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Jaan Janno∗
Abstract
Inverse problems for a diffusion equation containing a generalized
fractional derivative are studied. The equation holds in a time interval
(0, T ) and it is assumed that a state u (solution of diffusion equation)
and a source f are known for t ∈ (t0 , T ) where t0 is some number in
(0, T ). Provided that f satisfies certain restrictions, it is proved that
product of a kernel of the derivative with an elliptic operator as well
as the history of f for t ∈ (0, t0 ) are uniquely recovered. In case of
less restrictions on f the uniqueness of the kernel and the history of
f is shown. Moreover, in a case when a functional of u for t ∈ (t0 , T )
is given the uniqueness of the kernel is proved under unknown history
of f .
1 Introduction
In many cases a relative irregularity in a direct problem increases in-
formativeness in an inverse problem. For example, the smoother the
kernel of a Volterra equation of the first kind, the bigger the degree
of the ill-posedness of the equation [1]. Another example is the recon-
struction of a penetrable obstacle from far field pattern of a scattered
single incident wave. The uniqueness has been proved in case of some
obstacles with corners [2, 3], but in the general case it is open.
As a third example, let us mention a problem to reconstruct a
space-dependent source function of a fractional diffusion equation from
a measured state at a final time value t = T over the space. The so-
lution of this problem is unique [4]. If an initial state of the process is
relatively less smooth than the source, then the final data contain suffi-
cient information to recover simultaneously the source and an order of
the fractional derivative α [5]. The proof of uniqueness is decomposed
∗
Department of Cybernetics. Tallinn University of Technology. Ehitajate tee 5, 19086
Tallinn, Estonia. E-mail: jaan.janno@taltech.ee
1
into 2 stages: 1) uniqueness of α and 2) uniqueness of the source.
Similar results were obtained for inverse problems for fractional wave
equations [6] and problems with unknown final time T [7].
In [8] an inverse problem to reconstruct a time- and space depen-
dent source f of a generalized fractional diffusion equation by means of
overdetermination in a left neighborhood (t0 , T ) of the final time value
T was considered. It was shown that given values of f and the state u
for t ∈ (t0 , T ), the history of f is uniquely recovered for t ∈ (0, t0 ). Let
us suppose that we have a possibility to choose f for t ∈ (t0 , T ) and
ask: can we do it so that the measured u in (t0 , T ) contains sufficient
information to recover simultaneously the history of f and parame-
ters of the equation? In this paper we will show that this is possible
provided f is a non-analytic with respect to t function of special form,
namely such that f ≡ 0 for t ∈ (t0 , t1 ) and f 6≡ 0 for t ∈ (t1 , T ), where
t1 is some number between t0 and T . A proof of uniqueness consists
of 2 stages. Firstly, thanks to the assumed irregularity of f , we can
exclude the unknown history and prove the uniqueness of the param-
eters. After that we prove the uniqueness of the history of source.
In addition, we will study the uniqueness of a problem to identify a
kernel contained in the generalized fractional diffusion equation from
a measured functional of the state for t ∈ (t0 , T ) in case the source is
unknown for t ∈ (0, t0 ).
Let us give an overview of other studies in the field of inverse
source problems for fractional diffusion equations. Several papers [9,
10, 11, 12] deal with reconstruction of time-dependent components
of the sources making use of different measurements over time. The
paper [13] is concerned with the reconstruction of the source function
that depends on time and part of spatial variables from boundary
measurements over the time. In [14, 15, 16] determination source
functions in a form of separated variables under overdetermination in
subdomains or portions of boundary is studied.
2
equation:
∂ ∂
u(t, x) − M ∗ ∆u(t, x) = f (t, x), (1)
∂t ∂t
where ∗ stands for the time convolution, i.e.
Z t
v1 ∗ v2 (t) = v1 (t − τ )v2 (τ )dτ,
0
tα−1
M (t) = ce−λt , 0 < α < 1, λ > 0, c > 0. (3)
Γ(α)
The kernels (2) and (3) belong to the following space of integrable
at t = 0 completely monotonic functions:
CM = M : M ∈ L1,loc (0, ∞) ∩ C ∞ (0, ∞),
(4)
(−1)n M (n) (t) ≥ 0, t > 0, n = 0, 1, 2, . . . .
has the unique solution in K ∈ L1,loc (0, ∞) and this solution has the
properties K ∈ CM, limt→0+ K(t) = ∞ ([26], Theorem 3) In such a
case the equation (1) can be transformed to the following equation
that contains the explicit Laplacian:
∂
K∗ u(t, x) − ∆u(t, x) = K ∗ f (t, x). (6)
∂t
3
α−1 −α
If M (t) = c tΓ(α) , 0 < α < 1, then the solution of (5) is K(t) = 1c Γ(1−α)
t
and (6) involves the Caputo fractional derivative of the order α. To the
author’s opinion, the form (6) of the fractional generalized diffusion
equation prevails in mathematical literature. If M (and therefore also
K) are known, then it is possible to switch from (1) to (6) and vice
versa. But if M is unknown then it is preferable to work with the
equation (1).
If in addition to the diffusion a linear reaction occurs then the
term ∆u in (1) is complemented with an addend au(x), where −a is
the speed of the reaction [18, 27]. Moreover, in models of anisotropic
anomalous
Pd diffusion Pmore general elliptic operators of the form
∂2 d ∂
l,m=1 alm ∂xl ∂xm + l=1 al ∂xl occur [28]. In this paper we will con-
sider the following equation:
∂ ∂
u(t, x) − M ∗ A [a]u(t, x) = f (t, x), (7)
∂t ∂t
where
d
X d X
∂2 ∂
A [a]v(x) = alm (x) v(x)+ al (x) v(x)+a(x)v(x), (8)
∂xl ∂xm ∂xl
l,m=1 l=1
a = (alm )|l,m=1,...,d , (al )|l=1,...,d , a .
Moreover, suppose that f |(t0 ,T )×Ω and u|(t0 ,T )×Ω are given, where t0 is
some number in (0, T ). Then history of f and u is uniquely recovered
in (0, t0 ) × Ω [8].
This result is valid in case of the kernels (2) and (3), because they
belong to CM† [8].
In the present paper we will find conditions for f |(t0 ,T )×Ω such that
in addition to the history of f and u parameters of the equation (i.e.
M and elliptic operators) are uniquely recovered by f |(t0 ,T )×Ω and
u|(t0 ,T )×Ω .
4
We will work with inverse problems for an abstract equation
d
dt [u(t) − AM ∗ u(t)] = f (t), t ∈ (0, T ), in a Banach space X, where
A is a sectorial operator. In next section we will deduce some aux-
iliary results and in Subsection 4.1 we will prove Theorem 1 that es-
tablishes the uniqueness for a problem to determine simultaneously
f , u and M A provided f |(t0 ,T ) and u|(t0 ,T ) are given and f |(t0 ,T )
satisfies certain restrictions. In Subsection 4.2 we will apply this
∂
result to equations ∂t [u(t, x) − A [a]M ∗ u(t, x)](t, x) = f (t, x) and
∂
∂t [u(t, x) − A̺,a M ∗ u(t, x)] = f (t, x) that are weaker forms of (7)
and (9), respectively. There Corollaries 1 - 3 provide the uniqueness
of parameters of A [a] and A̺,a , too. In Subsection 5.1 we will study
uniqueness of a problem to determine simultaneously f , u and M from
the same data in case of less restrictions on f |(t0 ,T ) (Theorem 2) and
in Subsection 5.2 we will prove the uniqueness for a problem to recover
M provided f and a functional of u are given in (t0 , T ) (Theorem 3).
In the latter case the unique reconstruction of history of f and u may
in general not be possible. The final Section 6 contains conclusions.
3 Preliminaries
Let X be a complex Banach space, X ∗ its dual and B(X) the space of
linear bounded operators in X. We will denote the norms in X and
B(X) by k · k and the pairing X ∗ × X 7→ C by h·, ·i.
Further, let A : D(A) 7→ X be a linear closed densely defined
operator in X. Let us denote by XA the set D(A) endowed with the
graph norm kxkA = kxk + kAxk. Since A is closed, XA is a Banach
space with respect to this norm.
Suppose that M ∈ L1,loc (0, ∞) and consider the following equa-
tion:
in the space X.
A family of operators S : [0, ∞) 7→ B(X) is called the resolvent of
(11) if S(t) is strongly continuous in [0, ∞) and
Lemma 1 ([31], Proposition 1.2) Let (11) have a resolvent. Then the
following assertions are valid.
(i) (uniqueness) If v ∈ C([0, T ]; X) satisfy M ∗ v ∈ C([0, T ]; XA ) and
solve v(t) − AM ∗ v(t) = 0, t ∈ [0, T ], then v = 0.
(ii) If g ∈ W11 ((0, T ); X) then the function
5
belongs to C([0, T ]; X), satisfies M ∗ v ∈ C([0, T ]; XA ) and is a
solution of (11).
(iii) If g ∈ W11 ((0, T ); XA ) then v defined by (13) belongs to C([0, T ]; XA )
and is a solution of the stronger equation
6
R∞ 1
Therefore, 0 s+τ dq(τ ) defines an analytic function of s in Σ(0, θ).
R∞ 1
Since θ ∈ (0, π) is arbitrary, 0 s+τ dq(τ ) is analytic Σ(0, π). This
c
with (14) proves that M (s) isRanalytically extendable to Σ(0, π). Fur-
∞
ther, let us define µ0M,θ (̺) = 0 P (̺, τ )dq(τ ), where
̺
√ 1
if τ > 2
̺2 +2̺τ cos θ+τ 2
P (̺, τ ) =
2
if 0 < τ < ̺2 .
̺
7
Due to this property and the assumption M ∈ CM, Corollary 2.4 of
[31] implies that (15) with b = 0 has a resolvent S0 (t) that is bounded
and analytic in Σ(0, θ). This fact with Theorem 2.1 of [31] implies
the relations c1 ∈ ρ(A0 ), s ∈ Σ(0, π2 + θ), and the estimate (18).
M (s)
Further, the existence of the resolvent S(t) of (15) follows from the
mentioned properties of S0 (t) and b ∈ L1,loc (0, ∞) from Theorem 2.3
of [31]. The formulas (16) and (17) are contained in a proof of the
latter theorem.
c(s)A0 (I − M
kM c(s)A0 )−1 k = k(I − M
c(s)A0 )−1 − Ik
π
≤ C2 + 1, s ∈ Σ(0, + θ). (19)
2
The Laplace transform rb(s) of the function r that solves the equation
r = b + b ∗ r with b = ωM has the formula
ωMc(s)
rb(s) = .
c(s)
1 − ωM
Let θ ′ ∈ (0, θ). Then cos θ ′ > 0 and for any η > 0 and s ∈ Σ(η, π2 + θ ′ )
we have |s| ≥ η cos θ ′ . Therefore, in view of Lemma 2, it holds
c(s)| ≤ |ω|µM,θ′ (η cos θ ′ ) for s ∈ Σ(η, π + θ ′ ), η > 0. Since
|ω M 2
µM,θ′ (η cos θ ′ ) → 0 as η → ∞, there exists a sufficiently big η =: ω2
such that
bn (s)k ≤ C
Using (18) - (20) in (17) we obtain kG s ∈ Σ(ω2 , π2 +θ ′ )
2n |s| ,
3
1
with some constant C3 and since |s| ≤ ( cos1 θ′ + 1) |s−ω 1
2|
, s ∈ Σ(ω2 , π2 +
θ ′ ), we have
bn (s)k ≤ C4 π
kG , s ∈ Σ(ω2 , + θ ′ ), (21)
2n |s− ω2 | 2
8
1 1 ∪ γ 2 ∪ γ 3 , γ 1 = {z = ω +
where Rez > 0, R = |z| , γR = γR R R R 2
π
ρe−i( 2 +θ) , ∞ > ρ > R}, γR = {z = ω2 + Reiτ , − π2 − θ < τ < π2 + θ},
2
π
3 = {z = ω + ρe i( 2 +θ)
γR 2 , R < ρ < ∞}. By means of a standard
procedure (see e.g. [31], p. 52) and (21) we deduce that this integral
converges absolutely for z ∈ Σ(0, θ ′ ), and satisfies the estimate
C5,θ1 C4 ω2 Rez
kGn (z)k ≤ e , z ∈ Σ(0, θ1 ), (23)
2n
where θ1 is any number in between 0 and θ ′ and C5,θ1 is a constant
depending on θ1 . Therefore, Gn (z) is analytic in Σ(0, θ ′ ). Finally, we
define the extension of S(t) to Σ(0, θ ′ ) by
∞
X
S(z) = Gn (z).
n=0
9
Lemma 6 Let A ∈ S(ω, θ) for some ω ∈ R, θ ∈ (0, π2 ], M ∈ CM,
f ∈ L1 ((0, T ); X) and u0 ∈ X. Then there exists a unique function
u ∈ C([0, T ]; X) that satisfies M ∗ u ∈ C([0, T ]; XA ), u − AM ∗ u ∈
W11 ((0, T ); X), has the initial value u(0) = u0 and solves the equation
d
[u(t) − AM ∗ u(t)] = f (t), a.e. t ∈ (0, T ). (24)
dt
Proof. Let us consider the equation
v(t) − AM ∗ v(t) = 1 ∗ f (t) + v0 , t ∈ [0, T ]. (25)
By Lemma 4, this equation has the resolvent S and by Lemma 1 (ii),
the function
v(t) = S(t)u0 + S ∗ f (t) (26)
belongs to C([0, T ]; X), satisfies M ∗ v ∈ C([0, T ]; XA ) and solves (25).
Since the right-hand side of (25) belongs to W11 ((0, T ); X), we have
v − AM ∗ v ∈ W11 ((0, T ); X). Moreover, dt d
[v(t) − AM ∗ v(t)] = f (t),
a.e. t ∈ (0, T ) and from (26) we deduce v(0) = u0 . Therefore,
u = v is a function that meets the requirements of the lemma. This
proves the existence assertion. To prove the uniqueness, suppose that
u ∈ C([0, T ]; X) satisfies M ∗ u ∈ C([0, T ]; XA ), u − AM ∗ u ∈
d
W11 ((0, T ); X), u(0) = 0 and solves dt [u(t) − AM ∗ u(t)] = 0, a.e.
t ∈ (0, T ). The latter relation implies u(t) − AM ∗ u(t) = c, t ∈ [0, T ],
where c ∈ X. Due to Lemma 1 (ii), u(t) = S(t)c. Using the condition
u(0) = 0 we get c = 0. Lemma 1 (i) implies u = 0. This proves the
uniqueness assertion.
10
where f fulfills the condition
Let t ∈ [t0 , T ]. Subtracting the equation (36) with j = 2 from the one
with j = 1 and taking (30) and (34) into account, we deduce
11
where
Y (t) = S1 (t)u1 (0) − S2 (t)u2 (0)
Z t0
+ [S1 (t − τ )f1 (τ )dτ − S2 (t − τ )f2 (τ )] dτ,
0
Z t
Z(t) = [S1 (t − τ ) − S2 (t − τ )] f (τ )dτ.
t0
12
Since φ ∈ X ∗ is arbitrary and the embedding X ⊆ X ∗∗ in injective, we
have S1 (t)xm0 +1 = S2 (t)xm0 +1 , t ∈ [0, tm0 +2 − tm0 +1 ], and by analytic
continuation, (39) for m = m0 + 1 follows.
Since span{xi : i ∈ N} is dense in X, (39) implies S1 (t) = S2 (t) =:
S(t), t ≥ 0. Due to (12) we obtain
This yields
From the left equality and Lemma 1 we deduce that vx is the solution
of the following equation:
Sj (t)xk − Mj ∗ Aj Sj (t)xk = xk , t ≥ 0.
Thus,
13
where δkl is the Kronecker delta. The relation (43) is a scalar Volterra
equation of the second kind. In case k 6= l it is homogeneous. There-
fore, hSj (t)xk , xl i = 0, t ≥ 0, k 6= l, and from (42) we deduce
Z t
fk (τ )h[S1 (t − τ ) − S2 (t − τ )] xk , xk idτ = 0, t ∈ [t1 , T ], k ∈ N.(44)
t1
14
u ∈ C([0, T ]; X), M ∗ u(t) ∈ D(A), a.e. t ∈ (0, T ), u − AM ∗ u ∈
W11 ((0, T ); X) and solve the equation
d
[u(t) − AM ∗ u(t)] = ϕ(t), a.e. t ∈ (0, T ). (45)
dt
Moreover, assume that for some t0 ∈ (0, T ) it holds ϕ(t) = 0 a.e.
t ∈ (t0 , T ) and u(t) = 0, t ∈ (t0 , T ). Then ϕ = 0 and u = 0.
d
If u is a sufficiently good function then from (45) we obtain dt M∗
′ ∗
hφ, Au(t)i = hφ, u (t) − ϕ(t)i, a.e. t ∈ (0, T ), ∀φ ∈ X and since
the right hand side of this equation vanishes for a.e. t ∈ (t0 , T ),
the assertion u = 0 directly follows from Theorem 1 of [8] and the
injectivity of A. This by (45) implies ϕ = 0, too. In our case have to
provide a bit longer proof, that however uses ideas of [8].
Proof. By (45) we have
F (t) = M ∗ u(t), t ≥ 0.
15
If u is not a zero function, then there exists φ̃ ∈ X ∗ such that hφ̃, u
b(s)i
is not a zero function and we get
hφ̃,A−1 xi
c(s) = hφ̃, Fb1 (s)i + s
M , Res > 0 : hφ̃, u
b(s)i 6= 0. (49)
hφ̃, u
b(s)i
Since u and F1 are compactly supported, hφ̃, u b(s)i and hφ̃, Fb1 (s)i are
entire functions. This implies that the right-hand side of (49) can be
meromorphically extended to the whole complex plane. But due to
M ∈ CM† , this is not the case for the left-hand side. We reached the
contradiction. Consequently, u = 0. This with (45) implies ϕ = 0.
4.2 Applications
In this subsection we will consider some inverse problems that are
posed for equations governing subdiffusion in a
Let us define
16
Corollary 1 Let M1 ∈ CM† , M2 ∈ CM, aj ∈ Q, j = 1, 2, p ∈
(1, ∞), 0 6∈ σ(A[p, a1 ]). Let fj , uj , j = 1, 2, satisfy fj ∈ L1 ((0, T ); Lp (Ω)),
uj ∈ C([0, T ]; Lp (Ω)), Mj ∗ uj ∈ C([0, T ]; Dp ), uj − A[p; aj ]Mj ∗ uj ∈
W11 ((0, T ); Lp (Ω)) and solve the equations
∂
[uj (t, x) − A[p; a]Mj ∗ uj (t, x)] = fj (t, x), a.e. (t, x) ∈ (0, T ) × Ω.(52)
∂t
Moreover, assume that f1 (t, ·) = f2 (t, ·) =: f (t, ·) a.e. t ∈ (t0 , T ), for
some t0 ∈ (0, T ), f (t, ·) = 0, a.e. t ∈ (t0 , t1 ) for some t1 ∈ (t0 , T ) and
∞
X
f (t, x) = ψi (t)wi (x), t ∈ (t1 , T ), ψi ∈ L1 (t1 , T ),
i=1
(53)
ess supp ψi ⊂ [ti , ti+1 ), t1 < t2 < . . . < T,
ti = min ess supp ψi , span{wi : i ∈ N} − dense in Lp (Ω).
Finally, let u1 (t, ·) = u2 (t, ·), t ∈ (t0 , T ). Then there exists c > 0 such
that cM1 = M2 , a1 = ca2 , f1 = f2 , and u1 = u2 .
Proof. Theorem 1 implies that f1 = f2 , u1 = u2 and there exists
c > 0 such that cM1 = M2 and A[p; a1 ] = cA[p; a2 ]. Let us denote the
components of aj , j = 1, 2, as follows:
aj = (alm,j )|l,m=1,...,d , (al,j )|l=1,...,d , a,j .
Let us choose some x∗ ∈ Ω and v ∗ ∈ Dp such that v ∗ (x) = 1 for x in
some neighborhood of x∗ . Then A[p; aj ]v ∗ (x)|x=x∗ = a,j (x∗ ). Thus,
a,1 (x∗ ) = ca,2 (x∗ ). Secondly, let v l (x) = v ∗ (x)(xl − x∗l ), l = 1, . . . , d.
Then A[p; aj ]v l (x)|x=x∗ = al,j (x∗ ). Thus, al,1 (x∗ ) = cal,2 (x∗ ), l =
1, . . . , d. Finally, working similarly with v lm (x) = v ∗ (x)(xl − x∗l )(xm −
x∗m ) we deduce alm,1 (x∗ ) = calm,2 (x∗ ), l, m = 1, . . . , d. Since x∗ ∈ Ω
is arbitrary we obtain a1 = ca2 .
17
where ̺ is a nonnegative Borel measure such that supp ̺ ∩ (0, 1] 6= ∅.
The domain of A̺,a is
( ∞
)
X
D(A̺,a ) = v ∈ L2 (Ω) : λ2k |hv, vk i|2 < ∞ .
k=1
This shows that or any λ ∈ Σ(0, π), the inverse (λI − A̺,a )−1 exists,
belongs to B(L2 (Ω)) and has the formula
∞
X
−1 1
(λI − A̺,a ) v= hv, vk ivk , λ ∈ Σ(0, π).
λ + λk
k=1
Since ρ(A̺,a ) is not empty, A̺,a is closed. Moreover, for any θ ′ ∈ (0, π)
and λ ∈ Σ(0, θ ′ ) we have
Hence
v
u∞
uX 1 1
k(λI − A̺,a ) vk = t
−1
|hv, vk i|2 ≤ kvk.
|λ + λk |2 |λ| sin θ ′
k=1
18
Let fj , uj , j = 1, 2, satisfy fj ∈ L1 ((0, T ); L2 (Ω)), uj ∈ C([0, T ]; L2 (Ω)),
Mj ∗ uj ∈ C([0, T ]; XA̺j ,aj ), uj − A̺j ,aj Mj ∗ uj ∈ W11 ((0, T ); L2 (Ω))
and solve the equations
∂
uj (t, x) − A̺j ,aj Mj ∗ uj (t, x) = fj (t, x), a.e. (t, x) ∈ (0, T ) × Ω.(57)
∂t
Moreover, assume that f1 (t, ·) = f2 (t, ·) =: f (t, ·) a.e. t ∈ (t0 , T ), for
some t0 ∈ (0, T ), f (t, ·) = 0, a.e. t ∈ (t0 , t1 ) for some t1 ∈ (t0 , T ) and
∞
X
f (t, x) = ψi (t)wi (x), t ∈ (t1 , T ), ψi ∈ L1 (t1 , T ),
i=1
(58)
ess supp ψi ⊂ [ti , ti+1 ), t1 < t2 < . . . < T,
ti = min ess supp ψi , span{wi : i ∈ N} − dense in L2 (Ω).
Finally, let u1 (t, ·) = u2 (t, ·), t ∈ (t0 , T ). Then there exists c > 0 such
that cM1 = M2 , ̺1 = c̺2 , a1 = a2 , f1 = f2 and u1 = u2 .
Proof. To apply Theorem 1 we have to verify that D(A̺1 ,a1 )∩D(A̺2 ,a2 )
is not empty and dense in XA̺j ,aj , j = 1, 2. Other assumptions of this
theorem are evident. Let 0 < µ1,j ≤ µ2,j ≤ . . . be the Dirichlet eigen-
values of −∆ − aj I in Ω and v1,j , v2,j , . . . the corresponding orthonor-
R1
mal in L2 (Ω) eigenfunctions. Let us denote λk,j = 0 µβk,j d̺j (β).
Then for any v ∈ D2 , where D2 is given by (51), we have
∞ ∞ Z β !2
X X 1
µk,j
kvk2XA̺ = λ2k,j |hv, vk,j i|2 = µβ1,j d̺j (β)
j ,aj
0 µ1,j
k=1 k=1
X∞ Z 1 2
µk,j
×|hv, vk,j i| ≤ 2
µβ1,j d̺j (β) |hv, vk,j i|2
0 µ1,j
k=1
Z 1 2 X
∞
= µ−2
1,j µβ1,j d̺j (β) µ2k,j |hv, vk,j i|2 , j = 1, 2.
0 k=1
qP
∞ 2 2
The quantity k=1 µk,j |hv, vk,j i| is a norm of v in D2 . Therefore,
kvkXA̺ ,a < ∞ j = 1, 2. This proves D2 ⊂ D(A̺1 ,a1 ) ∩ D(A̺2 ,a2 ).
j j
In particular, span {vk,j , : k ∈ N} ⊂ D2 , j = 1,P 2. Next let us choose
some j ∈ {1; 2} and v ∈ D(A̺j ,aj ). Then ṽn := nk=1 λk,j hv, vk,j ivk,j ∈
D2 . It holds kv − ṽn kXA̺ ,a → 0 as n → ∞. This proves that D2
j j
is dense in XA̺j ,aj . Thus, D(A̺1 ,a1 ) ∩ D(A̺2 ,a2 ) is dense in XA̺j ,aj ,
j = 1, 2.
From Theorem 1 we obtain that f1 = f2 , u1 = u2 , D(A̺1 ,a1 ) =
D(A̺2 ,a2 ) and there exists c > 0 such that cM1 = M2 , A̺1 ,a1 =
cA̺2 ,a2 . Since (λk,j , vk,j )|k∈N , are the pairs of eigenvalues and eigen-
functions of −A̺j ,aj , from the latter relation we have λk,1 = cλk,2 ,
vk,1 = vk,2 , k ∈ N. Therefore, denoting vk := vk,1 = vk,2 , we have
19
Setting here k = 1, subtracting the equations for j = 1 and j = 2 and
dividing by v1 (x) (v1 preserves the sign [33], p. 214), we deduce
βn −1,1 βn −1,2
Now W̃k,1 ∼ κn1 −1,1 µk 1 → ∞ and W̃k,2 ∼ cκn2 −1,2 µk 2 →
∞ as k → ∞. Using again the fact that Rk is bounded we deduce
βn1 −1,1 = βn2 −1,2 and κn1 −1,1 = cκn2 −1,2 . Continuing such arguments
we prove that
20
This by (55) implies ̺1 = c̺2 . From (63) by means of (65) we have
n
X n
X
βl,1 β
κl,1 (µ1 + η) = κl,1 µ1 l,1 . (66)
l=1 l=1
Pn βl,1 is strictly increasing in
The function Ψ(ξ) = l=1 κl,1 (µ1 + ξ)
(−µ1 , ∞). Therefore, (66) implies η = 0. From (60) we obtain a1 = a2 .
Secondly, we consider the case (56). Then from (62) we have
Z 1 Z 1
β
κ1 (β)(µk + η) dβ = c κ2 (β)µβk dβ, k ∈ N. (67)
0 0
This yields
Z 1
[κ1 (β) − cκ2 (β)]µβk dβ = Rk , k ∈ N, (68)
0
Z 1
Rk = κ1 (β)[µβk − (µk + η)β ]dβ.
0
Like in the previous case, we can show that the sequence Rk is bounded.
Let us choose an arbitrary β∗ ∈ (0, 1) and suppose that κ1 (β)−cκ2 (β)
differs from zero and preserves the sign in the interval (β∗ , 1). Then
there exists β∗∗ ∈ (β∗ , 1) and ǫ ∈ (0, β∗∗ − β∗ ) such that |κ1 (β) −
cκ2 (β)| > ǫ, |β − β∗∗ | < ǫ. Thus for k such that µk ≥ 1 we obtain
Z 1 Z 1
β
[κ1 (β) − cκ2 (β)]µk dβ ≥ [κ1 (β) − cκ2 (β)]µβk dβ
0 β∗
Z β∗ Z β∗∗ +ǫ
− [κ1 (β) − cκ2 (β)]µβk dβ ≥ |κ1 (β) − cκ2 (β)|µβk dβ
0 β∗∗ −ǫ
Z β∗
− [κ1 (β) − cκ2 (β)]µβk dβ ≥ 2ǫ2 µβk ∗∗ −ǫ − C∗ µβk ∗ ,
0
Rβ
where C∗ = 0 ∗ |κ1 (β) − cκ2 (β)|dβ. Since β∗∗ − ǫ > β∗ , we have
R1 β
0 [κ1 (β) − cκ2 (β)]µk dβ → ∞ as k → ∞. This is in the contra-
diction with the fact that the right-hand side of (68) is bounded.
Therefore, κ1 (β) − cκ2 (β) cannot preserve the sign in the interval
(β∗ , 1). Since β∗ ∈ (0, 1) is arbitrary, the zeros of κ1 (β) − cκ2 (β) have
the accumulation point β = 1. The functions κj (β) are analytic in
(0, 1 + δ), therefore we obtain κ1 (β) = cκ2 (β), β ∈ (0, 1 + δ). This
implies ̺1 = c̺2 . From (67) we deduce
Z 1 Z 1
κ1 (β)(µ1 + η)β dβ = κ1 (β)µβ1 dβ.
0 0
R1
The function Φ(ξ) = 0 κ1 (β)(µ1 +ξ)β dβ is strictly increasing. There-
fore, η = 0 and from (60) we obtain a1 = a2 .
If a priori a1 = a2 then the eigenfunctions of A̺1 ,a1 and A̺2 ,a2 co-
incide and we can formulate a uniqueness result also in case f satisfies
(33). Let us formulate such a statement without a proof.
21
Corollary 3 Let M1 ∈ CM† , M2 ∈ CM, a ≤ 0, and either (55)
or (56) hold. Let fj , uj , j = 1, 2, satisfy fj ∈ L1 ((0, T ); L2 (Ω)),
uj ∈ C([0, T ]; L2 (Ω)), Mj ∗ uj ∈ C([0, T ]; XA̺j ,a ), uj − A̺j ,a Mj ∗ uj ∈
W11 ((0, T ); L2 (Ω)) and solve
∂
uj (t, x) − A̺j ,a Mj ∗ uj (t, x) = fj (t, x), a.e. (t, x) ∈ (0, T ) × Ω.(69)
∂t
Moreover, assume that f1 (t, ·) = f2 (t, ·) =: f (t, ·) a.e. t ∈ (t0 , T ), for
some t0 ∈ (0, T ), f (t, ·) = 0, a.e. t ∈ (t0 , t1 ) for some t1 ∈ (t0 , T ) and
f satisfies either (58) or
Finally, let u1 (t, ·) = u2 (t, ·), t ∈ (t0 , T ). Then there exists c > 0 such
that cM1 = M2 , ̺1 = c̺2 , f1 = f2 and u1 = u2 .
Proof.
Rt Applying Lemma R t 7 in case A1 = A2 = A , we have
S
t1 1 (t − τ )f (τ )dτ = t1 S2 (t − τ )f (τ )dτ , t ∈ [t1 , T ], where Sj is
the resolvent of (11) with M = Mj . Let us extend f (t) by 0 for
t < t0 . Then we obtain w1 (t) = w2 (t), t ∈ [0, T ], where wj (t) =
Sj ∗ f (t). Due to Lemma 1 (ii), the function wj satisfies the equa-
tion wj (t) − AMj ∗ wj (t) = 1 ∗ f (t), t ∈ [0, T ]. Therefore, denoting
w := w1 = w2 , we obtain A(M1 − M2 ) ∗ w(t) = 0, t ∈ [0, T ]. Since A
is injective, we have
The function w(t) is not identically zero, because otherwise the left-
hand side of the equation w(t) − AMj ∗ w(t) = 1 ∗ f (t) vanishes and
22
this contradicts the assumption f 6≡ 0. Therefore, there exists φ ∈ X ∗
such that hφ, w(t)i 6≡ 0. Denote tw = min ess supphφ, wi. Then from
(70) we deduce
Z t
hφ, w(τ )i(M1 (t − τ ) − M2 (t − τ ))dτ = 0, t ∈ [tw , T ].
tw
or
23
Moreover, let Φ ∈ X ∗ , hΦ, Ag(0)i 6= 0 and hΦ, w1 (t)i = hΦ, w2 (t)i,
t ∈ (0, T ). Then M1 = M2 .
Proof. We have
Let t ∈ [t0 , T ]. Subtracting this relation with j = 2 from the one with
j = 1 and using the assumptions hΦ, u1 (t)i = hΦ, u2 (t)i, t ∈ (t0 , T ),
and f1 (t) = f2 (t) = f (t), t ∈ (t0 , T ), we deduce
where
D
Ỹ (t) = Φ, S1 (t)u1 (0) − S2 (t)u2 (0)
Z t0 Z t0 E
+ S1 (t − τ )f1 (τ )dτ − S2 (t − τ )f2 (τ )dτ ,
0 0
D Z t E
Z̃(t) = Φ, (S1 (t − τ ) − S2 (t − τ ))f (τ )dτ .
t0
24
Differentiating this relation m times and observing the assumptions
hΦ, f (j) (t+
1 )i = 0, j = 0, . . . , m − 1, we obtain hΦ, w1 (t)i = hΦ, w2 (t)i,
t ∈ [0, T − t1 ], where
Z t
wj (t) = Sj (t)g(0) + Sj (t − τ )g′ (τ )dτ
0
and g(t) = f (m) (t1 + t). By f |(t1 ,T ) ∈ W1m+1 ((t1 , T ); XA2 ) we have
g ∈ W11 ((0, T − t1 ), XA2 ). This implies that wj belongs to C([0, T −
t1 ], XA2 ). Due to Lemma 1 (iii), wj solves wj (t) − Mj ∗ Awj (t) = g(t),
t ∈ [0, T − t1 ]. Moreover, by hΦ, Af (m) (t+
1 )i 6= 0 we have hΦ, Ag(0)i =
6
0. Assumptions of Lemma 10 are satisfied. We obtain M1 = M2 .
6 Concluding remarks
The assumption f |(t0 ,t1 ) = 0 is essential in the proof of Lemma 7. If
f does not vanish identically in some right neighborhood of t0 , then
we cannot exclude Y (t) from (37) and derive an independent equation
for Mj and Aj .
Let us give an interpretation for (35). To Rthis end define the
t
functions ũj : (0, T − t1 ) 7→ X by ũj (t − t1 ) = t1 Sj (t − τ )f (τ )dτ ,
t ∈ (t1 , T ). They satisfy the following equations:
d
[ũj (t) − Aj Mj ∗ ũj (t)] = f (t + t1 ), a.e. t ∈ (0, T − t1 ).
dt
25
Then (35) implies that the solutions of these equations concide. In
other words, in Lemma 8 we proved the uniqueness for an inverse
d
problem to recover M A in the equation dt [ũ(t) − AM ∗ ũ(t)] = f (t1 +
t), t ∈ (0, T − t1 ), by means of fully given ũ.
Theorem 1 was proved in two stages: firstly we proved M1 A1 =
M2 A2 and thereupon f1 = f2 and u1 = u2 . Similar decomposition
of an inverse problem into two stages was used in Theorem 2, too.
Firstly, the uniqueness for M and then the uniqueness for source and
state was established there.
The function f satisfying conditions of Theorems 1, 2 is not ana-
lytic in (t0 , T ). A singularity occurs in [t1 , T ). This kind of irregularity
characterizes our method.
Theorem 3 also uses a decomposition of the inverse problem into
two stages, but the uniqueness was shown only in the first stage, i.e.
for M . The history of f and u remains unknown. We believe that
a similar incorporation of unknown history may be possible also in
other inverse problems to recover parameters of fractional diffusion
equations, e.g. problems to determine coefficients by means of bound-
ary data.
Acknowledgement.
The study was supported by Estonian Research Council Grant PRG832.
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