Acta Mathematica Sinica, English Series

Nov., 2010, Vol. 26, No. 11, pp. 2157–2164 Acta Mathematica Sinica,
Published online: October 15, 2010 English Series
DOI: 10.1007/s10114-010-8509-5 Springer-Verlag Berlin Heidelberg &
Http://www.ActaMath.com The Editorial Office of AMS 2010

A Modified Tikhonov Regularization Method

for an Axisymmetric Backward Heat Equation

Wei CHENG
College of Science, He’nan University of Technology, Zhengzhou 450001, P. R. China
E-mail : chwei 02@lzu.cn

Chu Li FU1)
School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, P. R. China
E-mail : fuchuli@lzu.edu.cn

Abstract This paper deals with the inverse time problem for an axisymmetric heat equation. The
problem is ill-posed. A modified Tikhonov regularization method is applied to formulate regularized
solution which is stably convergent to the exact one. Meanwhile, a logarithmic-Hölder type error
estimate between the approximate solution and exact solution is obtained by introducing a rather
technical inequality and improving a priori smoothness assumption.
Keywords Ill-posed problem, axisymmetric backward heat equation, regularization, error estimate
MR(2000) Subject Classification 35R25, 35R30

1 Introduction
Backward heat conduction problem (BHCP) is also referred to as the final boundary value
problem. In general, the solution does not always exist, even if a solution exists, it will not be
continuously dependent on the final data. The BHCP is a classical ill-posed problem [1, 2], and
some special regularization methods are required.
The BHCP has been considered by many authors by different methods. Such authors as
Hào [3] used a mollification method to approximate a BHCP. Huang and Zheng [4], Ames
et al. [5], Dang and Nguyen [6] applied Quasi-reversibility method to study the BHCP. A
fundamental solution method was used for solving the BHCP by Mera [7] and Cannon [8].
Tautenhahn and Schröter [9] established an optimal error estimate for a BHCP. Xiong et al. [10]
applied a wavelet dual least squares method to investigate a BHCP. Mera et al. [11, 12]
used many numerical methods with regularization techniques to approximate the BHCP. A
Fourier regularization method was studied by Fu et al. [13]. Recently, Liu [14] applied a group
preserving scheme to solve the backward heat equation numerically.
However, the results available in the literature on BHCP are mainly devoted to the one-
dimensional heat equation with constant coefficient on bounded or unbounded interval. A few
Received October 14, 2008, accepted December 22, 2009
Supported by National Natural Science Foundation of China (Grant No. 10671085), Fundamental Research
Fund for Natural Science of Education Department of He’nan Province of China (Grant No. 2009B110007) and
Hight-level Personnel fund of He’nan University of Technology (Grant No. 2007BS028)
1) Corresponding author
2158 Cheng W. and Fu C. L.

works are developed for backward heat equation with variable coefficient because the difficulties
of these problems are more pronounced than the constant coefficient case.
In this paper, we treat a backward heat equation with variable coefficient, i.e., an axisym-
metric backward heat equation in an infinitely long cylinder. The physical model considered
here is an infinitely long cylinder of radius r0 with initial temperature, and it is considered
axisymmetric with surface temperature distribution holding zero (see [15]). The corresponding
mathematical model can be described by the following axisymmetric BHCP:
⎧
⎪
⎪ ∂u ∂ 2 u 1 ∂u
⎪
⎪ = Δu = + , 0 < r ≤ r0 , 0 < t < T,
⎪
⎪ ∂t ∂r 2 r ∂r
⎨
u(r, T ) = ϕ(r), 0 ≤ r ≤ r0 ,
(1.1)
⎪
⎪
⎪
⎪ u(r 0 , t) = 0, 0 ≤ t ≤ T,
⎪
⎪
⎩ u(r, t) bounded as r = 0, 0 ≤ t < T,

where r is the radial coordinate, ϕ(r) denotes the final temperature history of cylinder. We
want to recover the temperature distribution u(·, t) for 0 ≤ t < T . This problem is an ill-posed
problem: a small perturbation in the data may cause dramatically large errors in the solution
u(·, t) (the details can be seen in Section 2). Hence, a regularization is needed.
Ou et al. [16] studied a class of inverse problems for a nonlinear parabolic differential
equation. Buong [17] used a Tikhonov regularization method to investigate a Monotone Ill-
posed Problem. In [18] we applied a modified Tikhonov regularization method to approximate
an inverse heat conduction problem. In this paper, we use this method to solve problem (1.1).
And we not only obtain the Hölder continuity; but also get some more faster convergence error
estimates, especially get the logarithmic type convergence estimate at t = 0.
This paper is organized as follows: in Section 2, the formulation of solution of problem (1.1)
is given. In Section 3, the modified Tikhonov regularization method with error estimate is
provided.

2 Formulation of Solution of Problem (1.1)

Before giving the formulation of solution of problem (1.1), we shall give a definition. In this
paper, we denote
L2 [0, r0 ; r] = {f : [0, r0 ] → R : f is Lebesgue measurable and r 1/2 f ∈ L2 [0, r0 ]}.
This space is a Hilbert space with the norm
 r0 1/2
f  = r|f (r)|2 dr
0

and the inner product

 ∞
f, g = rf (x)g(x)dx, for f, g ∈ L2 [0, r0 ; r].
−∞

As a solution of problem (1.1) we understand a function u(r, t) satisfying (1.1) in the classical
sense and for every fixed t ∈ [0, T ], the function u(·, t) ∈ L2 [0, r0 ; r]. In this class of functions,
if the solution of problem (1.1) exists, then it must be unique [19]. We assume u(r, t) is the
unique solution of problem (1.1). Applying the method of separation of variables, we have the
following lemma.
A Modified Tikhonov Regularization Method for an Axisymmetric Backward Heat Equation 2159

Lemma 2.1 If the solution of problem (1.1) exists, then it is given by

∞

  
µn 2 μn r
(T −t)
u(r, t) = cn e r 0 J0 , (2.1)
r0
k=1

and  r0  
2 μn r
cn = 2 2 rϕ(r)J0 dr, n = 1, 2, . . . , (2.2)
r0 J1 (μn ) 0 r0
where J0 (z) and J1 (z) denote 0th order and 1st order Bessel functions, respectively (see [20]),
{μn }∞
n=1 is the sequence of roots of equation J0 (z) = 0 and satisfy

0 < μ1 < μ2 < · · · < μn < · · · , lim μn = ∞.

n→∞

Proof Applying the method of separation of variables, we seek a solution of problem (1.1) of
the form
u(r, t) = υ(t)R(r). (2.3)
Substituting (2.1) into (1.1), we discover that υ(t) satisfies the equation
υ  (t) + λυ(t) = 0, 0 < t ≤ T, (2.4)
and R(r) satisfies
1 
R (r) + R (r) + λ R(r) = 0, 0 < r ≤ r0 , (2.5)
r
R(r0 ) = 0, (2.6)
|R(0)| < +∞, (2.7)
where λ are unknown constants. It is easy to know that the eigenvalue of problem (2.5)–(2.7)
is nonnegative, i,e., λ ≥ 0 (see [21]). When λ = 0, we get the general solution of problem (2.5)
R(r) = A1 + A2 ln r,
from (2.6) and (2.7) we have A1 = 0, A2 = 0, i.e., R(r) = 0. For λ > 0, according to [21], we
obtain the general solution of equation (2.5)
√ √
R(r) = B1 J0 (r λ) + B2 Y0 (r λ), 0 < r ≤ r0 , (2.8)
where J0 (z) and Y0 (z) denote Bessel functions of the first kind and of the second kind, respec-
tively, which are given by
∞  2k
(−1)k z
J0 (z) = ,
(k!)2 2
k=0
   ∞   2k
2 z 2 (−1)k−1 1 1 z
Y0 (z) = γ + ln J0 (z) + 1+ +···+ .
π 2 π (k!)2 2 k 2
k=1
√
Due to conditions (2.6), (2.7) and limz→0 Y0 (z) = −∞, then B1 J0 (r0 λ) = 0, B2 = 0. Applying
the properties of 0th order Bessel function J0 (z), we know that equation J0 (z) = 0 has the
sequence of roots {μn }∞ n=1 which satisfies 0 < μ1 < μ2 < · · · < μn < · · · , limn→∞ μn = ∞.
Thus, the eigenvalues of problem (2.5)–(2.7) are
 2
μn
λn = , n = 1, 2, . . . ,
r0
2160 Cheng W. and Fu C. L.

and the corresponding eigenfunctions are

 
μn r
Rn (r) = J0 , n = 1, 2, . . . .
r0
Therefore, the corresponding solutions of equation (2.4) are
µn 2
υn (t) = an e−( r0 ) t , n = 1, 2, . . . .
Thus, we get the usual ‘forward representation’ of problem (1.1)
∞
µn 2
u(r, t) = an e−( r0 ) t Rn (r).
k=1

At t = T we have the expansions

∞
µn 2
u(r, T ) = cn Rn (r) with cn = e−( r0 ) T
an ,
k=1

and the solution of problem (1.1) is given by

∞
 
µn 2 μn r
u(r, t) = cn e ( r 0 ) (T −t)
J0 .
r0
k=1

According to the properties of 0th order Bessel function J0 (x), the system of characteristic
functions      
μ1 r μ2 r μn r
J0 , J0 , . . . , J0 , ...
r0 r0 r0
is complete, with weighted orthogonal with weight r in L2 [0, r0 ; r] (see [19]). Thus
 r0  r0  
0
rϕ(r)J0 ( μrn0r )dr 2 μn r
cn =  r 0 2 μ n r = 2 2 rϕ(r)J0 dr, n = 1, 2, . . . .
0
rJ0 ( r0 )dr r0 J1 (μn ) 0 r0
This proves the lemma. 
Let √  
2 μn r
ωn (r) = J0 . (2.9)
r0 J1 (μn ) r0
Then the eigenfunction systems ω1 (r), ω2 (r), . . . , ωn (r), . . . are complete, with weighted or-
thonormal with weight r in L2 [0, r0 ; r]. Using (2.2) and (2.9), (2.1) can be rewritten as
∞
2
u(r, t) = e(μn /r0 ) (T −t)
(ϕ(r), ωn (r)) ωn (r). (2.10)
n=1

Since measurement errors exist in ϕ, the solution has to be reconstructed from noisy data ϕδ
which is assumed to satisfy
ϕ(·) − ϕδ (·) ≤ δ, (2.11)
where ϕ(·) and ϕδ (·) belong to L2 [0, r0 ; r]. We assume also that there exists an a priori condition
for problem (1.1):
u(·, 0)p ≤ E, p ≥ 0, (2.12)
where u(·, 0)p is defined by
 
 ∞ 2 p


u(·, 0)p =  (1 + n ) 2 (u(·, 0), ωn (·)) ωn (·)
.
n=1
A Modified Tikhonov Regularization Method for an Axisymmetric Backward Heat Equation 2161

We define an operator K(t) : u(·, t) → ϕ(·), then problem (1.1) in the interval 0 ≤ t < T
can be rewritten as the following operator equation:

K(t)u(r, t) = ϕ(r), 0 ≤ t < T. (2.13)

Using the formula (2.10), consequently,

2
(ϕ(r), ωn (r)) = (u(r, t), ωn (r)) e−(μn /r0 ) (T −t)
,

then for every fixed t ∈ (0, T ), the operator K(t) of problem (2.13) can be rewritten as
∞
2
K(t)u(r, t) = (u(r, t), ωn (r)) e−(μn/r0 ) (T −t)
ωn (r). (2.14)
n=1

Consequently, K(t) is a linear selfadjoint compact operator with eigenvalues

µn 2
kn (t) = e−( r0 ) (T −t)
(2.15)

and eigenelements ωn . Since the eigenvalues kn (t) of the operator K(t) decay exponentially
fast, we realize that problem (1.1) is a severely ill-posed problem. The ill-posedness becomes
worse as t decreases.

3 Regularization with Error Estimate

For disturbed data ϕδ (r), the Tikhonov regularization can be used, i.e., we seek a function
uδα (·, t) ∈ L2 [0, r0 ; r], which minimizes the quantity
2 2
Jα (uδ ) := K(t)uδ − ϕδ  + α2 uδ  , ∀ uδ (·, t) ∈ L2 [0, r0 ; r]. (3.1)

According to [22, Theorem 2.11], this Tikhonov functional Jα has a unique minimum uδα (·, t) ∈
L2 [0, r0 ; r], and this minimizes uδα (·, t) to be the unique solution of the normal equation

K ∗ (t)K(t)uδα + α2 uδα = K ∗ (t)ϕδ , α > 0, (3.2)

where K ∗ (t) is the adjoint of K(t). Furthermore, We have the following lemma.
Lemma 3.1 The normal equation (3.2) has the unique solution given by
∞
exp[(μn /r0 )2 (T − t)]
uδα (r, t) = 2 exp[2(μ /r )2 (T − t)]
(ϕδ (r), ωn (r)) ωn (r). (3.3)
n=1
1 + α n 0

Proof Let I denote the identity operator in L2 [0, r0 ; r]. Since K(t) is a selfadjoint operator,
i.e., K(t) = K ∗ (t), combining (3.2) with (2.14) we have
∞
∞

(kn2 + α2 ) (uδα (r, t), ωn (r)) ωn (r) = kn (ϕδ (r), ωn (r)) ωn (r).
n=1 n=1

This yields
(kn2 + α2 ) (uδα (r, t), ωn (r)) = kn (ϕδ (r), ωn (r)).
Therefore we have
∞
∞
kn
uδα (r, t) = (uδα (r, t), ωn (r)) ωn (r) = 2 + α2
(ϕδ (r), ωn (r)) ωn (r)
n=1 n=1
kn

∞
exp[−(μn /r0 )2 (T − t)]
= 2 (T − t)] + α2
(ϕδ (r), ωn (r)) ωn (r)
n=1
exp[−2(μn /r 0 )
2162 Cheng W. and Fu C. L.

∞
exp[(μn /r0 )2 (T − t)]
= 2 exp[2(μ /r )2 (T − t)]
(ϕδ (r), ωn (r)) ωn (r).
n=1
1 + α n 0

The lemma is proved. 

We call uδα (r, t) given by (3.3) the Tikhonov approximation of the exact solution u(r, t)
given by (2.10) of problem (1.1) in the interval 0 ≤ t ≤ T . It is interesting to compare formula
(2.10) for the exact solution u(r, t) with formula (3.3) for its Tikhonov approximation uδα (r, t).
Clearly, the regularization procedure consists in replacing the unknown ϕ(r) by an appropriately
filtered noisy data ϕδ (r). The filter in (3.3) attenuates the high frequencies in ϕδ (r) in a manner
consistent with the goal of minimizing the quantity (3.1). By this idea we can replace the filter
1 1
1+α2 exp[2(μn /r0 )2 (T −t)] by another filter 1+α2 exp[2(μn /r0 )2 T ] , and introduce a new approximation
uδα,∗ (r, t) of the solution u(r, t) of problem (1.1) in the interval 0 ≤ t < T :
∞
exp[(μn /r0 )2 (T − t)]
uδα,∗ (r, t) := (ϕδ (r), ωn (r)) ωn (r). (3.4)
n=1
1 + α2 exp[2(μn /r0 )2 T ]

We call uδα,∗ (r, t) the modified Tikhonov approximations of the solution u(r, t) of problem (1.1)
for 0 ≤ t < T .
In order to obtain stability estimate for the regularized solution, we need the following
lemma and its proof is similar to that of Lemma 3.2 [23].
Lemma 3.2 Let 0 ≤ t < T, α > 0. Then
es(T −t) t−T
sup ≤α T . (3.5)
s>0 1 + α2 e2sT
√
Moreover, if 0 < α < 1/ 3, p ≥ 0, T (p + 1)/p ≥ 1, then there holds
p  − p+1
p
e(2T −t)s (1 + s)− 2 t−2T 1 1
sup ≤ α T ln √ . (3.6)
s>0 1 + α2 e2T s T 3α
According to the properties of 0th order Bessel function J0 (x), there exists a positive con-
stant c such that, for all natural numbers n,
n ≥ c μn . (3.7)

Theorem 3.3 Let u(r, t) given by (2.10) be the exact temperature history for t ∈ [0, T ), and
uδα,∗ (r, t) given by (3.4) be the regularized approximation solution to u(r, t). Let the measured
data at t = T, ϕδ (r), satisfy the condition (2.11), and a priori condition (2.12) be valid. If we
select the regularization parameter α as
  p
δ E p+1
α= ln , (3.8)
E δ
then there holds the following stability estimate :
 − p+1
p
(1− Tt )
δ 1− Tt Tt E
u(·, t) − uα,∗ (·, t) ≤ E δ ln (1 + c1 T p + o(1)) for δ → 0, (3.9)
δ
where c1 = (min{1, c2 r02 })−p/2 .
Proof Due to (2.10), (3.4) and (3.7), we obtain

u(·, t) − uδα,∗ (·, t)

A Modified Tikhonov Regularization Method for an Axisymmetric Backward Heat Equation 2163

  
 ∞ −1 (ϕδ , ωn ) 
=
 kn (t) (ϕ, ωn ) − 2 2
ωn 
n=1
1 + α exp[2(μn /r0 ) T ]
 ∞ −1 
 kn (t) α2 exp[2(μn /r0 )2 T ] 
≤ (ϕ, ωn ) ωn 
1 + α 2 exp[2(μ /r )2 T ]
n 0

n=1
 ∞ 
 kn−1 (t) 
+ (ϕ − ϕ , ωn ) ωn 
δ
2
1 + α exp[2(μn /r0 ) T ] 2 
n=1
µn 2 p  ∞ 
α2 e( r0 ) (2T −t) (1 + n2 )− 2  
 2 p 
≤ sup 2 2  (1 + n ) 2 (u(·, 0), ωn ) ωn 
n∈N 1 + α exp[2(μn /r0 ) T ] n=1
 ∞ 
exp[(μn /r0 )2 (T − t)]  

+ sup 2 2  (ϕ − ϕ , ωn ) ωn 
δ

n∈N 1 + α exp[2(μn /r0 ) T ] n=1
µn 2 p  ∞ 
α2 e( r0 ) (2T −t) c1 (1 + (μn /r0 )2 )− 2  
 2 p2 (u(·, 0), ω ) ω 
≤ sup 2 2  (1 + n ) n n
μn >0 1 + α exp[2(μn /r0 ) T ] n=1
 ∞ 
exp[(μn /r0 ) (T − t)] 
2


+ sup 2 exp[2(μ /r )2 T ] 
(ϕ − ϕ , ωn ) ωn 
δ
.
μn >0 1 + α n 0 n=1

Let s = (μn /r0 )2 . Combining with conditions (2.11), (2.12), inequalities (3.5), (3.6) with the
choice of α given by (3.8), we have

u(·, t) − uδα,∗ (·, t)

p
α2 e(2T −t)s c1 (1 + s2 )− 2 exp[s(T − t)]
≤ sup 2 exp[2sT ]
E + sup δ
s>0 1 + α s>0 1 + α2 exp[2sT ]
 − p+1p
t 1 1 t−T
≤ c1 E α T ln √ +α T δ
T 3α
   p t   − p+1p − p+1
p    p  t−T
δ E p+1 T 1 E E δ E p+1 T
≤ c1 E ln ln √ ln + ln δ
E δ T 3δ δ E δ
 − p+1
p
(1− Tt )    p+1
p
t t E T ln Eδ
= E 1− T δ T ln c1 p
  + 1 .
δ ln √E3δ − p+1 ln ln Eδ

Note that
ln Eδ
  → 1 for δ → 0.
ln Eδ − p ln ln Eδ

This proves estimate (3.9). 

1− Tt t
Remark 3.4 (i) When p = 0, estimate (3.9) becomes u(·, t) − uδα,∗ (·, t) ≤ 2E δ . This
T

is a Hölder type stability estimate.

(ii) When p > 0, estimate (3.9) is a logarithmic-Hölder type error estimate, especially at
initial time t = 0, (3.9) is a logarithmic type convergence estimate.
Remark 3.5 In general, the a-priori bound E is unknown in practice. In this case, for
Theorem 3.3, with
  p
1 p+1
α = δ ln , (3.10)
δ
2164 Cheng W. and Fu C. L.

then we have the stability estimate

 − p+1
p
(1− Tt )
δ t 1
u(·, t) − uα,∗ (·, t) ≤ δ T ln (1 + c1 T p E + o(1)) for δ → 0.
δ
Acknowledgements The authors would like to offer their cordial thanks to the reviewer for
his valuable advice and suggestions.

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