June  2016, 6(2): 251-269. doi: 10.3934/mcrf.2016003

Determination of time dependent factors of coefficients in fractional diffusion equations

1. 

Graduate School of Mathematical Sciences, The University of Tokyo, Komaba, Meguro, Tokyo 153, Japan

2. 

Aix-Marseille Université, CNRS, CPT UMR 7332, Marseille, 13288, France

Received  January 2015 Revised  February 2016 Published  April 2016

In the present paper, we consider initial-boundary value problems for partial differential equations with time-fractional derivatives which evolve in $Q=\Omega\times(0,T)$ where $\Omega$ is a bounded domain of $\mathbb{R}^d$ and $T>0$. We study the stability of the inverse problems of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at a point $x_0\in\overline{\Omega}$ for all $t\in(0,T)$.
Citation: Kenichi Fujishiro, Yavar Kian. Determination of time dependent factors of coefficients in fractional diffusion equations. Mathematical Control & Related Fields, 2016, 6 (2) : 251-269. doi: 10.3934/mcrf.2016003
References:
[1]

E. E. Adams and L. W. Gelhar, Field study of dispersion in a heterogeneous aquifer 2. Spatial moments analysis,, Water Resources Res., 28 (1992), 3293.  doi: 10.1029/92WR01757.  Google Scholar

[2]

R. A. Adams, Sobolev Spaces,, Academic Press, (1975).   Google Scholar

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O. P. Agarwal, Solution for a fractional diffusion-wave equation defined in a bounded domain,, Nonlinear Dyn., 29 (2002), 145.  doi: 10.1023/A:1016539022492.  Google Scholar

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S. Beckers and M. Yamamoto, Regularity and uniqueness of solution to linear diffusion equation with multiple time-fractional derivatives,, International Series of Numerical Mathematics, 164 (2013), 45.   Google Scholar

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H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations,, Springer, (2011).   Google Scholar

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A. L. Bukhgeim and M. V. Klibanov, Global uniqueness of class of multidimensional inverse problems,, Sov. Math. Dokl., 24 (1981), 244.   Google Scholar

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J. R. Cannon and S. P. Esteva, An inverse problem for the heat equation,, Inverse Problems, 2 (1986), 395.  doi: 10.1088/0266-5611/2/4/007.  Google Scholar

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J. Carcione, F. Sanchez-Sesma, F. Luzón and J. Perez Gavilán, Theory and simulation of time-fractional fluid diffusion in porous media,, Journal of Physics A: Mathematical and Theoretical, 46 (2013).  doi: 10.1088/1751-8113/46/34/345501.  Google Scholar

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J. Cheng, J. Nakagawa, M. Yamamoto and T. Yamazaki, Uniqueness in an inverse problem for a one dimensional fractional diffusion equation,, Inverse Problems, 25 (2009).  doi: 10.1088/0266-5611/25/11/115002.  Google Scholar

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M. Choulli and Y. Kian, Stability of the determination of a time-dependent coefficient in parabolic equations,, Math. Control Relat. Fields, 3 (2013), 143.  doi: 10.3934/mcrf.2013.3.143.  Google Scholar

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D. Fujiwara, Concrete characterization of the domains of fractional powers of some elliptic differential operators of the second order,, Proceedings of the Japan Academy, 43 (1967), 82.  doi: 10.3792/pja/1195521686.  Google Scholar

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P. Gaitan and Y. Kian, A stability result for a time-dependent potential in a cylindrical domain,, Inverse Problems, 29 (2013).  doi: 10.1088/0266-5611/29/6/065006.  Google Scholar

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V. D. Gejji and H. Jafari, Boundary value problems for fractional diffusion-wave equation,, Aust. J. Math. Anal. Appl., 3 (2006), 1.   Google Scholar

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R. Gorenflo and F. Mainardi, Fractional diffusion processes: Probability distributions and continuous time random walk,, in Processes with long range correlations (eds. G. Rangarajan and M. Ding), (2003), 148.  doi: 10.1007/3-540-44832-2_8.  Google Scholar

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Y. Hatano and N. Hatano, Dispersive transport of ions in column experiments: An explanation of long-tailed profiles,, Water Resources Res., 34 (1998), 1027.  doi: 10.1029/98WR00214.  Google Scholar

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Y. Hatano, J. Nakagawa, S. Wang and M. Yamamoto, Determination of order in fractional diffusion equation,, J. Math-for-Ind. 5A, 5A (2013), 51.   Google Scholar

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D. Henry, Geometric Theory of Semilinear Differential Equations,, Springer-Verlag, (1981).   Google Scholar

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Z. Li, O. Yu. Imanuvilov and M. Yamamoto, Uniqueness in inverse boundary value problems for fractional diffusion equations,, Inverse Problems, 32 (2016).  doi: 10.1088/0266-5611/32/1/015004.  Google Scholar

[19]

J.-L. Lions and E. Magenes, Problèmes Aux Limites Non Homogènes et Applications, Vol. I,, Dunod, (1968).   Google Scholar

[20]

Y. Liu, W. Rundell and M. Yamamoto, Strong maximum principle for fractional diffusion equations and an application to an inverse source problem,, , ().   Google Scholar

[21]

Y. Luchko, Initial-boundary value problems for the generalized time-fractional diffusion equation,, Journal of Mathematical Analysis and Applications, 374 (2011), 538.  doi: 10.1016/j.jmaa.2010.08.048.  Google Scholar

[22]

Y. Luchko, Maximum principle for the generalized time-fractional diffusion equation,, J. Math. Anal. Appl., 351 (2009), 218.  doi: 10.1016/j.jmaa.2008.10.018.  Google Scholar

[23]

D. Matignon, Stability properties for generalized fractional differential systems,, ESAIM:Proc., 5 (1998), 145.  doi: 10.1051/proc:1998004.  Google Scholar

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D. Matignon, An introduction to fractional calculus, in Scaling, Fractals and Wavelets,, in Digital Signal and Image Processing Series (eds. P. Abry, 7 (2009), 237.   Google Scholar

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R. Metzler and J. Klafter, The random walk's guide to anomalous diffusion: A fractional dynamics approach,, Physics reports, 339 (2000), 1.  doi: 10.1016/S0370-1573(00)00070-3.  Google Scholar

[26]

K. S. Miller and B. Ross, An Introduction to the Fractional Calculus and Fractional Differential Equations,, Wiley, (1993).   Google Scholar

[27]

L. Miller and M. Yamamoto, Coefficient inverse problem for a fractional diffusion equation,, Inverse Problems, 29 (2013).  doi: 10.1088/0266-5611/29/7/075013.  Google Scholar

[28]

I. Podlubny, Fractional Differential Equations,, Academic Press, (1999).   Google Scholar

[29]

A. I. Prilepko, D. G. Orlovsky and I. A. Vasin, Methods for Solving Inverse Problems in Mathematical Physics,, Marcel Dekker, (2000).   Google Scholar

[30]

H. E. Roman and P. A. Alemany, Continuous-time random walks and the fractional diffusion equation,, J. Phys. A, 27 (1994), 3407.  doi: 10.1088/0305-4470/27/10/017.  Google Scholar

[31]

S. Saitoh, V. K. Tuan and M. Yamamoto, Convolution inequalities and applications,, J. Ineq. Pure and Appl. Math., 4 (2003).   Google Scholar

[32]

S. Saitoh, V. K. Tuan and M. Yamamoto, Reverse convolution inequalities and applications to inverse heat source problems,, J. Ineq. Pure and Appl. Math., 3 (2002).   Google Scholar

[33]

K. Sakamoto and M. Yamamoto, Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems,, J. Math. Anal. Appl., 382 (2011), 426.  doi: 10.1016/j.jmaa.2011.04.058.  Google Scholar

[34]

S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives,, Gordon and Breach Science Publishers, (1993).   Google Scholar

[35]

E. M. Stein, Singular Intearals and Differentiability Properties of Functions,, Princeton university press, (1970).   Google Scholar

[36]

R. S. Strichartz, Multipliers on fractional Sobolev spaces,, J. Math. Mech., 16 (1967), 1031.   Google Scholar

[37]

X. Xu, J. Cheng and M. Yamamoto, Carleman estimate for a fractional diffusion equation with half order and application,, Appl. Anal., 90 (2011), 1355.  doi: 10.1080/00036811.2010.507199.  Google Scholar

[38]

M. Yamamoto and Y. Zhang, Conditional stability in determining a zeroth-order coefficient in a half-order fractional diffusion equation by a Carleman estimate,, Inverse Problems, 28 (2012).  doi: 10.1088/0266-5611/28/10/105010.  Google Scholar

show all references

References:
[1]

E. E. Adams and L. W. Gelhar, Field study of dispersion in a heterogeneous aquifer 2. Spatial moments analysis,, Water Resources Res., 28 (1992), 3293.  doi: 10.1029/92WR01757.  Google Scholar

[2]

R. A. Adams, Sobolev Spaces,, Academic Press, (1975).   Google Scholar

[3]

O. P. Agarwal, Solution for a fractional diffusion-wave equation defined in a bounded domain,, Nonlinear Dyn., 29 (2002), 145.  doi: 10.1023/A:1016539022492.  Google Scholar

[4]

S. Beckers and M. Yamamoto, Regularity and uniqueness of solution to linear diffusion equation with multiple time-fractional derivatives,, International Series of Numerical Mathematics, 164 (2013), 45.   Google Scholar

[5]

H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations,, Springer, (2011).   Google Scholar

[6]

A. L. Bukhgeim and M. V. Klibanov, Global uniqueness of class of multidimensional inverse problems,, Sov. Math. Dokl., 24 (1981), 244.   Google Scholar

[7]

J. R. Cannon and S. P. Esteva, An inverse problem for the heat equation,, Inverse Problems, 2 (1986), 395.  doi: 10.1088/0266-5611/2/4/007.  Google Scholar

[8]

J. Carcione, F. Sanchez-Sesma, F. Luzón and J. Perez Gavilán, Theory and simulation of time-fractional fluid diffusion in porous media,, Journal of Physics A: Mathematical and Theoretical, 46 (2013).  doi: 10.1088/1751-8113/46/34/345501.  Google Scholar

[9]

J. Cheng, J. Nakagawa, M. Yamamoto and T. Yamazaki, Uniqueness in an inverse problem for a one dimensional fractional diffusion equation,, Inverse Problems, 25 (2009).  doi: 10.1088/0266-5611/25/11/115002.  Google Scholar

[10]

M. Choulli and Y. Kian, Stability of the determination of a time-dependent coefficient in parabolic equations,, Math. Control Relat. Fields, 3 (2013), 143.  doi: 10.3934/mcrf.2013.3.143.  Google Scholar

[11]

D. Fujiwara, Concrete characterization of the domains of fractional powers of some elliptic differential operators of the second order,, Proceedings of the Japan Academy, 43 (1967), 82.  doi: 10.3792/pja/1195521686.  Google Scholar

[12]

P. Gaitan and Y. Kian, A stability result for a time-dependent potential in a cylindrical domain,, Inverse Problems, 29 (2013).  doi: 10.1088/0266-5611/29/6/065006.  Google Scholar

[13]

V. D. Gejji and H. Jafari, Boundary value problems for fractional diffusion-wave equation,, Aust. J. Math. Anal. Appl., 3 (2006), 1.   Google Scholar

[14]

R. Gorenflo and F. Mainardi, Fractional diffusion processes: Probability distributions and continuous time random walk,, in Processes with long range correlations (eds. G. Rangarajan and M. Ding), (2003), 148.  doi: 10.1007/3-540-44832-2_8.  Google Scholar

[15]

Y. Hatano and N. Hatano, Dispersive transport of ions in column experiments: An explanation of long-tailed profiles,, Water Resources Res., 34 (1998), 1027.  doi: 10.1029/98WR00214.  Google Scholar

[16]

Y. Hatano, J. Nakagawa, S. Wang and M. Yamamoto, Determination of order in fractional diffusion equation,, J. Math-for-Ind. 5A, 5A (2013), 51.   Google Scholar

[17]

D. Henry, Geometric Theory of Semilinear Differential Equations,, Springer-Verlag, (1981).   Google Scholar

[18]

Z. Li, O. Yu. Imanuvilov and M. Yamamoto, Uniqueness in inverse boundary value problems for fractional diffusion equations,, Inverse Problems, 32 (2016).  doi: 10.1088/0266-5611/32/1/015004.  Google Scholar

[19]

J.-L. Lions and E. Magenes, Problèmes Aux Limites Non Homogènes et Applications, Vol. I,, Dunod, (1968).   Google Scholar

[20]

Y. Liu, W. Rundell and M. Yamamoto, Strong maximum principle for fractional diffusion equations and an application to an inverse source problem,, , ().   Google Scholar

[21]

Y. Luchko, Initial-boundary value problems for the generalized time-fractional diffusion equation,, Journal of Mathematical Analysis and Applications, 374 (2011), 538.  doi: 10.1016/j.jmaa.2010.08.048.  Google Scholar

[22]

Y. Luchko, Maximum principle for the generalized time-fractional diffusion equation,, J. Math. Anal. Appl., 351 (2009), 218.  doi: 10.1016/j.jmaa.2008.10.018.  Google Scholar

[23]

D. Matignon, Stability properties for generalized fractional differential systems,, ESAIM:Proc., 5 (1998), 145.  doi: 10.1051/proc:1998004.  Google Scholar

[24]

D. Matignon, An introduction to fractional calculus, in Scaling, Fractals and Wavelets,, in Digital Signal and Image Processing Series (eds. P. Abry, 7 (2009), 237.   Google Scholar

[25]

R. Metzler and J. Klafter, The random walk's guide to anomalous diffusion: A fractional dynamics approach,, Physics reports, 339 (2000), 1.  doi: 10.1016/S0370-1573(00)00070-3.  Google Scholar

[26]

K. S. Miller and B. Ross, An Introduction to the Fractional Calculus and Fractional Differential Equations,, Wiley, (1993).   Google Scholar

[27]

L. Miller and M. Yamamoto, Coefficient inverse problem for a fractional diffusion equation,, Inverse Problems, 29 (2013).  doi: 10.1088/0266-5611/29/7/075013.  Google Scholar

[28]

I. Podlubny, Fractional Differential Equations,, Academic Press, (1999).   Google Scholar

[29]

A. I. Prilepko, D. G. Orlovsky and I. A. Vasin, Methods for Solving Inverse Problems in Mathematical Physics,, Marcel Dekker, (2000).   Google Scholar

[30]

H. E. Roman and P. A. Alemany, Continuous-time random walks and the fractional diffusion equation,, J. Phys. A, 27 (1994), 3407.  doi: 10.1088/0305-4470/27/10/017.  Google Scholar

[31]

S. Saitoh, V. K. Tuan and M. Yamamoto, Convolution inequalities and applications,, J. Ineq. Pure and Appl. Math., 4 (2003).   Google Scholar

[32]

S. Saitoh, V. K. Tuan and M. Yamamoto, Reverse convolution inequalities and applications to inverse heat source problems,, J. Ineq. Pure and Appl. Math., 3 (2002).   Google Scholar

[33]

K. Sakamoto and M. Yamamoto, Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems,, J. Math. Anal. Appl., 382 (2011), 426.  doi: 10.1016/j.jmaa.2011.04.058.  Google Scholar

[34]

S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives,, Gordon and Breach Science Publishers, (1993).   Google Scholar

[35]

E. M. Stein, Singular Intearals and Differentiability Properties of Functions,, Princeton university press, (1970).   Google Scholar

[36]

R. S. Strichartz, Multipliers on fractional Sobolev spaces,, J. Math. Mech., 16 (1967), 1031.   Google Scholar

[37]

X. Xu, J. Cheng and M. Yamamoto, Carleman estimate for a fractional diffusion equation with half order and application,, Appl. Anal., 90 (2011), 1355.  doi: 10.1080/00036811.2010.507199.  Google Scholar

[38]

M. Yamamoto and Y. Zhang, Conditional stability in determining a zeroth-order coefficient in a half-order fractional diffusion equation by a Carleman estimate,, Inverse Problems, 28 (2012).  doi: 10.1088/0266-5611/28/10/105010.  Google Scholar

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