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Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations

Yikan Liu
Research Institute for Electronic Science, Hokkaido University
Abstract

This article is concerned with the derivation of numerical reconstruction schemes for the inverse moving source problem on determining source profiles in (time-fractional) evolution equations. As a continuation of the theoretical result on the uniqueness, we adopt a minimization procedure with regularization to construct iterative thresholding schemes for the reduced backward problems on recovering one or two unknown initial value(s). Moreover, an elliptic approach is proposed to solve a convection equation in the case of two profiles.


Keywords Inverse moving source problem, (Time-fractional) evolution equation, Iterative thresholding scheme, Convection equation
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sectionIntroduction

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Let 0<α20<\alpha\leq 2, T>0T>0 be constants and Ωd\Omega\subset\mathbb{R}^{d} (d=1,2,d=1,2,\ldots) be a bounded domain with a smooth boundary Ω\partial\Omega. In this article, we consider the following initial-boundary value problem for a (time-fractional) evolution equation

{(0+α)u=Fin Ω×(0,T),tku=0(k=0,α1)in Ω×{0},u=0on Ω×(0,T),\begin{cases}(\partial_{0+}^{\alpha}-\triangle)u=F&\mbox{in }\Omega\times(0,T),\\ \partial_{t}^{k}u=0\ (k=0,\lceil\alpha\rceil-1)&\mbox{in }\Omega\times\{0\},\\ u=0&\mbox{on }\partial\Omega\times(0,T),\end{cases} (1.1)

where the source term FF takes the form

F(𝒙,t):={f(𝒙𝒑t),0<α1,f(𝒙𝒑t)+g(𝒙𝒒t),1<α2.F(\bm{x},t):=\begin{cases}f(\bm{x}-\bm{p}t),&0<\alpha\leq 1,\\ f(\bm{x}-\bm{p}t)+g(\bm{x}-\bm{q}t),&1<\alpha\leq 2.\end{cases} (1.2)

In (1.1), by :=j=1d2xj2\triangle:=\sum_{j=1}^{d}\frac{\partial^{2}}{\partial x_{j}^{2}} we denote the usual Laplacian in space, and \lceil\,\cdot\,\rceil is the ceiling function. The notation 0+α\partial_{0+}^{\alpha} stands for the forward Caputo derivative in time of order α\alpha, which will be defined in Section Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations. In (1.2), we assume that 𝒑,𝒒d\bm{p},\bm{q}\in\mathbb{R}^{d} are constant vectors, and assumptions on the space-dependent functions f,gf,g will be specified also in Section Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations.

As a continuation of the theoretical counterpart studied in [17], this article is concerned with the establishment of numerical reconstruction schemes for the following inverse moving source problem regarding (1.1)–(1.2).

Problem 1.1 (Inverse moving source problem)

Let uu be the solution to (1.1)–(1.2), and ωΩ\omega\subset\Omega be a suitably chosen nonempty subdomain of Ω\Omega. Given constant vectors 𝐩,𝐪d\bm{p},\bm{q}\in\mathbb{R}^{d} such that 𝐩𝐪,\bm{p}\neq\bm{q}, determine one source profile ff in the case of 0<α10<\alpha\leq 1 or two source profiles f,gf,g in the case of 1<α21<\alpha\leq 2 by the partial interior observation of uu in ω×(0,T)\omega\times(0,T).

Except for the representative evolution equations of parabolic and hyperbolic types, the governing equation in (1.1) is called a time-fractional diffusion equation if 0<α<10<\alpha<1 and a time-fractional diffusion-wave one if 1<α<21<\alpha<2. In recent decades, time-fractional evolution equations have gathered increasing attention among applied mathematicians and, especially, general linear theories for (1.1) with 0<α<10<\alpha<1 have been mostly established within the last decade (see, e.g., [24, 4, 13]). Meanwhile, the corresponding numerical methods and inverse problems have also been studied intensively, and we refer e.g.​ to [16, 11] and [12, 20, 14, 19] with the references therein, respectively. Compared with the case of 0<α<10<\alpha<1, initial-boundary value problems such as (1.1) with 1<α<21<\alpha<2 have not been well investigated from both theoretical and numerical aspects. On this direction, we refer to [24] for the well-posedness of forward problems, and [15] as a recent progress on numerical approaches to related inverse problems.

Recently, it has been recognized that (time-fractional) evolution equations with orders 0<α<20<\alpha<2 actually share several common properties, which can be applied to the qualitative analysis of some inverse problems. Besides the time-analyticity asserted in [24], the weak vanishing property was established in [7, 17] for 0<α<10<\alpha<1 and 1<α<21<\alpha<2 respectively, which resembles the classical unique continuation principle for parabolic equations. As direct applications, this property was employed to prove the uniqueness of an inverse 𝒙\bm{x}-source problem in [7] and that of Problem 1.1 in [17]. On the other hand, since hyperbolic equations exhibit essentially different properties from the cases of 0<α<20<\alpha<2, the uniqueness for Problem 1.1 with the exceptional case of α=2\alpha=2 requires special treatments and extra assumptions. The interested readers are referred to [17] for theoretical details of Problem 1.1, whose main result will be recalled in Section Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations.

By a moving source we refer to an inhomogeneous term in (1.1) basically taking the form of h(𝒙𝝆(t))h(\bm{x}-\bm{\rho}(t)), where h:Ωh:\Omega\longrightarrow\mathbb{R} and 𝝆:[0,T]d\bm{\rho}:[0,T]\longrightarrow\mathbb{R}^{d} stand for the profile and the orbit of a moving object, respectively. In contrast to conventional inverse source problems, literature on inverse moving source problems seems rather limited, among which the majority focused on hyperbolic equations due to practical significance. We refer e.g.​ to [22, 23] for the reconstruction of moving point sources in wave equations, and [5] for the unique determination of profiles or orbits in Maxwell equations. Very recently, the stability for identifying orbits was obtained in [6] for (time-fractional) evolution equations such as (1.1) with 0<α20<\alpha\leq 2.

Parallel to [6], the uniqueness for Problem 1.1 was newly verified in [17]. Aiming at possible real-world applications, this article is concerned with the development of efficient reconstruction schemes for Problem 1.1, which consists of three key ingredients. The first one coincides with that of [17], that is, reducing the original problem to a backward problem in which the unknown profiles appear as initial conditions. The second one follows the same line as that in [18, 9, 10, 7], which utilized the iterative thresholding algorithm (see [2]) to deal with the corresponding minimization problem. Finally, for the simultaneous recovery of two profiles when 1<α21<\alpha\leq 2, the last step is to solve a convection equation, which is reduced to solving a series of second order ordinary differential equations.

The remainder of this article is organized as follows. In Section Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations, we prepare necessary tools of fractional calculus and recall theoretical facts regarding (1.1)–(1.2) and Problem 1.1. The derivations of reconstruction schemes for one and two unknown profiles are explained in Sections Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations and Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations, respectively, and conclusions with future topics are given in Section Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations.

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sectionPreliminaries and revisit of theoretical results

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We start with fixing notations and terminologies. Throughout this article, all vectors are by default column vectors, e.g., 𝒙=(x1,,xd)Td\bm{x}=(x_{1},\ldots,x_{d})^{\mathrm{T}}\in\mathbb{R}^{d}, where ()T(\,\cdot\,)^{\mathrm{T}} denotes the transpose. The inner product in d\mathbb{R}^{d} is denoted by 𝒙𝒚\bm{x}\cdot\bm{y}, and the Euclidean distance |||\cdot| is induced as |𝒙|=(𝒙𝒙)1/2|\bm{x}|=(\bm{x}\cdot\bm{x})^{1/2}. By L2(Ω)L^{2}(\Omega) we denote the space of square integrable functions in Ω\Omega, and let Hk(Ω)H^{k}(\Omega), H0k(Ω)H_{0}^{k}(\Omega), etc.​ and Wk,γ(0,T;H01(Ω))W^{k,\gamma}(0,T;H_{0}^{1}(\Omega)), etc.​ (k=1,2,k=1,2,\ldots, γ[1,]\gamma\in[1,\infty]) be (vector-valued) Sobolev spaces (see e.g. [1, 3]).

For the definition of 0+α\partial_{0+}^{\alpha} in (1.1), we recall the forward Riemann-Liouville integral operator for β[0,1]\beta\in[0,1]:

J0+βh(t):={h(t),β=0,1Γ(β)0th(τ)(tτ)1βdτ,0<β1,hC[0,),J_{0+}^{\beta}h(t):=\left\{\!\begin{aligned} &h(t),&\quad&\beta=0,\\ &\frac{1}{\Gamma(\beta)}\int_{0}^{t}\frac{h(\tau)}{(t-\tau)^{1-\beta}}\,\mathrm{d}\tau,&\quad&0<\beta\leq 1,\end{aligned}\right.\quad h\in C[0,\infty),

where Γ()\Gamma(\,\cdot\,) is the Gamma function. Then for β>0\beta>0, the forward Caputo derivative 0+β\partial_{0+}^{\beta} and the forward Riemann-Liouville derivative D0+βD_{0+}^{\beta} are formally defined as

0+β=J0+ββdβdtβ,D0+β=dβdtβJ0+ββ,\partial_{0+}^{\beta}=J_{0+}^{\lceil\beta\rceil-\beta}\circ\frac{\mathrm{d}^{\lceil\beta\rceil}}{\mathrm{d}t^{\lceil\beta\rceil}},\quad D_{0+}^{\beta}=\frac{\mathrm{d}^{\lceil\beta\rceil}}{\mathrm{d}t^{\lceil\beta\rceil}}\circ J_{0+}^{\lceil\beta\rceil-\beta},

where \circ denotes the composition. Meanwhile, we also introduce the backward Riemann-Liouville integral operator as

JTβh(t):={h(t),β=0,1Γ(β)tTh(τ)(τt)1βdτ,0<β1,hC(,T],J_{T-}^{\beta}h(t):=\left\{\!\begin{aligned} &h(t),&\quad&\beta=0,\\ &\frac{1}{\Gamma(\beta)}\int_{t}^{T}\frac{h(\tau)}{(\tau-t)^{1-\beta}}\,\mathrm{d}\tau,&\quad&0<\beta\leq 1,\end{aligned}\right.\quad h\in C(-\infty,T],

and we further define the backward Caputo and Riemann-Liouville derivatives for β>0\beta>0 as

Tβ=JTββdβdtβ,DTβ=dβdtβJTββ.\partial_{T-}^{\beta}=J_{T-}^{\lceil\beta\rceil-\beta}\circ\frac{\mathrm{d}^{\lceil\beta\rceil}}{\mathrm{d}t^{\lceil\beta\rceil}},\quad D_{T-}^{\beta}=\frac{\mathrm{d}^{\lceil\beta\rceil}}{\mathrm{d}t^{\lceil\beta\rceil}}\circ J_{T-}^{\lceil\beta\rceil-\beta}.

For later use, we derive the useful fractional version of integration by parts.

Lemma 2.1

Let h1,h2Cα[0,T]h_{1},h_{2}\in C^{\lceil\alpha\rceil}[0,T]. If 0<α1,0<\alpha\leq 1, then

0T(0+αh1)h2dt+h1(0)(JT1αh2)(0)=0Th1(DTαh2)dt+h1(T)(JT1αh2)(T).\int_{0}^{T}(\partial_{0+}^{\alpha}h_{1})\,h_{2}\,\mathrm{d}t+h_{1}(0)(J_{T-}^{1-\alpha}h_{2})(0)=-\int_{0}^{T}h_{1}\,(D_{T-}^{\alpha}h_{2})\,\mathrm{d}t+h_{1}(T)(J_{T-}^{1-\alpha}h_{2})(T). (2.1)

If 1<α2,1<\alpha\leq 2, then

0T(0+αh1)h2dt+h1(0)(JT2αh2)(0)=0Th1(DTα1h2)dt+h1(T)(JT2αh2)(T),\displaystyle\int_{0}^{T}(\partial_{0+}^{\alpha}h_{1})\,h_{2}\,\mathrm{d}t+h_{1}^{\prime}(0)(J_{T-}^{2-\alpha}h_{2})(0)=-\int_{0}^{T}h_{1}^{\prime}\,(D_{T-}^{\alpha-1}h_{2})\,\mathrm{d}t+h_{1}^{\prime}(T)(J_{T-}^{2-\alpha}h_{2})(T), (2.2)
0Th1(DTα1h2)dt+h1(0)(DTα1h2)(0)=0Th1(DTαh2)dt+h1(T)(DTα1h2)(T).\displaystyle\int_{0}^{T}h_{1}^{\prime}\,(D_{T-}^{\alpha-1}h_{2})\,\mathrm{d}t+h_{1}(0)(D_{T-}^{\alpha-1}h_{2})(0)=-\int_{0}^{T}h_{1}\,(D_{T-}^{\alpha}h_{2})\,\mathrm{d}t+h_{1}(T)(D_{T-}^{\alpha-1}h_{2})(T). (2.3)
Proof.

We recall the following formula connecting the forward and backward Riemann-Liouville integral operators (see [7, Lemma 4.1])

0T(J0+βh1)h2dt=0Th1(JTβh2)dt,0<β1,h1,h2C[0,T],\int_{0}^{T}(J_{0+}^{\beta}h_{1})\,h_{2}\,\mathrm{d}t=\int_{0}^{T}h_{1}\,(J_{T-}^{\beta}h_{2})\,\mathrm{d}t,\quad 0<\beta\leq 1,\ h_{1},h_{2}\in C[0,T],

which can be easily verified by direct calculation. Then for 0<α10<\alpha\leq 1, we employ the above formula and the usual integration by parts to derive

0T(0+αh1)h2dt\displaystyle\int_{0}^{T}(\partial_{0+}^{\alpha}h_{1})\,h_{2}\,\mathrm{d}t =0T(J0+1αh1)h2dt=0Th1(JT1αh2)dt\displaystyle=\int_{0}^{T}(J_{0+}^{1-\alpha}h_{1}^{\prime})\,h_{2}\,\mathrm{d}t=\int_{0}^{T}h_{1}^{\prime}\,(J_{T-}^{1-\alpha}h_{2})\,\mathrm{d}t
=[h1(JT1αh2)]0T0Th1(JT1αh2)dt\displaystyle=\left[h_{1}\,(J_{T-}^{1-\alpha}h_{2})\right]_{0}^{T}-\int_{0}^{T}h_{1}\,(J_{T-}^{1-\alpha}h_{2})^{\prime}\,\mathrm{d}t
=h1(T)(JT1αh2)(T)h1(0)(JT1αh2)(0)0Th1(DTαh2)dt\displaystyle=h_{1}(T)(J_{T-}^{1-\alpha}h_{2})(T)-h_{1}(0)(J_{T-}^{1-\alpha}h_{2})(0)-\int_{0}^{T}h_{1}\,(D_{T-}^{\alpha}h_{2})\,\mathrm{d}t

for h1,h2C1[0,T]h_{1},h_{2}\in C^{1}[0,T], which gives (2.1). The derivations of (2.2)–(2.3) are similar and we omit the proofs here. ∎

Next, following the same line as [17], we specify the key assumption on the source term (1.2) and the observation subdomain ω\omega as

0tT{(suppf+𝒑t)(suppg+𝒒t)}Ω,f,gH0α(Ω),ωΩ.\bigcup_{0\leq t\leq T}\{(\mathrm{supp}\,f+\bm{p}t)\cup(\mathrm{supp}\,g+\bm{q}t)\}\subset\subset\Omega,\quad f,g\in H_{0}^{\lceil\alpha\rceil}(\Omega),\quad\partial\omega\supset\partial\Omega. (2.4)

In other words, it is assumed that the source term FF defined in (1.2) is compactly supported in Ω×[0,T]\Omega\times[0,T] and is sufficiently smooth. Especially, we can suppose f,gH02(Ω)f,g\in H_{0}^{2}(\Omega) for 1<α21<\alpha\leq 2 since f,gf,g have compact supports in Ω\Omega. Here for simplicity, ω\omega is also assumed to surround the whole boundary of Ω\Omega in the case of α=1\alpha=1. For readers’ better understanding, we illustrate the geometrical aspect of (2.4) in Figure 1.

Ω\partial\Omegaω\omega𝒒\bm{q}𝒑\bm{p}suppf\mathrm{supp}\,fsuppf+𝒑T\mathrm{supp}\,f+\bm{p}Tsuppg\mathrm{supp}\,gsuppg+𝒒T\mathrm{supp}\,g+\bm{q}T
Figure 1: An illustration of the geometrical assumptions on the moving source (1.2) and the subdomain ω\omega.

Based on the above assumptions, now we state the well-posedness results concerning (1.1)–(1.2), which are slightly modified from [17, Lemma 2.2] to fit into the framework of Sections Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equationsNumerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations.

Lemma 2.2

Let uu be the solution to (1.1)–(1.2), where the profiles f,gf,g satisfy the key assumption (2.4). Then the following statements hold true.

(a) If 0<α1,0<\alpha\leq 1, then uL(0,T;H2(Ω)H01(Ω))u\in L^{\infty}(0,T;H^{2}(\Omega)\cap H_{0}^{1}(\Omega)) and tuLγ(0,T;H01(Ω)),\partial_{t}u\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)), where γ(1,11α)\gamma\in(1,\frac{1}{1-\alpha}) is arbitrarily fixed and we interpret 11α=\frac{1}{1-\alpha}=\infty for α=1\alpha=1.

(b) If 1<α2,1<\alpha\leq 2, then uL(0,T;H3(Ω)H01(Ω)),u\in L^{\infty}(0,T;H^{3}(\Omega)\cap H_{0}^{1}(\Omega)), tuL(0,T;H2(Ω)H01(Ω))\partial_{t}u\in L^{\infty}(0,T;H^{2}(\Omega)\cap H_{0}^{1}(\Omega)) and t2uLγ(0,T;H01(Ω)),\partial_{t}^{2}u\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)), where γ(1,12α)\gamma\in(1,\frac{1}{2-\alpha}) is arbitrarily fixed and we interpret 12α=\frac{1}{2-\alpha}=\infty for α=2\alpha=2.

Compared with [17, Lemma 2.2], the time regularity of tαu\partial_{t}^{\lceil\alpha\rceil}u is improved in Lemma 2.2. Such an improvement is straightforward and we omit the detail here.

Finally, we close this section by recalling the uniqueness result for Problem 1.1 obtained in [17, Theorem 2.4]. Thanks to the linearity of Problem 1.1, it suffices to assume u=0u=0 in ω×(0,T)\omega\times(0,T).

Lemma 2.3

Let uu be the solution to (1.1)–(1.2), where the profiles f,gf,g and the subdomain ω\omega satisfy the key assumption (2.4).

(a) If 0<α1,0<\alpha\leq 1, then u=0u=0 in ω×(0,T)\omega\times(0,T) implies f0f\equiv 0 in Ω\Omega.

(b) In the case of 1<α21<\alpha\leq 2, we additionally require T>2diam(Ω)T>2\,\mathrm{diam}(\Omega) if α=2\alpha=2. Then u=0u=0 in ω×(0,T)\omega\times(0,T) implies f=g0f=g\equiv 0 in Ω\Omega.

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sectionIterative thresholding scheme for one unknown profile

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This section is devoted to the construction of a numerical inversion scheme for Problem 1.1 on identifying a single profile via a minimization procedure. In the basic formulation (1.2) and Problem 1.1, we assumed two profiles f,gf,g for 1<α21<\alpha\leq 2, which definitely includes the case and the determination of a single profile. Nevertheless, from a numerical viewpoint, the recovery of a single profile for 1<α21<\alpha\leq 2 also deserves consideration at least as a prototype of that of two profiles. Therefore, independent of the theoretical formulation, in this section we will consider the initial-boundary value problem

{(0+α)u(𝒙,t)=f(𝒙𝒑t),(𝒙,t)Ω×(0,T),tku(𝒙,0)=0(k=0,α1),𝒙Ω,u(𝒙,t)=0,(𝒙,t)Ω×(0,T),\begin{cases}(\partial_{0+}^{\alpha}-\triangle)u(\bm{x},t)=f(\bm{x}-\bm{p}t),&(\bm{x},t)\in\Omega\times(0,T),\\ \partial_{t}^{k}u(\bm{x},0)=0\ (k=0,\lceil\alpha\rceil-1),&\bm{x}\in\Omega,\\ u(\bm{x},t)=0,&(\bm{x},t)\in\partial\Omega\times(0,T),\end{cases} (3.1)

where 0<α20<\alpha\leq 2 and fH01(Ω)f\in H_{0}^{1}(\Omega). To emphasize the dependence, we will denote the solution to (3.1) by u(f)u(f).

Let ftrueH01(Ω)f_{\mathrm{true}}\in H_{0}^{1}(\Omega) be the true profile and uδu^{\delta} be the observation data. For technical convenience, we assume that there exists a γ(1,1αα)\gamma\in(1,\frac{1}{\lceil\alpha\rceil-\alpha}) such that

uδW1,γ(0,T;H1(ω)),u(ftrue)uδW1,γ(0,T;H1(ω)))δ,u^{\delta}\in W^{1,\gamma}(0,T;H^{1}(\omega)),\quad\|u(f_{\mathrm{true}})-u^{\delta}\|_{W^{1,\gamma}(0,T;H^{1}(\omega)))}\leq\delta, (3.2)

which means that the noise in the observation data is bounded by δ\delta in W1,γ(0,T;H1(ω))W^{1,\gamma}(0,T;H^{1}(\omega)). Although (3.2) looks restrictive for observation data, it is essential for the establishment of the inversion scheme in the sequel. In view of Lemma 2.2, it turns out that (3.2) is tolerable. On the other hand, it suffices to add a preconditioning procedure to mollify the noisy data by some stable numerical differentiation method (see e.g. [25]).

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subsectionCase of 𝟎<α𝟏0<\alpha\leq 1

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First we consider the case of 0<α10<\alpha\leq 1. Similarly to the proof of [17, Theorem 2.4], we introduce an auxiliary function v(f):=J0+1α(t+𝒑)u(f)v(f):=J_{0+}^{1-\alpha}(\partial_{t}+\bm{p}\cdot\nabla)u(f), which satisfies the following initial-boundary value problem for a (time-fractional) diffusion equation with a Caputo derivative in time:

{(0+α)v=0in Ω×(0,T),v=fin Ω×{0},v=J0+1α(𝒑u(f))on Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)v=0&\mbox{in }\Omega\times(0,T),\\ v=f&\mbox{in }\Omega\times\{0\},\\ v=J_{0+}^{1-\alpha}(\bm{p}\cdot\nabla u(f))&\mbox{on }\partial\Omega\times(0,T).\end{cases}

Here the boundary condition of v(f)v(f) follows from that of u(f)u(f) and the assumption ωΩ\partial\omega\supset\partial\Omega. Especially, on Ω×(0,T)\partial\Omega\times(0,T), we know v(ftrue)=J0+1α(𝒑u(ftrue))v(f_{\mathrm{true}})=J_{0+}^{1-\alpha}(\bm{p}\cdot\nabla u(f_{\mathrm{true}})) is approximated by J0+1α(𝒑uδ)J_{0+}^{1-\alpha}(\bm{p}\cdot\nabla u^{\delta}). Then for any fH01(Ω)f\in H_{0}^{1}(\Omega), we can freeze the boundary condition of v(f)v(f) as J0+1α(𝒑uδ)|Ω×(0,T)J_{0+}^{1-\alpha}(\bm{p}\cdot\nabla u^{\delta})|_{\partial\Omega\times(0,T)}, i.e., v(f)v(f) satisfies

{(0+α)v=0in Ω×(0,T),v=fin Ω×{0},v=J0+1α(𝒑uδ)on Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)v=0&\mbox{in }\Omega\times(0,T),\\ v=f&\mbox{in }\Omega\times\{0\},\\ v=J_{0+}^{1-\alpha}(\bm{p}\cdot\nabla u^{\delta})&\mbox{on }\partial\Omega\times(0,T).\end{cases} (3.3)

According to Lemma 2.2(a) and Hölder’s inequality, it is readily seen that v(f)L(0,T;H1(Ω))v(f)\in L^{\infty}(0,T;H^{1}(\Omega)) for any fH01(Ω)f\in H_{0}^{1}(\Omega).

Now we set vδ:=J0+1α(t+𝒑)uδL(0,T;L2(ω))v^{\delta}:=J_{0+}^{1-\alpha}(\partial_{t}+\bm{p}\cdot\nabla)u^{\delta}\in L^{\infty}(0,T;L^{2}(\omega)) and consider the following regularized minimization problem with a penalty term

minfH01(Ω)Φ(f):=v(f)vδL2(ω×(0,T))2+κfL2(Ω)2,\min_{f\in H_{0}^{1}(\Omega)}\Phi(f):=\left\|v(f)-v^{\delta}\right\|_{L^{2}(\omega\times(0,T))}^{2}+\kappa\|\nabla f\|_{L^{2}(\Omega)}^{2}, (3.4)

where κ>0\kappa>0 is the regularization parameter. Here we notice that Poincaré inequality guarantees the equivalence of fH1(Ω)\|f\|_{H^{1}(\Omega)} and fL2(Ω)\|\nabla f\|_{L^{2}(\Omega)}. Next, we calculate the Fréchet derivative of Φ(f)\Phi(f) for fH01(Ω)f\in H_{0}^{1}(\Omega) on the direction f~H01(Ω)\widetilde{f}\in H_{0}^{1}(\Omega). Picking a small ε>0\varepsilon>0, we calculate

Φ(f+εf~)Φ(f)ε\displaystyle\frac{\Phi(f+\varepsilon\,\widetilde{f}\,)-\Phi(f)}{\varepsilon} =0Tωv(f+εf~)v(f)ε(v(f+εf~)+v(f)2vδ)d𝒙dt\displaystyle=\int_{0}^{T}\!\!\!\int_{\omega}\frac{v(f+\varepsilon\,\widetilde{f}\,)-v(f)}{\varepsilon}\left(v(f+\varepsilon\,\widetilde{f}\,)+v(f)-2\,v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t
+κΩf~(2f+εf~)d𝒙.\displaystyle\quad\,+\kappa\int_{\Omega}\nabla\widetilde{f}\cdot(2\nabla f+\varepsilon\nabla\widetilde{f}\,)\,\mathrm{d}\bm{x}.

Taking difference between the initial-boundary value problems of v(f+εf~)v(f+\varepsilon\,\widetilde{f}\,) and v(f)v(f), we see that a further auxiliary function w(f~):=(v(f+εf~)v(f))/εw(\widetilde{f}\,):=(v(f+\varepsilon\,\widetilde{f}\,)-v(f))/\varepsilon satisfies

{(0+α)w=0in Ω×(0,T),w=f~in Ω×{0},w=0on Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)w=0&\mbox{in }\Omega\times(0,T),\\ w=\widetilde{f}&\mbox{in }\Omega\times\{0\},\\ w=0&\mbox{on }\partial\Omega\times(0,T).\end{cases} (3.5)

By linearity, we have w(f~)L(0,T;H01(Ω))w(\widetilde{f}\,)\in L^{\infty}(0,T;H_{0}^{1}(\Omega)). Then we deduce

Φ(f)f~2\displaystyle\frac{\Phi^{\prime}(f)\widetilde{f}}{2} =limε0Φ(f+εf~)Φ(f)2ε\displaystyle=\lim_{\varepsilon\to 0}\frac{\Phi(f+\varepsilon\,\widetilde{f}\,)-\Phi(f)}{2\varepsilon}
=120Tωw(f~)(limε0v(f+εf~)+v(f)2vδ)d𝒙dt+κΩf~fd𝒙\displaystyle=\frac{1}{2}\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{f}\,)\left(\lim_{\varepsilon\to 0}v(f+\varepsilon\,\widetilde{f}\,)+v(f)-2\,v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t+\kappa\int_{\Omega}\nabla\widetilde{f}\cdot\nabla f\,\mathrm{d}\bm{x}
=0Tωw(f~)(v(f)vδ)d𝒙dtκΩf~fd𝒙,\displaystyle=\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{f}\,)\left(v(f)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t-\kappa\int_{\Omega}\widetilde{f}\,\triangle f\,\mathrm{d}\bm{x}, (3.6)

where we observed v(f+εf~)v(f)v(f+\varepsilon\,\widetilde{f}\,)\longrightarrow v(f) in L1(0,T;L2(ω))L^{1}(0,T;L^{2}(\omega)) as ε0\varepsilon\to 0 by the continuous dependence of the solution to (3.3) upon the initial value. Here we understand fH1(Ω)\triangle f\in H^{-1}(\Omega) and that the inner product Ωf~fd𝒙\int_{\Omega}\widetilde{f}\,\triangle f\,\mathrm{d}\bm{x} stands for the duality pairing f,f~H01H1{}_{H^{-1}}\langle\triangle f,\widetilde{f}\,\rangle_{H_{0}^{1}}.

Now it remains to derive the explicit form of Φ(f)\Phi^{\prime}(f). To this end, we introduce the backward problem

{(DTα+)y=χω(v(f)vδ)in Ω×(0,T),JT1αy=0in Ω×{T},y=0on Ω×(0,T),\begin{cases}(D_{T-}^{\alpha}+\triangle)y=-\chi_{\omega}\left(v(f)-v^{\delta}\right)&\mbox{in }\Omega\times(0,T),\\ J_{T-}^{1-\alpha}y=0&\mbox{in }\Omega\times\{T\},\\ y=0&\mbox{on }\partial\Omega\times(0,T),\end{cases} (3.7)

where χω\chi_{\omega} is the characteristic function of ω\omega. As before, we denote the solution to (3.7) as y(f)y(f) to emphasize its dependence on ff. For the theoretical analysis and the numerical solution of (3.7) in the case of 0<α<10<\alpha<1, one difficulty is the treatment of the terminal condition, which involves the backward Riemann-Liouville integral as tTt\to T. To circumvent this, we further introduce z(f):=JT1αy(f)z(f):=J_{T-}^{1-\alpha}y(f), which obviously satisfies

{(Tα)z=χωJT1α(v(f)vδ)in Ω×(0,T),z=0in Ω×{T},z=0on Ω×(0,T).\begin{cases}(\partial_{T-}^{\alpha}-\triangle)z=-\chi_{\omega}\,J_{T-}^{1-\alpha}\left(v(f)-v^{\delta}\right)&\mbox{in }\Omega\times(0,T),\\ z=0&\mbox{in }\Omega\times\{T\},\\ z=0&\mbox{on }\partial\Omega\times(0,T).\end{cases} (3.8)

Since v(f)vδL(0,T;L2(ω))v(f)-v^{\delta}\in L^{\infty}(0,T;L^{2}(\omega)), the source term of (3.8) belongs to Lγ(0,T;L2(Ω))L^{\gamma}(0,T;L^{2}(\Omega)) for any γ(1,11α)\gamma\in(1,\frac{1}{1-\alpha}). Similarly to the proof of Lemma 2.2(a), one can verify tz(f)Lγ(0,T;H01(Ω))\partial_{t}z(f)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)). Hence, differentiating z(f)=JT1αy(f)z(f)=J_{T-}^{1-\alpha}y(f) indicates DTαy(f)=tz(f)Lγ(0,T;H01(Ω))D_{T-}^{\alpha}y(f)=\partial_{t}z(f)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)) for any γ(1,11α)\gamma\in(1,\frac{1}{1-\alpha}).

To proceed, we shall turn to the variational method to define the weak solutions to (3.5) and (3.7). Motivated by the definition of weak solutions to traditional evolution equations e.g.​ in [3], we employ formula (2.1) in Lemma 2.1 to provide the following definition.

Definition 3.1

Let 0<α10<\alpha\leq 1 and f,f~H01(Ω)f,\widetilde{f}\in H_{0}^{1}(\Omega).

(a) We say that w(f~)L(0,T;H01(Ω))w(\widetilde{f}\,)\in L^{\infty}(0,T;H_{0}^{1}(\Omega)) is a weak solution to (3.5) if

0TΩ(w(f~)yw(f~)(DTαy))d𝒙dt=Ωf~(JT1αy)(,0)d𝒙\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w(\widetilde{f}\,)\cdot\nabla y-w(\widetilde{f}\,)\,(D_{T-}^{\alpha}y)\right)\mathrm{d}\bm{x}\mathrm{d}t=\int_{\Omega}\widetilde{f}\,(J_{T-}^{1-\alpha}y)(\,\cdot\,,0)\,\mathrm{d}\bm{x}

holds for all test functions yL1(0,T;H01(Ω))y\in L^{1}(0,T;H_{0}^{1}(\Omega)) satisfying DTαyL1(0,T;L2(Ω))D_{T-}^{\alpha}y\in L^{1}(0,T;L^{2}(\Omega)) and JT1αy=0J_{T-}^{1-\alpha}y=0 in Ω×{T}\Omega\times\{T\}.

(b) For some fixed γ(1,11α),\gamma\in(1,\frac{1}{1-\alpha}), we say that y(f)Lγ(0,T;H01(Ω))y(f)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)) satisfying DTαy(f)Lγ(0,T;L2(Ω))D_{T-}^{\alpha}y(f)\in L^{\gamma}(0,T;L^{2}(\Omega)) is a weak solution to (3.7) if JT1αy(f)=0J_{T-}^{1-\alpha}y(f)=0 in Ω×{T}\Omega\times\{T\} and

0TΩ(wy(f)w(DTαy(f)))d𝒙dt=0Tωw(v(f)vδ)d𝒙dt\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w\cdot\nabla y(f)-w\,(D_{T-}^{\alpha}y(f))\right)\mathrm{d}\bm{x}\mathrm{d}t=\int_{0}^{T}\!\!\!\int_{\omega}w\left(v(f)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t

holds for all test functions wL(0,T;H01(Ω))w\in L^{\infty}(0,T;H_{0}^{1}(\Omega)).

In the above definition, the weak solution to the backward problem (3.7) is slightly stronger than that to the forward problem (3.5) because DTαy(f)D_{T-}^{\alpha}y(f) makes sense in Lγ(0,T;L2(Ω))L^{\gamma}(0,T;L^{2}(\Omega)). Now we can take y=y(f)y=y(f) and w=w(f~)w=w(\widetilde{f}\,) as mutual test functions in Definition 3.1 to calculate

0Tωw(f~)(v(f)vδ)d𝒙dt\displaystyle\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{f}\,)\left(v(f)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t =0TΩ(w(f~)y(f)w(f~)(DTαy(f)))d𝒙dt\displaystyle=\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w(\widetilde{f}\,)\cdot\nabla y(f)-w(\widetilde{f}\,)\,(D_{T-}^{\alpha}y(f))\right)\mathrm{d}\bm{x}\mathrm{d}t
=Ωf~(JT1αy(f))(,0)d𝒙=Ωf~z(f)(,0)d𝒙.\displaystyle=\int_{\Omega}\widetilde{f}\,(J_{T-}^{1-\alpha}y(f))(\,\cdot\,,0)\,\mathrm{d}\bm{x}=\int_{\Omega}\widetilde{f}\,z(f)(\,\cdot\,,0)\,\mathrm{d}\bm{x}.

Plugging the above equality into (3.6), we obtain

Φ(f)f~2=Ωf~(z(f)(,0)κf)d𝒙.\frac{\Phi^{\prime}(f)\widetilde{f}}{2}=\int_{\Omega}\widetilde{f}\,(z(f)(\,\cdot\,,0)-\kappa\,\triangle f)\,\mathrm{d}\bm{x}.

Since f~H01(Ω)\widetilde{f}\in H_{0}^{1}(\Omega) is chosen arbitrarily, it follows from the variational principle that the minimizer fH01(Ω)f_{*}\in H_{0}^{1}(\Omega) of (3.4) is the weak solution to the following boundary value problem for an elliptic equation

{κf=z(f)(,0)in Ω,f=0on Ω.\begin{cases}\kappa\,\triangle f_{*}=z(f_{*})(\,\cdot\,,0)&\mbox{in }\Omega,\\ f_{*}=0&\mbox{on }\partial\Omega.\end{cases} (3.9)

Consequently, in the same manner as [7], we can propose the following iterative thresholding update

{f+1=1M+κz(f)(,0)+MM+κfin Ω,f+1=0on Ω,\left\{\!\begin{aligned} &\triangle f_{\ell+1}=\frac{1}{M+\kappa}z(f_{\ell})(\,\cdot\,,0)+\frac{M}{M+\kappa}\triangle f_{\ell}&\quad&\mbox{in }\Omega,\\ &f_{\ell+1}=0&\quad&\mbox{on }\partial\Omega,\end{aligned}\right. (3.10)

where M>0M>0 is a tuning parameter. Now we summarize the numerical reconstruction scheme for Problem 1.1 with 0<α10<\alpha\leq 1 as follows.

Algorithm 3.2

Choose a tolerance ϵ>0\epsilon>0, a regularization parameter κ>0\kappa>0 and a tuning parameter M>0M>0. Give an initial guess f0H01(Ω)f_{0}\in H_{0}^{1}(\Omega) (e.g., f00f_{0}\equiv 0), and set =0\ell=0.

  1. 1.

    Compute f+1f_{\ell+1} by the iterative update (3.10).

  2. 2.

    If f+1fH1(Ω)/fH1(Ω)<ϵ\|f_{\ell+1}-f_{\ell}\|_{H^{1}(\Omega)}/\|f_{\ell}\|_{H^{1}(\Omega)}<\epsilon, stop the iteration. Otherwise, update +1\ell\leftarrow\ell+1 and return to Step 1.

By choosing M>0M>0 suitably large, the convergence of the sequence {f}=0H01(Ω)\{f_{\ell}\}_{\ell=0}^{\infty}\subset H_{0}^{1}(\Omega) is guaranteed by [2]. In each step of the iteration, it suffices to solve 33 differential equations, i.e., the modified forward problem (3.3) for v(f)v(f_{\ell}), the backward problem (3.8) for z(f)z(f_{\ell}), and the boundary value problem for the Poisson equation (3.10) for f+1f_{\ell+1}.

Remark 3.3

Similarly, if we penalize the L2L^{2}-norm of ff instead of f\nabla f in the definition (3.4) of Φ(f)\Phi(f), then the resulting iterative thresholding update turns out to be

f+1=1M+κz(f)(,0)+MM+κf,f_{\ell+1}=\frac{1}{M+\kappa}z(f_{\ell})(\,\cdot\,,0)+\frac{M}{M+\kappa}f_{\ell},

which differs from the scheme (3.10) only on the cost of solving a Poisson equation numerically. Nevertheless, since we assumed fH01(Ω)f\in H_{0}^{1}(\Omega), such sacrifice on the computational cost is unimportant in view of pursuing more accurate reconstruction of the profile in the H1H^{1} sense.

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subsectionCase of 𝟏<α𝟐1<\alpha\leq 2

\@xsect

1.5ex plus.2ex

Now we consider (3.1) in the case of 1<α21<\alpha\leq 2 with fH01(Ω)f\in H_{0}^{1}(\Omega). Analogously to the proof of Lemma 2.2(b), one can easily check

u(f)L(0,T;H2(Ω)H01(Ω)),tu(f)Lγ(0,T;H01(Ω)),u(f)\in L^{\infty}(0,T;H^{2}(\Omega)\cap H_{0}^{1}(\Omega)),\quad\partial_{t}u(f)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)),

where γ(1,12α)\gamma\in(1,\frac{1}{2-\alpha}). Again setting v(f):=J0+2α(t+𝒑)u(f)v(f):=J_{0+}^{2-\alpha}(\partial_{t}+\bm{p}\cdot\nabla)u(f), vδ:=J0+2α(t+𝒑)uδv^{\delta}:=J_{0+}^{2-\alpha}(\partial_{t}+\bm{p}\cdot\nabla)u^{\delta} and freezing the boundary condition of v(f)v(f) as J0+2α(𝒑uδ)J_{0+}^{2-\alpha}(\bm{p}\cdot\nabla u^{\delta}), we know v(f)W1,(0,T;H1(Ω))v(f)\in W^{1,\infty}(0,T;H^{1}(\Omega)), vδL(0,T;L2(ω))v^{\delta}\in L^{\infty}(0,T;L^{2}(\omega)) and v(f)v(f) satisfies

{(0+α)v=0in Ω×(0,T),v=0,tv=fin Ω×{0},v=J0+2α(𝒑uδ)on Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)v=0&\mbox{in }\Omega\times(0,T),\\ v=0,\ \partial_{t}v=f&\mbox{in }\Omega\times\{0\},\\ v=J_{0+}^{2-\alpha}(\bm{p}\cdot\nabla u^{\delta})&\mbox{on }\partial\Omega\times(0,T).\end{cases}

Treating the same minimization problem (3.4) and repeating the calculation of the Fréchet derivative, again we obtain (3.6), where w(f~)W1,(0,T;H01(Ω))w(\widetilde{f})\in W^{1,\infty}(0,T;H_{0}^{1}(\Omega)) satisfies

{(0+α)w=0in Ω×(0,T),w=0,tw=f~in Ω×{0},w=0on Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)w=0&\mbox{in }\Omega\times(0,T),\\ w=0,\ \partial_{t}w=\widetilde{f}&\mbox{in }\Omega\times\{0\},\\ w=0&\mbox{on }\partial\Omega\times(0,T).\end{cases} (3.11)

In a parallel manner as before, we investigate the solution y(f)y(f) to the backward problem

{(DTα)y=χω(v(f)vδ)in Ω×(0,T),JT2αy=DTα1y=0in Ω×{T},y=0on Ω×(0,T)\begin{cases}(D_{T-}^{\alpha}-\triangle)y=\chi_{\omega}\left(v(f)-v^{\delta}\right)&\mbox{in }\Omega\times(0,T),\\ J_{T-}^{2-\alpha}y=D_{T-}^{\alpha-1}y=0&\mbox{in }\Omega\times\{T\},\\ y=0&\mbox{on }\partial\Omega\times(0,T)\end{cases} (3.12)

and the further auxiliary function z(f):=JT2αy(f)z(f):=J_{T-}^{2-\alpha}y(f) satisfying

{(Tα)z=χωJT2α(v(f)vδ)in Ω×(0,T),z=tz=0in Ω×{T},z=0on Ω×(0,T).\begin{cases}(\partial_{T-}^{\alpha}-\triangle)z=\chi_{\omega}\,J_{T-}^{2-\alpha}\left(v(f)-v^{\delta}\right)&\mbox{in }\Omega\times(0,T),\\ z=\partial_{t}z=0&\mbox{in }\Omega\times\{T\},\\ z=0&\mbox{on }\partial\Omega\times(0,T).\end{cases}

By a similar argument as that in the previous subsection, one can verify y(f),DTα1y(f)Lγ(0,T;H01(Ω))y(f),D_{T-}^{\alpha-1}y(f)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)) with some γ(1,12α)\gamma\in(1,\frac{1}{2-\alpha}). Next, we employ formulae (2.2) and (2.3) in Lemma 2.1(b) to define the weak solutions to (3.11) and (3.12), respectively.

Definition 3.4

Let 1<α21<\alpha\leq 2 and f,f~H01(Ω)f,\widetilde{f}\in H_{0}^{1}(\Omega).

(a) We say that w(f~)L(0,T;H01(Ω))W1,(0,T;L2(Ω))w(\widetilde{f}\,)\in L^{\infty}(0,T;H_{0}^{1}(\Omega))\cap W^{1,\infty}(0,T;L^{2}(\Omega)) is a weak solution to (3.11) if

0TΩ{w(f~)y(tw(f~))(DTα1y)}d𝒙dt=Ωf~(JT2αy)(,0)d𝒙\int_{0}^{T}\!\!\!\int_{\Omega}\left\{\nabla w(\widetilde{f}\,)\cdot\nabla y-\left(\partial_{t}w(\widetilde{f}\,)\right)(D_{T-}^{\alpha-1}y)\right\}\mathrm{d}\bm{x}\mathrm{d}t=\int_{\Omega}\widetilde{f}\,(J_{T-}^{2-\alpha}y)(\,\cdot\,,0)\,\mathrm{d}\bm{x}

holds for all test functions yL1(0,T;H01(Ω))y\in L^{1}(0,T;H_{0}^{1}(\Omega)) satisfying DTα1yL1(0,T;L2(Ω))D_{T-}^{\alpha-1}y\in L^{1}(0,T;L^{2}(\Omega)) and JT2αy=0J_{T-}^{2-\alpha}y=0 in Ω×{T}\Omega\times\{T\}.

(b) For some fixed γ(1,12α),\gamma\in(1,\frac{1}{2-\alpha}), we say that y(f)Lγ(0,T;H01(Ω))y(f)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)) satisfying DTα1y(f)Lγ(0,T;L2(Ω))D_{T-}^{\alpha-1}y(f)\in L^{\gamma}(0,T;L^{2}(\Omega)) is a weak solution to (3.12) if JT2αy(f)=DTα1y(f)=0J_{T-}^{2-\alpha}y(f)=D_{T-}^{\alpha-1}y(f)=0 in Ω×{T}\Omega\times\{T\} and

0TΩ(wy(f)(tw)(DTα1y(f)))d𝒙dt=0Tωw(v(f)vδ)d𝒙dt\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w\cdot\nabla y(f)-(\partial_{t}w)\,(D_{T-}^{\alpha-1}y(f))\right)\mathrm{d}\bm{x}\mathrm{d}t=\int_{0}^{T}\!\!\!\int_{\omega}w\left(v(f)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t

holds for all test functions wL(0,T;H01(Ω))W1,(0,T;L2(Ω))w\in L^{\infty}(0,T;H_{0}^{1}(\Omega))\cap W^{1,\infty}(0,T;L^{2}(\Omega)) satisfying w(f)=0w(f)=0 in Ω×{0}\Omega\times\{0\}.

Taking w(f~)w(\widetilde{f}\,) and y(f)y(f) as mutual test functions in the above definition, again we obtain

0Tωw(f~)(v(f)vδ)d𝒙dt\displaystyle\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{f}\,)\left(v(f)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t =0TΩ{w(f~)y(f)(tw(f~))(DTα1y(f))}d𝒙dt\displaystyle=\int_{0}^{T}\!\!\!\int_{\Omega}\left\{\nabla w(\widetilde{f}\,)\cdot\nabla y(f)-\left(\partial_{t}w(\widetilde{f}\,)\right)(D_{T-}^{\alpha-1}y(f))\right\}\mathrm{d}\bm{x}\mathrm{d}t
=Ωf~(JT2αy(f))(,0)d𝒙=Ωf~z(f)(,0)d𝒙.\displaystyle=\int_{\Omega}\widetilde{f}\,(J_{T-}^{2-\alpha}y(f))(\,\cdot\,,0)\,\mathrm{d}\bm{x}=\int_{\Omega}\widetilde{f}\,z(f)(\,\cdot\,,0)\,\mathrm{d}\bm{x}.

As a result, formally we arrive at the same Euler-Lagrange equation (3.9) and thus the thresholding iterative update (3.10).

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sectionReconstruction scheme for two unknown profiles

\@xsect

2.3ex plus.2ex

On the same direction as that of the previous section, in this section we attempt to develop a numerical reconstruction scheme for Problem 1.1 in the case of two unknown profiles. More precisely, let 1<α21<\alpha\leq 2, f,gH02(Ω)f,g\in H_{0}^{2}(\Omega) and denote by u(f,g)u(f,g) the solution to (1.1)–(1.2). Similarly as before, by ftrue,gtrueH02(Ω)f_{\mathrm{true}},g_{\mathrm{true}}\in H_{0}^{2}(\Omega) and uδu^{\delta} we denote the true profiles and the observation data, respectively. As a generalization of (3.2), here we assume that there exists γ(1,12α)\gamma\in(1,\frac{1}{2-\alpha}) such that

uδW2,γ(0,T;H2(ω)),u(ftrue,gtrue)uδW2,γ(0,T;H2(ω))δ.u^{\delta}\in W^{2,\gamma}(0,T;H^{2}(\omega)),\quad\|u(f_{\mathrm{true}},g_{\mathrm{true}})-u^{\delta}\|_{W^{2,\gamma}(0,T;H^{2}(\omega))}\leq\delta.

Meanwhile, introducing

v(f,g):=J0+2α(t+𝒑)(t+𝒒)u(f,g),vδ:=J0+2α(t+𝒑)(t+𝒒)uδv(f,g):=J_{0+}^{2-\alpha}(\partial_{t}+\bm{p}\cdot\nabla)(\partial_{t}+\bm{q}\cdot\nabla)u(f,g),\quad v^{\delta}:=J_{0+}^{2-\alpha}(\partial_{t}+\bm{p}\cdot\nabla)(\partial_{t}+\bm{q}\cdot\nabla)u^{\delta}

and freezing the boundary condition of v(f,g)v(f,g) as

vδ=(𝒑+𝒒)(0+α1uδ)+𝒑(𝒒(J0+2αuδ))on Ω×(0,T),v^{\delta}=(\bm{p}+\bm{q})\cdot\nabla(\partial_{0+}^{\alpha-1}u^{\delta})+\bm{p}\cdot\nabla(\bm{q}\cdot\nabla(J_{0+}^{2-\alpha}u^{\delta}))\quad\mbox{on }\partial\Omega\times(0,T),

we see that vδL(0,T;L2(ω))v^{\delta}\in L^{\infty}(0,T;L^{2}(\omega)) and it was shown in [17, §4.2] that v(f,g)v(f,g) satisfies

{(0+α)v=0in Ω×(0,T),v=f+g,tv=𝒒f+𝒑gin Ω×{0},v=vδon Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)v=0&\mbox{in }\Omega\times(0,T),\\ v=f+g,\ \partial_{t}v=\bm{q}\cdot\nabla f+\bm{p}\cdot\nabla g&\mbox{in }\Omega\times\{0\},\\ v=v^{\delta}&\mbox{on }\partial\Omega\times(0,T).\end{cases} (4.1)

Then it follows from Lemma 2.2(b) and Hölder’s inequality that v(f,g)L(0,T;H1(Ω))v(f,g)\in L^{\infty}(0,T;H^{1}(\Omega)) for any f,gH02(Ω)f,g\in H_{0}^{2}(\Omega).

Since the unknown profiles f,gf,g appears in the initial values of (4.1), it is natural to divide the reconstruction into two steps, i.e., the simultaneous recovery of the initial values and then the determination of f,gf,g by the information of f+gf+g and 𝒒f+𝒑g\bm{q}\cdot\nabla f+\bm{p}\cdot\nabla g. To this end, it is convenient to rewrite the initial condition of (4.1) as

v(,0)=a:=f+gH02(Ω),tv(,0)=b:=𝒒f+𝒑gH01(Ω)v(\,\cdot\,,0)=a:=f+g\in H_{0}^{2}(\Omega),\quad\partial_{t}v(\,\cdot\,,0)=b:=\bm{q}\cdot\nabla f+\bm{p}\cdot\nabla g\in H_{0}^{1}(\Omega) (4.2)

and denote the solution to (4.1) as v(a,b)v(a,b).

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subsectionIterative thresholding scheme for the initial values

\@xsect

1.5ex plus.2ex

As a natural generalization of the minimization problem (3.4), we consider the following multivariable minimization problem with two penalty terms

min(a,b)H02(Ω)×H01(Ω)Ψ(a,b):=v(a,b)vδL2(ω×(0,T))2+κ2aL2(Ω)2+κ1bL2(Ω)2,\min_{(a,b)\in H_{0}^{2}(\Omega)\times H_{0}^{1}(\Omega)}\Psi(a,b):=\left\|v(a,b)-v^{\delta}\right\|_{L^{2}(\omega\times(0,T))}^{2}+\kappa_{2}\|\triangle a\|_{L^{2}(\Omega)}^{2}+\kappa_{1}\|\nabla b\|_{L^{2}(\Omega)}^{2}, (4.3)

where κ1,κ2>0\kappa_{1},\kappa_{2}>0 are regularization parameters. Here, owing to aH02(Ω)a\in H_{0}^{2}(\Omega) and bH01(Ω)b\in H_{0}^{1}(\Omega), we know that aL2(Ω)\|\triangle a\|_{L^{2}(\Omega)} and bL2(Ω)\|\nabla b\|_{L^{2}(\Omega)} are equivalent to aH2(Ω)\|a\|_{H^{2}(\Omega)} and bH1(Ω)\|b\|_{H^{1}(\Omega)}, respectively.

To calculate the Fréchet derivative of Ψ\Psi for (a,b)H02(Ω)×H01(Ω)(a,b)\in H_{0}^{2}(\Omega)\times H_{0}^{1}(\Omega) on the direction (a~,b~)H02(Ω)×H01(Ω)(\widetilde{a},\widetilde{b}\,)\in H_{0}^{2}(\Omega)\times H_{0}^{1}(\Omega), we pick a small ε>0\varepsilon>0 to calculate

Ψ(a+εa~,b+εb~)Ψ(a,b)ε\displaystyle\frac{\Psi(a+\varepsilon\,\widetilde{a},b+\varepsilon\,\widetilde{b}\,)-\Psi(a,b)}{\varepsilon} =0Tωw(a~,b~){v(a+εa~,b+εb~)+v(a,b)2vδ}d𝒙dt\displaystyle=\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{a},\widetilde{b}\,)\left\{v(a+\varepsilon\,\widetilde{a},b+\varepsilon\,\widetilde{b}\,)+v(a,b)-2\,v^{\delta}\right\}\mathrm{d}\bm{x}\mathrm{d}t
+κ2Ωa~(2a+εa~)d𝒙+κ1Ωb~(2b+εb~)d𝒙,\displaystyle\quad\,+\kappa_{2}\int_{\Omega}\triangle\widetilde{a}\,\triangle(2a+\varepsilon\,\widetilde{a}\,)\,\mathrm{d}\bm{x}+\kappa_{1}\int_{\Omega}\nabla\widetilde{b}\cdot\nabla(2b+\varepsilon\,\widetilde{b}\,)\,\mathrm{d}\bm{x},

where w(a~,b~):=(v(a+εa~,b+εb~)v(a,b))/εL(0,T;H01(Ω))w(\widetilde{a},\widetilde{b}\,):=(v(a+\varepsilon\,\widetilde{a},b+\varepsilon\,\widetilde{b}\,)-v(a,b))/\varepsilon\in L^{\infty}(0,T;H_{0}^{1}(\Omega)) satisfies

{(0+α)w=0in Ω×(0,T),w=a~,tw=b~in Ω×{0},w=0on Ω×(0,T).\begin{cases}(\partial_{0+}^{\alpha}-\triangle)w=0&\mbox{in }\Omega\times(0,T),\\ w=\widetilde{a},\ \partial_{t}w=\widetilde{b}&\mbox{in }\Omega\times\{0\},\\ w=0&\mbox{on }\partial\Omega\times(0,T).\end{cases} (4.4)

Then by passing ε0\varepsilon\to 0 and integration by parts, we deduce

Ψ(a,b)(a~,b~)2\displaystyle\frac{\nabla\Psi(a,b)\cdot(\widetilde{a},\widetilde{b}\,)}{2} =limε0Ψ(a+εa~,b+εb~)Ψ(a,b)2ε\displaystyle=\lim_{\varepsilon\to 0}\frac{\Psi(a+\varepsilon\,\widetilde{a},b+\varepsilon\,\widetilde{b}\,)-\Psi(a,b)}{2\varepsilon}
=0Tωw(a~,b~)(v(a,b)vδ)d𝒙dt+κ2Ωa~ad𝒙+κ1Ωb~bd𝒙\displaystyle=\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{a},\widetilde{b}\,)\left(v(a,b)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t+\kappa_{2}\int_{\Omega}\triangle\widetilde{a}\,\triangle a\,\mathrm{d}\bm{x}+\kappa_{1}\int_{\Omega}\nabla\widetilde{b}\cdot\nabla b\,\mathrm{d}\bm{x}
=0TΩw(a~,b~){χω(v(a,b)vδ)}d𝒙dt+Ω(κ2a~2aκ1b~b)d𝒙\displaystyle=\int_{0}^{T}\!\!\!\int_{\Omega}w(\widetilde{a},\widetilde{b}\,)\left\{\chi_{\omega}\left(v(a,b)-v^{\delta}\right)\right\}\mathrm{d}\bm{x}\mathrm{d}t+\int_{\Omega}\left(\kappa_{2}\widetilde{a}\,\triangle^{2}a-\kappa_{1}\widetilde{b}\,\triangle b\right)\mathrm{d}\bm{x}
=Ω[0Tw(a~,b~){χω(v(a,b)vδ)}dt+(a~b~)(κ22aκ1b)]d𝒙,\displaystyle=\int_{\Omega}\left[\int_{0}^{T}w(\widetilde{a},\widetilde{b}\,)\left\{\chi_{\omega}\left(v(a,b)-v^{\delta}\right)\right\}\mathrm{d}t+\begin{pmatrix}\widetilde{a}\,\\ \widetilde{b}\end{pmatrix}\cdot\begin{pmatrix}\kappa_{2}\triangle^{2}a\\ -\kappa_{1}\triangle b\end{pmatrix}\right]\mathrm{d}\bm{x}, (4.5)

where we employed v(a+εa~,b+βb~)v(a,b)v(a+\varepsilon\,\widetilde{a},b+\beta\,\widetilde{b}\,)\longrightarrow v(a,b) in L1(0,T;L2(ω))L^{1}(0,T;L^{2}(\omega)) as ε0\varepsilon\to 0, and interpret 2aH2(Ω)\triangle^{2}a\in H^{-2}(\Omega) and bH1(Ω)\triangle b\in H^{-1}(\Omega) for convenience.

In order to derive the Euler-Lagrange equation for the minimizer of (4.3), again we shall turn to the solution y(a,b)y(a,b) to the backward problem

{(DTα)y=χω(v(a,b)vδ)in Ω×(0,T),JT2αy=DTα1y=0in Ω×{T},y=0on Ω×(0,T)\begin{cases}(D_{T-}^{\alpha}-\triangle)y=\chi_{\omega}\left(v(a,b)-v^{\delta}\right)&\mbox{in }\Omega\times(0,T),\\ J_{T-}^{2-\alpha}y=D_{T-}^{\alpha-1}y=0&\mbox{in }\Omega\times\{T\},\\ y=0&\mbox{on }\partial\Omega\times(0,T)\end{cases} (4.6)

as well as its Caputo counterpart z(a,b):=JT2αy(a,b)z(a,b):=J_{T-}^{2-\alpha}y(a,b) satisfying

{(Tα)z=χωJT2α(v(a,b)vδ)in Ω×(0,T),z=tz=0in Ω×{T},z=0on Ω×(0,T).\begin{cases}(\partial_{T-}^{\alpha}-\triangle)z=\chi_{\omega}\,J_{T-}^{2-\alpha}\left(v(a,b)-v^{\delta}\right)&\mbox{in }\Omega\times(0,T),\\ z=\partial_{t}z=0&\mbox{in }\Omega\times\{T\},\\ z=0&\mbox{on }\partial\Omega\times(0,T).\end{cases} (4.7)

Similarly to the argument for (3.7) and (3.8), one can employ Lemma 2.2(b) to verify that

y(a,b)=Tα1z(a,b)Lγ(0,T;H01(Ω)),DTαy(a,b)=t2z(a,b)Lγ(0,T,L2(Ω))y(a,b)=\partial_{T-}^{\alpha-1}z(a,b)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)),\quad D_{T-}^{\alpha}y(a,b)=\partial_{t}^{2}z(a,b)\in L^{\gamma}(0,T,L^{2}(\Omega))

for any γ(1,12α)\gamma\in(1,\frac{1}{2-\alpha}).

Now we are well prepared to provide the definitions of the weak solutions to (4.4) and (4.6).

Definition 4.1

Let 1<α21<\alpha\leq 2 and a,b,a~,b~H02(Ω)a,b,\widetilde{a},\widetilde{b}\in H_{0}^{2}(\Omega).

(a) We say that w(a~,b~)L(0,T;H01(Ω))w(\widetilde{a},\widetilde{b}\,)\in L^{\infty}(0,T;H_{0}^{1}(\Omega)) is a weak solution to (4.4) if

0TΩ(w(a~,b~)y+w(a~,b~)(DTαy))d𝒙dt=Ω(b~JT2αya~DTα1y)(,0)d𝒙\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w(\widetilde{a},\widetilde{b}\,)\cdot\nabla y+w(\widetilde{a},\widetilde{b}\,)\,(D_{T-}^{\alpha}y)\right)\mathrm{d}\bm{x}\mathrm{d}t=\int_{\Omega}\left(\widetilde{b}\,J_{T-}^{2-\alpha}y-\widetilde{a}\,D_{T-}^{\alpha-1}y\right)(\,\cdot\,,0)\,\mathrm{d}\bm{x}

holds for all test functions yL1(0,T;H01(Ω))y\in L^{1}(0,T;H_{0}^{1}(\Omega)) satisfying DTαyL1(0,T;L2(Ω))D_{T-}^{\alpha}y\in L^{1}(0,T;L^{2}(\Omega)) and JT2αy=DTα1y=0J_{T-}^{2-\alpha}y=D_{T-}^{\alpha-1}y=0 in Ω×{T}\Omega\times\{T\}.

(b) For some fixed γ(1,12α),\gamma\in(1,\frac{1}{2-\alpha}), we say that y(a,b)Lγ(0,T;H01(Ω))y(a,b)\in L^{\gamma}(0,T;H_{0}^{1}(\Omega)) satisfying DTαy(a,b)Lγ(0,T;L2(Ω))D_{T-}^{\alpha}y(a,b)\in L^{\gamma}(0,T;L^{2}(\Omega)) is a weak solution to (4.6) if JT2αy(a,b)=DTα1y(a,b)=0J_{T-}^{2-\alpha}y(a,b)=D_{T-}^{\alpha-1}y(a,b)=0 in Ω×{T}\Omega\times\{T\} and

0TΩ(wy(a,b)+w(DTαy(a,b)))d𝒙dt=0Tωw(v(a,b)vδ)d𝒙dt\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w\cdot\nabla y(a,b)+w\,(D_{T-}^{\alpha}y(a,b))\right)\mathrm{d}\bm{x}\mathrm{d}t=\int_{0}^{T}\!\!\!\int_{\omega}w\left(v(a,b)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t

holds for all test functions wL(0,T;H01(Ω))w\in L^{\infty}(0,T;H_{0}^{1}(\Omega)).

In comparison with Definition 3.4, the above definition requires lower time regularity for the solution to the forward problem (4.4), whereas requires higher time regularity for that to the backward problem (4.6). As before, it is routine to take y(a,b)y(a,b) and w(a~,b~)w(\widetilde{a},\widetilde{b}\,) as mutual test functions to deduce

0Tωw(a~,b~)(v(a,b)vδ)d𝒙dt\displaystyle\int_{0}^{T}\!\!\!\int_{\omega}w(\widetilde{a},\widetilde{b}\,)\left(v(a,b)-v^{\delta}\right)\mathrm{d}\bm{x}\mathrm{d}t =0TΩ(w(a~,b~)y(a,b)+w(a~,b~)(DTαy(a,b)))d𝒙dt\displaystyle=\int_{0}^{T}\!\!\!\int_{\Omega}\left(\nabla w(\widetilde{a},\widetilde{b}\,)\cdot\nabla y(a,b)+w(\widetilde{a},\widetilde{b}\,)\,(D_{T-}^{\alpha}y(a,b))\right)\mathrm{d}\bm{x}\mathrm{d}t
=Ω(b~JT2αy(a,b)a~DTα1y(a,b))(,0)d𝒙\displaystyle=\int_{\Omega}\left(\widetilde{b}\,J_{T-}^{2-\alpha}y(a,b)-\widetilde{a}\,D_{T-}^{\alpha-1}y(a,b)\right)(\,\cdot\,,0)\,\mathrm{d}\bm{x}
=Ω(a~b~)(tz(a,b)z(a,b))(,0)d𝒙.\displaystyle=\int_{\Omega}\begin{pmatrix}\widetilde{a}\,\\ \widetilde{b}\end{pmatrix}\cdot\begin{pmatrix}-\partial_{t}z(a,b)\\ z(a,b)\end{pmatrix}(\,\cdot\,,0)\,\mathrm{d}\bm{x}.

Substituting the above equality into (4.5), we arrive at

Ψ(a,b)(a~,b~)2=Ω(a~b~)(tz(a,b)(,0)+κ22az(a,b)(,0)κ1b)d𝒙.\frac{\nabla\Psi(a,b)\cdot(\widetilde{a},\widetilde{b}\,)}{2}=\int_{\Omega}\begin{pmatrix}\widetilde{a}\,\\ \widetilde{b}\end{pmatrix}\cdot\begin{pmatrix}-\partial_{t}z(a,b)(\,\cdot\,,0)+\kappa_{2}\triangle^{2}a\\ z(a,b)(\,\cdot\,,0)-\kappa_{1}\triangle b\end{pmatrix}\mathrm{d}\bm{x}.

In other words, the minimizer (a,b)H02(Ω)×H01(Ω)(a_{*},b_{*})\in H_{0}^{2}(\Omega)\times H_{0}^{1}(\Omega) of (4.3) is the weak solution to the following Euler-Lagrange equation

{κ22a=tz(a,b)(,0),κ1b=z(a,b)(,0)in Ω.\begin{cases}\kappa_{2}\triangle^{2}a_{*}=\partial_{t}z(a_{*},b_{*})(\,\cdot\,,0),\\ \kappa_{1}\triangle b_{*}=z(a_{*},b_{*})(\,\cdot\,,0)\end{cases}\mbox{in }\Omega.

Especially, aa_{*} satisfies a bi-Laplace equation in the sense of H2(Ω)H^{-2}(\Omega). Therefore, in a similar manner as before, we can design the following iterative thresholding update to produce a sequence {(a,b)}H02(Ω)×H01(Ω)\{(a_{\ell},b_{\ell})\}\subset H_{0}^{2}(\Omega)\times H_{0}^{1}(\Omega) approximating (a,b)(a_{*},b_{*}):

{2a+1=1M2+κ2tz(a,b)(,0)+M2M2+κ22a,b+1=1M1+κ1z(a,b)(,0)+M1M1+κ1bin Ω,\left\{\!\begin{aligned} &\triangle^{2}a_{\ell+1}=\frac{1}{M_{2}+\kappa_{2}}\partial_{t}z(a_{\ell},b_{\ell})(\,\cdot\,,0)+\frac{M_{2}}{M_{2}+\kappa_{2}}\triangle^{2}a_{\ell},\\ &\triangle b_{\ell+1}=\frac{1}{M_{1}+\kappa_{1}}z(a_{\ell},b_{\ell})(\,\cdot\,,0)+\frac{M_{1}}{M_{1}+\kappa_{1}}\triangle b_{\ell}\end{aligned}\right.\quad\mbox{in }\Omega, (4.8)

where M1,M2>0M_{1},M_{2}>0 are large parameters guaranteeing the convergence of (4.8). By terminating (4.8) appropriately, one can obtain a good approximation of (a,b)(a_{*},b_{*}). Parallel to the iterative update (3.10) for recovering one profile, the implementation of (4.8) only involves the solutions of 22 evolution equations, that is, (4.1) and (4.7).

We close this subsection by summarizing the numerical reconstruction scheme for Problem 1.1 with two unknown profiles as follows.

Algorithm 4.2

Choose a tolerance ϵ>0\epsilon>0, two regularization parameters κ1,κ2>0\kappa_{1},\kappa_{2}>0 and two tuning parameters M1,M2>0M_{1},M_{2}>0. Give an initial guess (a0,b0)H02(Ω)×H01(Ω)(a_{0},b_{0})\in H_{0}^{2}(\Omega)\times H_{0}^{1}(\Omega) (e.g., a0=b00a_{0}=b_{0}\equiv 0), and set =0\ell=0.

  1. 1.

    Compute (a+1,b+1)(a_{\ell+1},b_{\ell+1}) by the iterative update (4.8).

  2. 2.

    If max{a+1aH2(Ω)/aH2(Ω),b+1bH1(Ω)/bH1(Ω)}<ϵ\max\{\|a_{\ell+1}-a_{\ell}\|_{H^{2}(\Omega)}/\|a_{\ell}\|_{H^{2}(\Omega)},\|b_{\ell+1}-b_{\ell}\|_{H^{1}(\Omega)}/\|b_{\ell}\|_{H^{1}(\Omega)}\}<\epsilon, stop the iteration. Otherwise, update +1\ell\leftarrow\ell+1 and return to Step 1.

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subsectionElliptic approach to solving the convection equation

\@xsect

1.5ex plus.2ex

Supposing that the initial values of (4.1) are known, in this subsection we develop an efficient numerical scheme to reconstruct the two unknown profiles. By the relation (4.2), it suffices to solve the convection equation

𝒓f=c:=b+𝒑aH01(Ω),fH02(Ω)\bm{r}\cdot\nabla f=c:=b+\bm{p}\cdot\nabla a\in H_{0}^{1}(\Omega),\quad f\in H_{0}^{2}(\Omega) (4.9)

for ff and thus g=afg=a-f, where d𝒓:=𝒒𝒑𝟎\mathbb{R}^{d}\ni\bm{r}:=\bm{q}-\bm{p}\neq\bm{0}. Since the unknown function ff is sufficiently smooth and vanishes on Ω\partial\Omega, we attempt to transform the first order equation (4.9) to some second order elliptic equations for better stability.

To this end, we introduce the change of variables

𝝃=𝝃(𝒙):=𝑸T𝒙,SO(d)𝑸:=(𝒓|𝒓|),Ω^:={𝑸T𝒙𝒙Ω},\bm{\xi}=\bm{\xi}(\bm{x}):=\bm{Q}^{\mathrm{T}}\bm{x},\quad\mathrm{SO}(d)\ni\bm{Q}:=\begin{pmatrix}\displaystyle\frac{\bm{r}}{|\bm{r}|}&*\end{pmatrix},\quad\widehat{\Omega}:=\{\bm{Q}^{\mathrm{T}}\bm{x}\mid\bm{x}\in\Omega\}, (4.10)

where * denotes some d×(d1)d\times(d-1) matrix. In other words, 𝑸\bm{Q} is a d×dd\times d orthogonal matrix whose first column is normalized along 𝒓\bm{r}. Correspondingly, defining the auxiliary functions

f^(𝝃):=f(𝒙(𝝃))=f(𝑸𝝃),c^(𝝃):=c(𝒙(𝝃))=c(𝑸𝝃),\widehat{f}(\bm{\xi}):=f(\bm{x}(\bm{\xi}))=f(\bm{Q}\bm{\xi}),\quad\widehat{c}(\bm{\xi}):=c(\bm{x}(\bm{\xi}))=c(\bm{Q}\bm{\xi}),

we know f^H02(Ω^)\widehat{f}\in H_{0}^{2}(\widehat{\Omega}) and c^H01(Ω^)\widehat{c}\in H_{0}^{1}(\widehat{\Omega}) due to the invertibility and the smoothness of this change of variables. Especially, by (4.9) we calculate

ξ1f^(𝝃)=ξ1(ξ1𝒓|𝒓|)𝒙f(𝑸𝝃)=𝒓|𝒓|𝒙f(𝑸𝝃)=c(𝑸𝝃)|𝒓|=c^(𝝃)|𝒓|,𝝃Ω^.\frac{\partial}{\partial\xi_{1}}\widehat{f}(\bm{\xi})=\frac{\partial}{\partial\xi_{1}}\left(\frac{\xi_{1}\bm{r}}{|\bm{r}|}\right)\cdot\nabla_{\bm{x}}f(\bm{Q}\bm{\xi})=\frac{\bm{r}}{|\bm{r}|}\cdot\nabla_{\bm{x}}f(\bm{Q}\bm{\xi})=\frac{c(\bm{Q}\bm{\xi})}{|\bm{r}|}=\frac{\widehat{c}(\bm{\xi})}{|\bm{r}|},\quad\bm{\xi}\in\widehat{\Omega}. (4.11)

Noting that (4.11) only involves the first derivative in ξ1\xi_{1}, we write 𝝃=(ξ1;𝝃)\bm{\xi}=(\xi_{1};\bm{\xi}^{\prime}), where 𝝃d1\bm{\xi}^{\prime}\in\mathbb{R}^{d-1} is regarded as a parameter. Therefore, we can understand the partial derivative ξ1\frac{\partial}{\partial\xi_{1}} in (4.11) as an ordinary one, and differentiating both sides of (4.11) with respect to ξ1\xi_{1} leads to a series of boundary value problems for second order ordinary differential equations with parameters 𝝃\bm{\xi}^{\prime}:

{d2f^(ξ1;𝝃)dξ12=1|𝒓|dc^(ξ1;𝝃)dξ1,(ξ1;𝝃)Ω^,f^(ξ1;𝝃)=0,(ξ1,𝝃)Ω^.\left\{\!\begin{aligned} &\frac{\mathrm{d}^{2}\widehat{f}(\xi_{1};\bm{\xi}^{\prime})}{\mathrm{d}\xi_{1}^{2}}=\frac{1}{|\bm{r}|}\frac{\mathrm{d}\widehat{c}(\xi_{1};\bm{\xi}^{\prime})}{\mathrm{d}\xi_{1}},&\quad&(\xi_{1};\bm{\xi}^{\prime})\in\widehat{\Omega},\\ &\widehat{f}(\xi_{1};\bm{\xi}^{\prime})=0,&\quad&(\xi_{1},\bm{\xi}^{\prime})\in\partial\widehat{\Omega}.\end{aligned}\right. (4.12)

Hence, to reconstruct f^\widehat{f} in Ω^\widehat{\Omega}, it suffices solve (4.12) line by line along ξ1\xi_{1}-axis for any fixed 𝝃\bm{\xi}^{\prime}, which is expected to be numerically cheap. As long as (4.12) is solved for all 𝝃Ω^\bm{\xi}\in\widehat{\Omega}, one can recover ff in Ω\Omega by the relation f(𝒙)=f^(𝑸T𝒙)f(\bm{x})=\widehat{f}(\bm{Q}^{\mathrm{T}}\bm{x}) and finally g=afg=a-f.

We summarize the above procedure by an illustrative example in Figure 2. First, we perform the coordinate transformation (4.10) so that the direction of the first coordinate ξ1\xi_{1} coincides with that of 𝒓\bm{r}. Next, direct calculations yield that the convection equation (4.9) in the original coordinate system is reduced to a special one (4.11) in the new system, which is a series of first order ordinary differential equations with respect to ξ1\xi_{1}. Finally, utilizing the homogeneous boundary condition in (4.9), we differentiate (4.11) in ξ1\xi_{1} and arrive at a series of boundary value problems (4.12) of the second order. As is indicated by the shade in Figure 2, (4.12) can be solved along each segment in Ω\Omega on the direction of 𝒓\bm{r}.

Ω\Omega𝒓\bm{r}𝟎\bm{0}x1x_{1}x2x_{2}ξ1\xi_{1}ξ2\xi_{2}
Figure 2: A two-dimensional illustration of the idea of transforming the convection equation (4.9) into a series of second order ordinary differential equations (4.12).
Example 4.3

(1) For d=1d=1, it suffices to differentiate (4.9) to obtain a two-point boundary value problem

{rf′′=cin Ω,f=0on Ω,\begin{cases}r\,f^{\prime\prime}=c^{\prime}&\mbox{in }\Omega,\\ f=0&\mbox{on }\partial\Omega,\end{cases}

l which is automatically included in the framework of (4.12).

(2) For d=2d=2, consider Ω:={|𝒙|<1}\Omega:=\{|\bm{x}|<1\} and 𝒓:=(1,1)T\bm{r}:=(1,1)^{\mathrm{T}}. Then by the above argument, one can choose 𝑸=12(1111)\displaystyle\bm{Q}=\frac{1}{\sqrt{2}}\begin{pmatrix}1&-1\\ 1&1\end{pmatrix}, and (4.12) becomes a series of two-point boundary value problems with the parameter ξ2(1,1)\xi_{2}\in(-1,1):

{d2f^(ξ1;ξ2)dξ12=12dc^(ξ1;ξ2)dξ1,|ξ1|<1ξ22,f^(ξ1;ξ2)=0,|ξ1|=1ξ22.\left\{\!\begin{aligned} &\frac{\mathrm{d}^{2}\widehat{f}(\xi_{1};\xi_{2})}{\mathrm{d}\xi_{1}^{2}}=\frac{1}{\sqrt{2}}\frac{\mathrm{d}\widehat{c}(\xi_{1};\xi_{2})}{\mathrm{d}\xi_{1}},&\quad&|\xi_{1}|<\sqrt{1-\xi_{2}^{2}}\,,\\ &\widehat{f}(\xi_{1};\xi_{2})=0,&\quad&|\xi_{1}|=\sqrt{1-\xi_{2}^{2}}\,.\end{aligned}\right.
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sectionConcluding remarks

\@xsect

2.3ex plus.2ex

Regardless of the vast difference mainly in quantitative analysis, many inverse problems for (time-fractional) evolution equations share certain similarity in methodology and qualitative properties. Accordingly, for some specified inverse problems, it seems reasonable and possible to develop universal numerical reconstruction scheme valid for any fractional orders α(0,2]\alpha\in(0,2]. As a typical candidate, in [17] and this article, we investigated the inverse moving source problem on determining moving profile(s) in (1.1)–(1.2), which turns out to be novel for (time-fractional) evolution equations from both theoretical and numerical aspects. Guaranteed by the uniqueness claimed in [17], here we adopted a conventional minimization procedure to construct iterative thresholding schemes (Algorithms 3.2 and 4.2) for recovering one or two unknown profile(s), which follows the same line as that in [7]. However, unlike [7], here we actually proposed two independent numerical methods, namely,

  1. 1.

    an iterative method for classical backward problems on determining initial values, and

  2. 2.

    an elliptic method for convection equations with whole boundary conditions.

The first method seems novel for the simultaneous reconstruction of two initial values in the case of 1<α<21<\alpha<2, and the second one is expected to improve the numerical stability and efficiency. Especially, since usual convection equations only require the in-flow condition on a partial boundary, to the author’s knowledge there seems no literature on this direction.

Finally, we summarize several important future topics related to this article.

  1. 1.

    Needless to say, the immediate task should be the implementation of the proposed algorithms. Examining the whole process, we shall apply some mollification method for differentiating the noisy data, and prepare a forward solver for 1<α<21<\alpha<2. Meanwhile, it would be interesting to observe the numerical performance as α2\alpha\to 2. If the equation behaves closer to a wave equation in the sense of the finite wave propagation speed, it should require more observation time for stable recovery.

  2. 2.

    Similarly to [17], the numerical schemes proposed in previous sections work for more general formulation than (1.1), e.g., an elliptic part with constant coefficients instead of -\triangle. However, the key introduction [17, eq.​ (4.2)] of auxiliary functions fails whenever the governing operator involves variable coefficients. It would be interesting to find alternative ways to overcome this difficulty.

  3. 3.

    The assumption (1.2) on the translation of moving sources seems restrictive and mostly unrealistic. Inspired by [5], one can consider the replacement of (1.2) e.g.​ with

    F(𝒙,t)={f(𝒙𝝆(t))θ(t),0<α1,f(𝒙𝝆(t))θ(t)+g(𝒙𝜻(t))η(t),1<α2,F(\bm{x},t)=\begin{cases}f(\bm{x}-\bm{\rho}(t))\,\theta(t),&0<\alpha\leq 1,\\ f(\bm{x}-\bm{\rho}(t))\,\theta(t)+g(\bm{x}-\bm{\zeta}(t))\,\eta(t),&1<\alpha\leq 2,\end{cases} (5.1)

    where 𝝆,𝜻\bm{\rho},\bm{\zeta} denote the orbits of moving sources, and θ,η\theta,\eta model the time evolution of source magnitude.

  4. 4.

    As another type of inverse moving source problems, the identification of moving orbits was studied in [6], whereas its numerical reconstruction is absent except for hyperbolic equations. In the framework of (5.1), the orbit inverse problems deserve reconsideration especially from a numerical viewpoint.

  5. 5.

    In [17] and this article, we considered the partial interior data and required the observation subdomain to surround the whole boundary. Similarly, one can deal with the case of full lateral Cauchy data and investigate the same problem both theoretically and numerically.

  6. 6.

    On the direction of Subsection Numerical schemes for reconstructing profiles of moving sources in (time-fractional) evolution equations, it would be challenging to develop an elliptic approach to boundary value problems for convection equations with variable coefficients, i.e., 𝒓=𝒓(x)\bm{r}=\bm{r}(x) in (4.9). It is conjectured that if the flows determined by 𝒓\bm{r} do not intersect each other and possess ergodicity, then we can reduce (4.9) into a series of second order ordinary differential equations on flows. In such a way, the convection equation can be related with elliptic equations with Laplace-Beltrami operators on Riemannian manifolds.

Acknowledgement  The author appreciates the valuable discussions with Gen Nakamura (Hokkaido University), Masahiro Yamamoto (The University of Tokyo) and Guanghui Hu (Beijing Computational Science Research Center).

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