Numerical Analysis of Backward Subdiffusion Problems

TL;DR

This paper develops and analyzes a numerical scheme combining finite element and convolution quadrature methods to solve backward subdiffusion problems involving fractional derivatives, with thorough error analysis and numerical validation.

Contribution

It introduces a regularized, fully discrete numerical scheme for backward subdiffusion equations and provides detailed error estimates for both smooth and nonsmooth data.

Findings

Error estimates guide parameter selection for accuracy

Numerical examples confirm theoretical convergence rates

Scheme effectively handles ill-posedness of backward problems

Abstract

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary value method to regularize the "mildly" ill-posed problem, we propose a fully discrete scheme by applying finite element method (FEM) in space and convolution quadrature (CQ) in time. We provide a thorough error analysis of the resulting discrete system in both cases of smooth and nonsmooth data. The analysis relies heavily on smoothing properties of (discrete) solution operators, and nonstandard error estimate for the direct problem in terms of problem data regularity. The theoretical results are useful to balance discretization parameters, regularization parameter and noise level. Numerical examples are presented to illustrate the theoretical results.