DISCRETE AND CONTINUOUS doi:10.3934/dcdss.

2022029
DYNAMICAL SYSTEMS SERIES S

DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL

DIFFUSION FROM FINAL TIME MEASUREMENTS

Mourad Hrizi∗
Institut Supérieur des Mathématiques Appliquées et de l’Informatique de Kairouan
Avenue Assad Iben Fourat, 3100 Kairouan, Tunisie

Mohamed BenSalah and Maatoug Hassine

Monastir University, Department of Mathematics, Faculty of Sciences
Avenue de l’Environnement 5000, Monastir, Tunisia

Abstract. This paper is concerned with an inverse problem related to a frac-

tional parabolic equation. We aim to reconstruct an unknown initial condition
from noise measurement of the final time solution. It is a typical nonlinear
and ill-posed inverse problem related to a nonlocal operator. The considered
problem is motivated by a probabilistic framework when the initial condition
represents the initial probability distribution of the position of a particle. We
show the identifiability of this inverse problem by proving the existence of its
unique solution with respect to the final observed data. The inverse problem is
formulated as a regularized optimization one minimizing a least-squares type
cost functional. In this work, we have discussed some theoretical and practical
issues related to the considered problem. The existence, uniqueness, and sta-
bility of the optimization problem solution have been proved. The conjugate
gradient method combined with Morozov’s discrepancy principle are exploited
for building an iterative reconstruction process. Some numerical examples are
carried out showing the accuracy and efficiency of the proposed method.

1. Introduction and problem setting. Due to their high performance in mod-

eling and forecasting a wide range of complex physical phenomena, fractional and
nonlocal operators in general have received a great deal of attention during the past
few years. Indeed, they have been successfully used to analyze and explain different
process involved in biological systems [47, 48], quantum mechanics [64], porous me-
dia [51], viscoelasticity [54], contaminant dispersion [65]. During the past decades,
many theoretical and numerical approaches have been developed in the literature
[2, 3, 9, 11, 15, 25, 45, 52] for solving and analyzing different types of fractional
order partial differential equations.
In this paper, we investigate an inverse problem governed by a fractional para-
bolic equation. The main term of the employed model is generated by the nonlocal
fractional Laplacian operator. In order to present the considered inverse problem,
we first introduce the used governing equation. Let Ω ⊂ Rd (d ∈ {1, 2, 3}) be an
open and bounded domain with Lipschitz boundary ∂Ω. For 0 < s < 1, by (−∆)s ,

2020 Mathematics Subject Classification. 35R30, 35L20, 65M32, 65F110, 65F22.

Key words and phrases. Inverse problem, initial condition, fractional diffusion equation, non-
local operator, optimization problem, reconstruction algorithm, numerical simulations.
∗ Corresponding author: Mourad Hrizi.

1
2 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

we denote the integral fractional Laplacian of order s defined by (see, e.g., [20, 55])
f (x) − f (y)
Z
(−∆)s f (x) := cd,s P.V. d+2s
dy, (1)
Rd |x − y|
where the symbol P.V. denotes the principal value of the integral; i.e.
f (x) − f (y) f (x) − f (y)
Z Z
P.V. d+2s
dy = lim dy, (2)
Rd |x − y| →0 Rd \B (x) |x − y|d+2s


with B (x) is a ball of radius  centered at x. In addition, the normalized constant

cd,s is given by
4s Γ π2 + s


cd,s = d/2 , (3)
π |Γ(−s)|
where Γ denotes the Euler’s Gamma function. It is important to mention here
that the fractional operators further provide flexibility to approximate arbitrary
functions [17, 22, 27].
In the present paper, we assume that the physical phenomena in Ω is governed
by the following fractional order parabolic equation (FPE)

 ∂t u + (−∆)s u = 0 in Ω × (0, T ],
u = 0 in (Rd \Ω) × (0, T ], (4)
u(., 0) = u0 in Ω,


where T > 0 is a given fixed final time, and u0 is an initial condition belongs to the
finite energy space L2 (Ω). This model problem has been employed for describing
the anomalous diffusion in various fields of engineering applications such as porous
media, biology, quantum mechanics, · · · etc. From a probabilistic point of view the
previous forward problem can be interpreted as follows, for more information about
this model problem one can consult [21, Section 2] and references therein:
(i) The function u can be understood as the probability distribution of the posi-
tion of a particle moving randomly inside Ω according to a random walk with
arbitrarily long jumps.
(ii) The homogeneous Dirichlet condition u = 0 means that the particle is killed
when hitting the boundary ∂Ω.
(iii) The scalar function u0 represent the initial probability distribution of the
position of the particle.
Particularly, if we proceed with the above probabilistic interpretation of the con-
sidered model equation (4), the inverse problem we consider in this case consists
in recovering the initial probability distribution of the position of particles from a
given final time measurement. In a more general context, this inverse problem can
be formulated as follows:
Let U σ,T be a given noisy measurement of the solution u at the time t = T . We
aim to identify the initial data u0 in the nonlocal parabolic problem (4) such that
the final time solution u(., T ) approximate as most as possible (in a sense to be
precise later) the measured data U σ,T on the domain Ω.
To our knowledge, there are no works on the inverse problem of determining
an unknown initial data of space-fractional parabolic equation. While the classical
parabolic models, such as diffusion equations (with s = 1), this inverse problem
has been studied by many authors. In [13, 31, 37, 38, 50] the initial condition is
reconstructed from additional temperature data at a terminal time. In [43] the
authors recovered the initial condition from an interior observations in ω × (τ, T ),
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 3

where ω is a subdomain of Ω and τ > 0 is a constant. They proved some stabil-

ity estimates and solved the problem by Tikhonov regularization. As in [30] Hào
and Oanh, they reconstructed the initial condition from an integral observations
which can be regarded as generalizations of point wise interior observations. While
Hào et al. in [32] used a non-local boundary value problem method to approxi-
mate the initial value, whereas in [29, 36, 39] the initial condition reconstructed
from boundary observations. More recently, the conjugate gradient method was
developed in [33] for recovering the initial condition from partial boundary mea-
surements. They suggested three variational methods: the standard least squares
method, J.L. Lions method [44], and the energy space approach. For completeness,
we also mention some interesting works on time/space fractional inverse problems
[4, 10, 16, 18, 34, 35, 58, 60, 63].
This paper is a generalisation of the works mentioned above where the same
problem was considered for the classical parabolic case, s = 1. Our approach will
be the same, but here we must deal with the technical issues of replacing the far
simpler classical Laplace operator by the nonlocal operator (−∆)s with s ∈ (0, 1).
More precisely, the considered inverse problem is reformulated as a regularized op-
timization one where the initial condition is the unknown variable. The considered
misfit function contains two main terms. The first one is defined by a least-square
objective functional, which measures the difference between the final time observed
values and the fitted values provided by the model in the domain Ω × {T }. The
second one involves a regularization term penalizing the unknown initial condition.
In order to approximate the minimizer of the considered optimization problem, we
apply the conjugate gradient method [6]. Then the Fréchet gradient of the objective
functional is obtained. The performance of the proposed reconstruction approach
is illustrated by some numerical results.
Next, we briefly point out the main difficulties and novelties faced in the solution
of the inverse reconstruction problem investigated here in comparison to the same
problem in the classical case (i.e. s = 1) are as follows:
1. Nonlocal diffusion operator. The fractional Laplacian (−∆)s is a nonlocal
operator and its evaluation at a point requires information over the entire Rd .
Moreover, (−∆)s u may be nonsmooth even if u is smooth. See, for example,
[53] for details.
2. Exterior conditions in Rd \Ω and not boundary conditions on ∂Ω.
The condition in (4) need to be specified in Rd \Ω instead on ∂Ω in order to
the system (4) to be well-posed.
3. We study the uniqueness for both inverse and optimization problems.
4. We study the stability of the considered optimization problem.
The rest of the paper is organized as follows. In Section 2, we prove an uniqueness
result. In Section 3, the considered inverse problem is rewritten as an optimization
one. While in Section 4, we present some theoretical results concerning existence,
uniqueness, and stability of the considered optimization problem. The numerical
conjugate gradient algorithm based on the sensitivity and adjoint problems is pre-
sented in Section 5. Numerical results are presented and discussed in Section 6 and
finally, Section 7 highlights the conclusions of the work.

2. Uniqueness result. In this section, we present a uniqueness result for the

considered inverse problem. More precisely, we prove that the initial condition u0
is uniquely determined from the measurement of the final time solution u(., T ). To
4 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

this end, we begin by introducing the spectral decomposition of the solution of the
fractional parabolic problem (4).
Firstly, it is well-known that for a given initial condition u0 ∈ L2 (Ω), the direct
problem (4) admits a unique solution, see for example [42, Theorem 26]. In order
∞
to derive the spectral decomposition of the solution u, we denote by {(ϕk , λk )}k=1
s
the eigenpairs of the fractional Laplace operator (−∆) with Dirichlet condition.
That is for each k ∈ N∗ , the pair (ϕk , λk ) solves
(−∆)s ϕk = λk ϕk in Ω,
(
(5)
ϕk = 0 in Rd \Ω.
In addition, it is well-known that the fractional Laplacian operator has a strictly
increasing positive sequence of eigenvalues satisfying
0 < λ1 ≤ λ2 ≤ · · · ≤ λk ≤ · · · and lim λk = +∞.
k→+∞
∞
Besides, the set of eigenfunctions {ϕk }k=1 forms an orthonormal basis of L2 (Ω).
Remark 1. The eigenvalue problem for the fractional Laplace operator (−∆)s , s ∈
(0, 1) has been the subject of some research studies. For instance, Kwaśnicki [40]
derived some theoretical results describing the behavior of the eigenvalues as well
as the eigenfunctions with respect to k and s. Particularly, the author proved that
the eigenvalues of the one-dimensional fractional Laplace operator in the interval
(−1, 1) satisfies that there exist two constants c1 > 0 and c2 > 0 such that
 2s 
 3
 kπ (1 − s)π  c1 (1 − s)
 c  4s
λ k − − ≤ √ , for all k ≥ 2 .

 2 4  k s s
The regularity of the solutions of the eigenvalues problem (5) was discussed in [12].
It is proved that the eigenfunctions ϕk , k ∈ N∗ belong to H s+1/2−ς (Rd ), with ς > 0
is an arbitrary small real number.
According to the previous notations, the solution u of the fractional parabolic
problem (4) admits the following decomposition
∞
X
u(x, t) = uk (t)ϕk (x), (6)
k=1
D E D E
where uk (t) = u(., t), ϕk , with ., . is the usual scalar product on L2 (Ω).
Since, at this formal stage, we have u(x, 0) = u0 (x), this representation yields the
following fractional initial value problem for uk

∂t uk (t) + λk uk (t) = 0,
(7)
uk (0) = u0k ,
D E
with u0k = u0 , ϕk . Then, we immediately deduce that the unique solution of (7)
is given by
uk (t) = u0k e−λk t , (8)
which leads to an explicit formula for the solution u as
X∞
u(x, t) = ϕk (x)u0k e−λk t . (9)
k=1
With the help of this decomposition, we establish the following uniqueness result:
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 5

Theorem 2.1. Let u1 and u2 be two solutions of the fractional parabolic problem

 ∂t u` + (−∆)s u` = 0 in Ω × (0, T ],
u` = 0 in (Rd \Ω) × (0, T ], (10)
u` (., 0) = u0` in Ω,


relative to the initial data u0` ∈ L2 (Ω), ` = 1, 2. Then, if the solutions u1 and u2
coincide at the final time, i.e.
u1 = u2 in Ω × {T }, (11)
we have
u01 = u02 in L2 (Ω).
Proof. Consider the difference U = u2 − u1 , which is the solution to

 ∂t U + (−∆)s U = 0 in Ω × (0, T ],
U = 0 in (Rd \Ω) × (0, T ], (12)
U (., 0) = U0 in Ω,


where U 0 = (u02 − u01 ) ∈ L2 (Ω). According to (11), we have

U = 0 in Ω × {T }. (13)
Thanks to (32), the solution of (12) can be decomposed as
∞
X D E
U (x, t) = ϕk U 0 , ϕk e−λk t . (14)
k=1

Therefore,
D E X∞ D E2
U (., t), U 0 = U 0 , ϕk e−λk t . (15)
k=1
Considering the above relation at the final time t = T and taking into account
U = 0 in Ω × {T }, one can get
X∞ D E2
U 0 , ϕk e−λk T = 0. (16)
k=1
−λk T
From the fact that e > 0, one can deduce that
D E
U 0 , ϕk = 0 for all k ≥ 1. (17)
Then, it follows
U 0 = 0 in L2 (Ω),
which implies the desired result.

3. Regularized optimization problem. Let U σ,T be a given noisy measurement

of the final time solution u(., T ) satisfying

u(., T ) − U σ,T (.) ≤ σ, (18)

L2 (Ω)
σ,T
where σ ≥ 0 is the noise level of the data U .
Then, the considered inverse problem can be modeled by the minimization of the
discrepancy between U σ,T and the simulated solution at time t = T

σ,T
Minimize T ) − U (.) 2 , (19)

2
w[v](.,
v∈L (Ω) L (Ω)
6 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

under the constraint that w[v] solves the following fractional parabolic problem

 ∂t w[v] + (−∆)s w[v] = 0 in Ω × (0, T ],
w[v] = 0 in (Rd \Ω) × (0, T ], (20)
w[v](., 0) = v in Ω.


This inverse problem is known to be ill-posed in the sense of Hadamard. The

high sensitivity of the solution, with respect to the measurement noise level, causes
severe numerical instabilities. Classical techniques to avoid such instabilities is
to regularize the inverse operator through the application of the total variation
methods [7, 8] or the Tikhonov regularization process [26]. The last technique leads
to modify the function (19) by adding a new stabilization term to the function to
be minimized
Z  2 Z  2
σ,T
Kγ (v) := w[v](x, T ) − U (x) dx + γ v(x) dx, (21)
   
Ω Ω
where γ > 0 represents the Tikhonov regularization parameter.
According to this regularization process, the reconstruction problem of an initial
condition from noisy measurement of the final time solution can be formulated as a
regularized optimization problem. The unknown initial data can be characterized
as the solution to the following minimization problem
Minimize
2
Kγ (v). (22)
v∈L (Ω)

In the next section, we will analyze this optimization problem and we will present
some theoretical results.

4. Analysis of the minimization problem. This section is concerned with a

mathematical analysis of the considered optimization problem. More precisely, we
will present two main theoretical results. Existence and uniqueness result for the
minimization problem (22) is proved in Section 4.2. Then, in Section 4.3, we will
discuss the stability question related to the minimization problem (22). We start
firstly by introducing some auxiliary results.

4.1. Notation and preliminaries. The purpose of this section is to introduce the
notations and some preliminary results, which will be used in the sequel.
For 1 ≤ p < ∞, let Lp (Ω), H01 (Ω), and H 1 (Ω) be the usual classical Lebesgue
and Sobolev spaces (see, e.g., [14]). Consider an abstract Banach space Y with
norm k · kY . The space Lp (0, T ; Y) consists of measurable functions z : [0, T ] → Y
such that
!1/p
Z T
kzkLp (0,T ;Y) = kz(t)kpY dt < ∞. (23)
0

The space C([0, T ]; Y) consists of continuous functions z : [0, T ] → Y satisfying

kzkC([0,T ];Y) = sup kz(t)kY < ∞. (24)
0≤t≤T

The space H 1 (0, T ; Y ) consists of functions z : [0, T ] → Y such that the weak
derivative ∂t z exists and
! 12
Z T
2
kzkH 1 (0,T ;Y) = kz(t)k2Y + k∂t z(t)kY dt < ∞. (25)
0
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 7

For any s ≥ 0, we define H s Rd , the Sobolev space of order s over Rd , by [57,
Definition 15.7]
n
s/2
o
H s Rd := z ∈ L2 Rd : 1 + |ξ|2 F z ∈ L2 Rd ,



(26)

s
where F is the Fourier transform. The space H s Rd at hand, we define H (Ω) as
the closure of C0∞ (Ω) in H s Rd . This space can be equivalently characterized by

(see, e.g., [46, Theorem 3.29])

s
n o
H (Ω) = z|Ω : z ∈ H s Rd , supp{z} ⊂ Ω .


(27)
s
When
 2 the boundary
 ∂Ω is Lipschitz, H (Ω) is equivalent to Hs (Ω) =
L (Ω), H0 (Ω) s , the real interpolation between L2 (Ω) and H01 (Ω), for s ∈ (0, 1)
1

and to H s (Ω)∩H01 (Ω) for s ∈ (1, 3/2) [46, Theorem 3.33]. In addition, the fractional
Sobolev space H s (Ω) is defined by
(  12 )
|z(x) − z(y)|2
Z Z
s 2
H (Ω) = z ∈ L (Ω) : |z|H s (Ω) := d+2s
dx dy < ∞ . (28)
Ω×Ω |x − y|
s s
We denote by H −s (Ω) = (H (Ω))? the dual space of H (Ω). Besides, let h·, ·i−s,s
s
be the duality pairing between H −s (Ω) and H (Ω). Finally, we define the bilinear
form   c ZZ
d,s (z(x) − z(y))(h(x) − h(y))
As z, h = dx dy, (29)
2 Rd ×Rd |x − y|d+2s
s
constitutes an inner product on H (Ω). The norm it induces, which is just a mul-
tiple of the H s (Rd )-seminorm, is equivalent to the full H s (Rd )-norm on this space,
because a Poincaré-type inequality holds in it. See, for instance, [3] for details.
To prove the well-posedness of the minimization problem (22), we recall an energy
estimate and review some regularity results for the solution of the nonlocal parabolic
problem (20). To this end, we introduce the notion of weak solutions to (20).
Definition 4.1. A weak formulation for problem (20) reads as follows: Find w[v] ∈
X such that w[v](., 0) = v and
Z TD E Z T  
∂t w[v](., t), φ(., t) dt + As w[v](., t), φ(., t) dt = 0, (30)
0 −s,s 0
2 s
for all φ ∈ L (0, T ; H (Ω)). The functional space X is defined by
 s

X := H 1 0, T ; H −s (Ω) ∩ L2 0, T ; H (Ω) ∩ C([0, T ]; L2 (Ω)).


(31)

On the basis of [25, Theorem 3.1], [1, Theorem 3.1.(a)] and [42, Theorem 26], we
summarize the well-posedness of the problem (20) as follows.
Lemma 4.2. For given v ∈ L2 (Ω), the problem (20) has a unique weak solution in
the sense of Definition 4.1 and is given by
∞
X D E
w[v](x, t) = ϕk (x) v, ϕk e−λk t . (32)
k=1
Moreover, there exists a constant c = c(Ω, d, s, T ) > 0 such that

+ w[v] 2 + w[v] ≤ c v 2 .

w[v] 1 s
H (0,T ;H −s (Ω)) L (0,T ;H (Ω)) C([0,T ];L2 (Ω)) L (Ω)
(33)
8 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

4.2. Existence and uniqueness of a minimizer. The purpose of this subsection

is to study unique existence solution of (22).
Theorem 4.3. For any γ > 0 there exists a unique solution v ∗ ∈ L2 (Ω) of the
minimization problem (22), i.e.
Kγ (v ∗ ) ≤ Kγ (v) for all v ∈ L2 (Ω). (34)
Proof. The functional Kγ from (22) is bounded from below by zero, so that there
exists a minimizing sequence {vn }n ⊂ L2 (Ω) decreasing in Kγ and satisfying
lim Kγ (vn ) = inf Kγ (vn ).
n→∞ vn ∈L2 (Ω)

Without loss of generality, we assume that Kγ (v0 ) < ∞. As

2
γ vn 2 ≤ Kγ (vn ) ≤ Kγ (v0 ) for all n ∈ N.

L (Ω)

Consequently, we have
s
Kγ (v0 )
≤ for all n ∈ N.

vn
L2 (Ω) γ
Then, one can check that {vn }n is uniformly bounded in L2 (Ω). Therefore, there
exist v ∗ and a sub-sequence of {vn }n , still denoted by {vn }n , such that
vn * v ∗ in L2 (Ω) as n → ∞, (35)
where the symbol * denotes the weak convergence. Next, we prove that v ∗ is
indeed the unique minimizer to (22).
For each n ∈ N, let us consider w[vn ] the solution of the fractional parabolic
equation (20) with v = vn . Thanks to Lemma 4.2, we can deduce that the sequence
{w[vn ]}n is uniformly bounded in X . This indicates the existence of some w∗ ∈ X
and a sub-sequence of {w[vn ]}n , again still denoted by {w[vn ]}n such that
 s
 w[vn ] * w∗ in L2 (0, T ; H (Ω)) as n → ∞,
w[vn ] * w in H (0, T ; H −s (Ω)) as n → ∞,
∗ 1 (36)
w[vn ] * w∗ in C([0, T ]; L2 (Ω)) as n → ∞.


In the next step, we aim to show that w∗ = w[v ∗ ], with v ∗ is the initial condition
defined by (35). To this end, we multiply both sides of (20) ( w[v] is replaced by
s
w[vn ], v is replaced by vn ) by a test function ϕ ∈ L2 (0, T ; H (Ω)) and get

Z T D E Z T  
∂t w[vn ](., t), ϕ(., t) dt + As w[vn ](., t), ϕ(., t) dt = 0. (37)
0 −s,s 0

We passe n to infinity in (37) and using the convergence result (36), one can obtain

Z T D E Z T  
∂t w∗ (., t), ϕ(., t) dt + As w∗ (., t), ϕ(., t) dt = 0,
0 −s,s 0
s
∀ϕ ∈ L2 (0, T ; H (Ω)).
Further, we shall prove w∗ (., 0) = v ∗ , which together with the Definition 4.1 of weak
solution implies that
w∗ = w[v ∗ ]. (38)
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 9

Choosing θ(t) ∈ C 1 [0, T ] with θ(T ) = 0 and η ∈ L2 (Ω) arbitrarily, we have by

integration by parts with respect to t that
Z TZ Z TZ Z
∂t w[vn ]η θ(t) dxdt = − w[vn ]η θ0 (t) dxdt − vn (x)η(x)θ(0) dx.
0 Ω 0 Ω Ω

(39)
Letting n → ∞ in the above equality and using the convergence results (35) and
(36), we have
Z TZ Z TZ Z
∂t w∗ η θ(t) dxdt = − w∗ η θ0 (t) dxdt − v ∗ (x)η(x)θ(0) dx. (40)
0 Ω 0 Ω Ω
On the other hand, by integration by parts with respect to t, we also have
Z TZ Z TZ Z
∗ ∗ 0
∂t w η θ(t) dxdt = − w η θ (t) dxdt − w∗ (x, 0)η(x)θ(0) dx. (41)
0 Ω 0 Ω Ω
∗ ∗
which together with (40) implies w (x, 0) = v (x).
By vn * v ∗ in L2 (Ω) and w[vn ] * w[v ∗ ] in C([0, T ]; L2 (Ω)) (from (36) and (38)),
we employ the lower semi-continuity of the L2 -norm to conclude

2 2
Kγ (v ∗ ) ≤ lim inf w[vn ](., T ) − U σ,T (.) 2 + γ lim inf vn 2 , (42)

n→∞ L (Ω) n→∞ L (Ω)

which implies that

Kγ (v ∗ ) ≤ lim inf Kγ (vn ) = inf Kγ (v),
n→∞ v∈L2 (Ω)

indicating that v ∗ is indeed a minimizer to the optimization problem (22). Finally,

the uniqueness of v ∗ is readily seen from the strict convexity of Kγ (.). The proof is
finished.

4.3. Stability. The aim of introducing the regularizationAterm is to stabilize the

reconstruction. In the following theorem, we justifyAthe stability of (22), namely,
the optimization problem (22) is indeed a stabilization of the consideredAinverse
problem.
Theorem 4.4. (Stability). Let {Unσ,T }n ⊂ L2 (Ω) be a sequence of perturbed final
time observation such that
Unσ,T → U σ,T in L2 (Ω) as n → ∞, (43)
and {vn } be a sequence of minimizers of problems
Minimize
2
Kγn (v), n = 1, 2, · · · , (44)
v∈L (Ω)

where the functional Kγn is defined by

2 2
Kγn (v) := w[v](., T ) − Unσ,T (.) + γ v . (45)

L2 (Ω) L2 (Ω)

Then there exists a subsequence of {vn }n , still denoted by {vn }n , such that
vn → v ∗ strongly in L2 (Ω) as n → ∞, (46)
∗
where v is the minimizer of problem (22).
10 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

Proof. The unique existence of each vn is guaranteed by Theorem 4.3. Exploiting

the definition of the terms vn , we have
Kγn (vn ) ≤ Kγn (v) , ∀ v ∈ L2 (Ω), (47)
which implies the uniform boundedness of vn in L2 (Ω). Thus, there exist v ∗ ∈
L2 (Ω) and a sub-sequence of {vn }n , still denoted by {vn }n , such that
vn * v ∗ in L2 (Ω) as n → ∞. (48)
∗
Now it suffices to show that v is indeed the unique minimizer of problem (22).
Actually, repeating the same argument as that in the proof of Theorem 4.3, we
can derive the following convergence up to a further sub-sequence still denoted by
{vn }n :
w[vn ] * w[v ∗ ] in C([0, T ]; L2 (Ω)) as n → ∞.
From the above convergence and (43), we deduce that
w[vn ](., T ) − Unσ,T (.) * w[v ∗ ](., T ) − U σ,T (.) in L2 (Ω) as n → ∞. (49)
Consequently, we obtain
2  2 
w[v ∗ ](., T ) − U σ,T (.) ≤ lim inf w[vn ](., T ) − Unσ,T (.) . (50)

L2 (Ω) n→∞ 2
L (Ω)

For any v ∈ L2 (Ω), again we take advantage of the lower semi-continuity of the
2
L -norm to deduce
2 2
Kγ (v ∗ ) = w[v ∗ ](., T ) − U σ,T (.) 2 + γ v ∗ 2

L (Ω) L (Ω)
2 2
≤ lim inf w[vn ](., T ) − Unσ,T (.) 2 + γ lim inf vn 2

n→∞ L (Ω) n→∞ L (Ω)
 2 2 
σ,T
≤ lim inf w[vn ](., T ) − Un (.) 2 + γ vn 2

n→∞ L (Ω) L (Ω)
 2 2 
≤ lim w[v](., T ) − Unσ,T (.) + γ v

n→∞ L2 (Ω) L2 (Ω)
2 2
= w[v](., T ) − U σ,T (.) + γ v = Kγ (v), ∀v ∈ L2 (Ω), (51)

L2 (Ω) L2 (Ω)
∗
which verifies that v is the minimizer of (22).
In the next step, we shall prove that {vn } converges to v ∗ strongly in L2 (Ω) by
contradiction. Assuming that it is not true; i.e.

6−→ v ∗ as n → ∞.

vn 2 2
L (Ω) L (Ω)
∗ 2
As vn * v in L (Ω), by the weak lower semi-continuity of the norm, we have

∗
≤ lim inf vn . (52)

v 2
L (Ω) n→∞ L2 (Ω)

By setting B := lim sup vn 2 , we get

n→∞ L (Ω)

B = lim sup vn > lim inf vn ≥ v ∗ (53)

n→∞ 2 L (Ω) 2n→∞ L (Ω)2 L (Ω)

and there exists a subsequence {vnk }k of {vn }n such that

B = lim vnk . (54)

2
k→∞ L (Ω)
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 11

By taking v = v ∗ in (51), we find that

2 2
w[v ∗ ](., T ) − U σ,T (.) 2 + γ v ∗ 2

L (Ω) L (Ω)
 2 2 
= lim inf w[vnk ](., T ) − Unσ,T (.) + γ vnk

k 2 2
k→∞ L (Ω) L (Ω)
2
= lim inf w[vnk ](., T ) − Unσ,T (.) + γB 2 .

k
2
k→∞ L (Ω)

This, together with (53), implies that

2
w[v ∗ ](., T ) − U σ,T (.) 2

L (Ω)
2  2 
= lim inf w[vnk ](., T ) − Unσ,T (.) + γ B − v ∗
2

k
2 2
k→∞ L (Ω) L (Ω)
2
> lim inf w[vnk ](., T ) − Unσ,T (.) ,

k 2
k→∞ L (Ω)

which contradicts with (50). The proof of the theorem is completed.

5. Reconstruction approach. In this section, we present a numerical reconstruc-

tion approach for solving the minimization problem (22). We develop an iterative
numerical procedure for recovering the initial condition u0 from a given noisy mea-
surement U σ,T of the the final time solution. We start our analysis by calculating
the Fréchet derivative of the functional to be minimized.
5.1. Fréchet derivative of the functional Kγ . In this paragraph, we analyze
the Fréchet differentiability of the function v 7−→ Kγ (v) on L2 (Ω). To this end, we
start by examining the derivation of the solution operator L : v 7−→ L(v) = w[v],
with w[v] is the solution to the fractional parabolic problem (20).
s
Lemma 5.1. The mapping v 7−→ L(v) from L2 (Ω) to L2 (0, T ; H (Ω)) is Fréchet
differentiable and we have
∇L(v)δv = w[δv], for all δv in L2 (Ω),
where w[δv] is the solution to the following sensitivity problem

 ∂t w[δv] + (−∆)s w[δv] = 0 in Ω × (0, T ],
w[δv] = 0 in (Rd \Ω) × (0, T ], (55)
w[δv](., 0) = δv in Ω.


Proof. From the fact that w[v] solves the space-fractional parabolic problem (20),
one can deduce that the map v 7−→ w[v] is linear with respect to v. Consequently
the Fréchet derivative of the solution operator v 7−→ L(v) in the direction δv, has
the form
∇L(v)δv := w[δv], ∀δv ∈ L2 (Ω).

Now, we prove that the functional Kγ is Fréchet differentiable and we calculate

its gradient. In doing so, we introduce the following adjoint problem
  
 −∂t z[v] + (−∆)s z[v] =
 w[v](., T ) − U σ,T (.) δ(t − T ) in Ω × (0, T ],
 z[v] = 0 in(Rd \Ω) × (0, T ], (56)
z[v](., T ) = 0 in Ω,

12 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

where δ(t − T ) is the Dirac delta function at the time t = T .

The solution of this problem is understood in the weak sense: a function z[v] in
s
the space L2 (0, T ; H (Ω)) is said to be a solution to (56) if it satisfies the identity
Z TD E Z T  
− ∂t z[v], φ dt + As z[v], φ dt
−s,s
Z0  
0 (57)
σ,T
= w[v](., T ) − U (.) φ(., T ) dx,
Ω
2 s
for all φ ∈ L (0, T ; H (Ω)) and
z[v](., T ) = 0 in Ω.
 
Since w[v](., T ) − U σ,T (.) ∈ L2 (Ω), by changing the time direction (t̃ = T −
t), one can check that that the problem (56) admits a unique solution z[v] ∈
s
L2 (0, T ; H (Ω)), for more details one can consult for example [1, Theorem 3.2].
Theorem 5.2. The functional Kγ (.) is Fréchet differentiable and its gradient
∇Kγ (v) at v has the form
 
∇Kγ (v) = 2 z[v](., 0) + γv , (58)

where z[v] is the solution to the adjoint problem (56).

Proof. For an infinitesimal variation δv of v, we have
Kγ (v + δv) − Kγ (v)
2 2
= w[v + δv](., T ) − U σ,T (.) − w[v](., T ) − U σ,T (.)

L2 (Ω) L2 (Ω)
2 2
+ γ v + δv 2 − γ v 2

L (Ω) L (Ω)
Z   Z  
σ,T
=2 w[v](., T ) − U (.) w[δv](., T ) dx + 2γ v δv dx + o δv .

Ω Ω L2 (Ω)
(59)
Choosing φ = w[δv] in (57), one can deduce
Z TZ Z T
− ∂t z[v] w[δv] dxdt + As (z[v], w[δv])dt
0 Ω 0
Z  
= w[v](., T ) − U σ,T (.) w[δv](., T ) dx.
Ω

By integration by parts with respect to t, the last equality can be rewritten as

Z TZ Z T
∂t w[δv] z[v] dxdt + As (w[δv], z[v])dt
0 Ω 0
Z   Z
= w[v](., T ) − U σ,T (.) w[δv](., T ) dx − z[v](., 0)δv dx. (60)
Ω Ω

On the other hand, the weak variational formulation of the sensitivity problem (55)
can be rewritten as follow
Z TZ Z T
s
∂t w[δv] φ dxdt + As (w[δv], φ)dt = 0, ∀φ ∈ L2 (0, T ; H (Ω)). (61)
0 Ω 0
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 13

By taking φ = z[v] in (61) as a test function and using (60), one can obtain
Z   Z
σ,T
w[v](., T ) − U (.) w[δv](., T ) dx = z[v](., 0) δv dx. (62)
Ω Ω
Inserting (62) in (59), we get
Z  
Kγ (v + δv) − Kγ (v) = 2 (z[v](., 0) + γv)δv dx + o δv

L2 (Ω)
D Ω E   (63)
= 2(z[v](., 0) + γv), δv + o δv 2 .

L (Ω)

Consequently, the functional Kγ is Fréchet differentiable and its gradient has the
form  
∇Kγ (v) = 2 z[v](., 0) + γv , ∀v ∈ L2 (Ω).

The following corollary follows from the first order necessary optimality condition
for the minimization problem (22). It provides a simplified characterization of the
solution to the minimization problem (22).
Corollary 1. Let v ∗ ∈ L2 (Ω) be the solution to the regularized minimization prob-
lem (22). Then, the initial condition v ∗ satisfies the following Euler-type equation:
z[v ∗ ](., 0) + γ v ∗ = 0, (64)
∗ ∗
where z[v ] is the solution to the backward problem (56) which depends on v and
the measured data U σ,T .
Remark 2. The relation (64) gives the link between the unknown initial condition
and the measurement of the final time solution. From the fact that the quadratic
functional Kγ (.) is convex, one can easily show that this condition is sufficient [44].
5.2. Reconstruction algorithm. We develop in this paragraph a numerical re-
construction algorithm for identifying the unknown initial condition u0 from noisy
measurement of the final time state. The proposed algorithm is based on the con-
jugate gradient method and the Morozov’s discrepancy principle (see, e.g., [49]).
The employed technique involves a denoising procedure at each iteration step and
provides a sequence of initial condition approximations {vk }k≥0 converging in norm
to the actual solution u0 of the minimization problem (22). Let v0 is a given initial
guess. Then, the sequence of the reconstructed terms are defined by the following
relation
vk+1 = vk + ξk dk , k = 0, 1, 2, · · · , (65)
where ξk is the search step size and dk is the direction of descent defined by the
iterative relation
dk = −∇Kγ (vk ) + αk dk−1 , ∀k ≥ 1, (66)
starting from d0 = −∇Kγ (v0 ).
Concerning the conjugate coefficient αk , different expressions are available in the
literature. Here, we exploit the proposed Fletcher-Reeves approach [5, 19, 23]
0Z if k = 0,



 2
[∇Kγ (vk )] dx

αk = Z Ω (67)
 if k = 1, 2, · · · .
 2
[∇Kγ (vk−1 )] dx


Ω
14 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

Since the operator L : v 7→ w[v] is linear, we have

L(vk + ξk dk ) = L(vk ) + ξk L(dk ) = w[vk ] + ξk wk , (68)
where wk is the solution of the sensitivity problem (55) with initial condition δv =
dk . Then, it holds
Kγ (vk + ξk dk )
(69)
Z  2 Z
σ,T 2
= w[vk ](x, T ) + ξk wk (x, T ) − U (x) dx + γ (vk + ξk dk ) dx.
Ω Ω
∂Kγ
In order to determine the step size ξk , we impose the condition (vk + ξk dk ) = 0
∂ξ
which implies
Z   Z
w[vk ](x, T ) − U σ,T (x) wk (x, T ) dx + γ vk dk dx
ξk = − Ω Z Z Ω
, (70)
wk2 (x, T ) dx + γ d2k dx
Ω Ω

where U σ,T is the given noisy measurement of the final time solution.
For this iterative procedure, the key work is to find the best stopping criteria. In
this paper, we use the well-known Morozov’s discrepancy principle. More precisely,
the iterative procedure is stopped when the number of iterations k satisfying the
following inequality:
Rk 6 σ < Rk−1 , (71)
where  > 1 is a constant and can be taken heuristically to be 1.01, as estimated by
Hanke et al. [28]. Whereas in the particular case when σ = 0 (i.e. without noise), we
stop the iterative procedure when the variable k reached a predetermined maximum
number. In the above stopping condition, the residual Rk is defined by

Rk = w[vk ](., T ) − U σ,T (.) 2 . (72)

L (Ω)

Based on the above discussion, we summarize in the following algorithm the main
steps of our reconstruction approach.
Algorithm 1: Conjugate Gradient Method
1. Initialize v0 and set k = 0;
2. Solve the direct problem (20) with v = vk , and compute the residual
rk = w[vk ](x, T ) − U σ,T (x), x ∈ Ω.
3. Solve the adjoint problem (56) and evaluate the gradient ∇Kγ (vk );
4. Calculate the conjugate coefficient αk by (67) and the direction dk
by (66);
5. Compute wk via solving the sensitive problem (55) with δv = dk ;
6. Calculate the step size ξk by (70);
7. Renew the initial condition vk+1 by (65);
8. Increase k by one and go to Step (2), repeat the process until a stopping
condition is satisfied.
The combination of the conjugate gradient algorithm and the Morozov’s discrep-
ancy principle has been successfully employed for solving some inverse problems.
Indeed, it has been used for identifying an unknown zeroth-order term from bound-
ary measurement in [56], the detection of a time-dependent source term in [61] and
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 15

the determination of a space-dependent source term from final time measurement

in [62]. The convergence of this algorithm is addressed in [24, 66].

6. Numerical experiments. This section is devoted to the numerical implemen-

tation of the proposed reconstruction approach in the one dimension case. We will
apply the developed algorithm to identify the unknown initial condition u0 in the
fractional parabolic equation (4) from a given measurement U σ,T of the state u at
the final time t = T . We will discuss the influence of some parameters such as
the smoothness of the function to be reconstructed, the regularization parameter
γ, the level of noise σ and the order s of the fractional Laplacian. The efficiency
and the accuracy of the proposed reconstruction process are justified by some nu-
merical simulations. We start this numerical study by the presentation of the used
approximated method.

6.1. Approximated method. In this section, we present the approximation

method used for the numerical resolution of the forward problem (20) and the
adjoint problem (56). We use a total discretization scheme based on the finite dif-
ference method for the time variable and the P1 finite element method for the space
approximation. For the finite element method in the context of fractional-order
partial differential equations one can consult [1, 25].

6.1.1. Time and space discretization. To introduce the employed discretization ap-
proach, we start by dividing the time interval [0, T ] into M equal sub-intervals
[tm , tm+1 ] such that
0 = t0 < t1 < · · · < tM = T,
and tm = m τ for each m ∈ {0, 1, · · · , M − 1} with τ = T /M is the time step.
In the following, we denote by wm the approximated solution at the time tm .
Based on the Euler explicit scheme, the time derivative is approximated as follow
wm+1 − wm
 
∂w
≈ , for 0 ≤ m ≤ M − 1.
∂t t=tm τ
For the space discretisation, we apply the P1 finite element method in the context
of fractional order derivatives, one can consult [1] and references therein for more
details. Let Xh be the standard nodal finite element space of piecewise linear
functions
Xh := {φ ∈ X ; φ|Th ∈ P1 } ,
where Th is a shape regular triangulation of Ω with a mesh size h.
Then, from the weak formulations of the direct and adjoint problems one can
obtain the following space-time discrete systems:
• Discrete version of the direct problem (20): given wh0 = v, find whm+1 ∈
Xh (m = 0, . . . , M − 1) such that
  D E D E
τ As whm+1 , φh + whm+1 , φh = whm , φh , ∀φh ∈ Xh , (73)

where As (., .) is the bilinear form defined by (29) and whp is the approximated
direct problem solution at time t = tp .
• Discrete version of the adjoint problem (56): given zhM = 0, find zhm ∈ Xh (m =
0, . . . , M − 1) such that
  D E D E D E
τ As zhm , φh + zhm , φh = τ fhm , φh + zhm+1 , φh , ∀φh ∈ Xh , (74)
16 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

where zhp is the approximated adjoint state at time t = tp and fhm is the
approximation of the source term in (56).
Note that in the adjoint problem (56) the source term contains the Dirac delta
function which is approximated by
1 2 2
δ(t − T ) ≈ √ e−(t−T ) /κ , (75)
κ π
where κ is a small positive constant taken as κ = 10−3 .
N
Now, let {ψi }i=1 be a basis of the discrete space Xh , where N denotes the number
of basis functions. Then, the approximated function whp at time t = tp , p = 0, ..., M
can be decomposed as
XN
whp [v](x) = wjp ψj (x),
j=1

where the coefficients wjp

are, a priori, unknown when p ≥ 1. Then, with the help
of this decomposition, the discrete systems (73) can be gathered in the form of a
linear matrix system as
 s
τ Ah + Mh W m+1 = F m ,


where;
• W m+1 = (wjm+1 )1≤j≤N represents the unknown approximated solution at
time t = tm+1 ,
• Ash = (asi,j )1≤i,j≤N denotes the stiffness matrix, which depends on the lapla-
cian fractional order as follows
(ψi (x) − ψi (y)) (ψj (x) − ψj (y))
Z Z
c1,s
asi,j = dx dy,
2 R R |x − y|1+2s
• Mh = (msi,j )1≤i,j≤N is the mass matrix, defined by
Z
mi,j = ψi (x) ψj (x) dx,
Ω
m
• F = (Fim )1≤i≤N ∈R N
denotes the term source, which is defined by
F m = Mh W m , m = 0, . . . , M − 1.
Similarly, the discrete system (74) (which is associated with the adjoint problem)
can be gathered in the form of a linear matrix system.

6.1.2. Convergence of the numerical approximation. The previous approximation

method has been exploited for solving some nonlocal parabolic problems during
the last few years. In a recent work, Glusa and Otárola [25] derived a theoretical
L2 (Ω × (0, T ))-error estimate for the fully discrete scheme (73)-(74). They analyzed
the dependence of the convergence rate with respect to the space step h on the
fractional Laplacian order s. They proved that there exists a constant c > 0,
independent on the time and space steps, such that (see [25, Theorem 5.8])
n o
w − wh ≤ c τ + hη(s) , (76)

L2 (Ω×(0,T ))

where w is the solution to the nonlocal initial value problem (20), wh is the solution
to the associated discrete problem (73) and η(s) is the convergence rate with respect
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 17

to h given as 
 4s if s ∈ (0, 1/6) ,
η(s) = s + 1/2 − ε if s ∈ [1/6, 1/2) , (77)
1−ε if s ∈ [1/2, 1),


with ε > 0 is an arbitrary small real number.

In order to illustrate the performance of our numerical approach, we deal with
a forward problem having an analytical solution wex . More precisely, we apply
the proposed approximation method for computing the approximate solution wh of
the following fractional diffusion problem in the space-time domain Ω × (0, T ) =
(−1, 1) × (0, 1):

 ∂t w + (−∆)s w = F in Ω × (0, T ],
w = 0 in (Rd \Ω) × (0, T ],
w(., 0) = w0 in Ω.


As one can check, if we choose the source term F and the initial condition w0 as
√ √
−e−t (1 − x2 )s 2−2s π −t 0 2−2s π
F (x, t) = + e and w (x) = (1 − x2 )s ,
Γ( 1+2s
2 )Γ(1 + s) Γ( 1+2s
2 )Γ(1 + s)
the solution of this problem admits the following analytic expression
√
e−t (1 − x2 )s 2−2s π
wex (x, t) = χ(−1, 1) (x).
Γ( 1+2s
2 )Γ(1 + s)
To examine the convergence of the approximate solution wh to the analytic one
wex , we take the time step τ = h and we introduce the following error function

Err(h) = wex − wh , (78)

2L (Ω×(0,T ))

which measures the discrepancy between the exact and approximate solutions for
each step size h. It is important to note here that in the case when τ = h, the
derived estimate (76) implies that the error function Err satisfies the following
behavior with respect to h
 
Err(h) = O hη(s) . (79)

Thus, to show the performance of the developed numerical approximation method

we compute the values of the error function Err(h) for different step size h and we
compare the numerical rate of convergence to that predicted theoretically, which is
represented by η(s) and defined by the relation (77). To this end, we fix the frac-
tional Laplacian order s and we compute the approximate solution wh for different
values of the step size h;
 
h0
h ∈ hj = j−1 , 1 ≤ j ≤ 6 with h0 = 0.1.
2
Since the theoretical rate of convergence η(s) has three different expressions de-
pending on the values of s (i.e. s ∈ (0, 1/6) or [1/6, 1/2) or [1/2, 1)), we carry out
the numerical experiment for four values of the fractional order s; the first value
s1 = 0.1 is taken from the interval (0, 1/6), the second and third values (s2 = 0.2,
s3 = 0.4) are taken from the interval [1/6, 1/2) and the fourth value s4 = 0.8 is
taken from the interval [1/2, 1). The computed errors Err(hj ) according to the
step size hj , 1 ≤ j ≤ 6, are presented in Table 1.
18 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

Step size hj Err(hj ), s = 0.1 Err(hj ), s = 0.2 Err(hj ), s = 0.4 Err(hj ), s = 0.8
h1 = h0 3.61e − 1 1.56e − 1 1.24e − 1 8.69e − 2
h2 = h0 /2 2.75e − 1 1.13e − 1 6.15e − 2 4.41e − 2
h3 = h0 /4 1.70e − 1 6.76e − 2 3.11e − 2 2.14e − 2
h4 = h0 /8 1.33e − 1 4.28e − 2 1.85e − 2 1.13e − 2
h5 = h0 /16 9.59e − 2 2.44e − 2 9.51e − 3 5.02e − 3
h6 = h0 /32 6.74e − 2 1.36e − 2 5.01e − 3 2.49e − 3
Table 1. Values of the error function Err for each s in
{0.1, 0.2, 0.4, 0.8} relative to the mesh step size variation.

To show the quality of the obtained results, we plot in Figure 1, the exact wex as
well as the approximate solutions (wex and wh ) at time t = 0.5 for different values
of the fractional Laplacian order s ∈ {0.1, 0.2, 0.4, 0.8} at time t = 0.5.

(a) s = 0.1 (b) s = 0.2

(c) s = 0.4 (d) s = 0.8

Figure 1. Exact (blue) and approximate solutions, computed

with different values of the fractional Laplacian order s in
{0.1, 0.2, 0.4, 0.8}.

In the last part of this paragraph, we present a numerical validation of the

presented theoretical convergence rate (given in (79)). Let us denote by ηap (s) the
unknown parameter describing the numerical convergence rate of the error function
Err(h) with respect to the step size h. Then, ηap(s) can be characterized as the slope
of the regression line approximating the points Pj = (log(|Err(hj )|), log(hj )), 1 ≤
j ≤ 6 . The results of this numerical test are summarized in Figure 2 and Table
2. For each values of the fractional  order s ∈ {0.1, 0.2, 0.4, 0.8}, we draw the
point cloud log(|Err(hj )|), log(hj ) (with blue dots) and we determine their
1≤j≤6
associated regression line (red line).
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 19

(a) s = 0.1 (b) s = 0.2

(c) s = 0.4 (d) s = 0.8

 
Figure 2. The point cloud log(|Err(hj )|), log(hj ) (blue
1≤j≤6
dots) and their associated regression lines (red line) for each s ∈
{0.1, 0.2, 0.4, 0.8}.

As mentioned above, the numerical convergence rate ηap (s) is represented by

the slope of the associated regression line. The numerical as well as the theoretical
(expected) convergence rates are summarized in the following table. The theoretical
rate η(s) is calculated with the help of the formula (77).

Fractional Laplacian order s = 0.1 s = 0.2 s = 0.4 s = 0.8

Expected rate η(s) 0.4 0.7 0.9 1
Obtained rate ηap (s) 0.4862 0.7124 0.9148 1.0242
Table 2. Theoretical and numerical convergence rates values

As one can observe here, the numerical and theoretical convergence rates are
nearly identical for each value s ∈ {0.1, 0.2, 0.4, 0.8} of the fractional Laplacian
order, which implies the accuracy of the proposed approximation method.

6.2. Numerical implementation of the reconstruction algorithm. In this

numerical study, we take Ω = (0, 1), T = 1; and Ω is partitioned by a finite
element grid of mesh size h = 1/100 and the time step size τ = 1/100. The
used measurements data are synthetic, that is generated by numerical simulations.
For simplicity, we still denote the exact initial condition to be reconstructed w0 by
vtrue . The noisy measurement of the final time solution U σ,T is generated by adding
20 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

a random perturbation, i.e.

h    i
U σ,T (x) = w(x, T ) 1 + ρ · 2 · rand size[w(x, T )] − 1 , ∀x ∈ Ω, (80)
where ρ denotes the relative noise level, rand(.) is the random function which gen-
erates arbitrary numbers in the interval (0, 1), and w is the solution to the following
fractional parabolic problem

 ∂t w + (−∆)s w = 0 in Ω × (0, T ],
w = 0 in (Rd \Ω) × (0, T ],
w(., 0) = vtrue in Ω.


The corresponding noise level σ is calculated by

σ = w(., T ) − U σ,T (.) . (81)

L2 (Ω)
To evaluate the accuracy of the obtained numerical results, we compute the
L2 error-norm which measures the difference between the exact and reconstructed
initial condition
Ek = vk − vtrue , (82)

L2 (Ω)
where vk is the obtained initial condition at the k th iteration.
Next, we will present some numerical results showing the efficiency of the pro-
posed reconstruction algorithm. We will discuss the influence of some parameters
such as the level of noise, the regularization coefficient, the fractional derivative
order and the smoothness property.
6.3. Reconstruction of smooth functions. This section is devoted to some nu-
merical investigations related to the inverse problem. We apply our iterative pro-
cedure for solving the inverse problem and reconstructing the initial condition from
final time measurement. Here, we deal with smooth initial condition functions and
we consider three test cases. The experiments are carried out using the following
fixed parameters
s = 0.5, γ = 0 and ρ = 0%.
6.3.1. First example. We aim to reconstruct the initial condition defined by the
following polynomial function
1
vtrue (x) = x2 − x + 1, ∀x ∈ Ω.
The result of this example is illustrated in Figure 3, where we plot the exact (blue
dashed line) and reconstructed (red line) solutions.

Figure 3. Exact (blue dashed line) and reconstructed (red line)

initial condition.
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 21

6.3.2. Second example. It is devoted to reconstruct an initial condition defined by

a sinusoidal-type function. We apply our algorithm for identifying the the following
function
2
vtrue (x) = 1 + cos(πx) sin(2πx), ∀x ∈ Ω.
In Figure 4, we present the exact (blue dashed line) and recovered (red line) initial
conditions.

Figure 4. Exact (blue dashed line) and Reconstructed (red line)

initial conditions.

6.3.3. Third example. In this test, we apply our numerical procedure to reconstruct
an initial condition defined by the following function
3
vtrue (x) = sin(4πx)ex + x3/2 (1 − x)5/2 + sin(x) cos(x)e−x + cos(x), ∀x ∈ Ω.
In Figure 5, we illustrate the comparison of recovered solutions with the true ones.

Figure 5. Exact (blue dashed line) and obtained (red line) results.

6.3.4. Concluding remarks. To evaluate the performance of our numerical recon-

struction algorithm, we consider the following error function
h i
kvrec − vtrue kL2 (Ω)
err(h) = i
, for i ∈ {1, 2, 3}.
kvtrue kL2 (Ω)
22 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

We summarize in Table 3 the values of the error function err after convergence
of the iterative process. It measures the relative error between the exact and recon-
structed initial conditions for the previous three test examples with respect to the
mesh size h = 2hj−1
0
, j = 1, . . . , 5, where h0 = 0.1.

Mesh step size hj Example 1 Example 2 Example 3

h = h0 9.98e − 3 1.03e − 2 2.41e − 2
h = h0 /2 7.61e − 3 9.02e − 3 8.32e − 3
h = h0 /4 5.92e − 3 8.23e − 3 7.01e − 3
h = h0 /8 5.01e − 3 6.98e − 3 5.71e − 3
h = h0 /16 4.91e − 3 6.12e − 3 4.44e − 3
Table 3. Values of the relative error function err with respect to
the mesh step h.

As one can observe here, the proposed reconstruction algorithm provides a very
accurate results, with an error less that 1% compared with the exact ones when the
mesh step size h ≤ 0.05. Particularly, we have obtained a good approximation of
the sinusoidal-like curve.
In the next section, we show the influence of the regularization parameter γ.
Then, the effect of the fractional Laplacian order s is examined in Section 6.5,
whereas the influence of the noise level ρ on the accuracy of the reconstructed
results is discussed in Section 6.6. Finally, the performance of our algorithm for
reconstructing non-smooth initial conditions is shown in Section 6.7.

6.4. Effect of the regularization parameter. This paragraph is concerned with

the choice of the regularization parameter γ and its influence on the quality of the
reconstruction results. To this end, we fix the order s of the fractional Laplacian
as s = 0.5 and we apply our iterative procedure to reconstruct the initial condition
2
vtrue (x) = 1 + cos(πx) sin(2πx) for different values of the parameter γ. To evaluate
the influence of γ on the accuracy of our reconstruction procedure, we introduce
the following error function
kvrec (γ) − vtrue kL2 (Ω)
Er(γ) = , γ ∈ [0, 1],
kvtrue kL2 (Ω)

with vrec (γ) is the reconstructed initial condition related to a given γ. For this
purpose, we examine the variation of the error function Er with respect to γ. We
discuss the following three situations:
(i) When using an exact data: We aim to examine the effect of the regularization
parameter γ on the accuracy of the reconstruction procedure when the em-
ployed final measured data is exact (without noise; i.e. ρ = 0%). To this end,
we solve the regularized inverse problem for each regularization parameter
value γ belonging to the following set:

Sγ = 10−1 , 10−2 , 10−3 , 10−4 , 10−5 , 10−6 , 10−7 , 10−8 , 0 .



The obtained values of the relative error are illustrated in Table 4. The
behavior of the error function γ 7−→ Er(γ) is plotted in Figure 6.
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 23

The parameter γ The error Er(γ)

10−1 3.33e − 1
10−2 1.60e − 1
10−3 8.48e − 2
10−4 4.56e − 2
10−5 1.67e − 2
10−6 1.70e − 3
10−7 3.53e − 4
10−8 2.01e − 4
0 2.31e − 5

Table 4. Values of the Figure

error function 6. Variation
of γ 7→ Er(γ).
As one can observe here, when the regularization parameter is very small (i.e.
0 ≤ γ ≤ 10−7 ) the relative error between the exact and the recovered solutions
is less than 0.03% which provide a quite accurate reconstruction result. How-
ever, when γ is between 10−7 and 10−4 the error Er(γ) increases but remains
less than 5% which gives a reasonable accuracy. If γ are chosen relatively
large (i.e. γ ≥ 10−2 ), the relative error exceeds 10% and the numerical results
become insignificant.
(ii) When using slightly noisy data: In this case, we assume that the measured
final data is polluted by a Gaussian noise with level ρ = 5%. We aim to
show the behavior of the error function Er with respect to the regularization
parameter γ. The values of the computed relative error Er(γj ), γj ∈ Sγ are
summarized in Table 5. The variation of the error function γ 7−→ Er(γ) is
presented in Figure 7.

The parameter γ The error Er(γ)

10−1 5.10e − 1
10−2 1.50e − 1
10−3 8.31e − 2
10−4 5.95e − 2
10−5 4.66e − 2
10−6 4.53e − 2
10−7 4.48e − 2
10−8 4.51e − 2
0 4.51e − 2

Table 5. Values of the Figure

error function 7. Variation
of γ 7→ Er(γ).
In this case, we remark that we have two significant ranges of regularization
values. Indeed, when γ is less than 10−5 the relative error Er(γ) is practi-
cally constant with an average value of 4.6% which can provide an adequate
24 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

reconstruction result. If γ exceeds 10−4 , the function Er grows quickly and

reaches high error values.
(iii) When using highly noisy data: Here we consider the case where the avail-
able measured data is corrupted by a Gaussian noise of high-level ρ = 10%.
Similarly to the previous cases, we examine the effect of the regularization pa-
rameter γ on the accuracy of the numerical reconstruction procedure. For each
γj ∈ Sγ , we solve the inverse problem and we compute the relative L2 −error
between the exact and approximate solutions. The derived error values are
presented in Table 6. The behavior of the error function γ 7−→ Er(γ) is shown
in Figure 8.

The parameter γ The error Er(γ)

10−1 5.70e − 1
10−2 3.26e − 1
10−3 2.38e − 1
10−4 1.95e − 1
10−5 1.45e − 1
10−6 1.16e − 1
10−7 9.33e − 2
10−8 1.37e − 1
0 1.73e − 1

Table 6. Values of the Figure

error function 8. Variation
of γ 7→ Er(γ).
Unlike the previous two cases, the relative error function Er reaches its min-
imum at a non-zero value of γ (i.e. at γ = 10−7 ). Moreover, the error drops
to acceptable values (≈ 10% which is the same order as the used noise level)
only when the regularization parameter is very close to the minimum (be-
tween γ = 10−8 and γ = 10−6 ). In the absence of the regularization term (i.e.
γ = 0) or when γ is greater than 10−4 , the error values exceed the required
precision.
(iv) Concluding remarks: From the previous numerical study one can deduce the
following remarks:
− If the available measured data is exact or slightly perturbed by Gauss-
ian noise, the conjugate gradient algorithm combined with the Morozov
discrepancy principle provide an efficient stable numerical approach for
solving the inverse problem without the need to use the Tikhonov regu-
larization term (i.e. γ = 0). This conclusion has been mentioned in some
recent works but without any mathematical justifications; one can see
[56] concerning the identification of an unknown zeroth-order term from
boundary measurement, [61] about the detection of a time-dependent
source term and [62] for the determination of a space-dependent source
term from final time measurement.
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 25

− If the measured data is corrupted by high level of noise, the Tikhonov

regularization term becomes necessary (i.e. γ 6= 0) to stabilize the recon-
struction process. In fact, choosing an appropriate regularization param-
eter is a difficult problem. The theoretical aspect of this issue has not
been addressed so far. It is still an open question. It will be the subject
of a forthcoming work.

6.5. Effect of the fractional-order parameter. This test is devoted to the in-
fluence of the fractional Laplacian order s on the reconstruction results. We apply
1
the optimization procedure to identify the initial condition vtrue (given in Example
1, Section 6.3) using different values of the derivative order s ∈ (0, 1). To avoid
the influence of the other parameters, we deal with an exact final time measure
(without noise ρ = 0%).
To evaluate such influence, we present in Figure 9 the variation of the L2 -error
function when the parameter s varies in the interval (0, 1). From Figure 9, we can
remark that the proposed initial condition reconstruction procedure works slightly
better when the fractional derive order is small. However, the values of the L2 -error
function remains acceptable (less than 1%) for all s ∈ (0, 1), which means that the
influence of the parameter s is not significant.

Figure 9. Variations of the L2 -error function when the fractional

Laplacian order s varies in the interval (0, 1)

6.6. Influence of the noise level. To emphasize further the reliability of our
initial condition reconstruction procedure, we examine the influence of the noise
level on the accuracy of the reconstruction results. To this end, we apply our
2
numerical algorithm to reconstruct the initial condition defined by function vtrue
(see Example 2, Section 6.3) from a noisy measured data U σ,T , with different noise
levels. According to the numerical studies in Section 6.4, the parameter γ is fixed
as γ = 10−7 , which valid for low or high noise level.
The results of this numerical test are summarized in Figure 10. We show the
noise level influence for two values of the fractional laplacian order s = 0.3 (left)
and s = 0.7 (right). For both cases, we plot the exact solution (see black line) as
well as the reconstructed ones for ρ = 1% (blue curve), ρ = 5% (green curve) and
ρ = 10% (red curve).
From Figure 10, one can deduce that the proposed numerical procedure is robust
with respect to noise and able to provide a reasonably good reconstruction results.
Indeed, we have an accurate solution (compared to the exact one) when the noise
26 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

level is less than 5%. However, the difference between the exact and approximate
solutions becomes relatively large when the noise level exceeds 5%. Moreover, as
shown in the previous section, the optimization process is more accurate and efficient
when the fractional Laplacian order s is relatively small.

(a) s = 0.3 (b) s = 0.7

Figure 10. Exact (black) and reconstructed initial conditions

from noisy measured data, with different level of noise ρ =
1%(blue), ρ = 5%(green) and ρ = 10%(red).

6.7. Reconstruction of a non-smooth initial condition. In this paragraph, we

test the performance of our algorithm in reconstructing an unknown non-smooth
initial condition from an exact measure of the final time solution u(., T ) (i.e. ρ =
0%). As an example, we apply our algorithm to reconstruct the following non-
smooth function


 −2x, 0 ≤ x < 0.2,
 −0.8 + 2x, 0.2 ≤ x ≤ 0.4,


vtrue (x) = 0, 0.4 < x ≤ 0.6,
1, 0.6 < x ≤ 0.8,




0, 0.8 < x ≤ 1.


To evaluate the accuracy of our numerical procedure, we plot in Figure 11 the exact
initial condition vtrue (with dashed blue line) as well as the reconstructed ones (with
red line) for four values of the fractional Laplacian order; s = 0.1, 0.3, 0.6, 0.9.
Moreover, we illustrate in Table 7 the obtained values of the L2 −error function
measuring the difference between the exact and reconstructed solutions for the four
considered fractional Laplacian orders.
From Figure 11 and Table 7, one can observe that the presence of the singular
points affects the accuracy of the reconstructed initial condition vtrue . Indeed, the
efficiency of our iterative procedure decreases sharply near these points, mainly
for higher values of the fractional Laplacian order. In addition, as expected, the
accuracy of our algorithm decreases with the increase of the derivative order s.
This can be explained by the fact that when the order s increases, the solution of
the fractional parabolic equation will be more smooth. Particularly, the final time
solution u(., T ) (used as a measured data) will be smooth. Then, it is natural that
the efficiency of the optimization procedure decreases when the order s increases
because one cannot obtain an accurate approximation of a non-smooth function
from smooth data.
 DETERMINATION OF THE INITIAL DENSITY IN NONLOCAL DIFFUSION 27

(a) s = 0.1 (b) s = 0.3

(c) s = 0.6 (d) s = 0.9

Figure 11. Reconstruction results.

Fractional order s 0.1 0.3 0.6 0.9

L2 −error norm 0.0371 0.0506 0.0736 0.0968
Table 7. Values of the L2 −error function related to the fractional
Laplacian orders s = 0.1, s = 0.3, s = 0.6 and s = 0.9.

7. Conclusions. In this paper, we have investigated an inverse problem aiming to

reconstruct an unknown initial condition in a fractional diffusion equation from noise
measurement of the final time solution. It is a typical nonlinear and ill-posed inverse
problem [41] related to a nonlocal operator. The probabilistic framework of this
problem comes from the so-called long jump random walk [59]. In this work, we have
discussed some theoretical and practical issues related to the considered problem.
The general idea of the proposed approach consists in rewriting the inverse problem
as an optimization one where the initial density of a particle is the unknown variable
and a least-squares type cost function is minimized. The existence, uniqueness, and
stability of the optimization problem solution have been proved. The conjugate
gradient method combined with Morozov’s discrepancy principle are exploited for
building an iterative reconstruction process. Some numerical examples are carried
out to show that the proposed method is effective and stable.
However, several mathematical issues of high interest have not been discussed in
this work. The stability problem is one of them. The full stability issue is, however,
up to our knowledge, still an open problem which deserves further investigation.

Acknowledgments. The authors thank the anonymous referees for valuable com-
ments and for numerous helpful remarks.
28 MOURAD HRIZI, MOHAMED BENSALAH AND MAATOUG HASSINE

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Received August 2021; revised December 2021; early access February 2022.
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