Filter regularization for final value fractional diffusion problem with deterministic and random noise

Nguyen Huy Tuan, Mokhtar Kirane, Bandar Bin-Mohsin, Pham Thi Minh Tam

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

In this paper, we consider an inverse problem for a time fractional diffusion equation with inhomogeneous source to determine the initial data from the observation data provided at a later time. In general, this problem is ill-posed, therefore we construct a regularized solution using the filter regularization method in both cases: the deterministic case and random noise case. First, we propose both parameter choice rule methods, the a-priori and the a-posteriori methods. Then, we obtain the convergence rates and provide examples of filters. We also provide a numerical example to illustrate our results.

Original languageBritish English
Pages (from-to)1340-1361
Number of pages22
JournalComputers and Mathematics with Applications
Volume74
Issue number6
DOIs
StatePublished - 15 Sep 2017

Keywords

  • Backward problem
  • Diffusion process
  • Fractional derivative
  • Gaussian white noise
  • Regularization

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