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Presentación MACI
Introduction
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
I u(x, t):
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
I u(x, t): quantity of particles per unit volume at position x
and time t;
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
I u(x, t): quantity of particles per unit volume at position x
and time t;
I k:
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
I u(x, t): quantity of particles per unit volume at position x
and time t;
I k: diffusion coefficient;
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
I u(x, t): quantity of particles per unit volume at position x
and time t;
I k: diffusion coefficient;
I s(x, t):
An Inverse Source Problemfor the Fractional Diffusion Equation
Introduction
Traditional mathematical model for the diffusion phenomenon:
I the mean square displacement of a diffusion particle is
proportional to time;
for
I u(x, t): quantity of particles per unit volume at position x
and time t;
I k: diffusion coefficient;
I s(x, t): source.
An Inverse Source Problemfor the Fractional Diffusion Equation
An Inverse Source Problemfor the Fractional Diffusion Equation
Anomalous diffusion
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1:
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2:
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t :
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s,
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
Atangana-Banleanu’s,
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
Atangana-Banleanu’s, Caputo-Fabrizio’s, etc.
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
Atangana-Banleanu’s, Caputo-Fabrizio’s, etc.
I These derivatives are integral operators that
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
Atangana-Banleanu’s, Caputo-Fabrizio’s, etc.
I These derivatives are integral operators that
I have memory:
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
Atangana-Banleanu’s, Caputo-Fabrizio’s, etc.
I These derivatives are integral operators that
I have memory: take into account the past “history” of the
function;
An Inverse Source Problemfor the Fractional Diffusion Equation
Dα 2
t u(x, t) − k∇ u(x, t) = s(x, t)
for
I 0 < α < 1: subdiffusion,
I 1 < α < 2: superdiffusion.
I Several definitions of Dα
t : Riemann-Liouville’s, Caputo’s,
Atangana-Banleanu’s, Caputo-Fabrizio’s, etc.
I These derivatives are integral operators that
I have memory: take into account the past “history” of the
function;
I their kernels have different regularity properties.
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
I −∞ 6 a < b,
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
I −∞ 6 a < b,
I M(α):
An Inverse Source Problemfor the Fractional Diffusion Equation
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
I −∞ 6 a < b,
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
I −∞ 6 a < b,
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
I −∞ 6 a < b,
Mathematical background
For f ∈ H1 (a, b),
the Caputo-Fabrizio fractional derivative (CFFD) of order α,
with 0 < α < 1,
is an integral operator with regular kernel:
Zt
M(α) α(t−s)
a Dt [f ](t)
CF α
:= f 0 (s)e− 1−α ds
1−α a
where
I −∞ 6 a < b,
Our work
An Inverse Source Problemfor the Fractional Diffusion Equation
Our work
We consider the following anomalous diffusion problem in one
dimension:
An Inverse Source Problemfor the Fractional Diffusion Equation
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Our work
We consider the following anomalous diffusion problem in one
dimension:
CF α
0 Dt [u](x, t) − uxx (x, t) = s(x)h(t) 0 < t < T, 0 < x < 1
00
Separating variables...
An Inverse Source Problemfor the Fractional Diffusion Equation
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
An Inverse Source Problemfor the Fractional Diffusion Equation
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
with
An Inverse Source Problemfor the Fractional Diffusion Equation
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
with uk (t):
An Inverse Source Problemfor the Fractional Diffusion Equation
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
with
An Inverse Source Problemfor the Fractional Diffusion Equation
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
with sk :
An Inverse Source Problemfor the Fractional Diffusion Equation
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
Separating variables...
X
u(x, t) = uk (t) sin(kπx),
k∈N
R1
with sk : Fourier coefficients of s(x), sk = 2 0 s(x) sin(kπx)dx.
An Inverse Source Problemfor the Fractional Diffusion Equation
−k
2 π2 αt Rt −
k2 π2 α(t−s)
uk (t) = sk { kh(0)
2 π2 e
δk
+ α
(δk )2 0
h(s)e δk
ds+
2 2
1−α − k πδ αt
+ δk [h(t) − h(0)e k ]}
An Inverse Source Problemfor the Fractional Diffusion Equation
−k
2 π2 αt Rt −
k2 π2 α(t−s)
uk (t) = sk { kh(0)
2 π2 e
δk
+ α
(δk )2 0
h(s)e δk
ds+
2 2
1−α − k πδ αt
+ δk [h(t) − h(0)e k ]}
Additional data:
An Inverse Source Problemfor the Fractional Diffusion Equation
−k
2 π2 αt Rt −
k2 π2 α(t−s)
uk (t) = sk { kh(0)
2 π2 e
δk
+ α
(δk )2 0
h(s)e δk
ds+
2 2
1−α − k πδ αt
+ δk [h(t) − h(0)e k ]}
−k
2 π2 αt R
t −
k2 π2 α(t−s)
uk (t) = sk { kh(0)
2 π2 e
δk
+ α
(δk )2 0
h(s)e δk
ds+
2 2
1−α − k πδ αt
+ δk [h(t) − h(0)e k ]}
u(xi , T) =
P −k
2 π2 αT RT −
k2 π2 α(T−s)
= sk { kh(0)
2 π2 e
δk
+ α
(δk )2 0 h(s)e δk
ds+
k∈N
2 π2 αT
1−α −k
+ δk [h(T) − h(0)e δk
]} sin(kπxi )
An Inverse Source Problemfor the Fractional Diffusion Equation
where
−k
2 π2 αT R T −
k2 π2 α(T−s)
aik = { kh(0)
2 π2 e
δk
+ α
(δk )2 0
h(s)e δk
ds+
2 2
1−α − k πδ αT
+ δk [h(T) − h(0)e k ]} sin(kπxi ).
An Inverse Source Problemfor the Fractional Diffusion Equation
Observations
Observations
Observations
Observations
Observations
Observations
Example 1
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
Example 1
Example 1
I h(t) = te−t .
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
t 2t
e−t
u(x, t) = 2 [2(−1+e
1+2π2 ) sin(2πx)−3(−1+e 2+25π2 ) sin(5πx)]
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
−t t 2t
u(x, t) = e2 [2(−1+e 1+2π2 ) sin(2πx)−3(−1+e 2+25π2 ) sin(5πx)]
is the exact solution.
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
−t t 2t
u(x, t) = e2 [2(−1+e 1+2π2 ) sin(2πx)−3(−1+e 2+25π2 ) sin(5πx)]
is the exact solution.
I We simulated noisy measured values of u(x, t)
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
−t t 2t
u(x, t) = e2 [2(−1+e 1+2π2 ) sin(2πx)−3(−1+e 2+25π2 ) sin(5πx)]
is the exact solution.
I We simulated noisy measured values of u(x, t)
and obtained the approximate Fourier coefficients.
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
−t t 2t
u(x, t) = e2 [2(−1+e 1+2π2 ) sin(2πx)−3(−1+e 2+25π2 ) sin(5πx)]
is the exact solution.
I We simulated noisy measured values of u(x, t)
and obtained the approximate Fourier coefficients.
I We considered M = N = 6.
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 1
I h(t) = te−t .
I For s(x) = 2 sin(2πx) − 3 sin(5πx):
−t t 2t
u(x, t) = e2 [2(−1+e 1+2π2 ) sin(2πx)−3(−1+e 2+25π2 ) sin(5πx)]
is the exact solution.
I We simulated noisy measured values of u(x, t)
and obtained the approximate Fourier coefficients.
I We considered M = N = 6.
I The matrix (aik ) resulted invertible.
An Inverse Source Problemfor the Fractional Diffusion Equation
An Inverse Source Problemfor the Fractional Diffusion Equation
sexact (x), in red, and sapprox. (x), in green, for this inverse
problem.
An Inverse Source Problemfor the Fractional Diffusion Equation
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
Example 2
Example 2
I h(t) = sin(t).
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
−4π2 t
2[e 1+12π2 −cos(t)+(3+40π2 ) sin(t)]
u(x, t) = 1+24π2 +160π4
sin(4πx)
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
−4π2 t
2[e 1+12π2 −cos(t)+(3+40π2 ) sin(t)]
u(x, t) = 1+24π2 +160π4
sin(4πx)
is the exact solution.
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
−4π2 t
2[e 1+12π2 −cos(t)+(3+40π2 ) sin(t)]
u(x, t) = 1+24π2 +160π4
sin(4πx)
is the exact solution.
I We simulated noisy measured values of u(x, t)
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
−4π2 t
2[e 1+12π2 −cos(t)+(3+40π2 ) sin(t)]
u(x, t) = 1+24π2 +160π4
sin(4πx)
is the exact solution.
I We simulated noisy measured values of u(x, t)
and obtained the approximate Fourier coefficients.
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
−4π2 t
2[e 1+12π2 −cos(t)+(3+40π2 ) sin(t)]
u(x, t) = 1+24π2 +160π4
sin(4πx)
is the exact solution.
I We simulated noisy measured values of u(x, t)
and obtained the approximate Fourier coefficients.
I We considered M = N = 6.
An Inverse Source Problemfor the Fractional Diffusion Equation
Example 2
I h(t) = sin(t).
I For s(x) = 8 sin(4πx):
−4π2 t
2[e 1+12π2 −cos(t)+(3+40π2 ) sin(t)]
u(x, t) = 1+24π2 +160π4
sin(4πx)
is the exact solution.
I We simulated noisy measured values of u(x, t)
and obtained the approximate Fourier coefficients.
I We considered M = N = 6.
I The matrix (aik ) resulted invertible.
An Inverse Source Problemfor the Fractional Diffusion Equation
An Inverse Source Problemfor the Fractional Diffusion Equation
sexact (x), dashed in red, and sapprox. (x), in different colors, for
ten simulations of this inverse problem.
An Inverse Source Problemfor the Fractional Diffusion Equation
An Inverse Source Problemfor the Fractional Diffusion Equation
Conclusions
An Inverse Source Problemfor the Fractional Diffusion Equation
Conclusions
Conclusions
Conclusions
Conclusions
Bibliography
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problems for fractional heat equation involving Caputo-Fabrizio
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M. C APUTO & M. FABRIZIO, A new definition of fractional
derivative without Singular Kernel, Progr. Fract. Differ. Appl.,
Vol. 1, No. 2, (2015), pp. 73-85.
L. E VANGELISTA & E. L ENZI, Fractional Diffusion Equations
and Anomalous Diffusion, Cambridge University Press,
(2018).
B. J IN & W. R UNDELL, A tutorial on inverse problems for
anomalous diffusion processes, Inverse Problems 31 (2015)
035003 (40 pp.).
J. L OSADA & J. N IETO, Properties of a New Fractional
Derivative without Singular Kernel, Progr. Fract. Differ. Appl.,
Vol. 1, No. 2, (2015), pp. 87-92.
Y. L UCHKO, Fractional Calculus Models for the Anomalous
Diffusion Processes and Their Analysis, AIP Conference
Proceedings 1301, (2010), pp. 623-635.
G. S ALES T EODORO , J.A. T ENREIRO M ACHADO & E.
C APELAS DE O LIVEIRA, A review of definitions of fractional
derivatives and other operators, Journal of Computational
Physics, Vol. 388, (2019), pp. 195-208.
An Inverse Source Problemfor the Fractional Diffusion Equation
Thank you!