\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2009(2009), No. 109, pp. 1--16.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2009 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2009/109\hfil A quasi-boundary value method] {A quasi-boundary value method for regularizing nonlinear ill-posed problems} \author[ D. D. Trong, P. H. Quan, N. H. Tuan\hfil EJDE-2009/109\hfilneg] {Dang Duc Trong, Pham Hoang Quan, Nguyen Huy Tuan} % in alphabetical order \address{Dang Duc Trong \newline Department of Mathematics, Ho Chi Minh City National University \\ 227 Nguyen Van Cu, Q. 5, HoChiMinh City, Vietnam} \email{ddtrong@mathdep.hcmuns.edu.vn} \address{Pham Hoang Quan \newline Department of Mathematics, Sai Gon University\\ 273 An Duong Vuong , Ho Chi Minh city, Vietnam} \email{tquan@pmail.vnn.vn} \address{Nguyen Huy Tuan \newline Department of Mathematics and Informatics, Ton Duc Thang University \\ 98, Ngo Tat To, Binh Thanh district, Ho Chi Minh city, Vietnam} \email{tuanhuy\_bs@yahoo.com} \thanks{Submitted June 19, 2009. Published September 10, 2009.} \subjclass[2000]{35K05, 35K99, 47J06, 47H10} \keywords{Backward heat problem; nonlinearly Ill-posed problem, \hfill\break\indent quasi-boundary value methods; quasi-reversibility methods, contraction principle} \begin{abstract} In this article, a modified quasi-boudary regularization method for solving nonlinear backward heat equation is given. Sharp error estimates for the approximate solutions, and numerical examples to illustrate the effectiveness our method are provided. This work extends to the nonlinear case earlier results by the authors \cite{t2,t3} and by Clark and Oppenheimer \cite{c1}. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \allowdisplaybreaks \section{Introduction} For $T$ be a positive number, we consider the problem of finding a function $u(x,t)$, the temperature, such that \begin{gather} u_t-u_{xx} = f(x,t,u(x,t)),\quad (x,t)\in (0,\pi)\times (0,T), \label{eq1}\\ u(0,t)= u(\pi,t)=0,\quad t\in (0,T), \label{eq2}\\ u(x,T)= g(x),\quad x\in (0,\pi), \label{eq3} \end{gather} where $g(x), f(x,t,z)$ are given functions. This problem is called backward heat problem, backward Cauchy problem, and final value problem. As is known, the nonlinear problem is severely ill-posed; i.e., solutions do not always exist, and in the case of existence, these do not depend continuously on the given data. In fact, from small noise contaminated physical measurements, the corresponding solutions have large errors. It makes difficult to numerical calculations. Hence, a regularization is in order. In the mathematical literature various methods have been proposed for solving backward Cauchy problems. We can notably mention the method of quasi-solution (QS-method) by Tikhonov, the method of quasi-reversibility (QR method) by Lattes and Lions, the quasi boundary value method (Q.B.V method) and the C-regularized semigroups technique. In the method of quasi-reversibility, the main idea consists in replacing operator $A$ by $A_\epsilon=g_\epsilon(A)$, where $A[u]$ is the left-hand side of \eqref{eq1}. In the original method, Lattes and Lions \cite{l1} proposed $g_\epsilon(A)=A-\epsilon A^2$, to obtain well-posed problem in the backward direction. Then, using the information from the solution of the perturbed problem and solving the original problem, we get another well-posed problem and this solution sometimes can be taken to be the approximate solution of the ill-posed problem. Difficulties may arise when using the method quasi-reversibility discussed above. The essential difficulty is that the order of the operator is replaced by an operator of second order, which produces serious difficulties on the numerical implementation, in addition, the error $c(\epsilon)$ introduced by small change in the final value $g$ is of the order $e^{T/\epsilon}$. In 1983, Showalter \cite{s1} presented a method called the quasi-boundary value (QBV) method to regularize that linear homogeneous problem which gave a stability estimate better than the one in the previous method. The main idea of the method is of adding an appropriate ``corrector'' into the final data. Using this method, Clark and Oppenheimer \cite{c1}, and Denche-Bessila, \cite{d1}, regularized the backward problem by replacing the final condition by \[ %4 u(T)+\epsilon u(0)=g \] and \[ %5 u(T)-\epsilon u'(0)=g \] respectively. To the author's knowledge, so far there are many papers on the linear homogeneous case of the backward problem, but we only find a few papers on the nonhomogeneous case, and especially, the nonlinear case of their is very scarce. In \cite{t1}, we used the Quasi-reversibility method to regularize a 1-D linear nonhomogeneous backward problem. Very recently, in \cite{q1}, the methods of integral equations and of Fourier transform have been used to solved a 1-D problem in an unbounded region. For recent articles considering the nonlinear backward-parabolic heat, we refer the reader to \cite{t3,t4}. In \cite{t2}, the authors used the QBV method to regularize the latter problem. However, in \cite{t2}, the authors showed that the error between the approximate problem and the exact solution is \[ \|u(.,t)-u^\epsilon(.,t)\| \le \sqrt{M}\exp \big( \frac{3k^2T(T-t)}{2}\big) \epsilon^{t/T}. \] In \cite{t4}, the error is also of similar form, $$ \|u(t) - u^\epsilon (t)\| \leq M \beta(\epsilon) ^{t/T}. $$ It is easy to see that two errors above are not near to zero, if $\epsilon$ fixed and $t$ tend to zero. Hence, the convergence of the approximate solution is very slow when $t$ is in a neighborhood of zero. Moreover, the regularization error in $t=0$ is not given. In the present paper, we shall regularize \eqref{eq1}-\eqref{eq3} using a modified quasi-boundary method given in \cite{t3}. This regularization method is rather simple and convenient for dealing with some ill-posed problems. The nonlinear backward problem is approximated by the following one dimensional problem \begin{gather} u_t^{\epsilon}-u_{xx}^{\epsilon}=\sum_{k=1}^\infty \frac{e^{-T k^2}}{\epsilon k^2+e^{-Tk^2}} f_k(u^{\epsilon})(t) \sin (kx), \quad (x,t)\in(0,\pi)\times (0,T), \label{eq6}\\ u^{\epsilon}(0,t)=u^{\epsilon}(\pi,t)=0, \quad t \in[0,T], \label{eq7}\\ u^{\epsilon}(x,T)=\sum_{k=1}^\infty \frac{e^{-T k^2}}{\epsilon k^2+e^{-Tk^2}} g_k \sin (kx),\quad x\in[0,\pi], \label{eq8} \end{gather} where $\epsilon \in (0,eT)$, \begin{gather*} g_k=\frac{2}{\pi}\langle g(x),\sin kx\rangle = \frac{2}{\pi}\int_0^{\pi}g(x) \sin (kx)dx, \\ f_k(u)(t)=\frac{2}{\pi}\langle f(x,t,u(x,t)),\sin kx \rangle =\frac{2}{\pi}\int_0^{\pi}f(x,t,u(x,t))\sin kx dx \end{gather*} and $\langle \cdot,\cdot\rangle$ is the inner product in $L^2(0,\pi)$. The paper is organized as follows. In Theorem \ref{thm2.1} and \ref{thm2.2}, we shall show that \eqref{eq6}-\eqref{eq8} is well-posed and that the unique solution $u^{\epsilon}(x,t)$ of it satisfies the equality \begin{equation} \label{eq9} u^{\epsilon}(x,t)=\sum_{k=1}^\infty \big({\epsilon k^2+e^{-T k^2}}\big)^{-1} \Big({e^{-t k^2}}g_k -\int_t^T {e^{(s-t-T) k^2}}f_k(u^{\epsilon}) (s)ds\Big)\sin k x. \end{equation} Then, in theorem \ref{thm2.3} and \ref{thm2.4}, we estimate the error between an exact solution $u$ of \eqref{eq1}-\eqref{eq3} and the approximation solution $u^\epsilon$ of \eqref{eq6}-\eqref{eq8}. In fact, we shall prove that \begin{equation} \label{eq10} \| u^{\epsilon}(.,t)-u(.,t)\|\le H \epsilon^{t/T-1}\big(\ln(T/\epsilon)\big)^{\frac{t}{T}-1} \end{equation} where $\|\cdot\|$ is the norm of $L^2(0,\pi)$ and $H$ is the term depend on $u$. Note that the above results are improvements of some results in \cite{q1,t1,t2,t3,t4}. In fact, in most of the previous results, the errors often have the form $C\epsilon^{t/T}$. This is one of their disadvantages in which $t$ is zero. It is easy to see that from \eqref{eq10}, the convergence of the approximate solution at $t=0$ is also proved. The notation about the usefulness and advantages of this method can be founded in Remark 1 and Remark 2. Finally, a numerical experiment will be given in Section 4, which proves the efficiency of our method. \section{Main results} For clarity of notation, we denote the solution of \eqref{eq1}-\eqref{eq3} by $u(x,t)$, and the solution of the problem \eqref{eq6}-\eqref{eq8} by $u^\epsilon(x,t)$. Let $\epsilon $ be a positive number such that $0<\epsilon Lees, M. H. Protter; \emph{Unique continuation for parabolic differential equations and inequalities },Duke Math.J. \textbf{28}, (1961),369-382. \bibitem{l3} N. T. Long, A. P. Ngoc. Ding; \emph{Approximation of a parabolic non-linear evolution equation backwards in time}, Inv. 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