J. Inverse Ill-Posed Probl.

2018; aop

Research Article

Alemdar Hasanov*

Lipschitz continuity of the Fréchet gradient in

an inverse coefficient problem for a parabolic
equation with Dirichlet measured output
https://doi.org/10.1515/jiip-2017-0106
Received November 18, 2017; accepted December 15, 2017

Abstract: This paper studies the Lipschitz continuity of the Fréchet gradient of the Tikhonov functional
J(k) := (1/2)‖u(0, ⋅ ; k) − f‖2L2 (0,T) corresponding to an inverse coefficient problem for the 1D parabolic equa-
tion u t = (k(x)u x )x with the Neumann boundary conditions −k(0)u x (0, t) = g(t) and u x (l, t) = 0. In addition,
compactness and Lipschitz continuity of the input-output operator
Φ[k] := u(x, t; k)|x=0+ , Φ[ ⋅ ] : K ⊂ H 1 (0, l) 󳨃→ H 1 (0, T),
as well as solvability of the regularized inverse problem and the Lipschitz continuity of the Fréchet gradi-
ent of the Tikhonov functional are proved. Furthermore, relationships between the sufficient conditions for
the Lipschitz continuity of the Fréchet gradient and the regularity of the weak solution of the direct problem
as well as the measured output f(t) := u(0, t; k) are established. One of the derived lemmas also introduces
a useful application of the Lipschitz continuity of the Fréchet gradient. This lemma shows that an important
advantage of gradient methods comes when dealing with the functionals of class C1,1 (K). Specifically, this
lemma asserts that if J ∈ C1,1 (K) and {k(n) } ⊂ K is the sequence of iterations obtained by the Landweber iter-
ation algorithm k(n+1) = k(n) + ω n J 󸀠 (k(n) ), then for ω n ∈ (0, 2/L g ), where L g > 0 is the Lipschitz constant, the
sequence {J(k(n) )} is monotonically decreasing and limn→∞ ‖J 󸀠 (k(n) )‖ = 0.

Keywords: Inverse coefficient problem, parabolic equation, gradient formula, Lipschitz continuity of the
Fréchet gradient

MSC 2010: 35R30, 49J50, 35D30

||
Dedicated to Prof. Marian Slodička on his 60th birthday

1 Introduction
In this paper, we study the inverse problem of identifying the leading coefficient k(x) in

{ u t (x, t) = (k(x)u x (x, t))x , (x, t) ∈ Ω T := (0, l) × (0, T],

{
{
{ u(x, 0) = 0, 0 < x < l, (1.1)
{
{
{ −k(0)u x (0, t) = g(t), u x (l, t) = 0, 0 < t < T,
from the measured temperature f(t) at the left boundary x = 0 of a nonhomogeneous rod:
f(t) := u(0, t), t ∈ [0, T]. (1.2)
The initial-boundary value problem (1.1) is a simplest one-dimensional model of heat conduction in a rod
extending over the interval (0, l). The Neumann condition −k(0)u x (0, t) = g(t) in the direct problem (1.1)

*Corresponding author: Alemdar Hasanov, Kocaeli Universitesi, Izmir, Turkey, e-mail: alemdar.hasanoglu@gmail.com

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2 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

means that the heat flow g(t) > 0 is prescribed at the left boundary of the rod as an input datum for all
t ∈ [0, T].
The inverse coefficient problem (1.1)–(1.2) has first been considered in [2], for a nonlinear one-dimen-
sional diffusion equation, then developed in [3, 6, 8]. All these studies are based on the classical solution of
the direct problem (1.1), although for real physical models this set of solutions is very restricted. Specifically,
in these models usually the inputs satisfy the following conditions:

k ∈ L∞ (0, l), 0 < c0 ≤ k(x) ≤ c1 ,

{ 2
(1.3)
g ∈ L (0, T).

It is known that under these conditions there exists a unique weak solution u ∈ L2 (0, T; H 1 (0, l)) with
u t ∈ L2 (0, T; H −1 (0, l)) of the direct problem (1.1) (see [5, Section 7.1]). Let us define now the input-output
mapping based on conditions (1.3) as follows:

Φ[k](t) := u(x, t; k)|x=0+ ,

{ (1.4)
Φ[ ⋅ ] : L∞ (0, l) 󳨃→ L2 (0, T),

where u = u(x, t; k) is the weak solution of the direct problem (1.1) for a given coefficient k ∈ L∞ (0, l). Then
we can reformulate the inverse coefficient problem (1.1)–(1.2) in the following nonlinear operator equation
form:
Φ[k](t) = f(t), t ∈ (0, T], (1.5)
where f(t) is the noise free measured output and u(0, t; k) is the output corresponding to the coefficient
k ∈ L∞ (0, l). Therefore, the inverse coefficient problem with the given measured output f(t) can be reduced
to the solution of the nonlinear equation (1.5) or to inverting the nonlinear input-output operator defined
by (1.4). However, any measured output contains usually noise, and hence an exact equality in the operator
equation
Φ[k](t) = f δ (t), t ∈ (0, T],
is not possible in practice. Here and below, f δ ∈ L2 (0, T) is the noisy measured output: ‖f − f δ ‖L2 (0,T) ≤ δ,
δ > 0. Hence, one needs to introduce the Tikhonov functional
1
J δ (k) = ‖Φ[k] − f δ ‖2L2 (0,T) , k ∈ K,
2
and consider the inverse coefficient problem (1.1)–(1.2) as a minimization problem for the regularized form
of this functional J αδ (k) := J δ (k) + (α/2)‖k‖2 , with appropriately chosen norm ‖k‖ and a set of admissible
coefficients K.
These considerations suggest that a theory which can be subsequently applied for solving numerically the
inverse coefficient problem (1.1)–(1.2) should use a weak or regular weak solution approach with Tikhonov
regularization. This paper aims to discuss this approach in detail.
In addition to the problems of compactness of input-output mapping, the solvability of the inverse coeffi-
cient problem (1.1)–(1.2) as a minimization problem for the regularized functional J α (k) and the derivation
of the Fréchet gradient, the most important issue here is the Lipschitz continuity of the Fréchet gradient J 󸀠 (k)
of the Tikhonov functional. The reason for this is that when solving numerically inverse coefficient or source
problems, almost always gradient-type algorithms are used, in particular, the Landweber iteration algorithm
k(n+1) = k(n) − ω n J 󸀠 (k(n) ), n = 0, 1, 2, . . . , or the conjugate gradient (CG) algorithm. These algorithms are
highly effective if an explicit gradient formula is known. Moreover, as we prove below, the Lipschitz continu-
ity of the Fréchet gradient J 󸀠 (k) implies the monotonicity of the numerical sequence {J(k(n) )} if ω n ∈ (0, 2/L g ),
where k(n) (x) is the nth iteration of the Landweber iteration algorithm and L g > 0 is the Lipschitz constant.
The paper is organized as follows: In Section 2, we analyze the input-output mapping based on weak
and regular weak solutions of the direct problem. Then we prove compactness and Lipschitz continu-
ity of the input-output operator corresponding to the inverse coefficient problem. Using these results,
we prove in Section 3 the solvability of the nonlinear inverse problem. In Section 4, we derive an inte-
gral relationship relating the change δk(x) := k1 (x) − k2 (x) in the coefficient to the change of the output

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 3

δu(x, t) = u(0, t; k1 ) − u(0, t; k2 ) corresponding to these coefficients. This integral relationship allows us
also to derive an explicit gradient formula for the Tikhonov functional. Finally, an important property of
the Tikhonov functional, i.e. the Lipschitz continuity of the Fréchet gradient, is derived in Section 5. Some
necessary estimates for the weak and regular weak solutions are presented in Appendix A.

2 Compactness and Lipschitz continuity of the input-output

operator
Let us analyze the input-output mapping defined by (1.4) and ask first the question whether this mapping is
a compact operator. To this end, we assume that {k m } ⊂ L∞ (0, l), m ≥ 1, is a bounded in L∞ -norm sequence
of coefficients. Denote by {u m (x, t)}, u m (x, t) := u(x, t; k m ), the sequence of corresponding weak solutions of
the direct problem (1.1). Then {u m (0, t)} is the sequence of outputs. It follows from the Sobolev embedding
theorem and the consistency condition u(0, 0) = 0 that to prove the relatively compactness of this sequence
in L2 (0, T) we should prove that the sequence of derivatives {u m,t (0, t)} is bounded in the norm of the space
L2 (0, T). But estimate (A.22) shows that the regularity of the weak solution is not enough for the existence of
the second right-hand-side integral of this estimate. Notice that the same conclusion can be obtained from the
Kolmogorov–Riesz criterion [10, Section 5.2]. Hence, in order to achieve the compactness of the input-output
mapping (1.4) one needs to define it on a regular weak solution of the direct problem (1.1).
Thus, we assume now that the inputs satisfy the following regularity conditions:

k ∈ H 1 (0, l), 0 < c0 ≤ k(x) ≤ c1 < ∞,

{ (2.1)
g ∈ V(0, T) := {g ∈ H 1 (0, T) : g(0) = 0}.

According to [5, Section 7.1, Theorem 5]) (see also [11, Section 23, Proposition 23.30]), under condi-
tions (2.1) there exists a unique regular weak solution with improved regularity of the direct problem (1.1)
defined as
{ u ∈ L∞ (0, T; H 2 (0, l)),
{
{
{ u t ∈ L∞ (0, T; L2 (0, l)) ∩ L2 (0, T; H 1 (0, l)), (2.2)
{
{ 2 −1
{ u tt ∈ L (0, T; H (0, l)).
Based on conditions (2.1), let us define the set of admissible coefficients as

K := {k ∈ H 1 (0, l) : 0 < c0 ≤ k(x) ≤ c1 < ∞}, (2.3)

and define the input-output operator on the set K ⊂ H 1 (0, l) as follows:

Φ[k](t) := u(x, t; k)|x=0+ ,

{ (2.4)
Φ[ ⋅ ] : K ⊂ H 1 (0, l) 󳨃→ L2 (0, T),

where u = u(x, t; k) is the regular weak solution of the direct problem (1.1).

Lemma 2.1. Let conditions (2.1) hold. Then the nonlinear input-output operator Φ[ ⋅ ] : K ⊂ H 1 (0, l) 󳨃→ L2 (0, T)
defined by (2.4) is a compact operator.

Proof. Let {k m } ⊂ K, with m ≥ 1, be a bounded sequence of coefficients in H 1 -norm. Denote by {u m (x, t)},
u m (x, t) := u(x, t; k m ), the sequence of corresponding regular weak solutions of the direct problem (1.1). Then
the sequence of outputs {u m (0, t)} is uniformly bounded in the norm of H 1 (0, T) by estimate (A.23). Thus, the
input-output operator transforms each bounded in H 1 (0, l) sequence of coefficients {k m (x)} to the precompact
in L2 (0, l) sequence of outputs {u m (0, t)}, which means that Φ is a compact operator. This completes the proof
of the lemma.
As a consequence of Lemma 2.1, we conclude that the inverse coefficient problem (1.1)–(1.2) is ill-posed.
Furthermore, the following example providing further insights into the severely ill-posedness of this inverse

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4 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

0.7
k1(x) u(0,t;k1)
1.25
k2(x) u(0,t;k2)
0.6

1.2
0.5

1.15 0.4

0.3
1.1

0.2

1.05
0.1

1 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x t

Figure 1: The coefficients (left figure) and corresponding outputs (right figure).

problem shows that very small changes in the measured output u(0, t; k) can lead to unacceptably large per-
turbations in the coefficient k(x) (see [7, Section 5.2]).

Example 2.2. The outputs u(0, t; k i ), i = 1, 2, plotted in the right panel of Figure 1, are obtained from the
finite-element solution of the direct problem (1.1) for the following coefficients (see the left panel of Figure 1):

k1 (x) = 1 + 0.25 sin(πx),

x
{
{ 1 + (k1 (ξ) − 1) , x ∈ [0, ξ],
{ ξ
k2 (x) = {
{1 + (k1 (ξ) − 1) 1 − x ,
{
x ∈ (ξ, 1], ξ = 0.1,
{ 1−ξ

with g(t) = t, t ∈ [0, T]. These figures illustrate the high sensitivity of the inverse problem (1.1)–(1.2) to
changes in the output datum u(0, t; k) (see the right panel of Figure 1). That is, almost indistinguishable
outputs u(0, t; k i ), i = 1, 2, may correspond to quite different coefficients k1 (x) and k2 (x). Thus, a solution
of the inverse problem is highly sensitive to noise, and this is a reason that inverse coefficient problems are
extremely difficult to solve numerically.
Notice that the gap between the outputs u(0, T; k i ), i = 1, 2, increases by increasing the final time T > 0,
as computational experiments for T = 2, T = 5 and T = 10 show. This can be used as an advantage in numer-
ical reconstructions.

Lemma 2.3. Let conditions (2.1) hold. Then the input-output operator Φ defined by (2.4) is Lipschitz continu-
ous, that is,
‖Φ[k1 ] − Φ[k2 ]‖H 1 (0,T) ≤ L0 ‖k1 − k2 ‖H 1 (0,l) for all k1 , k2 ∈ K, (2.5)

with the Lipschitz constant

L0 = (T 2 /2 + 1)1/2 (2T/(lc0 ) + l/c20 )1/2 L C C2 ‖g 󸀠 ‖L2 (0,T) > 0, (2.6)

where c0 > 0 and C2 > 0 are the constants defined in (1.3) and (A.4), respectively.

Proof. Let u(x, t; k1 ) and u(x, t; k2 ) be the regular weak solutions with improved regularity of the direct prob-
lem (1.1), corresponding to the coefficients k1 , k2 ∈ K, respectively. Then v(x, t) := u(x, t; k1 ) − u(x, t; k2 )
solves the following initial boundary value problem:

{ v t = (k1 (x)v x )x + (δk(x)u2x (x, t))x , (x, t) ∈ Ω T ,

{
{
{ v(x, 0) = 0, 0 < x < l, (2.7)
{
{
{ −k1 (0)v x (0, t) = δk(0)u2x (0, t), v x (l, t) = 0, 0 < t < T,
where u i (x, t) := u(x, t; k i ), i = 1, 2, and δk(x) = k1 (x) − k2 (x).

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 5

To estimate the norm ‖v(0, ⋅ )‖H 1 (0,T) ≡ ‖Φ[k1 ] − Φ[k2 ]‖H 1 (0,T) we use inequality (A.1) which also holds
for v t (0, t). We have:
t l t t l
2
∫ v2t (0, τ) dτ ≤ ∫ ∫ v2t (x, τ) dτ dx + l ∫ ∫ v2xt (x, τ) dx dτ, t ∈ [0, T].
l
0 0 0 0 0

Taking into account estimates (A.28) and (A.29), we deduce that

‖v t (0, ⋅ )‖2L2 (0,T) ≤ (2T/(lc0 ) + l/c20 )C22 ‖g󸀠 ‖2L2 [0,T] ‖k1 − k2 ‖2C[0,l] .

Using here the Poincaré inequality ‖v(0, ⋅ )‖H 1 (0,T) ≤ (T 2 /2 + 1)‖v t (0, ⋅ )‖L2 (0,T) and the inequality

‖k1 − k2 ‖C[0,l] ≤ L C ‖k1 − k2 ‖H 1 (0,l) , L C > 0,

we arrive at the required result (2.5) with the Lipschitz constant (2.5) depending on the specified constants
and H 1 -norm of the input g(t).

It is important to note that the dependence of the Lipschitz constant L0 > 0 on the final time T > 0 is of the
order O(exp(T)), as formulas (2.6) and (A.4) show.

3 Solvability of the inverse problem

Having compactness and continuity of the input-output operator, we can prove the existence of a minimizer
k δα ∈ K.

Theorem 3.1. Let conditions (2.1) hold. Then for any α > 0 the functional
1 α
J αδ (k) = ‖Φ[k] − f δ ‖2L2 (0,T) + ‖k󸀠 ‖2L2 (0,l) , k ∈ K, (3.1)
2 2

attains a minimizer k δα ∈ K.

Proof. Since the input-output operator Φ[ ⋅ ] : K ⊂ H 1 (0, l) 󳨃→ H 1 (0, T) is compact and continuous, it is
weakly continuous. This implies that the functional (3.1) is weakly lower semi-continuous, and also coercive
and bounded from below. This guarantees the existence of a minimizer.

Let us assume now that the input-output operator is injective. In this case, we may apply the regularization
theory for nonlinear inverse problems given in ([4], Chapter 10) to guarantee the convergence of subse-
quences to a minimum norm solution. Notice that, assuming the injectivity of the input-output operator,
we suppose that the solution of the inverse problem (1.1)–(1.2) is unique.

Theorem 3.2. Let conditions (2.1) hold. Assume that the input-output operator Φ[ ⋅ ] : K ⊂ H 1 (0, l) 󳨃→ H 1 (0, T)
is injective. Denote by {f δ m } ⊂ L2 (0, T) a sequence of noisy data satisfying the conditions ‖f − f δ m ‖L2 (0,T) ≤ δ m
and δ m → 0 as m → ∞. If

δ2m
α m := α(δ m ) → 0 and →0 as δ m → 0,
α(δ m )

then the regularized solutions k αmm ∈ K converge to the best approximate solution u† := A† f of equation (1.5) as
δ

m → ∞.

For the general case, this theorem with proof is given in [4, Chapter 10, Theorem 10.3].

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4 Integral relationship and gradient formula

The lemma below derives an integral relationship relating the change δk(x) := k1 (x) − k2 (x) in the coefficient
to the change of the output δu(x, t) = u(0, t; k1 ) − u(0, t; k2 ) corresponding to the coefficients k1 , k2 ∈ K. This
lemma has been proven in [6] under the conditions k1 (0) = k2 (0) and k1 (l) = k2 (l). Here we derive this inte-
gral relationship without these conditions in the naturally specified class of admissible coefficients K.

Lemma 4.1. Let conditions (2.1) hold. Denote by u m (x, t) := u(x, t; k m ) and u m (0, t) = u(0, t; k m ) the solutions
of the direct problem (1.1) and outputs corresponding to the given admissible coefficients k m ∈ K, m = 1, 2.
Then the following integral relationship holds:
T

∫[u1 (0, t) − u2 (0, t)]q(t) dt = − ∬ δk(x)u2x (x, t)φ x (x, t) dx dt, (4.1)
0 ΩT

where δk(x) = k1 (x) − k2 (x) and the function φ(x, t) := φ(x, t; q) solves the adjoint problem

{ φ t + (k1 (x)φ x )x = 0, (x, t) ∈ (0, l) × [0, T),

{
{
{ φ(x, T) = 0, x ∈ (0, l), (4.2)
{
{
{ −k1 (0)φ x (0, t) = q(t), φ x (l, t) = 0, t ∈ (0, T),
with an arbitrary input q(t) satisfying the consistency condition q(T) = 0.

Proof. The function

v(x, t) := u1 (x, t) − u2 (x, t)
solves the initial boundary value problem (2.7). Multiply both sides of equation (2.7) by an arbitrary function
φ ∈ L∞ (0, T; H 2 (0, l)) with φ t ∈ L∞ (0, T; L2 (0, l)) ∩ L2 (0, T; H 1 (0, l)), integrate over Ω T and use the integra-
tion by parts formula multiple times. Then we get
l T

∫(v(x, t)φ(x, t))t=T x=l

t=0 dx − ∫(k 1 (x)v x (x, t)φ(x, t) − k 1 (x)v(x, t)φ x (x, t))x=0 dt
0 0

− ∬ v(x, t)[φ t (x, t) + (k1 (x)φ x (x, t))x ] dx dt

ΩT
T
x=l
= − ∬ δk(x)u2x (x, t)φ x (x, t) dx dt + (δk(x) ∫ u2x (x, t)φ(x, t) dt) .
x=0
ΩT 0

We require that the function φ(x, t) := φ(x, t; q) is the solution of the adjoint problem (4.2). Then the first
left-hand-side integral is zero due to the initial and final conditions in (2.7) and (4.2). At x = l, the terms
under the second left-hand-side integral and the last right-hand-side integral drop out due to the homo-
geneous Neumann conditions. The third left-hand-side integral is also zero due to the adjoint equation
φ t (x, t) + (k1 (x)φ x (x, t))x = 0. Taking into account the nonhomogeneous Neumann conditions in (2.7) and
(4.2), we conclude that
T T T

− ∫ δk(0)u2x (0, t)φ(0, t) dt + ∫ q(t)v(0, t) dt = − ∬ δk(x)u2x (x, t)φ x (x, t) dx dt − ∫ δk(0)u2x (0, t)φ(0, t) dt.
0 0 ΩT 0

Since the first left-hand-side integral and the last right-hand-side integral are equal, we arrive at the required
integral relationship.

Now we use the integral relationship (4.1) to derive the Fréchet gradient J 󸀠 (k) of the Tikhonov functional
1
J(k) = ‖Φ[k] − f‖2L2 (0,l) , k ∈ K, (4.3)
2

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 7

where f ∈ L2 (0, l) is the noise free measured output. Let u(x, t; k) and u(x, t; k + δk) be the solutions
of the direct problem (1.1) corresponding to the coefficients k, k + δk ∈ K. By calculating the increment
δJ(k) := J(k + δk) − J(k) of the Tikhonov functional, we deduce that
T
1
δJ(k) = ∫[u(0, t; k) − f(t)]δu(0, t; k) dt + ‖δu(0, ⋅ ; k)‖2L2 (0,T) (4.4)
2
0

for all k, k + δk ∈ K, where δu := u(x, t; k + δk) − u(x, t; k). Now we take k1 (x) = k(x) + δk(x) and k2 (x) = k(x)
and use Theorem 3.1. Then δu(0, t; k) := u(0, t; k + δk) − u(0, t; k). Choosing the arbitrary input q ∈ H 1 (0, T)
in the adjoint problem (4.2) as q(t) := −[u(0, t; k) − f(t)], we deduce from the integral relationship (4.1) that
T

∫[u(0, t; k) − f(t)]δu(0, t; k) dt = ∬ δk(x)u x (x, t; k)φ x (x, t; k + δk) dx dt,

0 ΩT

where the function φ(x, t; k1 ) with k1 (x) := k(x) + δk(x) is the solution of the following adjoint problem:

{ φ t + (k1 (x)φ x )x = 0, (x, t) ∈ (0, l) × [0, T),

{
{
{ φ(x, T) = 0, x ∈ (0, l), (4.5)
{
{
{ −k1 (0)φ x (0, t) = −[u(0, t; k) − f(t)], φ x (l, t) = 0, t ∈ (0, T).

Using the integral relationship (4.1) in the increment formula (4.4), we deduce that
l T T
1 2
δJ(k) = ∫ ( ∫ u x (x, t; k)φ x (x, t; k + δk) dt)δk(x) dx + ∫[δu(0, t; k)] dt. (4.6)
2
0 0 0

It follows from the Lipschitz condition (2.5) that

‖δu(0, t; k)‖2L2 (0,T) ≤ L20 ‖δk‖2L∞ (0,l) , L0 > 0,

i.e. the second right-hand-side integral of (4.6) is of the order O(‖δk‖2L∞ (0,l) ).

Corollary 4.2. For the Fréchet gradient J 󸀠 (k) of the Tikhonov functional (4.4) corresponding to the inverse coeffi-
cient problem (1.1)–(1.2), the following gradient formula holds:
T
󸀠
J (k)(x) = ∫ u x (x, t; k)φ x (x, t; k) dt, k ∈ K,
0

where u(x, t; k) and φ(x, t; k) are the solutions of the direct problem (1.1) and the adjoint problem (4.5) corre-
sponding to the coefficient k ∈ K.

By definition, the gradient formula for the regularized form of the Tikhonov functional is as follows:

J 󸀠α (k)(x) = (u x (x, ⋅ ; k), φ x (x, ⋅ ; k))L2 (0,T) + αk󸀠 (x), k ∈ K, x ∈ [0, l]

5 Lipschitz continuity of the Fréchet gradient

In Section 1, we emphasized the importance of the Lipschitz continuity of the Fréchet gradient in view
of a numerical implementation of gradient-type algorithms such as the Landweber iteration algorithm
k(n+1) (x) = k(n) (x) − ω n J 󸀠 (k(n) ) or the conjugate gradient algorithm. In many situations, especially in numer-
ically solving nonlinear problems, the estimation of the relaxation parameter ω n > 0 is a difficult problem.
In fact, [7, Theorem 4.1] asserts that in the case of the Lipschitz continuity of the Fréchet gradient, i.e. when
J ∈ C1,1 (K), the relaxation parameter can be estimated via the Lipschitz constant L g > 0. Furthermore, if

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8 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

J ∈ C1,1 (K) and {k(n) } ⊂ K is a sequence of iterations defined by the above algorithm, then for ω n ∈ (0, 2/L g )
the numerical sequence {J 󸀠 (k(n) )} is monotonically decreasing and limn→∞ ‖J 󸀠 (k(n) )‖ = 0. Thus, the Lipschitz
continuity of the gradient of the Tikhonov functional implies the monotonicity of the numerical sequence
{J(k(n) )}, where k(n) (x) is the nth iteration of the CG-algorithm. As a result, the conjugate gradient algorithm
is an optimal one for the numerical solving of this class of functionals.

Definition 5.1. The Fréchet gradient of the Tikhonov functional (4.3) is said to be Lipschitz continuous with
the Lipschitz constant L g > 0 if for all k1 , k2 ∈ K,

‖J 󸀠 (k1 ) − J 󸀠 (k2 )‖L2 (0,l) ≤ L g ‖k1 − k2 ‖H 1 (0,l) ,

where
l T
2 1/2
󸀠 󸀠
‖J (k1 ) − J (k2 )‖ L2 (0,l) := ( ∫ [ ∫(u x (x, t; k1 )φ x (x, t; k1 )u x (x, t; k2 )φ x (x, t; k2 )) dt] dx) . (5.1)
0 0

Let k1 (x) = k(x) + δk(x) and k2 (x) = k(x). Transforming the right-hand side of (5.1), we can estimate the
square of the left-hand-side norm as follows:
T l T l
󸀠 󸀠
‖J (k + δk) − J (k)‖2L2 (0,l) ≤ 2T ∫ ∫ u2x (x, t; k + δk)δφ2x (x, t; k) dx dt + 2T ∫ ∫ φ2x (x, t; k)δu2x (x, t; k) dx dt. (5.2)
0 0 0 0

Here φ(x, t; k) is the solution of the adjoint problem

{ φ t + (k(x)φ x )x = 0, (x, t) ∈ (0, l) × [0, T),

{
{
{ φ(x, T) = 0, x ∈ (0, l), (5.3)
{
{
{ −k(0)φ x (0, t) = −[u(0, t; k) − f(t)], φ x (l, t) = 0, t ∈ (0, T),

and δφ(x, t; k) := φ(x, t; k + δk) − φ(x, t; k) is the solution of the problem

{ δφ t + (k1 (x)δφ x )x = (δk(x)φ2x (x, t))x , (x, t) ∈ (0, l) × [0, T),

{
{
{
{
{ δφ(x, T) = 0, x ∈ (0, l),
{ (5.4)
{
{ −k1 (0)δφ x (0, t) = δk(0)φ2x (0, t) − δu(0, t),
{
{
{
{ δφ x (l, t) = 0, t ∈ (0, T),
with φ2 (x, t) := φ2 (x, t; k2 ), and δu(x, t; k) := u(x, t; k + δk) − u(x, t; k) is the solution of problem (2.7) with
v(x, t) := δu(x, t; k) and u2 (x, t) := u(x, t; k2 ).
Applying the Hölder inequality to the right-hand-side integral of (5.2), we deduce that
1/2 1/2
‖J 󸀠 (k + δk) − J 󸀠 (k)‖2L2 (0,l) ≤ 2T( ∬ u4x (x, t; k + δk) dx dt) ( ∬ δφ4x (x, t; k) dx dt)
ΩT ΩT
1/2 1/2
+ 2T( ∬ φ4x (x, t; k) dx dt) ( ∬ δu4x (x, t; k) dx dt) . (5.5)
ΩT ΩT

The presence of the L4 -norms

in inequality (5.5) suggests that to prove the Lipschitz continuity of the
Fréchet gradient, we need to prove first an analogue of Ladyzhenskaya’s inequality for the partial derivatives
u x (x, t) and φ x (x, t) of the regular weak solutions. Then, using a priori estimates given in Appendix A, we can
estimate right-hand-side integrals of (5.5).
Below, we will omit k and k + δk in u(x, t; k) and u(x, t; k + δk) if necessary.

Lemma 5.2. Let u ∈ L∞ (0, T; H 2 (0, l)) and u x (l, t) = 0. Then for a.e. t ∈ [0, T] the following Ladyzhenskaya’s
inequality holds:
l l l

∫ u4x (x, t) dx ≤ 4l ∫ u2x (x, t) dx ∫ u2xx (x, t) dx. (5.6)

0 0 0

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 9

Proof. We use the identity

l

u2x (x, t) = −2 ∫ u ξ (ξ, t)u ξξ (ξ, t) dξ, (x, t) ∈ Ω T ,

x

which holds due to the boundary condition u x (l, t) = 0. Squaring both sides, applying the Hölder inequality
and integrating the obtained inequality over (0, l), we arrive at the required inequality (5.6).

An important consequence of this lemma is the following result.

Lemma 5.3. Let u ∈ L∞ (0, T; H 2 (0, l)) and u x (x, 0) = 0. Then the following inequality holds:

‖u x ‖2L4 (Ω T ) ≤ 2√ lT‖u xt ‖L2 (0,T;L2 (0,l)) ‖u xx ‖L2 (0,T;L2 (0,l)) . (5.7)

Proof. Using inequality (5.6), we get

T l l
1/2 1/2
‖u x ‖2L4 (Ω T ) := ( ∬ u4x (x, t) dx dt) ≤ 2√ l( ∫ [ ∫ u2x (x, t) dx ∫ u2xx (x, t) dx] dt)
ΩT 0 0 0
l
1/2 1/2
≤ 2√ l(ess sup ∫ u2x (x, t) dx) ( ∬ u2xx (x, t) dx dt) . (5.8)
(0,T)
0 ΩT

To estimate the first right-hand-side integral, we integrate over (0, l) the identity
t
2
u2x (x, t) ≡ ( ∫ u xτ (x, τ) dτ) ,
0

which holds due to the condition u x (x, 0) = 0. Applying then the Hölder inequality to the right-hand-side
integral, we get
l T l

ess sup ∫ u2x (x, t) dx ≤ T ∫ ∫ u2xt (x, t) dx dt.

(0,T)
0 0 0

Using this in (5.8), we arrive at the desired result.

Remark 5.4. In particular, inequality (5.7) holds for the regular weak solutions with improved regularity
defined by (2.2) of the direct problem (1.1) as well as problems (2.7), (5.3) and (5.4).

Theorem 5.5. Let conditions (2.1) hold. Assume in addition that the coefficient k(x) and the measured out-
put f(t) satisfy the following regularity conditions:

k ∈ W 1,∞ (0, l), ‖k󸀠 ‖L∞ (0,l) ≤ M1 < ∞, (5.9)

f ∈ V(0, T). (5.10)

Then the Fréchet gradient of the Tikhonov functional (4.3) is Lipschitz continuous in the sense of Definition 5.1,
with the Lipschitz constant
1/2
L g = 2√ lT C̃ 1 ‖g‖V(0,T) [C̃ 22 ‖g‖2V(0,T) + C̃ 23 ‖f‖2V(0,T) ] ,

where
{ C̃ 21 = max{C2 C7 ; 2√2C22 C8 (TC21 + 4M1 C22 )1/2 /c0 },
{
{
{ C̃ 2 = max{C3 ; C11 ; C13 }, (5.11)
{
{
̃
{ C3 = max{C12 ; C14 ; 1}
and the constants C m > 0, m = 1, . . . , 14, depending only on the input parameters l, T, c0 , c1 > 0 and the norm
‖k󸀠 ‖L∞ (0,l) , are defined in Appendix A.

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10 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

Proof. Taking into account Remark 5.4, we apply inequality (5.7) to the right-hand-side integrals of (5.5). We
have

‖J 󸀠 (k + δk) − J 󸀠 (k)‖2L2 (0,l) ≤ 4lT[‖u xt ‖L2 (0,T;L2 (0,l)) ‖u xx ‖L2 (0,T;L2 (0,l)) ‖δφ xt ‖L2 (0,T;L2 (0,l)) ‖δφ xx ‖L2 (0,T;L2 (0,l))
+ ‖φ xt ‖L2 (0,T;L2 (0,l)) ‖φ xx ‖L2 (0,T;L2 (0,l)) ‖δu xt ‖L2 (0,T;L2 (0,l)) ‖δu xx ‖L2 (0,T;L2 (0,l)) ].

For the right-hand-side norms, we use estimates (A.21), (A.26), (A.36), (A.38), (A.25), (A.27), (A.29)
and (A.31), respectively, given in Appendix A. After elementary transformations, we obtain

‖J 󸀠 (k + δk) − J 󸀠 (k)‖2L2 (0,l) ≤ 4lT C̃ 21 ‖g‖2V(0,T) [C̃ 22 ‖g‖2V(0,T) + C̃ 23 ‖f‖2V(0,T) ]‖δk‖2H 1 (0,l) ,

where the constants C̃ 1 , C̃ 2 , C̃ 3 > 0 are defined in (5.11). This completes the proof of the theorem.

An important application of this theorem is the following lemma (see [7, Lemmas 3.4.4 and 3.4.5]).

Lemma 5.6. Let the Fréchet gradient of the Tikhonov functional (4.3) defined on the set of admissible coeffi-
cients K be Lipschitz continuous with the Lipschitz constant L g > 0, in the sense of Definition 5.1. Denote by
{k(n) } ⊂ K the sequence of iterations obtained by the Landweber iteration algorithm: k(n+1) = k(n) + ω n J 󸀠 (k(n) ).
If ω n ∈ (0, 2/L g ), then the following statements hold:
∙ J(k(n) ) is a monotone decreasing sequence;
∙ limn→∞ ‖J 󸀠 (k(n) )‖ = 0;
∙ for the rate of convergence of the sequence J(k(n) ), the following estimate holds:

0 ≤ J(k(n) ) − J∗ ≤ 2L g dn−1 , d > 0, n = 1, 2, 3, . . . ,

where J∗ := inf k∈K J(k).

This lemma shows that an important advantage of gradient methods comes when dealing with the Hölder
class C1,1 (K) of functionals. On the other hand, the above properties of the Tikhonov functional are valid
only for a measured output f(t) from the class of functions V(0, T) := {f ∈ H 1 (0, T) : f(0) = 0}. Notice also
that the Lipschitz constant L g > 0 depends also on the Sobolev norm ‖f‖V(0,T) of the measured output f(t).

6 Conclusions
In this paper, we presented a detailed analysis of an inverse coefficient problem for the one-dimensional
parabolic equation u t = (k(x)u x )x with the Neumann boundary conditions −k(0)u x (0, t) = g(t) and u x (l, t) = 0,
and the Dirichlet-type boundary measured output f(t) := u(0, t). Main issues such as compactness and
Lipschitz continuity of the input-output operator and solvability of the regularized inverse problem are
studied. An explicit gradient formula for the Tikhonov functional is also derived.
Besides these results, it is shown that the most important properties of this severely ill-posed problem
depend on the regularity of the direct problem solution and the measured output. In particular, an analysis
given in this paper shows that while the above-mentioned results hold in the class of admissible coefficients K
defined by (2.3), the Lipschitz continuity of the Fréchet gradient of the Tikhonov functional requires a more
regular coefficient and a measured output, as shown in Theorem 5.5.
It is important to note that the Lipschitz continuity of the Fréchet gradient of the Tikhonov func-
tional corresponding to the inverse coefficient problem with the Neumann-type boundary measured output
φ(t) := −k(l)u x (l, t) is an interesting open problem.
The extension of most of the above results to the multidimensional case is straightforward. Some appli-
cations with numerical implementations are in progress.

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 11

A Some necessary estimates for the solutions of the direct and

adjoint problems
We derive here some necessary estimates for the weak and regular weak solutions of the direct problem (1.1).

A.1 Estimates for the weak solution

First of all, we derive a useful trace norm estimate for the weak solution u ∈ L2 (0, T; H 1 (0, l)) of the direct
problem (1.1) that can be treated as a one-dimensional analogue of the trace norm estimate in [9, Section 1.6,
(6.15)].

Lemma A.1. Let conditions (1.3) hold. Then for the trace norm ‖u(0, ⋅ )‖L2 (0,T) of the weak solution of the direct
problem (1.1) the following estimate holds:
t l t t l
2
∫ u (0, τ) dτ ≤ ∫ ∫ u2 (x, τ) dτ dx + l ∫ ∫ u2x (x, τ) dx dτ.
2
(A.1)
l
0 0 0 0 0

Proof. We use the identity

x
2
u2 (0, t) = (u(x, t) − ∫ u ξ (ξ, t) dξ ) , t ∈ (0, T).
0

Applying to the right-hand side the inequality (a − b)2 ≤ 2(a2 + b2 ), then using the Hölder inequality and
integrating on [0, t], t ∈ [0, T], we deduce that
t t t l

∫ u2 (0, τ) dτ ≤ 2 ∫ u2 (x, τ) dτ + 2x ∫ ∫ u2x (x, τ) dx dτ.

0 0 0 0

Integrating then on [0, l] and dividing both sides by l > 0, we arrive at the required estimate (A.1).

Lemma A.2. Let conditions (1.3) hold. Then for the weak solution u ∈ L2 (0, T; H 1 (0, l)) of the direct prob-
lem (1.1) with u t ∈ L2 (0, T; H −1 (0, l)) the following estimates hold:

‖u‖C([0,T];L2 (0,l)) ≤ C1 ‖g‖L2 (0,T) , (A.2)

‖u x ‖L2 (0,T;L2 (0,l)) ≤ C2 ‖g‖L2 (0,T) , (A.3)

where
C1 = (l/(c0 ))1/2 exp(Tc0 /l2 ), C2 = (2TC21 /l2 + l/c20 )1/2 (A.4)
and c0 > 0 is the constant defined in (1.3).

Proof. Multiply both sides of equation (1.1) by u(x, t), integrate on [0, l] and use the integration by parts
formula. Taking into account the boundary conditions in (1.1), integrating then both sides on [0, t], t ∈ [0, T],
and using the initial condition u(x, 0) = 0, we obtain the following energy identity:
l t l t

∫ u2 (x, t) dx + 2 ∫ ∫ k(x)u2x (x, τ) dx dτ = 2 ∫ g(τ)u(0, τ) dτ

0 0 0 0

for a.e. t ∈ [0, T]. We apply the ε-inequality 2ab ≤ (1/ε)a2 + εb2 in the right-hand-side integral to get
l t l t t
1
∫ u2 (x, t) dx + 2c0 ∫ ∫ u2x (x, τ) dx dτ ≤ ∫ g 2 (τ) dτ + ε ∫ u2 (0, τ) dτ (A.5)
ε
0 0 0 0 0

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12 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

for a.e. t ∈ [0, T]. To estimate the last integral in (A.5) we use estimate (A.1). Then we conclude that
l t l l t t
2ε 1
∫ u2 (x, t) dx + (2c0 − lε) ∫ ∫ u2x (x, τ) dx dτ ≤ ∫ ∫ u2 (x, τ) dτ dx + ∫ g 2 (τ) dτ (A.6)
l ε
0 0 0 0 0 0

for a.e. t ∈ [0, T] and ε ∈ (0, 2c0 /l). Taking for convenience this parameter as ε = c0 /l, we obtain
l t l l t t
2c0 l
∫ u2 (x, t) dx + c0 ∫ ∫ u2x (x, τ) dx dτ ≤ ∫ ∫ u2 (x, τ) dτ dx + ∫ g 2 (τ) dτ. (A.7)
l2 c0
0 0 0 0 0 0

The first consequence of (A.7) is the inequality

l t l t
2c0 l
2
∫ u (x, t) dx ≤ 2 ∫ ∫ u2 (x, τ) dx dτ dx + ∫ g 2 (τ) dτ
l c0
0 0 0 0

for a.e. t ∈ [0, T]. Applying the Gronwall–Bellman inequality [1], we deduce that
l t

∫ u2 (x, t) dx ≤ C21 ∫ g 2 (τ) dτ, t ∈ [0, T], (A.8)

0 0

where C1 > 0 is the constant defined in (A.4). Remember that according to [5, Section 5.9, Theorem 3] the
weak solution u ∈ L2 (0, T; H 1 (0, l)) with u t ∈ L2 (0, T; H −1 (0, l)) is in C([0, T]; L2 (0, l)). This implies esti-
mate (A.2).
The second consequence of (A.7) is the inequality
T l T l T
2c0 l
c0 ∫ ∫ u2x (x, t) dx dt ≤ ∫ ∫ u2 (x, t) dx dt dx + ∫ g2 (t) dt.
l2 c0
0 0 0 0 0

By estimate (A.8), this inequality implies the second required estimate (A.3).

Using estimates (A.3) and (A.8) in (A.1), we can estimate the L2 -norm of the output u(0, t).

Corollary A.3. Let the conditions of Lemma A.2 hold. Then

‖u(0, ⋅ )‖L2 (0,T) ≤ C3 ‖g‖L2 (0,T) , C3 = (2TC21 /l + lC22 )1/2 , (A.9)

where C1 > 0 and C2 > 0 are the constants defined in (A.4).

Corollary A.4. Let the conditions of Lemma A.2 hold. Then for the weak solution of the adjoint problem (5.3)
the following estimates hold:

‖φ‖2L2 (0,T;L2 (0,l)) ≤ 8TC21 [C23 ‖g‖2L2 (0,T) + ‖f‖2L2 (0,T) ], (A.10)
‖φ x ‖2L2 (0,T;L2 (0,l)) ≤ 8C22 [C23 ‖g‖2L2 (0,T) + ‖f‖2L2 (0,T) ], (A.11)

where C1 , C2 , C3 > 0 are the constants defined in (A.4) and (A.9).

Proof. Using the transformation for the time variable τ = T − t in the adjoint (backward) problem (5.3), we
deduce that it becomes the well-posed problem

{ ψ τ − (k(x)ψ x )x = 0, (x, τ) ∈ (0, l) × [0, T),

{
{
{ ψ(x, 0) = 0, x ∈ (0, l), (A.12)
{
{
{ −k(0)ψ x (0, τ) = q(τ),
̂ ψ x (l, τ) = 0, τ ∈ (0, T),

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 13

for the function ψ(x, τ) := φ(x, T − t), where q(τ)

̂ = −2[u(0, τ; k) − f(τ)] and q(0)
̂ = 0. Applying Lemma A.1
to the well-posed problem (A.12), we conclude that

‖ψ‖2L2 (0,T;L2 (0,l)) ≤ 4TC21 ‖u(0, ⋅ ) − f‖2L2 (0,T) ,

‖ψ x ‖2L2 (0,T;L2 (0,l)) ≤ 4C22 ‖u(0, ⋅ ) − f‖2L2 (0,T) .

Using here the inequality (a − b) ≤ 2(a2 + b2 ), applying estimate (A.9) to the norm ‖u(0, ⋅ )‖L2 (0,T) and then
returning to the original function φ(x, t), we arrive at the required estimates (A.10) and (A.11).

Now we derive some estimates for the weak solution v(x, t) := u(x, t; k1 ) − u(x, t; k2 ) of problem (2.7).

Lemma A.5. Let k1 , k2 ∈ L∞ (0, l) and v(x, t) := u(x, t; k1 ) − u(x, t; k2 ). Assume that conditions (1.3) hold.
Then for the weak solution v ∈ L2 (0, T; H 1 (0, l)) of problem (2.7) the following estimates hold:
C2
‖v‖C([0,T];L2 (0,l)) ≤ ‖g‖L2 (0,T) ‖k1 − k2 ‖L∞ (0,l) , (A.13)
√c0
C2
‖v x ‖L2 (0,T;L2 (0,l)) ≤ ‖g‖L2 (0,T) ‖k1 − k2 ‖L∞ (0,l) , (A.14)
c0
with the constants defined in Lemma A.1.

Proof. As in the proof of Lemma A.2, we multiply both sides of equation (2.7) by v(x, t), integrate on Ω t ,
t ∈ (0, T], and use the integration by parts formula. Then we obtain the following integral identity:
l t
1
∫ v2 (x, t) dx + ∬ k1 (x)v2x (x, τ) dτ dx − ∫(k1 (x)v x (x, τ)v(x, τ))x=l
x=0 dτ
2
0 Ωt 0
t

= − ∬ δk(x)u2x (x, τ)v x (x, τ) dτ dx + ∫(δk(x)u2x (x, τ)v(x, τ))x=l

x=0 dτ
Ωt 0

for all t ∈ [0, T], where δk(x) = k1 (x) − k2 (x). The terms under the last integrals on the left- and right-hand
side are zero at x = l due to the homogeneous boundary condition v x (l, t) = 0 in (2.7). Taking into account
the Neumann boundary condition −k1 (0)v x (0, t) = δk(0)u2x (0, t; k2 ) in the last left-hand-side integral, we
deduce that this term and the term at x = 0 under the last right-hand-side integral are mutually exclusive.
Then applying the ε-inequality to the first right-hand-side integral, after elementary transformations we ob-
tain the following inequality:
l
1
∫ v2 (x, t) dx + (2c0 − ε) ∬ v2x (x, τ) dx dτ ≤ ‖δk‖2L∞ (0,l) ∬ u22x (x, τ) dτ dx
ε
0 Ωt Ωt

for t ∈ [0, T], with ε ∈ (0, 2c0 ). Choosing this parameter as ε = c0 , we get
1
‖v‖2L2 (0,l) + c0 ‖v x ‖2L2 (0,t;L2 (0,l)) ≤ ‖δk‖2L∞ (0,l) ‖u22x (x, τ)‖2L2 (0,t;L2 (0,l))
c0
for a.e. t ∈ [0, T]. Using here estimate (A.3), we obtain from this inequality the desired estimates (A.13)
and (A.14).

Finally, we derive a necessary estimate for the gradient norm ‖φ x ‖L2 (0,T;L2 (0,l)) of the weak solution of prob-
lem (5.4).

Lemma A.6. Let the conditions of Lemma A.2 hold. Then for the weak solution

δφ(x, t; k) := φ(x, t; k1 ) − φ(x, t; k2 )

of problem (5.4) the following estimate holds:

‖δφ x ‖2L2 (0,T;L2 (0,l)) ≤ C26 [C24 ‖g‖2L2 (0,T) + C25 ‖f‖2L2 (0,T) ]‖δk‖2L∞ (0,l) , (A.15)

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14 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

where δk(x) = k1 (x) − k2 (x),

{ C24 = C22 (8c20 C23 + 2Tc0 + l2 )/c0 ,

{
{ 2
{ C5 = 8lC22 /c0 , (A.16)
{
{ 2 2 2
{ C6 = ((l + 2)T/l ) exp((l + 2)Tc0 /l ) + 1/c0
and c0 , C2 , C3 > 0 are the constants defined in Lemma A.1 and Corollary A.3.

Proof. We employ the same transformation τ = T − t used in Corollary A.4, then use the proof scheme of
Lemma A.2 for the well-posed problem

{ δψ τ − (k1 (x)δψ x )x = (δk(x)ψ2x (x, τ))x , (x, τ) ∈ Ω T ,

{
{
{
{
{ δψ(x, 0) = 0, x ∈ (0, l),
{ (A.17)
{ −k1 (0)δψ x (0, τ) = δk(0)ψ2x (0, τ) − δw(0, τ),
{
{
{
{
{ δψ x (l, τ) = 0, τ ∈ (0, T),
for the function ψ(x, τ) := φ(x, T − t), where δw(0, τ) := δu(0, T − t). Specifically, multiplying both sides
of (A.17) by δψ(x, τ), integrating it over (0, l) × (0, τ) and taking into account the boundary conditions
in (A.17), we obtain the following integral identity:
l τ l

∫ δψ2 (x, τ) dx + 2 ∫ ∫ k1 (x)δψ2x (x, ζ) dx dζ

0 0 0
τ l τ

= −2 ∫ ∫ δk(x)ψ2x (x, ζ)δψ(x, ζ) dx dζ + 2 ∫ δw(0, ζ)δψ(0, ζ) dζ

0 0 0

for a.e. τ ∈ (0, T]. We apply the ε-inequality 2ab ≤ (1/ε)a2 + εb2 to the right-hand-side integrals with subse-
quent use of inequality (A.1) in the second right-hand-side integral. After elementary transformations, above
integral identity becomes the inequality
l τ l

∫ δψ2 (x, τ) dx + (2c0 − lε) ∫ ∫ δψ2x (x, ζ) dx dζ

0 0 0
τ l τ l
(2 + l)ε l
≤ ∫ ∫ δψ2 (x, ζ) dx dζ + ‖δk‖2L∞ (0,l) ∫ ∫ ψ22x (x, ζ) dx dζ
l ε
0 0 0 0
τ l τ l
2 l
+ ∫ ∫ δw2 (x, ζ) dx dζ + ∫ ∫ δw2x (x, ζ) dx dζ.
lε ε
0 0 0 0

Choosing the arbitrary parameter ε ∈ (0, 2c0 /l) as ε = c0 /l, we obtain

l τ l τ l τ l
2 (l + 2)c0 l
∫ δψ (x, τ) dx + c0 ∫ ∫ δψ2x (x, ζ) dx dζ ≤ ∫ ∫ δψ2 (x, ζ) dx dζ + ‖δk‖2L∞ (0,l) ∫ ∫ ψ22x (x, ζ) dx dζ
l2 c0
0 0 0 0 0 0 0
τ l τ l
2 l2
+ ∫ ∫ δw2 (x, ζ) dx dζ + ∫ ∫ δw2x (x, ζ) dx dζ (A.18)
c0 c0
0 0 0 0

for a.e. τ ∈ (0, T]. Evidently, at τ = T the second, third and fourth right-hand-side integrals for the functions
ψ22x (x, ζ), δw2 (x, ζ) and δw2x (x, ζ) are equal to the integrals for the functions φ22x (x, t), δu2 (x, t) and δu2x (x, t),
respectively, and for these integrals we can use estimates (A.11), (A.13) and (A.14). Substituting these esti-

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 15

mates into (A.18), we conclude that

l τ l

∫ δψ (x, τ) dx + c0 ∫ ∫ δψ2x (x, ζ) dx dζ

2

0 0 0
τ l
(l + 1)c0
≤ ∫ ∫ δψ2 (x, ζ) dx dζ + [C24 ‖g‖2L2 (0,T) + C25 ‖f‖2L2 (0,T) ]‖δk‖2L∞ (0,l) , (A.19)
l2
0 0

where C24 , C25 > 0 are defined in (A.16).

As in the proof of Lemma A.2, we first estimate from inequality (A.19) the norm ‖ψ‖L2 (0,T;L2 (0,l)) , then,
substituting it in the inequality
(l + 2)c0
c0 ‖ψ x ‖L2 (0,T;L2 (0,l)) ≤ ‖ψ‖L2 (0,T;L2 (0,l)) + [C24 ‖g‖2L2 (0,T) + C25 ‖f‖2L2 (0,T) ]‖δk‖2L∞ (0,l) ,
l
we estimate the norm ‖ψ x ‖L2 (0,T;L2 (0,l)) . Returning then to the function φ(x, t), by the above reason we arrive
at the required estimate (A.15).

A.2 Estimates for the regular weak solution

We assume here that the inputs k(x) and g(t) in the direct problem (1.1) satisfy the regularity conditions (2.1).
As noted in Section 1, under these conditions there exists a unique regular weak solution with improved
regularity defined by (2.2).

Lemma A.7. Let conditions (2.1) hold. Then for the regular weak solution with improved regularity defined
by (2.2) the following estimates hold:

‖u t ‖L∞ (0,T;L2 (0,l)) ≤ C1 ‖g 󸀠 ‖L2 (0,T) , (A.20)

󸀠
‖u xt ‖ L2 (0,T;L2 (0,l)) ≤ C2 ‖g ‖ L2 (0,T) , (A.21)

where C1 , C2 > 0 are the constants defined in (A.4).

Proof. Differentiate formally equation (1.1) with respect to t ∈ (0, T), multiply both sides by u t (x, t), integrate
over [0, l] and use the integration by parts formula. Taking then into account the boundary conditions, we
obtain the following integral identity:
l l
1 d
∫ u2t (x, t) dx + ∫ k(x)u2xt (x, t) dx = g 󸀠 (t)u t (0, t).
2 dt
0 0

Integrating this identity on [0, t], t ∈ [0, T], and using the limit equation
l l

∫ u2t (x, 0+ ) dx = lim+ ∫((k(x)u x (x, 0+ ))x ) dx = 0

2
t→0
0 0

with the initial condition u(x, 0) = 0, we deduce that

l t l t

∫ u2t (x, t) dx + 2 ∫ ∫ k(x)u2xτ (x, τ) dx dτ = 2 ∫ g 󸀠 (τ)u τ (0, τ) dτ

0 0 0 0

for all t ∈ [0, T]. Applying now the ε-inequality 2ab ≤ (1/ε)a2 + εb2 to the last right-hand-side integral, we
obtain the inequality
l t l t t
1
∫ u2t (x, t) dx + 2c0 ∫ ∫ u2xτ (x, τ) dx dτ ≤ ε ∫ u2τ (0, τ) dτ + ∫(g 󸀠 (τ))2 dτ, t ∈ [0, T].
ε
0 0 0 0 0

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16 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

Using the same argument as in the proof of inequality (A.1), we estimate the first right-hand-side integral as
follows:
t l t t l
2
∫ u2τ (0, τ) dτ ≤ ∫ ∫ u2τ (x, τ) dτ dx + l ∫ ∫ u2xτ (x, τ) dx dτ (A.22)
l
0 0 0 0 0

for all t ∈ [0, T]. Substituting this in the above inequality, we conclude
l t l t l t
2ε 1
∫ u2t (x, t) dx + (2c0 − lε) ∫ ∫ u2xτ (x, τ) dx dτ ≤ ∫ ∫ u2τ (x, τ) dx dτ + ∫(g 󸀠 (τ))2 dτ, t ∈ [0, T].
l ε
0 0 0 0 0 0

This is the same inequality (A.6) with u(x, t) replaced by u t (x, t), and g(t) replaced by g 󸀠 (t). Repeating the
same procedure as in the proof of Lemma A.1, we deduce from this inequality the required estimates (A.20)
and (A.21).

Using this lemma and inequality (A.22), we can estimate the L2 -norm of the partial derivative u t (0, t) of the
output.

Corollary A.8. Let the conditions of Lemma A.6 hold. Then

‖u t (0, ⋅ )‖L2 (0,T) ≤ C3 ‖g 󸀠 ‖L2 (0,T) , (A.23)

where C3 > 0 is the constant defined in (A.9).

Corollary A.9. Let the conditions of Lemma A.6 hold. Assume, in addition, that the measured output f(t) satisfies
the regularity condition (5.10), that is, f ∈ V(0, T). Then for the regular weak solution with improved regularity
of the adjoint problem (5.3) the following estimates hold:

‖φ t ‖2L2 (0,T;L2 (0,l)) ≤ 2TC21 [C23 ‖g󸀠 ‖2L2 (0,T) + ‖f 󸀠 ‖2L2 (0,T) ], (A.24)
‖φ xt ‖2L2 (0,T;L2 (0,l)) ≤ 2C22 [C23 ‖g 󸀠 ‖2L2 (0,T) + ‖f 󸀠 ‖2L2 (0,T) ]. (A.25)

Proof. Using the transformation τ = T − t, we can prove in the same way as in Lemma A.5 that estimates
similar to (A.20) and (A.21) hold also for the regular weak solution of the adjoint problem (5.3). That is,
T

∬ φ2t (x, t) dx dt ≤ C21 ∫(u t (0, x; k) − f 󸀠 (t))2 dt,

ΩT 0
T

∬ φ2xt (x, t) dx dt ≤ C22 ∫(u t (0, x; k) − f 󸀠 (t))2 dt,

ΩT 0

with the same constants C1 , C2 > 0 defined in (A.4). Using here the inequality (a − b)2 ≤ a2 + b2 and esti-
mate (A.23), we arrive at the required estimates (A.24) and (A.25).

Lemma A.10. Let conditions (2.1) and (5.9) hold. Then for the regular weak solution with improved regularity
of problem (1.1) the following estimate holds:

‖u xx ‖2L2 (0,T;L2 (0,l)) ≤ C27 ‖g‖2V(0,T) , (A.26)

where
C27 = 2(TC21 + C22 M1 )/c20

and C1 , C2 , M1 > 0 are the constants defined in (A.4) and (5.9).

Proof. Let u(x, t) be the regular weak solution with improved regularity defined by (2.2). Then, integrating
the formal identity
(k(x)u xx (x, t))2 = (u t (x, t) − k󸀠 (x)u x (x, t))2

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 17

over Ω T and using the inequality (a + b)2 ≤ 2(a2 + b2 ), we get

c20 ∬ u2xx (x, t) dx dt ≤ 2 ∬ u2t (x, t) dx dt + 2‖k󸀠 ‖2L∞ (0,l) ∬ u2x (x, t) dx dt.
ΩT ΩT ΩT

Taking into account here estimates (A.3) and (A.20), we obtain the required estimate (A.26).

The following assertion is the analogue of the above lemma, and it can be proved in the very same way using
estimates (A.11) and (A.24).

Lemma A.11. Let the conditions of Lemma A.10 hold. Assume, in addition, that the measured output f(t) sat-
isfies the regularity condition (5.10). Then for the regular weak solution with improved regularity of the adjoint
problem (5.3) the following estimate holds:

‖φ xx ‖2L2 (0,T;L2 (0,l)) ≤ 4(TC21 + 4C22 M1 )[C23 ‖g‖2V(0,T) + ‖f‖2V(0,T) ], (A.27)

where C1 , C2 , C3 , M1 > 0 are the constants defined by (A.4), (A.9) and (5.9).

Finally, we derive some estimates for the regular weak solutions with improved regularity of problems (2.7)
and (5.4).

Lemma A.12. Let conditions (2.1) hold and let k1 , k2 ∈ K. Denote by v(x, t) := u(x, t; k1 ) − u(x, t; k2 ) the reg-
ular weak solution of problem (2.7) with improved regularity, defined by (2.2). Then the following estimates
hold:
C2 󸀠
‖v t ‖L∞ (0,T;L2 (0,l)) ≤ ‖g ‖L2 (0,T) ‖k1 − k2 ‖C[0,l] , (A.28)
√c0
C2 󸀠
‖v xt ‖L2 (0,T;L2 (0,l)) ≤ ‖g ‖L2 (0,T) ‖k1 − k2 ‖C[0,l] , (A.29)
c0
where C2 > 0 and c0 > 0 are the constants defined in Lemma A.1.

Proof. Differentiate formally equation (2.7) with respect to t ∈ (0, T), multiply both sides by v t (x, t), integrate
over [0, l] and use the integration by parts formula. Then we have
l l l
1 d
∫ v2t (x, t) dx + ∫ k1 (x)v2xt (x, t) dx = − ∫ δk(x)u2xt (x, t)v xt (x, t) dx + (δk(x)u2xt v t )x=l x=l
x=0 + (k 1 (x)v xt v t )x=0 ,
2 dt
0 0 0

where δk(x) = k1 (x) − k2 (x). Due to the boundary conditions −k1 (0)v x (0, t) = δk(0)u2x (0, t), v x (l, t) = 0
in (2.7), the last two terms on the right-hand side drop out. Integrating above integral identity over (0, t) and
then applying the ε-inequality, after elementary transformations we obtain
l t l t l
1
∫ v2t (x, t) dx + (2c0 − ε) ∫ ∫ v2xτ (x, τ) dx dτ ≤ ‖δk‖C[0,l] ∫ ∫ u22xt (x, τ) dx dτ,
ε
0 0 0 0 0

where 2c0 − ε > 0. Choosing here ε = c0 > 0 and using estimate (A.21), we arrive at the estimate
C22
‖v t ‖2L2 (0,l) + c0 ‖v xτ ‖2L2 (0,t;L2 (0,l)) ≤ ‖δk‖2C[0,l] ‖g 󸀠 ‖2L2 (0,T) , t ∈ (0, T]. (A.30)
c0
This estimate implies the desired results (A.28) and (A.29).

Lemma A.13. Let conditions (2.1) and (5.9) hold. Then for the regular weak solution with improved regularity
of problem (2.7) the following estimate holds:

‖v xx ‖L2 (0,T;L2 (0,l)) ≤ C8 ‖g‖V(0,T) ‖k1 − k2 ‖H 1 (0,l) , (A.31)

where
4
C28 = [(Tc0 + M1 )C22 /c20 + (1 + l)C27 ]
c20
and C7 > 0 is the constant defined in Lemma A.7.

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18 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

Proof. As in the proof of Lemma A.10, we use the integral inequality

c20 ∬ v2xx (x, t) dx dt ≤ 4[ ∬ v2t (x, t) dx dt + ‖δk‖2C[0,l] ∬ u22xx (x, t) dx dt

ΩT ΩT ΩT
T

+ ‖δk󸀠 ‖2L2 (0,l) sup ∫ u22x (x, t) dt + ‖k󸀠1 ‖2L∞ (0,l) ∬ v2x (x, t) dt]. (A.32)
x∈(0,l)
0 ΩT

To estimate the third right-hand-side integral, we integrate over (0, T) the identity
l
2
u22x (x, t) ≡ ( ∫ u2ξξ (ξ, t) dξ ) , (x, t) ∈ Ω T ,
x

which holds due to the boundary condition u x (l, t) = 0. Applying then to the right-hand side the Hölder
inequality, we get
T T l

∫ u22x (x, t) dt ≤ l ∫ ∫ v22xx (x, t) dx dt

0 0 0

for all x ∈ (0, l). Taking into account estimate (A.26), we obtain
T

sup ∫ u22x (x, t) dt ≤ lC27 ‖g 󸀠 ‖2L2 (0,T) . (A.33)

x∈(0,l)
0

To estimate the first right-hand-side integral of (A.32) we use (A.30). We have

TC22
∬ v2t (x, t) dx dt ≤ ‖δk‖2C[0,l] ‖g 󸀠 ‖2L2 (0,T) . (A.34)
c0
ΩT

Using in (A.32) estimates (A.33) and (A.34), with estimates (A.26) and (A.14) for the second and fourth
right-hand-side integrals, we arrive at estimate (A.31).

Now we prove that similar results to those given in Lemma A.12 and Lemma A.13 also hold for the regular
weak solution with improved regularity of problem (5.4), whose Neumann data contains also the increment
of the output δ(0, t; k).

Lemma A.14. Let conditions (2.1) hold. Assume, in addition, that the measured output f(t) satisfies the regular-
ity condition (5.10). Then for the regular weak solution with improved regularity of problem (5.4) the following
estimates hold:

‖δφ t ‖2L2 (0,T;L2 (0,l)) ≤ [C29 ‖g 󸀠 ‖2L2 (0,T) + C210 ‖f 󸀠 ‖2L2 (0,T) ]‖k1 − k2 ‖2C[0,l] , (A.35)
‖δφ xt ‖L2 (0,T;L2 (0,l)) ≤ [C211 ‖g 󸀠 ‖2L2 (0,T) + C212 ‖f 󸀠 ‖2L2 (0,T) ]‖k1 − k2 ‖2C[0,l] , (A.36)

where
{ C2e = exp(Tβ23 ), β23 = (l + 2)c0 /l2 ,
{
{
{
{ β24
{ = (2lc20 C23 + 2Tc0 + l2 )C22 /c30 , β25 = 2lC22 /c0 ,
{ (A.37)
{
{
{ C29 = TC2e β24 , C210 = TC2e β25 ,
{
{ 2
{ C11 = (Tβ23 C2e + 1)β24 /c0 , C212 = (Tβ23 + 1)β25 /c0 ,
and the constants C2 , C3 > 0 are defined in Lemma A.1 and Corollary A.3.

Proof. As in the proof of Lemma A.5, we first employ the transformation τ = T − t to transform the back-
ward problem (5.4) to the well-posed problem. Then we differentiate formally the transformed equation
δψ τ − (k1 (x)δψ x )x = (δk(x)ψ2x (x, τ))x with respect to τ ∈ (0, T), multiply both sides by δψ τ (x, τ), integrate

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 A. Hasanov, Lipschitz continuity of the Fréchet gradient | 19

over [0, l] and use the integration by parts formula. Using the proof scheme of Lemma A.5, we obtain the
integral inequality
l τ l τ l τ l
(l + 2)c0 l
∫ δψ2t (x, τ) dx + c0 ∫ ∫ δψ2xζ (x, ζ) dx dζ ≤ ∫ ∫ δψ2ζ (x, ζ) dx dζ + ‖δk‖C[0,l] ∫ ∫ ψ22xζ (x, ζ) dx dζ
l2 c0
0 0 0 0 0 0 0
τ l τ l
2 l2
+ ∫ ∫ δw2ζ (x, ζ) dx dζ + ∫ ∫ δw2xζ (x, ζ) dx dζ,
c0 c0
0 0 0 0

which is similar to the integral inequality (A.18). Use now estimates (A.25), (A.28) and (A.29) for the second,
third and fourth right-hand-side integrals for the functions ψ22xζ (x, ζ), δw2ζ (x, ζ) and δw2xζ (x, ζ), which are
equal to the integrals for the functions φ22xζ (x, t), δu2t (x, t) and δu2xt (x, t), respectively, at τ = T:
l τ l τ l

∫ δψ2t (x, τ) dx + c0 ∫ ∫ δψ2xζ (x, ζ) dx dζ ≤ β3 ∫ ∫ δψ2ζ (x,

2
ζ) dx dζ + [β24 ‖g 󸀠 ‖2L2 (0,T) + β25 ‖f 󸀠 ‖2L2 (0,T) ]‖δk‖2C[0,l] ,
0 0 0 0 0

where the constants are defined in (A.37).

Estimates (A.35) and (A.36) are obtained from this integral inequality by the same argument as in the
proof of Lemma A.2.

Lemma A.15. Let conditions (2.1) hold. Assume, in addition, that the measured output f(t) satisfies the regu-
larity condition (5.10). Then for the regular weak solution with improved regularity δφ(x, t) of problem (5.4)
the following estimate holds:
‖δφ xx ‖L2 (0,T;L2 (0,l)) ≤ [C213 ‖g‖2V(0,T) + C214 ‖f‖2V(0,T) ]‖k1 − k2 ‖2H 1 (0,l) , (A.38)
where
{ β26 = 4(l + 1)(TC21 + 4C22 + ‖k󸀠1 ‖2L∞ (0,l) ),
{
{ 2
{ C13 = 4(C29 + β26 C23 + C24 C26 )/c20 , (A.39)
{
{ 2 2 2 2 2 2
{ C14 = 4(C10 + β6 + C5 C6 )/c0 ,
and the constants C1 , C2 , C3 , C4 , C5 , C6 , C9 , C10 > 0 are defined in Lemma A.1, Corollary A.3, Lemma A.6 and
Lemma A.14.

Proof. As in the proof of Lemma A.7, we use the integral inequality

c20 ∬ δφ2xx (x, t) dx dt ≤ 4[ ∬ δφ2t (x, t) dx dt + ‖δk‖2C[0,l] ∬ φ22xx (x, t) dx dt

ΩT ΩT ΩT
T

+ ‖δk󸀠 ‖2L2 (0,l) sup ∫ φ22x (x, t) dt + ‖k󸀠1 ‖2L∞ (0,l) ∬ δφ2x (x, t) dt] (A.40)
x∈(0,l)
0 ΩT

for the regular weak solution δφ(x, t) of problem (5.4).

In the same way as estimate (A.33), we can estimate the third right-hand-side integral by using esti-
mate (A.27). We have
T

sup ∫ φ22x (x, t) dt ≤ 4l(TC21 + 4C22 ‖k󸀠1 ‖2L∞ (0,l) )[C23 ‖g‖2V(0,T) + ‖f‖2V(0,T) ].
(0,l)
0

Using this estimate with estimates (A.35), (A.27) and (A.15) for the first, second and fourth, respectively,
right-hand-side integrals of (A.40), we obtain
c20 ‖δφ xx ‖2L2 (0,T;L2 (0,l)) ≤ 4{[C29 ‖g 󸀠 ‖2L2 (0,T) + C210 ‖f 󸀠 ‖2L2 (0,T) ]‖δk‖2C[0,l]
+ 4(TC21 + 4C22 ‖k󸀠1 ‖2L∞ (0,l) )[C23 ‖g‖2V(0,T) + ‖f‖2V(0,T) ]‖δk‖2C[0,l]
+ 4l(TC21 + 4C22 ‖k󸀠1 ‖2L∞ (0,l) )[C23 ‖g‖2V(0,T) + ‖f‖2V(0,T) ]‖δk󸀠 ‖2L2 (0,l)
⋅ C26 [C24 ‖g‖2L2 (0,T) + C25 ‖f‖2L2 (0,T) ]‖k󸀠1 ‖2L∞ (0,l) ‖δk‖2L∞ (0,l) }.
This leads to the desired estimate (A.38) with the constants C13 , C14 > 0 defined by (A.39).

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20 | A. Hasanov, Lipschitz continuity of the Fréchet gradient

Acknowledgment: The author would like to thank Professors Vladimir G. Romanov, Marian Slodička and
Cristiana Sebu for their valuable comments and suggestions.

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