A Conditional Lipschitz Stability For Determining A Space-Dependent Source Coefficient in The 2D/3D Advection-Dispersion Equation

J. Inverse Ill-Posed Probl.
2016; aop
Research Article
Gongsheng Li*, Xianzheng Jia and Chunlong Sun
A conditional Lipschitz stability for

determining a space-dependent source
coefficient in the 2D/3D advection-dispersion
equation
DOI: 10.1515/jiip-2015-0035
Received March 29, 2015; revised December 21, 2015; accepted March 15, 2016
Abstract: This paper deals with an inverse problem of determining a space-dependent source coefficient in
the 2D/3D advection-dispersion equation with final observations using the variational adjoint method. Data
compatibility for the inverse problem is analyzed by which an admissible set for the unknowns is induced.
With the aid of an adjoint problem, a bilinear functional based on the variational identity is set forth with
which a norm for the unknown is well-defined under suitable conditions, and then a conditional Lipschitz
stability for the inverse problem is established. Furthermore, numerical inversions with random noisy data
are performed using the optimal perturbation algorithm, and the inversion solutions give good approxima-
tions to the exact solution as the noise level goes to small.
Keywords: Advection-dispersion equation, inverse problem, adjoint problem, variational identity, Lipschitz
stability, numerical inversion
MSC 2010: 35R30, 65N21
1 Introduction
In groundwater and its pollution problems, we are always encountering with mathematical models ex-
pressed by the advection-dispersion-reaction equations (see [26, 41, 48], for instance). A general advection-
dispersion-reaction equation in 2D/3D case in rectangular coordinate system is given as
u t − ∇ ⋅ (D∇u) + v ⋅ ∇u + f(x, t; u) = 0, (x, t) ∈ Ω T , (1.1)
where u = u(x, t) is the state variable at the time t > 0 and the space point x ∈ Ω, and D is the dispersion coeffi-
cient tensor, and v is the average flow velocity, f(x, t; u) is a source term, and Ω T = Ω × (0, T), and Ω ⊂ ℝd
(d = 2, 3) is a bounded domain, and ∂Ω denotes its piece-wise smooth boundary.
By mathematical theory of solute transport in porous medium, the dispersion coefficient tensor has a dia-
gonal form of D = diag(D1 , D2 , D3 ) and the flow velocity becomes v = (v1 , 0, 0) when the direction of the
dominant flow is chosen as the direction of X1 axis, and the flow velocities are regarded as zero along the X2
and X3 axes. Furthermore, let D1 = D2 = D3 := D > 0 be a positive constant, and v1 := v > 0; then equation
(1.1) is reduced to
u t − D∆u + vu x1 + f(x, t; u) = 0, (x, t) ∈ Ω T . (1.2)
*Corresponding author: Gongsheng Li: School of Sciences, Shandong University of Technology, Zibo, 255049, P. R. China,
e-mail: ligs@sdut.edu.cn
Xianzheng Jia, Chunlong Sun: School of Sciences, Shandong University of Technology, Zibo, 255049, P. R. China,
e-mail: kathy1978@126.com, sunchunlong527@163.com
- 10.1515/jiip-2015-0035
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2 | G. Li, X. Jia and C. Sun, A conditional Lipschitz stability
The initial boundary value conditions are given as
u(x, 0) = u0 (x), x ∈ Ω, (1.3)
and
u(x, t)|∂Ω = g(x, t), (x, t) ∈ ∂Ω T , (1.4)
respectively, where we denote ∂Ω T = ∂Ω × (0, T).

When the parameters D and v, the source function f , and the initial boundary value functions u0 and g
are all known and given in suitable spaces, we get the well-posed forward problem (1.2)–(1.4). However, the
dispersion coefficient, the source/sink term and other physical quantities in the model are often unknown,
and cannot be measured directly. Thus we have to consider inverse problems which are to identify and de-
termine these physical quantities by some additional information. Suppose that the source term in equation
(1.2) is unknown, and we are required to determine it by measured data at one final moment t = T:
u(x, T) = u T (x), x ∈ Ω. (1.5)
As a result, an inverse source coefficient problem is formulated given by (1.2)–(1.5).

In practice, the source term f = f(x, t; u) is often of a functional form corresponding to physical laws
and/or chemical reactions. For example, there are f = f(u) (see [3, 13, 25]), and f = q(x) u α (see [6, 21, 47]),
and f = p(t) u β (see [9, 35, 42]), etc. In this paper, we deal with the inverse problem (1.2)–(1.5) in the case of
f(x, t; u) = q(x)u, x ∈ Ω, (1.6)
and we mainly study how to construct a conditional Lipschitz stability for determining the source coefficient
q = q(x) in (1.6).
Remark 1. The spatially dependent source function q = q(x) in (1.6) represents the first-order physical/
chemical reaction coefficient which can not be measured directly in many cases, so it is meaningful to study
the inverse problem here. It is noted that the additional measurements in real-life problems are discrete data,
but they can be fitted to approximate a function in a suitable space. Although it is possible to give theoret-
ical analysis utilizing the pointwise measurements, we will give stability analysis for the inverse coefficient
problem using the fitted overposed function u T (x) in this paper.
By the literatures we have, there are quite a few of studies on the inverse source coefficient problems since the
1970s. As for general researches and summary, we refer to the monograph [20], and for the research methods,
we refer to [2, 4, 5, 13, 15, 25, 31, 33, 34, 36, 47] for the fixed point method based on the solution’s expres-
sion of the forward problem, and refer to [1, 17, 38, 45] for the orthogonality method and energy estimates
method, and refer to [7, 18, 21, 37] for utilizing the maximum principle, and refer to [19, 22, 23, 30, 46]
for Carleman-type estimates method, etc. It is noted that stability analysis is still a trouble for inverse
problems, especially for the construction of Lipschitz stability. By using classical estimates for parabolic
problems in Hölder spaces, Hölder stability can be obtained based on the maximum principles and Sobolev
embedding theorems, see also [18, 20, 21], etc. However, such a method always needs more conditions for
the initial boundary value functions, and it seems not easy to cope with under general conditions. On the
other hand, the variational identity method, also known as monotonicity method or the adjoint method, see,
e.g., [10–12, 14, 16, 32], has been applied to parameter identification problems in the parabolic equations,
by which uniqueness results can be proved using approximate controllability for the adjoint problems based
on integral identities. The author ever discussed some inverse source problems for parabolic equations in the
1D case (see [24, 28, 29] for instance), and gave conditional stability estimates for determining the source
term or source coefficient using the variational identity method. In this paper, we study the inverse problem of
determining the source coefficient in the 2D/3D space. The situation in the 2D/3D case is different from that
in the 1D case since Sturm–Liouville eigenvalue theory could not be applied in irregular multidimensional
domains. So we have to confine the space domain as a regular domain on which separating variables method
can be applied to solve the corresponding equation. The regular domain may be a rectangular, or a circle in
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G. Li, X. Jia and C. Sun, A conditional Lipschitz stability | 3
the 2D case, or a cylinder or a sphere in the 3D case, etc. We will take the space domain as a rectangular solid
corresponding to equation (1.1) in the rectangular coordinates system.
It should be mentioned that the state variable u = u(x, t) is always monotone on the time variable and/or
the space variable in many real-life problems of solute transportation. In this paper we consider the situation
that the state variable is monotone during the whole time interval at each given space point. With the help
of an adjoint problem, two sufficient conditions are discussed under which the state variable is monotone
on time, and an admissible set for the unknown is derived by data compatibility analysis. Next, a variational
identity connecting the changes of the known data with that of the unknown is constructed based on an
adjoint problem, with which a bounded bilinear functional is discussed by which a suitable norm for the
unknown is well-defined by controlling the solution of the adjoint problem, and then a conditional Lipschitz
stability for the inverse problem is established. Finally, numerical inversions with random noisy data are
presented by utilizing the optimal perturbation algorithm to support the stability of the inverse problem.
The rest of the paper is arranged as follows. In Section 2 we discuss the inverse problem by data compat-
ibility analysis which leads to an admissible set for the unknowns. In Section 3 we put forward a variational
identity connecting the changes of the known functions with that of the unknown by controlling an adjoint
problem. In Section 4 we are to establish a conditional Lipschitz stability using a suitable norm of the un-
known defined by a bilinear functional based on the variational identity. In Section 5 numerical inversions
are performed by employing the optimal perturbation algorithm, and several concluding remarks are given
in Section 6.
2 Data compatibility analysis

Consider the inverse problem (1.2)–(1.5), where f(x, t; u) is given by (1.6). Noting the reality of real-life prob-
lems, the initial boundary value functions u0 (x) and g(x, t), the additional function u T (x) are all claimed to
be nonnegative throughout the paper. In addition, by ‖ ⋅ ‖2 and ‖ ⋅ ‖∞ we denote the L2 norm and the maximal
norm in the corresponding spaces respectively if there is no specification, and by ‖ ⋅ ‖B,2 we specify a norm
for the unknown defined by the B-functional given in Section 4. Suppose that Ω is a bounded rectangular
solid, and u0 (x), g(x, t) and u T (x) satisfy condition (A):
(A) u0 (x) ∈ C2 (Ω), g(x, t) ∈ C2,1 (∂Ω T ), and the overposed data function u T (x) is piece-wise continuous dif-
ferential on x ∈ Ω, and there are positive constants M0 and ε such that ‖u0 ‖2 ≤ M0 and ‖u T ‖2 ≥ ε.
Moreover, the data functions should satisfy the consistency condition (B):
(B) u0 (x)|∂Ω = g(x, 0)|∂Ω , u T (x)|∂Ω = g(x, T)|∂Ω .
Under conditions (A) and (B), there exists an unique solution, denoted by u = u(q)(x, t) ∈ C2,1 (Ω T ), to the
forward problem for any prescribed source coefficient q = q(x) ∈ C(Ω). With a similar method as used
in [3, 16, 28, 29], we are to prove the monotonicity of the solution and to reveal data compatibilities by
which an admissible set for the unknown can be induced.
Theorem 1. Suppose that conditions (A) and (B) are satisfied and the solution u = u(q)(x, t) is a priori bounded.
Then the following statements hold.
(1) If ∂g
∂t ≤ 0 for (x, t) ∈ ∂Ω T , and q(x) has property (P1):
(P1) q(x)u0 (x) + v ∂u∂x1 − D ∆u 0 (x) ≥ 0, x ∈ Ω,
0
then we have u t (x, t) ≤ 0 for each given x ∈ Ω and t ∈ [0, T].

(2) If ∂g
∂t ≥ 0 for (x, t) ∈ ∂Ω T , and q(x) has property (P2):
(P2) q(x)u0 (x) + v ∂u∂x1 − D ∆u 0 (x) ≤ 0, x ∈ Ω,
0
then we have u t (x, t) ≥ 0 for each given x ∈ Ω and t ∈ [0, T].
Proof. We only prove assertion (1), and (2) can be proved similarly. For u = u(q)(x, t) and any smooth test
function φ = φ(x, t), we have
∫ [u t − D∆u + vu x1 + q(x)u] φ t dx dt = 0.
ΩT
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Suppose that φ|∂Ω = 0. Noting that the space domain is a rectangle, we have by integrating by parts
∫ u t [φ t + D∆φ + vφ x1 − q(x)φ] dx dt = −D ∫ u div(φ t ) dS dt + D ∫[u(x, T)∆φ(x, T) − u(x, 0)∆φ(x, 0)] dx

ΩT ∂Ω T Ω
∂φ(x, T) ∂φ(x, 0)
+ v ∫[u(x, T) − u(x, 0) ] dx
∂x1 ∂x1
Ω
− ∫ q(x)[u(x, T)φ(x, T) − u(x, 0)φ(x, 0)] dx. (2.1)

Ω
Remark 2. If the space domain is not rectangular, a similar equality as (2.1) can also be deduced using the
well-known Green’s formula, in which the term div(φ t ) becomes ∂φ t
∂ν , where ν is the outward normal to ∂Ω.
Further suppose that φ(x, T) = 0, x ∈ Ω, and together with φ|∂Ω = 0, let φ = φ(x, t) be the solution to the
following adjoint problem:
{ φ t + D∆φ + vφ x1 − q(x)φ = G(x, t), (x, t) ∈ Ω T ,

{
{
{ φ|∂Ω = 0, (2.2)
{
{
{ φ|t=T = 0,
where G(x, t) is a arbitrary nonnegative function on Ω T . Then combining with the initial boundary value
conditions, (2.1) reduces to
∂φ(x, 0)
∫ u t G(x, t) dx dt = −D ∫ g(x, t) div(φ t ) dS dt − ∫[D∆φ(x, 0) + v − q(x)φ(x, 0)]u0 (x) dx
∂x1
ΩT ∂Ω T Ω
=: I1 + I2 ,
where
I1 = −D ∫ g(x, t) div(φ t ) dS dt
∂Ω T
and
∂φ(x, 0)
I2 = − ∫[D∆φ(x, 0) + v − q(x)φ(x, 0)]u0 (x) dx.
∂x1
Ω
We need to reduce I1 and I2 . Firstly for I1 , also utilizing integration by parts, and thanks to ∇φ(x, T) = 0,
we have
∂g
I1 = D ∫ g(x, 0) div(φ(x, 0)) dS + D ∫ div(φ) dS dt.
∂t
∂Ω ∂Ω T
Similarly, using φ|∂Ω = 0 again, we get
∂u0 (x)
I2 = −D ∫ u0 (x) div(φ(x, 0)) dS − D ∫ ∆u0 (x)φ(x, 0) dx + v ∫ φ(x, 0) dx + ∫ q(x)u0 (x)φ(x, 0) dx.
∂x1
∂Ω Ω Ω Ω
Thus, by the consistency condition (B), i.e., g(x, 0)|∂Ω = u0 (x)|∂Ω , we have
∂g ∂u0 (x)
∫ u t G(x, t) dx dt = D ∫ div(φ) dS dt + ∫[q(x)u0 (x) + v − D∆u0 (x)]φ(x, 0) dx. (2.3)
∂t ∂x1
ΩT ∂Ω T Ω
Now we are ready to prove the assertion (1).

By applying the maximum principle of parabolic type of PDE, see e.g. [39], to the adjoint problem (2.2),
we conclude that if G(x, t) is nonnegative but is otherwise arbitrary, then φ(x, t) is negative on Ω T , and so
does for φ(x, 0). Then together with property (P1), we know that the sign of the second term on the right-hand
side of (2.3) is nonpositive. In addition, if φ(x, t) ≤ 0, (x, t) ∈ Ω T , then noting the zero boundary condition,
we deduce that div(φ)|∂Ω ≥ 0 for 0 < t < T. So, by virtue of the monotone decreasing property of the boundary
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function g(x, t) on t, we see that the first term on the right-hand side of (2.3) is also nonpositive. Henceforth,
the sign of expression (2.3) is nonpositive, i.e., there holds
∫ u t G(x, t) dx dt ≤ 0. (2.4)
ΩT
Since G = G(x, t) is nonnegative but otherwise arbitrary, it follows that if there is any positive measure
subset of Ω T where u t (x, t) is positive, then a contradiction of (2.4) can be achieved by choosing the support
G = G(x, t) in this positive measure set. This proves that for each x ∈ Ω, there is u t (x, t) ≤ 0 for 0 ≤ t ≤ T, and
assertion (1) is valid.
It is noted that properties (P1) and (P2) are both valid when the initial function u0 (x) = 0, and (P1) means
that q(x) ≥ 0, x ∈ Ω and (P2) implies that q(x) ≤ 0, x ∈ Ω when u0 (x) ≡ u0 > 0.
According to Theorem 1, we get two sufficient conditions under which the inverse problem is of data
compatibility. That is, the source coefficient q(x) should have one of the following two conditions with the
data functions u0 (x) and g(x, t):
(C1) ∂g∂t ≤ 0, (x, t) ∈ ∂Ω T , and (P1) is valid.
∂g
(C2) ∂t ≥ 0, (x, t) ∈ ∂Ω T , and (P2) is valid.
In summary, if conditions (A), (B) and (C1) are valid, the solution u = u(q)(x, t) is monotone decreasing on
t ∈ [0, T] for each x ∈ Ω. If conditions (A), (B) and (C2) are satisfied, then the solution u = u(q)(x, t) is mono-
tone increasing on t ∈ [0, T] for each x ∈ Ω. In the following discussions, we assume that condition (C1) is
satisfied and the unknown source coefficient q(x) is continuous and has property (P1). Thus, an admissible
set for the unknown source coefficients can be defined as follows:
Sad = {q : q ∈ C(Ω), and (P1) is valid}. (2.5)
Furthermore, for any positive constant E, we define a closed, convex ball in L2 (Ω) for q ∈ Sad :
S E = {q ∈ Sad : ‖q‖2 ≤ E}.
It is not difficult to get the existence of the solution in S E by using Sobolev compact embedding theorems
based on an error functional of the source coefficient. Nevertheless, we will focus our attention on the condi-
tional stability for the inverse problem here.
3 The variational identity and the adjoint problem

It is more difficult to prove stability than those of existence and uniqueness for an inverse problem, and it
always needs additional conditions and suitable topology to construct a stability which is called conditional
stability for the inverse problem. In order to establish a conditional stability for the inverse problem, the
unknown source coefficient q = q(x) is assumed to be nonnegative for x ∈ Ω, and has a linear form of variables
separation, for example, q(x) = q1 (x1 ) + q2 (x2 ) in 2D case. That is, we assume that
q ∈ S q := Sad ∩ {q ≥ 0 : q = q1 (x1 ) + q2 (x2 ) or q = q1 (x1 ) + q2 (x2 ) + q3 (x3 )},
where Sad is given by (2.5), and q i (x i ) ≥ 0 for i = 1, 2 or i = 1, 2, 3. Moreover, we restate that the space domain
Ω is a regular domain in ℝd (d = 2, 3) with smooth boundary so that variable separating method can be
applied to solve the corresponding adjoint problem.
3.1 The variational identity

We discuss the stability of the inverse problem with the aid of an adjoint problem and a variational identity.
The variational identity is an integral equality connecting the changes of the known data with that of the
unknown. We give the variational identity with a similar method as used in Theorem 1.
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Theorem 2. Suppose that conditions (A), (B) and (C1) are satisfied, and ⟨u1 , q1 ⟩ and ⟨u2 , q2 ⟩ are two pairs of
solutions to the inverse problem corresponding to the data functions (u10 , g1 , u1T ) and (u20 , g2 , u2T ), respectively.
Then there holds
∫ u2 (q2 − q1 )φ dx dt = ∫(u1T − u2T )ω(x) dx − ∫(u10 − u20 )φ(x, 0) dx + D ∫ (g1 − g2 ) div(φ) dS dt, (3.1)
ΩT Ω Ω ∂Ω T
where φ = φ(ω)(x, t) is a solution to the adjoint problem
{ φ t + D∆φ + vφ x1 − q1 φ = 0, (x, t) ∈ Ω T ,
{
{
{ φ|∂Ω = 0, (x, t) ∈ ∂Ω T , (3.2)
{
{
{ φ(x, T) = ω(x), x ∈ Ω,
and ω = ω(x) is called a controllable input.
Proof. Denoting U = u1 − u2 , and noting that u1 = u(q1 )(x, t) and u2 = u(q2 )(x, t) are both solutions to the
forward problem, we have
U t − D∆U + vU x1 + q1 U = u2 (q2 − q1 ), (x, t) ∈ Ω T , (3.3)
with
U(x, 0) = u10 (x) − u20 (x), x ∈ Ω,
U(x, t)|∂Ω = g1 (x, t) − g2 (x, t), (x, t) ∈ ∂Ω T ,
U(x, T) = u1T (x) − u2T (x), x ∈ Ω.
By multiplying the two-sides of (3.3) with a smooth test function φ = φ(x, t), and integrating on Ω T , we get
∫ [U t − D∆U + vU x1 + q1 U]φ dx dt = ∫ u2 [q2 − q1 ]φ dx dt.

ΩT ΩT
With a similar method as used above, by integration by parts and noting the initial boundary conditions,
it can be seen that the variational identity (3.1) is valid as long as φ = φ(x, t) is a solution of the adjoint
problem (3.2).
Note that the adjoint problem imposes a condition at t = T, then it is backward in time but is well-posed
due to the reverse parabolic character of the partial differential equation. Since the solution to problem
(3.2) is uniquely determined by the input function ω = ω(x), and we denote it as φ = φ(ω)(x, t), the proof
is completed.
3.2 The adjoint problem

Consider the adjoint problem (3.2) again. By variables transformation τ = T − t, x = x, and also denote τ as t,
we have
{ φ t − D∆φ − vφ x1 + q1 (x)φ = 0,
{
{
{ φ|∂Ω = 0, (3.4)
{
{
{ φ(x, 0) = ω(x).
Henceforth, let
vx1 v2
φ(x, t) = exp(− − t)ψ(x, t), (3.5)
2D 4D
we get an initial boundary value problem for ψ = ψ(x, t):
{ ψ t − D∆ψ + q1 (x)ψ = 0, (x, t) ∈ Ω T ,

{
{
{
{
ψ|∂Ω = 0, x ∈ ∂Ω, t ∈ [0, T], (3.6)
{
{
{
{ vx1
{ ψ(x, 0) = exp( )ω(x), x ∈ Ω.
{ 2D
By the variable separating method for problem (3.6), we get Lemma 1 (see [8, 43]).
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Lemma 1. Let q ∈ S q , and let Ω be a rectangular domain with piece-wise smooth boundary, and the input
ω = ω(x) take nonnegative values in Ω. Then the solution to problem (3.6) is also nonnegative, and can be
expressed by
∞
ψ(ω)(x, t) = ∑ a n exp(−λ n Dt)X n (x), (3.7)
n=1
where a n are the generalized Fourier coefficients of ψ(x, 0) = exp( vx
2D )ω(x), λ n and X n (x) are the eigenvalues
1
and eigenfunctions to the multivariate Sturm–Liouville eigenvalue problem
{ q1 (x)
{ ∆X − X + λX = 0, x ∈ Ω,
{ D (3.8)
{
{ X| ∂Ω = 0,
and the eigenfunctions X n (x), n = 1, 2, . . . , are variables separated, and consist a completed orthogonal set
of L2 (Ω), and they can be normalized, and the eigenvalues have the property
0 < λ1 ≤ λ2 ≤ ⋅ ⋅ ⋅ ≤ λ n−1 ≤ λ n → ∞ (n → ∞).
Moreover, noting the normal orthogonality of {X n (x)}, there is
vx1
a n = ∫ ψ(x, 0)X n (x) dx = ∫ exp( )ω(x)X n (x) dx, n = 1, 2, . . . . (3.9)
2D
Ω Ω
Proof. We take the 2D case as example to give a sketch of the proof. Actually, by setting ψ(x, t) = T(t)X(x),
we get from (3.6)
T󸀠 ∆X − qD1 X
= = −λ,
DT X
and T 󸀠 + λDT = 0 with the eigenvalue problem (3.8). Noting the properties of q1 = q11 (x1 ) + q21 (x2 ) and the
rectangular domain, we can continue to separate variables for (3.8), i.e., by setting X(x) = X 1 (x1 )X 2 (x2 ), there
are two normal Sturm–Liouville eigenvalue problems given by
{ d2 X 1 q11 (x1 ) 1
{
{ 2
− X + μX 1 = 0, x 1 ∈ Ω x1 ,
dx 1
D (3.10)
{
{
{
{ X 1 |∂Ω x1 = 0,
and
{ d2 X 2 q21 (x2 ) 2
{
{ 2
− X + (λ − μ)X 2 = 0, x2 ∈ Ω x2 ,
dx 2
D (3.11)
{
{
{ 2
{ X |∂Ω x2 = 0,
respectively. From (3.10) and (3.11), we see that there are λ n and X n (x) = X 1n (x1 )X 2n (x2 ), n = 1, 2, . . . , satis-
fying the eigenvalue problem (3.8), and the assertion of this lemma is valid.
4 Lipschitz stability
Let us consider the adjoint problem (3.6) again. According to the control theory of parabolic type of PDE,
we know that the solution of (3.6) is determined completely by the input function ω(x), which is denoted
by ψ = ψ(ω)(x, t). Moreover, there is ψ ∈ H 2,1 (Ω T ) for ω ∈ L2 (Ω) by the regularity theory of parabolic equa-
tion, and there exists a constant c > 0 such that ‖ψ‖H 2,1 ≤ c‖ω‖2 . Actually, we can get a fine estimation to the
solution in L2 norm.
Lemma 2. For the solution ψ(ω)(x, t) of problem (3.6), there holds

‖ψ(ω)‖2 ≤ c1 ‖ω‖2 for all ω ∈ L2 (Ω), (4.1)
where
‖exp( vx 1
2D )‖∞
c1 = .
√2λ1 D
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Proof. By (3.7), and utilizing orthogonality of the eigenfunctions, we compute the L2 norm of ψ = ψ(ω)(x, t)
by
T ∞ 2 ∞
a2n 1 − exp(−2λ n DT)
‖ψ‖22 = ∫ ∫[ ∑ a n exp(−λ n Dt)X 2n (x)] dx dt = ∑ .
n=1 n=1
λn 2D
0 Ω
Noting that for n > 1, there is
1 − exp(−2λ1 DT) ≤ 1 − exp(−2λ n DT) < 1,
we see that the L2 norm of ψ(x, t; ω) depends upon the series ∑∞ 2

n=1 a n /λ n . Thus by (3.9), the Bessel inequality
and the Cauchy–Schwarz inequality, we have
∞
vx1 2 󵄩󵄩 vx1 󵄩󵄩󵄩2
∑ a2n ≤ ∫(exp( )ω(x)) dx ≤ 󵄩󵄩󵄩󵄩exp( )󵄩󵄩 ⋅ ‖ω‖22 < ∞,
n=1
2D 󵄩 2D 󵄩󵄩∞
Ω
1 1
Thanks to λn ≤ λ1 , n = 1, 2, . . . , it follows that (4.1) is valid.
By Lemma 2 together with the transformation (3.5), we know that the solution φ = φ(ω)(x, t) of problem (3.4)
is also controlled by the input ω ∈ L2 (Ω), and the following estimation is valid too:
‖φ‖2 ≤ ‖ψ‖2 ≤ c1 ‖ω‖2 . (4.2)
Hence, we define a bilinear form B(q, ω) : L2 (Ω) × L2 (Ω) → ℝ by
B(q, ω) = ∫ u2 q(x)φ(ω)(x, t) dx dt, (4.3)

ΩT
where u2 = u(q2 )(x, t) is an a priori bounded, nonnegative solution to the forward problem for given
q2 (x, t) ∈ S q , which can be regarded as a weighted function of the integral, and φ = φ(ω)(x, t) is also the
solution to the adjoint problem (3.4).
Utilizing the Hölder inequality, and noting (4.2), there is
1 1
2 2
|B(q, ω)| ≤ ( ∫ u2 q2 dx dt) ⋅ ( ∫ u2 φ2 dx dt) ≤ c2 ‖q‖2 ‖ω‖2 .
ΩT ΩT
Therefore, B(q, ω) is a bilinear bounded functional on q, ω ∈ L2 (Ω), which is called B-functional. Noting
Lemma 1, we define a norm for the source coefficient q(x) ∈ S q by
|B(q, ω)|
‖q‖B,2 := sup { }. (4.4)
ω≥0, ω≡0
̸ ‖u2 ‖2 ‖ω‖2
It is necessary to show that the above norm is well-defined. In fact, by (4.3) and noting the transforma-
tion (3.5), we have
B(q, ω) = ∫ u2 (x, t)q(x)φ(ω)(x, t) dx dt

ΩT
vx1 v2 t vx1
= ∫ [u2 (x, t) exp(− )][exp(− ) exp( )q(x)ψ(ω)(x, t)] dx dt.
D 4D 2D
ΩT
Thanks to the nonnegativity of the integrated function, and using the mean value theorem for integration,
there exist ξ ∈ Ω and τ ∈ (0, T) such that
v2 t vx1
B(q, ω) = A(ξ, τ) ∫ exp(− ) exp( )q(x)ψ(x, t; ω) dx dt,
4D 2D
ΩT
- 10.1515/jiip-2015-0035
where A(x, t) = u2 (x, t) exp(− vxD1 ). Furthermore, we have by (3.7),
∞ T
v2 vx1
B(q, ω) = A(ξ, τ) ∑ a n ∫ exp(−( + λ n D)t) dt ∫ exp( )q(x)X n (x) dx
n=1
4D 2D
0 Ω
∞
vx1
= A(ξ, τ) ∑ a n σ n (T) ∫ exp( )q(x)X n (x) dx,
n=1
2D
Ω
where
T
v2
σ n (T) = ∫ exp(−( + λ n D)t) dt, n = 1, 2, . . . .
4D
0
Thanks to (3.9), we get
∞
vx1 vx1
B(q, ω) = A(ξ, τ) ∑ σ n (T) ∫ exp( )ω(x)X n (x) dx ∫ exp( )q(x)X n (x) dx.
n=1
2D 2D
Ω Ω
Then in the case of ω = q, there is

∞ 2
vx1
B(q, q) = A(ξ, τ) ∑ σ n (T)(∫ exp( )q(x)X n (x) dx) .
n=1
2D
Ω
Let B(q, q) = 0, and noting σ n (T) > 0 and A(ξ, τ) > 0, we have
vx1
∫ exp( )q(x)X n (x) dx = 0 for all n = 1, 2, . . . ,
2D
Ω
together with the completed orthogonality of {X n (x)} in L2 (Ω), it follows that

vx1
exp( )q(x) = 0, x ∈ Ω.
2D
Then there must have q(x) = 0 for x ∈ Ω, which shows that the definition for the norm of q(x) by (4.4) is
well-defined.
By the variational identity (3.1) and the above discussions, we can construct a conditional Lipschitz
stability for the inverse problem of determining the source coefficient q = q(x).
Theorem 3. Under the conditions of Theorem 2 and Lemma 1, there exists a constant c̄ such that
‖q1 − q2 ‖B,2 ≤ c̄ ⋅ (‖u1T − u2T ‖2 + ‖u10 − u20 ‖2 + ‖g1 − g2 ‖2 ). (4.5)
Proof. Firstly by assertion (1) of Theorem 1, there is
[u T (x)]2 ≤ [u(x, t)]2 ≤ [u0 (x)]2 , x ∈ Ω, 0 < t < T,
for any solution u(x, t) of the forward problem (1.2)–(1.4) with the final function u T (x) = u(x, T) and the ini-
tial function u0 (x) = u(x, 0). Then by condition (A), there holds the following for the solution u2 = u(q2 )(x, t):
1 1 1 1 1
≤ ≤ ≤ ≤ . (4.6)
M0 √T ‖u0 ‖2 √T ‖u2 ‖2 ‖u T ‖2 √T ε√T
Next by the variational identity (3.1) and the definition (4.4), utilizing the Cauchy–Schwarz inequality, we
have
1 ‖φ(x, 0)‖2
‖q1 − q2 ‖B,2 ≤ ⋅ {‖u1T − u2T ‖2 + ‖u10 − u20 ‖2 sup
‖u2 ‖2 ω≥0, ω≡0
̸ ‖ω‖2
‖div(φ(x, t))‖2
+ D‖g1 − g2 ‖2 sup }.
ω≥0, ω≡0
̸ ‖ω‖2
Also by the general regularity theory of parabolic equations with the initial boundary value conditions, we
know that for ω ∈ L2 (Ω), there exists a constant c3 = c3 (D, v, Ω T ) such that
‖φ(x, 0)‖2 , ‖div(φ(x, t))‖2 ≤ c3 ‖ω‖2 .
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Henceforth we get
1
‖q1 − q2 ‖B,2 ≤ ⋅ {‖u1T − u2T ‖2 + c3 ‖u10 − u20 ‖2 + Dc3 ‖g1 − g2 ‖2 }.
‖u2 ‖2
Noting (4.6) and setting
1
c̄ = max{1, c3 , Dc3 },
√T‖u T ‖2
it can be seen that the assertion of this theorem is valid.
Remark 3. The stability estimate (4.5) and Lemma 1 in the above are valid for rectangular domains. However,
similar results can be obtained for other regular bounded domains, such as circles in the 2D case or spheres in
the 3D case, or cylinders in the 3D case, etc. For example, if coping with a circle in the 2D case, the equation
in polar coordinates (x1 = ρ cos θ, x2 = ρ sin θ) is given by
u ρ u θθ
u t − D(u ρρ + + 2 ) + vu ρ + q(ρ, θ)u = 0, (4.7)
ρ ρ
where u = u(ρ, θ, t). The adjoint equation corresponding to (4.7) is
φ ρ φ θθ
φ t + D(φ ρρ − + 2 ) + vφ ρ − q1 (ρ, θ)φ = 0, (4.8)
ρ ρ
with φ = φ(ρ, θ, t) imposed an initial condition at t = T. Henceforth, also by variable separation and the
adjoint method, similar results can be obtained as given in Lemma 1 and Theorem 3, where the eigenfunctions
become Bessel’s special functions. Actually for real-life problems, the flow is always radially symmetrical, i.e.,
there is u = u(ρ, t), in which case equations (4.7) and (4.8) can be further simplified and the corresponding
assertions are valid too.
5 Numerical inversion
We present numerical inversions for the above inverse problem in 2D case. Suppose that the space domain is
an unit rectangular, denoted as Ω = (0, 1) × (0, 1). The equation is
u t = D∆u − vu x1 + q(x1 , x2 )u, (x1 , x2 ) ∈ Ω, t > 0, (5.1)
where D > 0 is the dispersion coefficient, v > 0 is the average flow velocity in the direction of X1 axis, and
q = q(x1 , x2 ) is the first-order source coefficient depending upon the space variables. We will utilize the opti-
mal perturbation algorithm (see [27, 40, 44], for instance) to perform numerical inversions for determining
the source coefficient q = q(x1 , x2 ). For complementary of the manuscript, we give the optimal perturbation
regularization algorithm in the case of using discretization data in the follows.
5.1 The inversion algorithm
Consider the additional information (1.5) again. As stated before, the additional measurements in real-life
problems are always the discrete data. Let (x1l , x2k ) (l = 1, 2, . . . , L, k = 1, 2, . . . , K) be the measured points,
and the additional data at t = T for solving the inverse problem are given as
u(x1l , x2k , T) = u l,k for (x1l , x2k ) ∈ Ω, l = 1, . . . , L, k = 1, . . . , K.
For convenience, we denote

LK k=1,...,K
U obs = (u l,k )l=1,...,L
as the observed data vector.
On the other hand, for any prescribed q(x) ∈ Φ, where Φ is an admissible set for the space-dependent
source coefficients, an unique solution of the corresponding forward problem, denoted by u(q)(x, t), can be
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solved by the ordinary finite difference scheme, and then we get the computational data vector by setting t = T
and x = (x1l , x2k ), given as
LK k=1,...,K
U comp = (u(q)(x1l , x2k , T))l=1,...,L .
Suppose that the source coefficient has the general Fourier expression
∞
q(x) = ∑ a i φ i (x),
i=1
where a i are the expansion coefficients, and φ i (x) are the basis functions of Φ. So in the meaning of finite-
dimensional approximation we should seek to a finite-dimensional vector a = (a1 , a2 , . . . , a N̄ ), where N̄ is
the truncated level or the dimension of the approximate space. Thus we have the computational data vector
for real numerical inversions given as
LK k=1,...,K
U comp (a) = (u(a)(x1l , x2k , T))l=1,...,L .
Based on the above discussions, to solve the inverse source coefficient problem is transformed to mini-
̄
mize the cost functional for a ∈ ℝN with Tikhonov regularization:
LK LK 2
min {‖U comp (a) − U obs ‖2 + α‖a‖22 },
a∈ℝN̄
where here and in the following ‖ ⋅ ‖2 denotes the Euclid norm in the finite-dimensional space, and α > 0 is
̄
the regularization parameter. Now for any given a j ∈ ℝN , setting
a j+1 = a j + δa j , j = 0, 1, . . . , (5.2)
we only need to determine an optimal perturbation vector δa j , and to minimize the error functional F(δa j )
given by
LK LK 2
F(δa j ) = ‖U comp (a j + δa j ) − U obs ‖2 + α‖δa j ‖22 .
LK
By linearization for U comp (a j + δa j ) using Taylor’s expansion at a j , and by numerical differentiation for the
LK
gradient matrix ∇T U comp (a j ), and by the least square principle, we get a normal equation for δa j :
(G Tj G j + αI)δa j = G Tj (U obs
LK LK
− U comp (a j )), (5.3)
j j u(a +τe )(x l ,x k ,T)−u(a )(x l ,x k ,T)
j i j
where G j = (b lk×i )LK×N̄ , b lk×i = 1 2
τ
1 2
, and τ > 0 is the differential step.
By (5.3) we can work out an optimal perturbation as long as choosing a suitable regularization parameter,
denoted by δa αj , which is expressed via
δa αj = (αI + G Tj G j )−1 G Tj (U obs

LK LK
− U comp (a j )).
Thus from any initial iteration, an optimal solution can be approximated by the iteration procedure (5.2) as
long as arriving at the given number of iterations, or the perturbation satisfying the prescribed convergent
precision:
‖δa αj ‖2 ≤ eps,
where eps is a given convergent precision. That is the optimal perturbation regularization algorithm with
discretization data.
5.2 Numerical inversion

Consider equation (5.1) with zero Dirichlet boundary conditions. Let the initial value function be
u0 (x1 , x2 ) = x1 x2 (1 − x1 )(1 − x2 ),
let the hydraulic parameters in the model be D = 0.01 and v = 1, let the final time be T = 1, and let the dis-
cretized grids for solving the forward problem be L × K = 10 × 10 = 100. The exact source coefficient is set to
be
q(x1 , x2 ) = 2 − x1 + x2 . (5.4)
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Obviously, the above source coefficient q(x1 , x2 ) ∈ S q , and it is continuous and takes positive values on the
domain Ω = (0, 1) × (0, 1). On the concrete computations, we take polynomial space as the approximate
space of the inversion solutions. Since there are two variables in the basis functions, we write the approx-
imate space as
(N+1)(N+2)
Ψ 2 = span{1, x1 , x2 , x1 x2 , x21 , x22 , . . . , x1N , x2N }, N = 1, 2, . . . .
Noting the form of the exact source coefficient, we implement the numerical inversion to reconstruct the
source coefficient in two-order polynomial spaces Ψ6 (N = 2) by using the exact data and random noisy data,
respectively.
5.2.1 Inversion with exact data
The exact source coefficient given by (5.4) in Ψ6 is expressed by a six-dimensional vector
q = (2, −1, 1, 0, 0, 0).
By the optimal perturbation regularization algorithm, taking the initial iteration as zero, and the differential
step as 1e−2, the convergent precision as 1e−6, the inversion results are listed in Table 1, where α is the
regularization parameter, qinv is the inversion solution (vector), and
‖q − qinv ‖2
Err =
‖q‖2
is the relative error in the inversion solution and the exact solution.
From Table 1, it can be seen that the inversion algorithm can be implemented without using explicit
regularization strategy. This shows that the inverse source coefficient problem here is of weak ill-posedness.
In the follows, we perform the inversion by taking regularization parameter as zero if there is no specification.
Let us first investigate impacts of the initial iterations and the differential steps on the inversion algorithm.
The inversion results are listed in Tables 2 and 3, respectively, where q0 = −3 represents an initial iteration
vector having equal component −3 and so on, and qinv and Err denote the same meanings as used above.
α qinv Err
≥ 1e−4 failure
1e−5 (1.9999922, −0.99995680, 1.0000082, −2.47e−5, −4.97e−5, −7.1e−7) 2.9e−5
1e−6 (1.9999992, −0.99999581, 1.0000008, −2.39e−6, −4.82e−6, −6.8e−8) 2.8e−6
1e−7 (1.9999999, −0.99999971, 1.0000001, −1.67e−7, −3.36e−7, −4.6e−9) 2.0e−7
1e−10 (2.0000000, −1.0000000, 1.0000000, −4.99e−10, −1.16e−10, −1.5e−12) 2.5e−10
0 (2.0000000, −1.0000000, 1.0000000, −4.62e−10, −2.35e−11, −1.1e−11) 2.1e−10
Table 1. Inversion results with regularization parameters.
q0 qinv Err
−3 (2.0000000, −1.0000000, 1.0000000, 3.47e−12, −3.77e−10, 2.0e−11) 2.0e−10

−1 (2.0000000, −1.0000000, 1.0000000, −1.11e−10, 1.31e−10, 2.7e−11) 8.1e−11
0 (2.0000000, −1.0000000, 1.0000000, −4.62e−10, −2.35e−11, −1.1e−11) 2.1e−10
1 (2.0000000, −0.99999999, 1.0000000, −4.66e−9, −7.92e−9, −2.1e−9) 5.9e−9
3 (2.0000000, −1.0000000, 1.0000000, 6.14e−11, 4.46e−10, 1.2e−10) 2.7e−10
5 (2.0000000, −1.0000000, 1.0000000, −2.89e−10, −1.21e−9, −5.0e−12) 7.0e−10
7 (2.0000000, −1.0000000, 1.0000000, −5.12e−10, −2.00e−9, −6.3e−11) 1.2e−9
Table 2. The inversion results with initial iterations.
- 10.1515/jiip-2015-0035
τ qinv Err
1e−1 (2.0000000, −0.99999999, 1.0000000, −7.73e−9, 2.19e−9, 8.42e−10) 4.49e−9

1e−2 (2.0000000, −1.0000000, 1.0000000, −4.62e−10, −2.35e−11, −1.1e−11) 2.1e−10
1e−3 (2.0000000, −1.0000000, 1.0000000, −3.85e−10, −5.53e−10, −3.4e−11) 3.9e−10
1e−4 (2.0000000, −1.0000000, 1.0000000, −4.95e−12, −7.17e−12, −2.5e−13) 5.1e−12
1e−5 (2.0000000, −1.0000000, 1.0000000, −1.16e−13, −2.42e−13, 3.8e−14) 1.5e−13
1e−6 (2.0000000, −1.0000000, 1.0000000, −2.62e−14, −4.16e−14, 1.4e−14) 2.8e−14
1e−7 (2.0000000, −1.0000000, 1.0000000, 1.05e−14, −2.27e−14, −1.2e−15) 1.2e−14
Table 3. The inversion results with differential steps.
From Tables 2 and 3, it can be found that the inversion has a large range of choices for the initial iterations
as well as for the differential steps, they both have little impacts on the inversion algorithm. The inversion
can be performed successfully at a lower cost when using suitable differential steps and initial iterations.
5.2.2 Inversion with noisy data
Let us consider the influence of noise level of the additional data on the inversion algorithm. Suppose that
the additional data with random noises can be represented by
u δT = u T (1 + ξδ),
where u T denotes the exact additional information, and ξ is a random number ranged in [−1, 1], and δ > 0
is the noise level.
Also taking the regularization parameter and the initial iteration as zero, and the differential step as
τ = 1e−3, we perform the algorithm by ten-time continuous inversions for each given noise level, and list the
average results in Table 4, where δ is the noise level, q̄ inv denotes the average value of the inversion solutions,
and
‖q − q̄ inv ‖2
Err =
‖q‖2
denotes the solutions error, and j ̄ is the average number of the inversion iterations.
From Table 4 it can be seen that the inversion solutions approximate to the exact solution, and the so-
lutions error becomes small with the noise level small, and the computational cost also goes down demon-
strating that the inversion is of a numerical stability.
Remark 4. We can perform the inversion for source coefficients not belonging to S q . For example, setting
the exact source coefficient to be q(x1 , x2 ) = 1 − x1 − x22 , and performing the inversion also using the above
parameters, the inversion results with noisy data are listed in Table 5.
From Table 5, it can be seen again that the inversion solutions give good approximations to the exact
solution as the noise level goes to small, just as observed in Table 4. Nevertheless, we can also perform the
inversion for some complicated source coefficients in high-dimensional approximate spaces. For example,
δ q̄ inv ̄
Err j̄
10% (2.03584, −1.20811, 0.941761, 8.33e−2, 2.81e−1, 3.93e−2) 1.50e−1 15.1

5% (2.01188, −1.06037, 0.970241, 3.73e−2, 8.05e−2, 2.19e−2) 4.66e−2 12.6
1% (2.00155, −1.00640, 0.994200, 6.19e−3, 8.61e−3, 4.63e−3) 5.93e−3 10.4
0.1 % (2.00014, −1.00052, 0.999425, 5.87e−4, 7.08e−4, 4.68e−4) 5.30e−4 9.9
0.01 % (2.00001, −1.00005, 0.999943, 5.84e−5, 6.93e−5, 4.69e−5) 5.24e−5 9
Table 4. The inversion results with random noisy data.
- 10.1515/jiip-2015-0035
δ q̄ inv ̄
Err j̄
10 % (0.966839, −0.650472, −3.0277e−2, −0.23967, −0.19800, −0.957242) 2.72e−1 10.3

5% (0.991588, −0.838309, −3.7004e−2, −0.11927, −9.05e−2, −0.956029) 1.32e−1 7.9
1% (0.999513, −0.970310, −1.001e−2, −2.379e−2, −1.61e−2, −0.988518) 2.54e−2 6.1
0.1 % (0.999977, −0.997096, −1.050e−3, −2.38e−3, −1.564e−3, −0.998801) 2.52e−3 5.5
0.01 % (0.999998, −0.999710, −1.055e−4, −2.38e−4, −1.560e−4, −0.999880) 2.51e−4 5.0
0.001 % (1.00000, −0.999971, −1.055e−5, −2.379e−5, −1.559e−5, −0.999988) 2.52e−5 5.0
Table 5. The inversion results for q = 1 − x1 − x22 .
setting the exact source coefficient to be

q(x1 , x2 ) = 2 + x1 − x1 x2 − x21 x2 + x32 ,
and performing the inversion in Ψ10 using the exact data, the source coefficient can be reconstructed which
is given by
qinv = (2.0, 1.0, 2.9e−11, −1.0, −1.9e−10, −5.9e−11, −1.0, 4.6e−11, 1.1e−10, 1.0),
and the inversion error is Err = 9.37027e−11, the number of iterations is 11.
By the above inversion results, it can be found that the inverse problem here is of weak ill-posedness for
which the optimal perturbation algorithm with regularization parameter as zero can be utilized to perform the
inversion, and the inversion results are satisfactory even with complicated coefficients in high-dimensional
approximate spaces.
6 Conclusions and discussions

The inverse problem of determining a space-dependent source coefficient in 2D/3D advection-dispersion
equation with final observations in regular space domains is investigated by the variational adjoint method.
The essential point of utilizing this methodology is to establish variational identities connecting the known
data with the unknown coefficient by controlling the input and the solution to the corresponding adjoint
problem.
Furthermore, under the additional condition that the unknown function can keep positive values and
have separable forms, a norm for the unknown is well-defined by a bilinear functional and then Lipschitz
stability for the inverse problem is established with the variational identity. It is noted that the space of
the unknown coefficients should be consistent with the space of the controllable inputs of the adjoint prob-
lem such that a suitable norm for the unknown can be well-defined. Such a method can be generalized and
applied to construct the conditional Lipschitz stability of other kinds of inverse coefficient problems for par-
tial differential equations.
As for numerical inversions, we introduce the optimal perturbation algorithm in discretization. From the
numerical computations, we find that the numerical results give powerful support for the stability analysis
of the inverse problem, and the inverse coefficient problem here is of weak ill-posedness under given condi-
tions. We can utilize the inversion algorithm without explicit regularization terms to perform the inversion
successfully even using random noisy data with large noise levels. We will focus our attention on numeri-
cal inversions and applications for complicated coefficients with high oscillations, and we should deal with
theoretical analysis to the inverse problems based on discrete measurements in the future work.
Acknowledgment: The authors thank the anonymous referees and the editor for their valuable and suggestive
comments.
Funding: This work is partially supported by National Natural Science Foundation of China (No. 11371231,
No. 11071148), and Natural Science Foundation of Shandong Province (No. ZR2011AQ014).
- 10.1515/jiip-2015-0035
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A Conditional Lipschitz Stability For Determining A Space-Dependent Source Coefficient in The 2D/3D Advection-Dispersion Equation

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A Conditional Lipschitz Stability For Determining A Space-Dependent Source Coefficient in The 2D/3D Advection-Dispersion Equation

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J. Inverse Ill-Posed Probl.

Gongsheng Li*, Xianzheng Jia and Chunlong Sun

A conditional Lipschitz stability for

MSC 2010: 35R30, 65N21

u t − ∇ ⋅ (D∇u) + v ⋅ ∇u + f(x, t; u) = 0, (x, t) ∈ Ω T , (1.1)

The initial boundary value conditions are given as

u(x, 0) = u0 (x), x ∈ Ω, (1.3)

u(x, t)|∂Ω = g(x, t), (x, t) ∈ ∂Ω T , (1.4)

respectively, where we denote ∂Ω T = ∂Ω × (0, T).

u(x, T) = u T (x), x ∈ Ω. (1.5)

As a result, an inverse source coefficient problem is formulated given by (1.2)–(1.5).

f(x, t; u) = q(x)u, x ∈ Ω, (1.6)

2 Data compatibility analysis

then we have u t (x, t) ≤ 0 for each given x ∈ Ω and t ∈ [0, T].

then we have u t (x, t) ≥ 0 for each given x ∈ Ω and t ∈ [0, T].

∫ u t [φ t + D∆φ + vφ x1 − q(x)φ] dx dt = −D ∫ u div(φ t ) dS dt + D ∫[u(x, T)∆φ(x, T) − u(x, 0)∆φ(x, 0)] dx

− ∫ q(x)[u(x, T)φ(x, T) − u(x, 0)φ(x, 0)] dx. (2.1)

{ φ t + D∆φ + vφ x1 − q(x)φ = G(x, t), (x, t) ∈ Ω T ,

Similarly, using φ|∂Ω = 0 again, we get

Now we are ready to prove the assertion (1).

Sad = {q : q ∈ C(Ω), and (P1) is valid}. (2.5)

S E = {q ∈ Sad : ‖q‖2 ≤ E}.

3 The variational identity and the adjoint problem

q ∈ S q := Sad ∩ {q ≥ 0 : q = q1 (x1 ) + q2 (x2 ) or q = q1 (x1 ) + q2 (x2 ) + q3 (x3 )},

3.1 The variational identity

where φ = φ(ω)(x, t) is a solution to the adjoint problem

U t − D∆U + vU x1 + q1 U = u2 (q2 − q1 ), (x, t) ∈ Ω T , (3.3)

∫ [U t − D∆U + vU x1 + q1 U]φ dx dt = ∫ u2 [q2 − q1 ]φ dx dt.

3.2 The adjoint problem

{ ψ t − D∆ψ + q1 (x)ψ = 0, (x, t) ∈ Ω T ,

and eigenfunctions to the multivariate Sturm–Liouville eigenvalue problem

Lemma 2. For the solution ψ(ω)(x, t) of problem (3.6), there holds

Noting that for n > 1, there is

1 − exp(−2λ1 DT) ≤ 1 − exp(−2λ n DT) < 1,

we see that the L2 norm of ψ(x, t; ω) depends upon the series ∑∞ 2

‖φ‖2 ≤ ‖ψ‖2 ≤ c1 ‖ω‖2 . (4.2)

Hence, we define a bilinear form B(q, ω) : L2 (Ω) × L2 (Ω) → ℝ by

B(q, ω) = ∫ u2 q(x)φ(ω)(x, t) dx dt, (4.3)

B(q, ω) = ∫ u2 (x, t)q(x)φ(ω)(x, t) dx dt

where A(x, t) = u2 (x, t) exp(− vxD1 ). Furthermore, we have by (3.7),

Then in the case of ω = q, there is

together with the completed orthogonality of {X n (x)} in L2 (Ω), it follows that

u t = D∆u − vu x1 + q(x1 , x2 )u, (x1 , x2 ) ∈ Ω, t > 0, (5.1)

5.1 The inversion algorithm

u(x1l , x2k , T) = u l,k for (x1l , x2k ) ∈ Ω, l = 1, . . . , L, k = 1, . . . , K.

For convenience, we denote

δa αj = (αI + G Tj G j )−1 G Tj (U obs

5.2 Numerical inversion

5.2.1 Inversion with exact data

The exact source coefficient given by (5.4) in Ψ6 is expressed by a six-dimensional vector

q = (2, −1, 1, 0, 0, 0).

Table 1. Inversion results with regularization parameters.

−3 (2.0000000, −1.0000000, 1.0000000, 3.47e−12, −3.77e−10, 2.0e−11) 2.0e−10

Table 2. The inversion results with initial iterations.

1e−1 (2.0000000, −0.99999999, 1.0000000, −7.73e−9, 2.19e−9, 8.42e−10) 4.49e−9

Table 3. The inversion results with differential steps.

5.2.2 Inversion with noisy data

10% (2.03584, −1.20811, 0.941761, 8.33e−2, 2.81e−1, 3.93e−2) 1.50e−1 15.1

Table 4. The inversion results with random noisy data.

10 % (0.966839, −0.650472, −3.0277e−2, −0.23967, −0.19800, −0.957242) 2.72e−1 10.3

Table 5. The inversion results for q = 1 − x1 − x22 .

setting the exact source coefficient to be

6 Conclusions and discussions