)\right\|^{2}ds
C((log(γ))2ε+log(γ)γ3C1(Tt)2).\displaystyle\leq C\left(\left(\log(\gamma)\right)^{2}\varepsilon+\log\left(\gamma\right)\gamma^{3C_{1}\left(T-t\right)-2}\right).

where C=C(K,M,C0,C1)>0C=C\left(K,M,C_{0},C_{1}\right)>0 is independent of ε\varepsilon.

Proof 4.2.

Let wε(x,t)=[uε(x,t)u(x,t)]eρε(tT)w^{\varepsilon}\left(x,t\right)=\left[u^{\varepsilon}\left(x,t\right)-u\left(x,t\right)\right]e^{\rho_{\varepsilon}\left(t-T\right)} for some ρε>0\rho_{\varepsilon}>0, viewing as a weighted difference function in our proof of convergence. The notion behind this use of the Carleman weight function is to “maximize” the measured terminal data that we are having and thus, we can take full advantage of the noise level ε\varepsilon. The weight function here is classical in the framework of parabolic equations backward in time; cf. e.g. [28, Section 9]. In principle, the downscaling (with respect to the noise level) used here is helpful in getting rid of the large stability magnitude by a suitable choice of the auxiliary parameter ρε\rho_{\varepsilon}, which is also relatively large. Now, we compute the equation for wεw^{\varepsilon}, calling as the difference equation between the regularized problem (7)–(8) and the original system (2)–(4). In fact, we have

wtε\displaystyle w_{t}^{\varepsilon} =[utεut]eρε(tT)+ρε[uεu]eρε(tT)\displaystyle=\left[u_{t}^{\varepsilon}-u_{t}\right]e^{\rho_{\varepsilon}\left(t-T\right)}+\rho_{\varepsilon}\left[u^{\varepsilon}-u\right]e^{\rho_{\varepsilon}\left(t-T\right)}
=[utεut]eρε(tT)+ρεwε,\displaystyle=\left[u_{t}^{\varepsilon}-u_{t}\right]e^{\rho_{\varepsilon}\left(t-T\right)}+\rho_{\varepsilon}w^{\varepsilon}, (32)
Δwε\displaystyle\Delta w^{\varepsilon} =[ΔuεΔu]eρε(tT),\displaystyle=\left[\Delta u^{\varepsilon}-\Delta u\right]e^{\rho_{\varepsilon}\left(t-T\right)}, (33)

which lead to

wttερεwtε\displaystyle w_{tt}^{\varepsilon}-\rho_{\varepsilon}w_{t}^{\varepsilon} =[uttεutt]eρε(tT)+ρε[utεut]eρε(tT)\displaystyle=\left[u_{tt}^{\varepsilon}-u_{tt}\right]e^{\rho_{\varepsilon}\left(t-T\right)}+\rho_{\varepsilon}\left[u_{t}^{\varepsilon}-u_{t}\right]e^{\rho_{\varepsilon}\left(t-T\right)}
=[uttεutt]eρε(tT)+ρε(wtερεwε),\displaystyle=\left[u_{tt}^{\varepsilon}-u_{tt}\right]e^{\rho_{\varepsilon}\left(t-T\right)}+\rho_{\varepsilon}\left(w_{t}^{\varepsilon}-\rho_{\varepsilon}w^{\varepsilon}\right), (34)
ΔwtερεΔwε\displaystyle\Delta w_{t}^{\varepsilon}-\rho_{\varepsilon}\Delta w^{\varepsilon} =[ΔutεΔut]eρε(tT).\displaystyle=\left[\Delta u_{t}^{\varepsilon}-\Delta u_{t}\right]e^{\rho_{\varepsilon}\left(t-T\right)}. (35)

Hereby, we notice that when multiplying both sides of the systems (7)–(8) and (2)–(4) by the weight eρε(tT)e^{\rho_{\varepsilon}\left(t-T\right)}, it yields

[uttεutt]eρε(tT)+[utεut]eρε(tT)+Δ(uεu)eρε(tT)\displaystyle\left[u_{tt}^{\varepsilon}-u_{tt}\right]e^{\rho_{\varepsilon}\left(t-T\right)}+\left[u_{t}^{\varepsilon}-u_{t}\right]e^{\rho_{\varepsilon}\left(t-T\right)}+\Delta\left(u^{\varepsilon}-u\right)e^{\rho_{\varepsilon}\left(t-T\right)}
+Δ(utεut)eρε(tT)=𝐏ε(uεu)eρε(tT)+𝐐εueρε(tT)\displaystyle+\Delta\left(u_{t}^{\varepsilon}-u_{t}\right)e^{\rho_{\varepsilon}\left(t-T\right)}=\mathbf{P}_{\varepsilon}\left(u^{\varepsilon}-u\right)e^{\rho_{\varepsilon}\left(t-T\right)}+\mathbf{Q}_{\varepsilon}ue^{\rho_{\varepsilon}\left(t-T\right)}
+𝐏ε(utεut)eρε(tT)+𝐐εuteρε(tT).\displaystyle+\mathbf{P}_{\varepsilon}\left(u_{t}^{\varepsilon}-u_{t}\right)e^{\rho_{\varepsilon}\left(t-T\right)}+\mathbf{Q}_{\varepsilon}u_{t}e^{\rho_{\varepsilon}\left(t-T\right)}. (36)

Henceforth, we plug the identities (32)–(35) into the equation (36) to get

wttε+(ρε2ρε)wε(ρε1)Δwε+Δwtε\displaystyle w_{tt}^{\varepsilon}+\left(\rho_{\varepsilon}^{2}-\rho_{\varepsilon}\right)w^{\varepsilon}-\left(\rho_{\varepsilon}-1\right)\Delta w^{\varepsilon}+\Delta w_{t}^{\varepsilon}
=𝐏εwε+𝐐εueρε(tT)+(2ρε1)wtε+𝐏ε(wtερεwε)+𝐐εuteρε(tT).\displaystyle=\mathbf{P}_{\varepsilon}w^{\varepsilon}+\mathbf{Q}_{\varepsilon}ue^{\rho_{\varepsilon}\left(t-T\right)}+\left(2\rho_{\varepsilon}-1\right)w_{t}^{\varepsilon}+\mathbf{P}_{\varepsilon}\left(w_{t}^{\varepsilon}-\rho_{\varepsilon}w^{\varepsilon}\right)+\mathbf{Q}_{\varepsilon}u_{t}e^{\rho_{\varepsilon}\left(t-T\right)}. (37)

which is the PDE for the difference function wεw^{\varepsilon}.

Now, we multiply both sides of (37) by wtεw_{t}^{\varepsilon} and integrate the resulting equation over Ω\Omega. After some manipulations, we arrive at

12ddtwtε2+12(ρε2ρε)ddtwε2+12(ρε1)ddtwε2wtε2\displaystyle\frac{1}{2}\frac{d}{dt}\left\|w_{t}^{\varepsilon}\right\|^{2}+\frac{1}{2}\left(\rho_{\varepsilon}^{2}-\rho_{\varepsilon}\right)\frac{d}{dt}\left\|w^{\varepsilon}\right\|^{2}+\frac{1}{2}\left(\rho_{\varepsilon}-1\right)\frac{d}{dt}\left\|\nabla w^{\varepsilon}\right\|^{2}-\left\|\nabla w_{t}^{\varepsilon}\right\|^{2}
=(2ρε1)wtε2+(𝐏ερε𝐏ε)wε,wtε+𝐏εwtε,wtε\displaystyle=\left(2\rho_{\varepsilon}-1\right)\left\|w_{t}^{\varepsilon}\right\|^{2}+\left\langle\left(\mathbf{P}_{\varepsilon}-\rho_{\varepsilon}\mathbf{P}_{\varepsilon}\right)w^{\varepsilon},w_{t}^{\varepsilon}\right\rangle+\left\langle\mathbf{P}_{\varepsilon}w_{t}^{\varepsilon},w_{t}^{\varepsilon}\right\rangle
+eρε(tT)𝐐εu,wtε+eρε(tT)𝐐εut,wtε.\displaystyle+e^{\rho_{\varepsilon}\left(t-T\right)}\left\langle\mathbf{Q}_{\varepsilon}u,w_{t}^{\varepsilon}\right\rangle+e^{\rho_{\varepsilon}\left(t-T\right)}\left\langle\mathbf{Q}_{\varepsilon}u_{t},w_{t}^{\varepsilon}\right\rangle. (38)

Based upon the conditional estimates (5)–(6) we estimate the right-hand side of (38) as follows:

(𝐏ερε𝐏ε)wε,wtε12(ρε1)C12(log(γ))2wε212(ρε1)wtε2,\displaystyle\left\langle\left(\mathbf{P}_{\varepsilon}-\rho_{\varepsilon}\mathbf{P}_{\varepsilon}\right)w^{\varepsilon},w_{t}^{\varepsilon}\right\rangle\geq-\frac{1}{2}\left(\rho_{\varepsilon}-1\right)C_{1}^{2}\left(\log(\gamma)\right)^{2}\left\|w^{\varepsilon}\right\|^{2}-\frac{1}{2}\left(\rho_{\varepsilon}-1\right)\left\|w_{t}^{\varepsilon}\right\|^{2},
𝐏εwtε,wtεC1log(γ)wtε2,\displaystyle\left\langle\mathbf{P}_{\varepsilon}w_{t}^{\varepsilon},w_{t}^{\varepsilon}\right\rangle\geq-C_{1}\log\left(\gamma\right)\left\|w_{t}^{\varepsilon}\right\|^{2}, (39)
eρε(tT)𝐐εu,wtε12(14wtε2+4e2ρε(tT)C02γ2u𝕎12),\displaystyle e^{\rho_{\varepsilon}\left(t-T\right)}\left\langle\mathbf{Q}_{\varepsilon}u,w_{t}^{\varepsilon}\right\rangle\geq-\frac{1}{2}\left(\dfrac{1}{4}\left\|w_{t}^{\varepsilon}\right\|^{2}+4e^{2\rho_{\varepsilon}\left(t-T\right)}C_{0}^{2}\gamma^{-2}\left\|u\right\|^{2}_{\mathbb{W}_{1}}\right), (40)
eρε(tT)𝐐εut,wtε12(14wtε2+4e2ρε(tT)C02γ2ut𝕎22).\displaystyle e^{\rho_{\varepsilon}\left(t-T\right)}\left\langle\mathbf{Q}_{\varepsilon}u_{t},w_{t}^{\varepsilon}\right\rangle\geq-\frac{1}{2}\left(\dfrac{1}{4}\left\|w_{t}^{\varepsilon}\right\|^{2}+4e^{2\rho_{\varepsilon}\left(t-T\right)}C_{0}^{2}\gamma^{-2}\left\|u_{t}\right\|^{2}_{\mathbb{W}_{2}}\right). (41)

Therefore, by integrating (38) from tt to TT we estimate that

wtε(t)2+(ρε2ρε)wε(t)2+(ρε1)wε(t)2+2tTwtε(s)2𝑑s\displaystyle\left\|w^{\varepsilon}_{t}\left(t\right)\right\|^{2}+(\rho_{\varepsilon}^{2}-\rho_{\varepsilon})\left\|w^{\varepsilon}\left(t\right)\right\|^{2}+(\rho_{\varepsilon}-1)\left\|\nabla w^{\varepsilon}\left(t\right)\right\|^{2}+2\int_{t}^{T}\left\|\nabla w_{t}^{\varepsilon}\left(s\right)\right\|^{2}ds
wtε(T)2+(ρε2ρε)wε(T)2+(ρε1)wε(T)2\displaystyle\leq\left\|w^{\varepsilon}_{t}\left(T\right)\right\|^{2}+(\rho_{\varepsilon}^{2}-\rho_{\varepsilon})\left\|w^{\varepsilon}\left(T\right)\right\|^{2}+\left(\rho_{\varepsilon}-1\right)\left\|\nabla w^{\varepsilon}\left(T\right)\right\|^{2}
+4C02γ2ρε1(1e2ρε(tT))uC([0,T];𝕎1)2+4C02γ2utL2(0,T;𝕎2)2\displaystyle+4C_{0}^{2}\gamma^{-2}\rho_{\varepsilon}^{-1}\left(1-e^{2\rho_{\varepsilon}\left(t-T\right)}\right)\left\|u\right\|_{C\left(\left[0,T\right];\mathbb{W}_{1}\right)}^{2}+4C_{0}^{2}\gamma^{-2}\left\|u_{t}\right\|_{L^{2}\left(0,T;\mathbb{W}_{2}\right)}^{2}
+C12ρε1(log(γ))2tTρε(ρε1)wε(s)2𝑑s\displaystyle+C_{1}^{2}\rho_{\varepsilon}^{-1}\left(\log(\gamma)\right)^{2}\int_{t}^{T}\rho_{\varepsilon}\left(\rho_{\varepsilon}-1\right)\left\|w^{\varepsilon}\left(s\right)\right\|^{2}ds
+2[12(ρε1)+C1log(γ)+122ρε+1]tTwtε(s)2𝑑s.\displaystyle+2\left[\frac{1}{2}\left(\rho_{\varepsilon}-1\right)+C_{1}\log\left(\gamma\right)+\dfrac{1}{2}-2\rho_{\varepsilon}+1\right]\int_{t}^{T}\left\|w_{t}^{\varepsilon}\left(s\right)\right\|^{2}ds.

By choosing ρε=C1log(γ)2\rho_{\varepsilon}=C_{1}\log\left(\gamma\right)\geq 2 (since γe2/C1\gamma\geq e^{2/C_{1}}), the last term in the right-hand side becomes (2ρε)tTwtε(s)2𝑑s0(2-\rho_{\varepsilon})\int_{t}^{T}\left\|w_{t}^{\varepsilon}\left(s\right)\right\|^{2}ds\leq 0, we apply the Grönwall inequality to obtain

wtε(t)2+(ρε2ρε)wε(t)2+(ρε1)wε(t)2+2tTwtε(s)2𝑑s\displaystyle\left\|w_{t}^{\varepsilon}\left(t\right)\right\|^{2}+\left(\rho_{\varepsilon}^{2}-\rho_{\varepsilon}\right)\left\|w^{\varepsilon}\left(t\right)\right\|^{2}+\left(\rho_{\varepsilon}-1\right)\left\|\nabla w^{\varepsilon}\left(t\right)\right\|^{2}+2\int_{t}^{T}\left\|\nabla w_{t}^{\varepsilon}\left(s\right)\right\|^{2}ds
[2(ρε2+1)ε2+ε2(ρε21)+4C02γ2M]γC1(Tt),\displaystyle\leq\left[2\left(\rho_{\varepsilon}^{2}+1\right)\varepsilon^{2}+\varepsilon^{2}\left(\rho_{\varepsilon}^{2}-1\right)+4C_{0}^{2}\gamma^{-2}M\right]\gamma^{C_{1}\left(T-t\right)}, (42)

where we have used the measurement assumption (9) and the fact that

wtε(T)2=[utε(T)ut(T)]+ρε[uε(T)u(T)]22(ρε2+1)ε2.\left\|w^{\varepsilon}_{t}\left(T\right)\right\|^{2}=\left\|\left[u_{t}^{\varepsilon}\left(T\right)-u_{t}\left(T\right)\right]+\rho_{\varepsilon}\left[u^{\varepsilon}\left(T\right)-u\left(T\right)\right]\right\|^{2}\leq 2\left(\rho_{\varepsilon}^{2}+1\right)\varepsilon^{2}. (43)

Thus, using the back-substitution

wε(x,t)=[uε(x,t)u(x,t)]eρε(tT)=[uε(x,t)u(x,t)]γC1(tT),w^{\varepsilon}\left(x,t\right)=\left[u^{\varepsilon}\left(x,t\right)-u\left(x,t\right)\right]e^{\rho_{\varepsilon}\left(t-T\right)}=\left[u^{\varepsilon}\left(x,t\right)-u\left(x,t\right)\right]\gamma^{C_{1}\left(t-T\right)}, (44)

we conclude the convergence in L2(Ω)L^{2}\left(\Omega\right) type as follows:

uε(t)u(t)2\displaystyle\left\|u^{\varepsilon}\left(t\right)-u\left(t\right)\right\|^{2}
(2(ρε2+1)ρε2ρε+ρε21ρε2ρε)ε2γ3C1(Tt)+4ρε2ρεC02Mγ2γ3C1(Tt)\displaystyle\leq\left(\frac{2\left(\rho_{\varepsilon}^{2}+1\right)}{\rho_{\varepsilon}^{2}-\rho_{\varepsilon}}+\frac{\rho_{\varepsilon}^{2}-1}{\rho_{\varepsilon}^{2}-\rho_{\varepsilon}}\right)\varepsilon^{2}\gamma^{3C_{1}\left(T-t\right)}+\frac{4}{\rho_{\varepsilon}^{2}-\rho_{\varepsilon}}C_{0}^{2}M\gamma^{-2}\gamma^{3C_{1}\left(T-t\right)}
ρε21ρε2ρε(3γ3C1(Tt)+γ3C1(Tt))ε2+4C02Mρε1γ3C1(Tt)2\displaystyle\leq\frac{\rho_{\varepsilon}^{2}-1}{\rho_{\varepsilon}^{2}-\rho_{\varepsilon}}\left(3\gamma^{3C_{1}\left(T-t\right)}+\gamma^{3C_{1}\left(T-t\right)}\right)\varepsilon^{2}+4C_{0}^{2}M\rho_{\varepsilon}^{-1}\gamma^{3C_{1}\left(T-t\right)-2}
2(4γ3C1(Tt)ε2+C112C02M(log(γ))1γ3C1(Tt)2).\displaystyle\leq 2\left(4\gamma^{3C_{1}\left(T-t\right)}\varepsilon^{2}+C_{1}^{-1}2C_{0}^{2}M\left(\log(\gamma)\right)^{-1}\gamma^{3C_{1}\left(T-t\right)-2}\right).

From (31), we get γ3C1(Tt)ε2K3C1T2ε\gamma^{3C_{1}\left(T-t\right)}\varepsilon^{2}\leq K^{\frac{3C_{1}T}{2}}\varepsilon and it follows from the previous inequality that

uε(t)u(t)2C(ε+(log(γ))1γ3C1(Tt)2),\left\|u^{\varepsilon}\left(t\right)-u\left(t\right)\right\|^{2}\leq C\left(\varepsilon+\left(\log(\gamma)\right)^{-1}\gamma^{3C_{1}\left(T-t\right)-2}\right), (45)

for some constant C>0C>0. In the same manner, we derive from (42) the convergence for the gradient terms:

uε(t)u(t)2\displaystyle\left\|\nabla u^{\varepsilon}\left(t\right)-\nabla u\left(t\right)\right\|^{2} 2(4C1log(γ)γ3C1(Tt)ε2+2C0Mγ3C1(Tt)2)\displaystyle\leq 2\left(4C_{1}\log\left(\gamma\right)\gamma^{3C_{1}\left(T-t\right)}\varepsilon^{2}+2C_{0}M\gamma^{3C_{1}\left(T-t\right)-2}\right)
C(log(γ)ε+γ3C1(Tt)2).\displaystyle\leq C\left(\log\left(\gamma\right)\varepsilon+\gamma^{3C_{1}\left(T-t\right)-2}\right).

Now using the back-substitution (44), we get

wtε(t)=[utε(t)ut(t)]γC1(tT)+ρε[uε(t)u(t)]γC1(tT).\nabla w_{t}^{\varepsilon}(t)=\left[\nabla u_{t}^{\varepsilon}(t)-\nabla u_{t}(t)\right]\gamma^{C_{1}(t-T)}+\rho_{\varepsilon}\left[\nabla u^{\varepsilon}(t)-\nabla u(t)\right]\gamma^{C_{1}(t-T)}.

It yields

2tTwtε(s)2𝑑s+2tTuε(s)u(s)2ρε2γ2C1(sT)𝑑s\displaystyle 2\int_{t}^{T}\left\|\nabla w_{t}^{\varepsilon}(s)\right\|^{2}ds+2\int_{t}^{T}\left\|\nabla u^{\varepsilon}(s)-\nabla u(s)\right\|^{2}\rho_{\varepsilon}^{2}\gamma^{2C_{1}(s-T)}ds
tTutε(s)ut(s)2γ2C1(sT)𝑑s\displaystyle\geq\int_{t}^{T}\left\|\nabla u_{t}^{\varepsilon}(s)-\nabla u_{t}(s)\right\|^{2}\gamma^{2C_{1}(s-T)}ds
γ2C1(tT)tTutε(s)ut(s)2𝑑s.\displaystyle\geq\gamma^{2C_{1}(t-T)}\int_{t}^{T}\left\|\nabla u_{t}^{\varepsilon}(s)-\nabla u_{t}(s)\right\|^{2}ds.

Thus it follows from (42) that

tTutε(s)ut(s)2𝑑s\displaystyle\int_{t}^{T}\left\|\nabla u_{t}^{\varepsilon}(s)-\nabla u_{t}(s)\right\|^{2}ds
\displaystyle\leq (4ρε2ε2+4C02γ2M)γ3C1(Tt)+2ρε2γ2C1(tT)tTuε(s)u(s)2𝑑s\displaystyle\left(4\rho_{\varepsilon}^{2}\varepsilon^{2}+4C_{0}^{2}\gamma^{-2}M\right)\gamma^{3C_{1}\left(T-t\right)}+2\rho_{\varepsilon}^{2}\gamma^{2C_{1}(t-T)}\int_{t}^{T}\left\|\nabla u^{\varepsilon}(s)-\nabla u(s)\right\|^{2}ds
\displaystyle\leq [4C12(log(γ))2ε2γ3C1(Tt)+4C02Mγ3C1(Tt)2]\displaystyle\left[4C_{1}^{2}(\log(\gamma))^{2}\varepsilon^{2}\gamma^{3C_{1}\left(T-t\right)}+4C_{0}^{2}M\gamma^{3C_{1}\left(T-t\right)-2}\right]
+CTρε2γ2C1(tT)(ε+(log(γ))1γ3C1T2),\displaystyle+CT\rho_{\varepsilon}^{2}\gamma^{2C_{1}(t-T)}\left(\varepsilon+\left(\log(\gamma)\right)^{-1}\gamma^{3C_{1}T-2}\right),

where we have used the estimate (45) for the last inequality. This implies

tTutε(s)ut(s)2𝑑sC((log(γ))2ε+log(γ)γ3C1(Tt)2).\int_{t}^{T}\left\|\nabla u_{t}^{\varepsilon}(s)-\nabla u_{t}(s)\right\|^{2}ds\leq C\left(\left(\log(\gamma)\right)^{2}\varepsilon+\log\left(\gamma\right)\gamma^{3C_{1}\left(T-t\right)-2}\right).

Finally, using the back-substitution (44), one has

wtε(t)=[utε(t)ut(t)]γC1(tT)+ρε[uε(t)u(t)]γC1(tT).w_{t}^{\varepsilon}(t)=\left[u_{t}^{\varepsilon}(t)-u_{t}(t)\right]\gamma^{C_{1}(t-T)}+\rho_{\varepsilon}\left[u^{\varepsilon}(t)-u(t)\right]\gamma^{C_{1}(t-T)}.

This implies

utε(t)ut(t)2γ2C1(tT)2wtε(s)2+2ρε2uε(t)u(t)2.\displaystyle\left\|u_{t}^{\varepsilon}(t)-u_{t}(t)\right\|^{2}\gamma^{2C_{1}(t-T)}\leq 2\left\|w_{t}^{\varepsilon}(s)\right\|^{2}+2\rho_{\varepsilon}^{2}\left\|u^{\varepsilon}(t)-u(t)\right\|^{2}.

Applying the estimate of wtε2\left\|w_{t}^{\varepsilon}\right\|^{2} in (42) and uε(t)u(t)2\left\|u^{\varepsilon}\left(t\right)-u\left(t\right)\right\|^{2} in (45), we obtain

utε(t)ut(t)2C((log(γ))2ε+log(γ)γ3C1(Tt)2).\left\|u_{t}^{\varepsilon}(t)-u_{t}(t)\right\|^{2}\leq C\left((\log\left(\gamma\right))^{2}\varepsilon+\log\left(\gamma\right)\gamma^{3C_{1}\left(T-t\right)-2}\right).

Hence, we complete the proof of the theorem.

As a by-product of Theorem 4.1, an appropriate choice of γ\gamma is taken to state the following convergence result with the Hölder rates. It is then noticeable that our error estimates in Theorem 4.1 and in Corollary 4.3 below are uniform in time. In this regard, they are still true for t=0t=0 under the restriction (31). This Hölder convergence result is quite different from that of the backward heat equations, which is usually logarithmic at t=0t=0 and is of Hölder type at t>0t>0; cf. e.g. [8, 9, 17]. In the framework of the backward hyperbolic problems, our convergence result can also be compared with those obtained in [26].

Corollary 4.3.

Under the assumptions of Theorem 4.1, if we choose γ(ε)=ε1/2\gamma\left(\varepsilon\right)=\varepsilon^{-1/2}, then for any εe4/C1\varepsilon\leq e^{-4/C_{1}} the following error estimates hold:

uε(t)u(t)2C(ε+(log(ε1/2))1ε13C1(Tt)/2),\displaystyle\left\|u^{\varepsilon}\left(t\right)-u\left(t\right)\right\|^{2}\leq C\left(\varepsilon+(\log(\varepsilon^{-1/2}))^{-1}\varepsilon^{1-3C_{1}\left(T-t\right)/2}\right),
uε(t)u(t)2C(log(ε1/2)ε+ε13C1(Tt)/2),\displaystyle\left\|\nabla u^{\varepsilon}\left(t\right)-\nabla u\left(t\right)\right\|^{2}\leq C\left(\log(\varepsilon^{-1/2})\varepsilon+\varepsilon^{1-3C_{1}\left(T-t\right)/2}\right),
utε(t)ut(t)2+tTutε(s)ut(s)2𝑑s\displaystyle\left\|u_{t}^{\varepsilon}\left(t\right)-u_{t}\left(t\right)\right\|^{2}+\int_{t}^{T}\left\|\nabla u_{t}^{\varepsilon}\left(s\right)-\nabla u_{t}\left(s\right)\right\|^{2}ds
C((log(ε1/2))2ε+log(ε1/2)ε13C1(Tt)/2).\displaystyle\leq C\left((\log(\varepsilon^{-1/2}))^{2}\varepsilon+\log(\varepsilon^{-1/2})\varepsilon^{1-3C_{1}\left(T-t\right)/2}\right).

where C=C(M,C0,C1)>0C=C\left(M,C_{0},C_{1}\right)>0 is independent of ε\varepsilon.

Remark 4.4.
  • If we apply the perturbing and stabilized operators (10) and (11) in Remark 2.4 to Theorem 4.1, regularity of the true solution of the original system (2)–(4) is restricted in the Gevrey space. More precisely, one has uC([0,T];𝕎1,1)u\in C([0,T];\mathbb{W}_{1,1}) and utC([0,T];𝕎1,1)u_{t}\in C([0,T];\mathbb{W}_{1,1}) in Theorem 4.1. The same result is applied for Corollary 4.3.

  • Obviously, the perturbation for Δu-\Delta u and Δut-\Delta u_{t} of (2) can be different from each other. This will also lead to different regularity assumptions on the exact solution that we have assumed in Theorem 4.1.

  • We remark that if the measurement assumption (9) is only given by

    uε(,T)u(,T)ε,\left\|u^{\varepsilon}\left(\cdot,T\right)-u\left(\cdot,T\right)\right\|\leq\varepsilon,

    we obtain the logarithmic rate of convergence in the following sense:

    uε(t)u(t)2C/(log(γ))2.\left\|u^{\varepsilon}\left(t\right)-u\left(t\right)\right\|^{2}\leq C/(\log(\gamma))^{2}.

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