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Backward diffusion-wave problem: stability, regularization and approximation

by   Zhengqi Zhang, et al.

We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order α∈(1,2). From terminal observations at two time levels, i.e., u(T_1) and u(T_2), we simultaneously recover two initial data u(0) and u_t(0) and hence the solution u(t) for all t > 0. First of all, existence, uniqueness and Lipschitz stability of the backward diffusion-wave problem were established under some conditions about T_1 and T_2. Moreover, for noisy data, we propose a quasi-boundary value scheme to regularize the "mildly" ill-posed problem, and show the convergence of the regularized solution. Next, to numerically solve the regularized problem, a fully discrete scheme is proposed by applying finite element method in space and convolution quadrature in time. We establish error bounds of the discrete solution in both cases of smooth and nonsmooth data. The error estimate is very useful in practice since it indicates the way to choose discretization parameters and regularization parameter, according to the noise level. The theoretical results are supported by numerical experiments.


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