IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i13p2191-d845978.html
   My bibliography  Save this article

Identifying the Unknown Source in Linear Parabolic Equation by a Convoluting Equation Method

Author

Listed:
  • Zhenping Li

    (Department of Mathematics and Physics, Luoyang Institute of Science and Technology, Luoyang 471023, China
    Department of Mathematics, Northwest Normal University, Lanzhou 730070, China)

  • Xiangtuan Xiong

    (Department of Mathematics, Northwest Normal University, Lanzhou 730070, China)

  • Qiang Cheng

    (Department of Mathematics, Northwest Normal University, Lanzhou 730070, China)

Abstract

This article is devoted to identifying a space-dependent source term in linear parabolic equations. Such a problem is ill posed, i.e., a small perturbation in the input data may cause a dramatically large error in the solution (if it exists). The conditional stability of the solution is analyzed. Based on a convoluting equation method, we can deal with the problem under the a priori parameter choice rule. Meanwhile, a modified version of Morozov’s discrepancy principle is provided to decide on an a posteriori regularization parameter choice strategy and a log-type error estimate is obtained. Two numerical results show that our proposed method works well.

Suggested Citation

  • Zhenping Li & Xiangtuan Xiong & Qiang Cheng, 2022. "Identifying the Unknown Source in Linear Parabolic Equation by a Convoluting Equation Method," Mathematics, MDPI, vol. 10(13), pages 1-17, June.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:13:p:2191-:d:845978
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/13/2191/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/10/13/2191/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
    2. Ma, Yong-Ki & Prakash, P. & Deiveegan, A., 2019. "Optimization method for determining the source term in fractional diffusion equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 155(C), pages 168-176.
    3. S. Li, Y. & Wei, T., 2018. "An inverse time-dependent source problem for a time–space fractional diffusion equation," Applied Mathematics and Computation, Elsevier, vol. 336(C), pages 257-271.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Marseguerra, Marzio & Zoia, Andrea, 2008. "Pre-asymptotic corrections to fractional diffusion equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2668-2674.
    2. Zheng, Guang-Hui & Zhang, Quan-Guo, 2018. "Solving the backward problem for space-fractional diffusion equation by a fractional Tikhonov regularization method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 148(C), pages 37-47.
    3. Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006. "Waiting times between orders and trades in double-auction markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 463-471.
    4. Fan Yang & Ping Fan & Xiao-Xiao Li & Xin-Yi Ma, 2019. "Fourier Truncation Regularization Method for a Time-Fractional Backward Diffusion Problem with a Nonlinear Source," Mathematics, MDPI, vol. 7(9), pages 1-13, September.
    5. Ren, Fei & Gu, Gao-Feng & Zhou, Wei-Xing, 2009. "Scaling and memory in the return intervals of realized volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(22), pages 4787-4796.
    6. Hajipour, Ahamad & Hajipour, Mojtaba & Baleanu, Dumitru, 2018. "On the adaptive sliding mode controller for a hyperchaotic fractional-order financial system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 139-153.
    7. Álvaro Cartea & Thilo Meyer-Brandis, 2010. "How Duration Between Trades of Underlying Securities Affects Option Prices," Review of Finance, European Finance Association, vol. 14(4), pages 749-785.
    8. Schumer, Rina & Baeumer, Boris & Meerschaert, Mark M., 2011. "Extremal behavior of a coupled continuous time random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(3), pages 505-511.
    9. Saberi Zafarghandi, Fahimeh & Mohammadi, Maryam & Babolian, Esmail & Javadi, Shahnam, 2019. "Radial basis functions method for solving the fractional diffusion equations," Applied Mathematics and Computation, Elsevier, vol. 342(C), pages 224-246.
    10. Langlands, T.A.M., 2006. "Solution of a modified fractional diffusion equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 136-144.
    11. G. Fern'andez-Anaya & L. A. Quezada-T'ellez & B. Nu~nez-Zavala & D. Brun-Battistini, 2019. "Katugampola Generalized Conformal Derivative Approach to Inada Conditions and Solow-Swan Economic Growth Model," Papers 1907.00130, arXiv.org.
    12. Ya Qin & Adnan Khan & Izaz Ali & Maysaa Al Qurashi & Hassan Khan & Rasool Shah & Dumitru Baleanu, 2020. "An Efficient Analytical Approach for the Solution of Certain Fractional-Order Dynamical Systems," Energies, MDPI, vol. 13(11), pages 1-14, May.
    13. Marcin Wątorek & Jarosław Kwapień & Stanisław Drożdż, 2022. "Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time," Future Internet, MDPI, vol. 14(7), pages 1-15, July.
    14. Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra, 2006. "Growth and allocation of resources in economics: The agent-based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 86-90.
    15. Foad Shokrollahi, 2016. "Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs," Papers 1612.06665, arXiv.org, revised Aug 2017.
    16. D’Amico, Guglielmo & Janssen, Jacques & Manca, Raimondo, 2009. "European and American options: The semi-Markov case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3181-3194.
    17. Jorge E. Macías-Díaz, 2019. "Numerically Efficient Methods for Variational Fractional Wave Equations: An Explicit Four-Step Scheme," Mathematics, MDPI, vol. 7(11), pages 1-27, November.
    18. Boukhouima, Adnane & Hattaf, Khalid & Lotfi, El Mehdi & Mahrouf, Marouane & Torres, Delfim F.M. & Yousfi, Noura, 2020. "Lyapunov functions for fractional-order systems in biology: Methods and applications," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    19. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.
    20. Hussam Aljarrah & Mohammad Alaroud & Anuar Ishak & Maslina Darus, 2022. "Approximate Solution of Nonlinear Time-Fractional PDEs by Laplace Residual Power Series Method," Mathematics, MDPI, vol. 10(12), pages 1-16, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:13:p:2191-:d:845978. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.