Inverse Problems of Recovering Lower-Order Coefficients From Boundary Integral Data
Inverse Problems of Recovering Lower-Order Coefficients From Boundary Integral Data
1 Introduction
We examine the question on identification of lower-order coefficients and the
right-hand side in a parabolic equation. An equation is of the form
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MSC Primary 35R30; Secondary 35K20; 80A20
Keywords: inverse problem; heat transfer coefficient; convection-diffusion equation; heat
and mass transfer; integral measurements
1
The equation (1.1) is furnished with the initial and boundary conditions
n
∂u ∂u X
u|t=0 = u0 , Bu|S = + σu = g(t, x), = γi (t, x)uxi . (1.2)
∂γ ∂γ i=1
The unknowns in the problem (1.1)-(1.3) are a solution u and the functions
qi (t) (i = 1, 2, . . . , s). The problems (1.1)-(1.3) arise when describing heat
and mass transfer processes, diffusion and filtration processes, in ecology and
many other fields [1], [2]. The overdetermination conditions (1.3) are not
standard. We can refer to the monograph [3] devoted to inverse parabolic
problems and the monographs [4, 5, 6] containing basic statements of inverse
problems including those for parabolic equations. In the monograph [4] (see
also the results in [7]), inverse problems of recovering coefficients independent
of some spatial variables are studied and existence and uniqueness theorems
are justified. In view of the method, the known coefficients also are indepen-
dent of some spatial variables. The overdetermination conditions are values
of a solution on some hyperplanes. More complete results are exposed in [8]-
[10], where well-posedness of inverse problems of recovering coefficients from
the values of a solutions on some manifolds are studied. Inverse problems
with pointwise or integral data of the form (1.3) (in the latter case only the
problem of identification of the heat transfer coefficient σ is considered in
[11]) are studied in the articles by Prilepko A.I. and a series of interesting
problems is described in [3]. Similar results but with other conditions on the
data and in other spaces are obtained in [12]-[15]. Integral overdetermina-
tion conditions with integrals over the domain G are used in [16]-[18], where
either the heat transfer coefficient or the flux on the boundary are to be de-
termined. These conditions is also often involved in (1.3) [11], [19, 20], where
some numerical methods for solving the problem are also exposed. In [21]
the problem of simultaneous recovering the heat transfer coefficient which
depends on an integral of a solution with weight and lower-order coefficient
with the use of the condition (1.3) and the integral of a solution over the
domain with weight are studied. Integral overdetermination conditions (1.3)
are often used as some approximations of pointwise conditions. It is noted,
in particular, in [19, 20]. Numerical solution of the problems (1.1)-(1.3) are
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also discussed in [22]-[23]). The problem of recovering the heat transfer coef-
ficient with the overdetermination condition (1.3) is considered in [24]. Note
that we do not know articles devoted to the problem (1.1)-(1.3) except for
our article [25]. The main attention is paid to the case of recovering coeffi-
cients of higher order derivatives which are sought in the class of continuous
functions. The existence and uniqueness theorems are obtained. But if we
deal with real problems of heat and mass transfer then it is more interesting
to consider the case of nonsmooth coefficients. By the same approach, we
obtain here a similar result for the lower-order coefficients which belong to
some Lebesgue space. Note that the integral equations to which these two
problems are reduced do not coincide. This
2 Preliminaries
Let E be a Banach space. By Lp (G; E) (G is a domain in Rn ), we mean the
space of measurable functions defined on G with values in E and the finite
norm kku(x)kE kLp (G) [26]. We use the Sobolev spaces Wps (G; E), Wps (Q; E)
(see [27, 28]) and the Hölder spaces C α,β (Q), C α,β (S) (see [29]). By a norm
of a vector, we mean the sum of the norms of coordinates. Given an interval
J = (0, T ), put Wps,r (Q) = Wps (J; Lp (G)) ∩ Lp (J; Wpr (G)). Respectively,
Wps,r (S) = Wps (J; Lp (Γ)) ∩ Lp (J; Wpr (Γ)). All function spaces and coefficients
of the equation (1.1) are assumed to be real. Next, we suppose that p > n+2
and Γ ∈ C 3 (see the definition in [29]). Given sets X, Y , the symbol ρ(X, Y )
stands for the distance between them. Introduce the notations Qτ = (0, τ ) ×
G, S τ = (0, τ ) × Γ. Gδ = {x ∈ G : ρ(x, Γ) < δ}, Qδ = (0, T ) × Gδ ,
Qτδ = (0, τ ) × Gδ . Construct a function ϕ(x) ∈ C ∞ (G) such that ϕ(x) = 1 in
Gδ/2 and ϕ(x) = 0 in G\G3δ/4 . A small parameter δ > 0 (it can be arbitrarily
small) is fixed below. It characterizes a neighborhood of the boundary, where
additional smoothness requirements are imposed on the data. Consider the
auxiliary problem
n
X n
X
Mu = ut + A0 u = f0 (t, x), A0 u = − aij uxi ,xj + ai uxi + a0 u, (2.1)
i,j=1 i=1
∂u
+ σu = g, u|t=0 = u0 , (2.2)
∂γ S
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We assume that
u0 ∈ Wp2−2/p (G), B(0, x, D)u0|Γ = g(0, x), g ∈ Wps0 ,2s0 (S), f0 ∈ Lp (Q), (2.3)
where s0 = 1/2 − 1/2p;
ϕu0 (x) ∈ Wp3−2/p (G), ϕf0 ∈ Lp (0, T ; Wp1(G), g ∈ Wps1 ,2s1 (S), (2.4)
where s1 = 1 − 1/2p;
aij ∈ C(Q), γi , σ ∈ Wps0 ,2s0 (S), ak ∈ Lp (Q), i, j = 1, 2, . . . , n, k ≤ n; (2.5)
1
aij ∈ L∞ (0, T ; W∞ (Gδ )), ak ∈ L∞ (0, T ; Wp1(Gδ )), γi , σ ∈ Wps1 ,2s1 (S); (2.6)
where i, j = 1, . . . , n k=0,1,. . . ,n, l=1,2,. . . ,r. Next, we suppose that
n
X
| γi νi | ≥ ε0 > 0, ∀(t, x) ∈ S, (2.7)
i=1
If additionally the conditions (2.4), (2.6) hold then a solution is such that
ϕut ∈ Lp (0, T ; Wp1(G)), ϕu ∈ Lp (0, T ; Wp3(G)). In the case of g = 0 and
u0 = 0 we have the estimates
kukWp1,2 (Qτ ) ≤ ckf kLp (Qτ ) , (2.10)
kukWp1,2(Qτ ) + kϕut kLp (0,τ ;Wp1 (G)) + kϕukLp (0,τ ;Wp3 (G)) ≤
c(kf0 kLp (Qτ ) + kϕf0 kLp (0,τ ;Wp1 (G)) ), (2.11)
where the constant c is independent of f, τ ∈ (0, T ].
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3 Existence and uniqueness theorems
Proceed with additional conditions on the data. We assume that
1 1
Z
1
ψi ∈ Wp (0, T ), ψi (0) = u0 ϕi dΓ, ϕi ∈ Lq (Γ), + = 1, (3.1)
Γ q p
where i = 1, . . . , s,
where m = r + 1, . . . , s,
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This condition is easier to check in contrast to that in (3.4). If we replace in
Theorem 3.1 the condition (3.4) with the condition (3.5) then the claim of
Theorem 3.1 remains valid.
Make the change of variables u = v + Φ. The problem (1.1)-(1.3) is
reduced to an equivalent problem
s
X r
X
vt + A(~q)v = qi fi − qi Ai Φ = f 1 , (3.6)
i=r+1 i=1
Pr
where A(~q)v = A0 v + A1 (~q)v, A1 (~q) = i=1 qi Ai ;
Theorem 3.1 Let the conditions (2.3)-(2.8), (3.1)-(3.4) hold. Then there
exists a number τ0 ∈ (0, T ] such that on the segment [0, τ0 ] there exists a
unique solution (u, q1 , q2 , . . . , qs ) to the problem (1.1)-(1.3) such that u ∈
Wp1,2 (Qτ0 ), ϕu ∈ Lp (0, τ0 ; Wp3 (G)), ϕut ∈ Lp (0, τ0 ; Wp1 (G)), qj ∈ Lp (0, τ0 ),
j = 1, 2, . . . , s.
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The right-hand side of this equality coincides with the j-th coordinate of the
vector B0 (t)~q. In this case the system (3.10) can be written in the form
where v is a solution to the problem (3.6), (3.7). Let ~q = 0. In this case the
right-hand side in (3.11) is written as follows:
~ Ψ
R(0) = B0−1 Ψ, ~ = (ψ̃ ′ , ψ̃ ′ , . . . , ψ̃ ′ )T .
1 2 s
The following estimate is valid in accord with our condition on the coeffi-
cients:
r
X
1
kA (~q)vkWτ ≤ k qj Aj (t, x, D)vkWτ
j=1
r
X
≤ k~qkLp (0,τ ) (kAj (t, x, D)vkL∞ (0,τ ;Lp (G)) + kϕAj (t, x, D)vkL∞ (0,τ ;Wp1 (G)) )
j=1
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cases the embedding constant is indepedent of τ . Next, we have the estimate
(see Theorem 4.6.1, 4.6.2 [26])
where n/p < s < 1 − 2/p, 1 + s = θ(2 − 2/p), 2 + s = θ1 (3 − 2/p) and we have
used the interpolation inequalities [26]. The Newton-Leibnitz formula yields
kvkL∞ (0,τ ;Lp (G)) ≤ τ (p−1)/p kvt kLp (Qτ ) . (3.16)
The estimates (3.14), (3.15), (3.16) ensure the inequality
kA1 (~q)vkWτ ≤ c6 k~qkLp (0,τ ) kvkHτ τ β , β = min(β0 , β1 ), (3.17)
where β0 = (1 − θ)(p − 1)/p, β1 = (1 − θ1 )(p − 1)/p. Choose τ0 from the
condition c6 R0 τ β = 1/2. In this case the relation (3.12) yields
kvkHτ ≤ 2k(∂t + A0 )−1 f 1 kHτ . (3.18)
In view of (3.9), we can write out the estimate
kvkHτ ≤ c7 kf 1 kWτ ≤ c8 k~qkLp (0,τ ) , τ ≤ τ0 , (3.19)
where we can assume that the constant c8 is independent of τ ≤ τ0 . It
depends on the norms of the data. Next, we consider two vectors q~i =
(q1i , q2i , . . . , qsi ), i = 1, 2, and construct the corresponding solutions vi to the
problem (3.6), (3.7). Subtracting two equations (3.6) we conclude that the
difference w = v1 − v2 is a solution to the problem
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Applying the estimate (3.17), we infer
kwkHτ ≤ 2c6 τ β k~q1 − ~q2 kLp (0,τ ) k(v1 + v2 )/2kHτ + 2c10 k~q1 − q~2 kLp (0,τ ) . (3.24)
Next, involving the estimate (3.19) written for the functions vi , we conclude
that
kv1 − v2 kHτ ≤ c11 k~q1 − ~q2 kLp (0,τ ) , (3.25)
with a constant c11 independent of τ ≤ τ0 . Estimate the norm kR(~q1 ) −
R(~q2 )kLp (0,τ ) with τ ≤ τ0 . Actually, the required estimate has been already
established. Consider the expressions Ij =< (A(~q1 )v1 − A(~q2 ))v2 , ϕj > oc-
curring in the difference R(~q1 ) − R(~q2 ). The Hölder inequality yields
|Ij | = | < A0 w + A1 ((~q1 + q~2 )/2)w + A1 (~q1 − ~q2 )(v1 + v2 )/2, ϕj > | ≤
c12 (kA0 wkLp (Γ) + kA1 ((~q1 + ~q2 )/2)wkLp (Γ) + kA1 (~q1 − ~q2 )(v1 + v2 )/2kLp (Γ) .
kA1 ((~q1 + ~q2 )/2)wkLp(0,τ ;Lp (Γ)) ≤ c12 kA1 ((~q1 + ~q2 )/2)wkWτ
≤ c13 τ β R0 kwkHτ . (3.26)
In view of the inequality (3.19) written for the functions vi , the third sum-
mand admits the estimate
(v1 + v2 ) (v1 + v2 )
kA1 (~q1 − ~q2 ) kLp (0,τ ;Lp (Γ)) ≤ c14 kA1 (~q1 − ~q2 ) kW τ ≤
2 2
c13 τ β C1 (R0 )k~q1 − ~q2 kLp (0,τ ) . (3.27)
kA0 wkLp (0,τ ;Lp (Γ)) ≤ c15 kϕA0 wkLp (0,τ ;Wps (G)) ≤
c16 kϕA0 wksLp (0,τ ;Wp1 (G)) kϕA0 wk1−s
Lp (Qτ ) , (3.28)
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where n/p < s < 1. Here we have used the interpolation inequality [26].
Using the conditions on the coefficients, we obtain the estimate
Next, we repeat the arguments used in proof of the estimate (3.17) (see the
inequality (3.15)). Finally, we arrive at the estimate
kR(~q1 ) − R(~q2 )kLp (0,τ ) ≤ c18 τ β3 k~q1 − ~q2 kLp (0,τ ) , (3.31)
Subtracting them from (3.10), we conclude that < vt , ϕj > −ψ̃j′ = 0 for all j
and thereby the conditions (3.8) hold. Uniqueness of solutions follows from
the estimates obtained in the above proof.
Remark. Stability estimate for solutions also holds.
In the linear case, i,e, the unknown functions occur only into the right-
hand side the claim becomes global in time. In this case A = A0 and the
matrix B0 has the rows
i.e., r = 0.
More exactly, the following theorem is valid.
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Theorem 3.2 Let the conditions (2.3)-(2.8), (3.1), (3.2), (3.4) hold. Then
there exists a unique solution (u, q1 , q2 , . . . , qs ) to the problem (1.1)-(1.3) such
that u ∈ Wp1,2 (Q), ϕu ∈ Lp (0, T ; Wp3(G)), ϕut ∈ Lp (0, T ; Wp1(G)), qj ∈
Lp (0, T ), j = 1, 2, . . . , s.
The proof is in lines with that of the main result in [10]. The idea of
the proof is as follows. First, we prove solvability of the problem on some
small segment of time [0, τ0 ]. Next, repeating the arguments we establish
solvability on [τ0 , τ1 ], and so on. Since the problem is linear, it is possible to
prove that the length τi −τi−1 does not tends to zero which implies solvability
on the whole segment [0, T ].
4 Discussion
Under consideration are mathematical models of heat and mass transfer. We
study inverse problems of recovering lower-order coefficients and the right-
hand side in a second order parabolic equation. The coefficients are repre-
sentable in the form of a finite segments of series whose coefficients depending
on time are to be determined. The linear case in which only the right-hand
side is recovered is also considered. The overdetermination conditions are
the integrals over the boundary of a domain of a solution with weights. The
main attention is paid to existence, uniqueness, and stability estimates for
solutions to inverse problems of this type. The problem is reduced to an
operator equation which is studied with the use of the fixed point theorem
and a priori estimates. A solution has all generalized derivatives occurring
into the equation summable to some power. The method of the proof is
constructive and it can be used for developing new numerical algorithms for
solving the problem.
5 Conclusions
The existence and uniqueness theorems in inverse problems of recovering the
lower-order coefficients in a parabolic equation from the boundary integral
measurements are proven locally in time. They are sought in the form of a
finite segment of the Fourier series with coefficients depending on time. The
proof relies on a priori bounds and the fixed point theorem. The conditions
on the data ensuring existence and uniqueness of solutions in Sobolev classes
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are sharp. They are smoothness and consistency conditions on the data
and additional conditions on the kernels of the integral operators used in
additional measurements.
Acknowledgement. The research was carried out within the state assign-
ment of Ministry of Science and Higher Education of the Russian Federation
(theme No. FENG-2023-0004, ”Analytical and numerical study of inverse
problems on recovering parameters of atmosphere or water pollution sources
and (or) parameters of media”).
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Sergey Pyatkov, Doctor of Sci., Professor, Engineering School of Digital
Technologies, Yugra State University, Khanty-Mansiysk, Russia, E-mail: py-
[email protected];
Oleg Soldatov, postraduate, Engineering School of Digital Technologies, Yu-
gra State University, Khanty-Mansiysk, Russia, E-mail: [email protected]
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