1. Introduction
Anomalous (non-Fickian) diffusion processes are modeled by employing different types of fractional partial differential and integro-differential equations [
1]. Analytical and numerical solutions to fractional differential equations have been investigated by several authors, see e.g., [
2,
3]. Recently, generalized subdiffusion equations with different memory kernels are extensively studied as models that unify a wide range of anomalous diffusion patterns [
4,
5,
6].
In this work we consider the generalized subdiffusion equation in the form
where
is an integro-differential operator defined by
with a locally integrable memory kernel
. For the kernel
we also assume that its Laplace transform
exists for all
and
where
denotes the class of Stieltjes functions (the definition of this class is given in the next section). The most prominent particular examples of operators
are the first-order derivative
, corresponding to
, the Caputo time-fractional derivative of order
, where
, as well as linear combinations with positive coefficients of such derivatives.
Let us note that assumptions (
3) are weaker than those required in the definition of the so-called general fractional derivative, introduced in [
7] and studied in detail in [
8,
9]. The operator
is a general fractional derivative, if, along with (
3), the following additional limiting behavior conditions are imposed:
as
;
and s
as
. To cover some examples of physically meaningful models with corresponding memory kernels, which do not satisfy some of the additional conditions, they are not required in this work. Such are, for instance, the subdiffusion equation with the truncated power-law memory kernel
,
, considered in [
4,
6], the fractal mobile/immobile solute transport equation introduced in [
10], and the Jeffreys’ type heat conduction model in the diffusion regime [
11,
12]. On the other hand, the assumption
is typical for a subdiffusion model (see e.g., [
4,
5,
6]) and allows the use of the convenient Bernstein functions technique [
13]. It implies that the kernel
admits the representation
where
,
denotes the Dirac delta function, and
is a completely monotone function, i.e. it is of class
and
For example, in the case of the first-order derivative and , while and for the Caputo time-fractional derivative of order .
A more general setting for the subdiffusion equation (
1) has been introduced in [
14] and further developed and applied in e.g., [
15,
16]. In this setting, it is assumed that the function
in representation (
4) is non-negative and non-increasing (satisfies (
5) only for
) and there exists a locally integrable kernel
, such that
,
. The kernel
with these properties is referred to as completely positive kernel. Let us note that assumptions (
3) also ensure the existence of such kernel
, which in this case is completely monotone.
In the present work we are concerned with an inverse source problem for the subdiffusion Equation (
1). Different kinds of inverse problems for the diffusion equation with the Caputo time-derivative of order
are extensively studied recently, see e.g., [
17,
18,
19,
20,
21]. For a comprehensive tutorial on inverse problems for anomalous diffusion processes we refer to [
22]. Identification of a space-dependent source factor
in a source function of the form
from final overdetermination are studied in [
17,
19,
23,
24,
25], where different assumptions on the known source factor
are discussed. Concerning the generalized subdiffusion equation, various types of inverse problems for such equations are studied in [
26,
27,
28].
In this work, we consider the problem of identifying a space-dependent source factor
and the solution
to the following nonlocal boundary-value problem with final overdetermination
where the operator
acting with respect to the time variable is defined in (
2),
is a prescribed continuous function,
is a known square integrable function, and
is the final time.
In practical applications, the input data
is given by measurement and actually the measured data
is available, which is merely in
and satisfies
where the constant
represents the noise level.
The study of nonlocal boundary-value problems is motivated by the fact that in many cases a nonlocal condition is more realistic in treating physical problems than the classical local conditions. Inverse source problems with nonlocal boundary conditions are studied e.g., in [
29,
30,
31,
32,
33,
34]. The papers [
29,
30] are concerned with two particular cases of the inverse source problem (
6)–(
8). In these works, existence of a unique solution in the classical sense is established for
and
—the Caputo time-fractional derivative of order
, respectively, and
.
In the case of inverse source problem with final overdetermination for the time-fractional subdiffusion equation on
with the classical Dirichlet boundary conditions the following estimates are satisfied (see e.g., [
19,
22,
35])
The same behavior is observed as well with the classical diffusion equation. Therefore, such inverse problems are moderately ill-posed: the overdetermination function has a better regularity than the source term , as the regularity loss is two spatial derivatives.
The main goal of the present work is to study stability of the inverse source problem (
6)–(
8) in Sobolev spaces, and to prove analogous estimates for the overdetermination function
and the source factor
. To this end generalized eigenfunction expansions are used with respect to a biorthogonal pair of bases. The present paper is a continuation of the recent work [
36], in which inverse source problem (
6)–(
8) is solved in the classical sense, together with detailed study of particular cases for the operator
and some numerical examples.
The rest of the paper is organized as follows. In
Section 2 the assumptions on the memory kernel are discussed by the use of the Bernstein functions technique. In
Section 3 two examples of generalized subdiffusion equations are considered. Properties of the solution of the generalized relaxation equation are summarized in
Section 4.
Section 5 is concerned a biorthonormal pair of Riesz bases for the considered problem. In
Section 6 formal spectral expansions for the solution are derived. In
Section 7 we establish uniqueness and stability estimates for the inverse problem. Concluding remarks are given in
Section 8.
2. Assumptions on the Memory Kernel
We start with some preliminaries on completely monotone functions, Bernstein, complete Bernstein and Stieltjes functions. Let us denote the Laplace transform of a function by
The class of completely monotone functions, defined in (
5), is denoted by
. The characterization of the class
is given by the Bernstein’s theorem stating that a function is completely monotone if and only if it can be represented as the Laplace transform of a non-negative measure (non-negative function or generalized function).
The class of Stieltjes functions (
) consists of all functions defined on
which can be written as a restriction of the Laplace transform of a completely monotone function to the real positive semi-axis. More precisely,
if and only if it admits the representation [
7]
where
,
and the Laplace transform of
exists for any
. Moreover,
, see e.g., [
37], Theorem 2.6.
A non-negative function
on
is said to be a Bernstein function (
) if
;
is said to be a complete Bernstein function (
) if and only if
The inclusions
and
are valid. An example of a completely monotone function is the Mittag–Leffler function
(for definition see (
16)) provided
and
. If
then
and
.
A selection of properties of the classes of functions defined above is given next. For proofs and more details on these special classes of functions we refer to [
13,
15], Chapter 4.
- (P1)
The class is closed under point-wise multiplication.
- (P2)
If and then the composite function .
- (P3)
if and only if .
- (P4)
If then it admits a continuous extension to , which is holomorphic in and satisfies for all .
We proceed with a short discussion on the assumptions (
3) for the kernel
and their implications.
Let us first note that the assumption
implies the non-negativity of the Green function
to Equation (
1), which is a necessary condition for a diffusion model. Indeed, in Laplace domain the Green function obeys the identity
By the Bernstein’s theorem, it is sufficient to prove that
for
and
considered to be a parameter. According to (
11),
is equivalent to
. Then (P2) implies that
as a composition of the completely monotone in
t function
and the Bernstein function
. Moreover,
. Therefore,
as a product of two completely monotone functions, see (P1).
Concerning the limiting behavior of the kernel the initial value theorem for the Laplace transform implies . Thus, we restrict our attention to kernels, singular at the origin.
The representation (
4) for the kernel
follows from the assumption
and the characterization (
10) of Stieltjes functions.
Furthermore, we are looking for a corresponding Sonine kernel
to the kernel
. This is a function satisfying
, such that
Here ∗ denotes the convolution
Relation (
12) is equivalent to
and by the use of (P3) assumptions (
3) imply
and
. Therefore, according to (
10), under the assumptions (
3) a resolvent kernel
exists and
.
Let us note that if
is integrable then
Therefore, in this case
and (
12) implies that
is equivalent to
. This enables us to rewrite Equation (
1) as a generalized diffusion equation in the so-called modified form, see e.g., [
4]. In [
38] we presented arguments why this form is more natural when considering multi-component systems, in particular, systems with a source. Assume that there is a source term
in the conservation law, which depends only on the space variable. Then the subdiffusion equation in modified form reads
Applying the convolution operator (
) to both sides of (
13) we obtain
which implies by the use of (
12)
where
. Therefore,
is a Bernstein function with
. In particular, it is continuous, non-negative and non-decreasing function.
5. Biorthonormal Pair of Riesz Bases
Let us denote by the inner product in , i.e., The norm in is . The Sobolev space is defined as the subset of functions , such that f and its weak derivatives have a finite norm. Consider the space equipped with the norm .
We apply the technique of spectral decomposition with respect to generalized eigenfunctions for the non-selfadjoint operator defined by the boundary conditions (7), see e.g., [
41,
42,
43]. Since the eigenvalues of the spectral problem for the second order differential operator with the boundary conditions (7) are
and for
each eigenvalue has multiplicity 2, the system of eigenfunctions is not complete and must be supplemented with associated functions. In this way, the following system of generalized eigenfunctions (eigenfunctions and associated eigenfunctions)
is obtained:
This system of functions is a basis in
. Any function
admits the following unique formal spectral expansion
with coefficients defined by the identities
where the system of functions
is
It is a basis in , orthonormal to , that is .
The system of functions
defined in (
32) is a Riesz basis in
[
41,
42,
43]. This means that for any
the following estimates are satisfied
for some constants
.
Proposition 2. Assume and . Then there exist constants , such that the estimates hold true Proof. Let
f satisfies the assumptions of the proposition. Taking into account the elementary inequalities
for
, it is sufficient to prove the estimates
Applying twice integration by parts and taking into account that
,
, we find by the use of (
34) the following expressions for the coefficients of
In this way, we obtain the expansion
which gives by applying the Riesz basis property (
36) the estimates
The lower bound in (
38) follows easily from the lower bound in (
40) using the inequalities
and
,
.
To deduce the upper bound in (
38) from the upper bound in (
40), we use the following identities obtained from (
34) by integration by parts
By applying the Bessel inequality for the trigonometric series identity (
41) yields
and, in a similar way, (
42) implies
In this way, combining (
43) and (
44), the upper bound in (
38) is also established. □
6. Formal Spectral Expansions for the Solution
In this section, we find formal spectral expansions for the unknown functions
and
in the inverse source problem (
6)–(
8). Suppose
To find the unknown coefficients in (
45) and (
46), we insert these expansions in Equation (
6) and, by taking into account (
39) and the initial condition
, we obtain by the uniqueness property of the spectral expansion the following system of equations
We solve first relaxation equation (
47) and after that (
48). In this way, by applying formula (
25) we obtain
Here the functions
and
are defined as follows
where
is defined in (
26). In this way, we obtain
Therefore, the function
admits the spectral expansion
By the uniqueness property of the spectral expansion, from (
53) we deduce
Since
for all
(see Proposition 3), it follows from (
54)
Relations (
54) and (
55) define a mapping between the overdetermination function
and the source factor
and our main goal is to determine the properties of this mapping.
Plugging the coefficients
in (
52), we derive the coefficients
in the spectral expansion (
46) of the solution
In this way, inserting (
55) in (
45), and (
56), (
57) in (
46), we obtain the formal expansions for
and
. The functions
and
in these expansions depend on the specific memory kernel
via
and the time-dependent source factor
.
7. Uniqueness of Solution and Stability Estimates in Sobolev Spaces
In this section, we prove that under some assumptions on the overdetermination function
and the time-dependent source factor
, the formal expansions (
45) with coefficients (
55) and (
46) with coefficients (
56) and (
57) define a unique solution
to the considered inverse source problem.
For the given time-dependent source factor
we assume
Let us note that since
is a continuous function for
, the assumption
implies that there exist
and
, such that
First, we prove some estimates for the functions and .
Proposition 3. Let be arbitrarily fixed. Assume that conditions (3) and (58) for the functions and , respectively, are satisfied. Then the functions , , , , are continuous and non-negative on , vanish at , and for all . Moreover, the following estimates for and are satisfied:where the constants , , are independent of n. Proof. The functions
and
are continuous and non-negative as convolutions of functions with these properties. Fix
, such that (
59) is satisfied. For
we deduce
due to the non-negativity of the functions under the integral sign and inequality (
59). Then (
63) together with (
31) implies
,
.
Estimates (
63) and (
30) in Proposition 1 imply for
where
is the smallest positive eigenvalue and the function
is defined in (
26). In this way, (
60) is established with
.
Next, we prove estimates (
61) and (
62). The representation in (
51) and the estimate from above in (
30) yield
which implies (
61) with
. By applying (
61) and (
30) we derive (
62):
Since , the above two estimates also imply that and . □
We are ready to formulate and prove the main result of this work.
Theorem 1. Let be arbitrarily fixed. For any given , such that , , there exists a unique solution to problem (6)–(8), satisfying and . The functions and are defined by the spectral expansions (45) and (46) with coefficients given in (55), (56) and (57). Moreover, there exist constants and , such that Proof. Uniqueness of the solution follows from the uniqueness property of the spectral expansions and the fact that
, for all
(see Proposition 3). Indeed, if
, then
, and therefore, (
55)–(
57) imply
,
, i.e., all coefficients in the expansions (
45) and (
46) vanish and, therefore,
and
.
The initial condition
is satisfied since
and
. The two boundary conditions (
7) hold by construction, since they are satisfied by the basis functions
and
defined in (
32).
Applying estimates (
60), (
62), and taking into account the inequalities
and
,
, identities (
55) imply
Estimates (
65) together the lower bound in (
36) with
and the upper bound in (
37) with
imply the upper bound in (
64). By applying similar argument, we obtain from (
54) by the use of Proposition 3 the estimates
The last estimates together with the lower bound in (
37) with
and the upper bound in (
36) with
yield the lower bound in (
64).
Furthermore, Proposition 3 implies for
Representations (
56) and (
57) for the coefficients of the solution
yield by the use of estimates (
67)
Since
, it follows from (
68) that
Therefore . The proof of the theorem is complete. □
It is worth noting that if
then the inverse source problem under consideration can be reduced to a Fredholm equation of second kind, by applying the argument proposed in [
17]. In general, this fact is well known for parabolic equations (e.g., [
44]). In this case, it is sufficient to prove the uniqueness for the inverse problem, and then the stability follows by the Fredholm alternative. However, in the present work, continuous differentiability of
is not assumed, see (
58), and a specialized argument is needed.
Adopting the method of [
17], the more general case
can be also treated by the use of the generalized eigenfunction expansion, provided the function
obeys sufficient regularity. Although no explicit series representation of the source term
can be derived in this case, the estimates (
64) can be established by applying the Fredholm alternative in
.
We close this section with a conditional stability result. It concerns the case when the overdetermination function
g is only square integrable,
, which is relevant in the study of stability with respect to the noise level applied to the input, see (
9). In this case, an
a priori bound assumption for the unknown function
is needed, see e.g., [
21]. Let us assume the following
a priori bound:
. Then
where the constant
depends on
E and the constants appearing in the inequalities (
36), (
37), (
65) and (
66). Estimate (
69) can be derived adapting the technique in [
35] to the case of generalized eigenfunction expansions by the use of the estimates (
36), (
37), (
65) and (
66) and the Cauchy-Schwarz inequality. Details of the proof are omitted here.