Identifying initial condition of the Rayleigh‐Stokes problem with random noise

Authors: Nguyễn Hoàng Lực, Nguyễn Huy Tuấn, Mokhtar Kirane, Dương Đặng Xuân Thành, Nguyễn Huy Tuấn,

https://doi.org/10.1002/mma.5455

Publisher, magazine: ,

Publication year: 2019

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Abstract

We investigate a backward problem for the Rayleigh‐Stokes problem, which aims to determine the initial status of some physical field such as temperature for slow diffusion from its present measurement data. This problem is well‐known to be ill‐posed because of the rapid decay of the forward process. We construct a regularized solution using the filter regularization method in the Gaussian random noise. Under some a priori assumptions on the exact solution, we establish the expectation between the exact solution and the regularized solution in the L2 and Hm norms.

Tags: backward problem, fractional derivative, Gaussian white noise, Rayleigh-Stokes problem, regularization