\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2015 (2015), No. 245, pp. 1--10.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2015 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2015/245\hfil Inverse coefficient problems] {An inverse coefficient problem for a nonlinear reaction diffusion equation with a nonlinear source} \author[S. Tatar, S. Ulusoy \hfil EJDE-2015/245\hfilneg] {Sal\.ih Tatar, S\"uleyman Ulusoy} \address{Sal\.ih Tatar \newline Department of Mathematics, Faculty of Education, Zirve University, \newline Sahinbey, Gaziantep 27260, Turkey} \email{salih.tatar@zirve.edu.tr} \urladdr{http://person.zirve.edu.tr/statar/} \address{S\"uleyman Ulusoy \newline Department of Mathematics, Faculty of Education, Zirve University, \newline Sahinbey, Gaziantep 27260, Turkey } \email{suleyman.ulusoy@zirve.edu.tr} \urladdr{http://person.zirve.edu.tr/ulusoy/} \thanks{Submitted August 4, 2015. Published September 22, 2015.} \subjclass[2010]{35R30, 65M32, 65N20} \keywords{Inverse problem; class of admissible coefficients; maximum principle; \hfill\break\indent steepest descent method; least squares approach} \begin{abstract} In this article, we consider the problem of identifying an unknown coefficient in a nonlinear diffusion equation. Under appropriate conditions, we prove the existence and the uniqueness of solution for the inverse problem. For the numerical solution of the inverse problem, a numerical method based on discretization of the minimization problem, steepest descent method and least squares approach is proposed. A numerical example is given to illustrate applicability and high accuracy of the proposed method. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{definition}[theorem]{Definition} \allowdisplaybreaks \section{Introduction}\label{sec:intro} We consider the following $n$-dimensional nonlinear inverse reaction-diffusion problem \begin{equation} \label{1-1} \begin{gathered} u_t=\nabla\cdot (a(u)\nabla u)+ f(u) ,\quad (x,t)\in\Omega_T, \\ u(x,0)=0, \quad x \in \overline \Omega,\\ -a(u(x,t))\nabla u(x,t)= \vec{g}(x,t),\quad x \in B_{0}^1,\; t \in [0,T], \\ u_{x_i}(x,t)=0,\quad x \in B_{0}^i,\; t \in [0,T],\; i= 2,\dots, n,\\ u_{x_i}(x,t)=0, \quad x \in B_{1}^i,\; t \in [0,T],\; i= 1,\dots, n,\\ u(x,t)= f_1(x,t),\quad x \in B_{0}^1,\; t \in [0,T],\\ \end{gathered} \end{equation} where $\Omega:= [0,1]^n$ and $\Omega_T :=\Omega\times (0,T)$ are two domains in $\mathbb{R}^n$ and $\mathbb{R}^{n+1}$ respectively, $x=(x_1,x_2,\dots,x_n) \in \Omega$, $T > 0$ is a final time, $B_{0}^i = \{ (x_1,x_2,\dots, x_i = 0, x_{i+1}, \dots, x_n)\}$ and $B_{1}^i = \{ (x_1,x_2,\dots, x_i = 1, x_{i+1}, \dots, x_n)\}$. In this problem, we assume that the compatibility condition $f_1(0,0)=0$ is satisfied. The last Dirichlet condition in \eqref{1-1} is used as an additional condition. The parabolic equation in \eqref{1-1} has many applications. For instance, it is used to describe the spread of populations in space \cite{Kot, Murray}. It is also used in modeling chemical and bio-chemical reactions \cite{Hun,dev}. In general the nonlinear source term $f(u)$ is a smooth function and it describes processes with really change the present $u$, i.e. something happens to it (birth, death, chemical reactions, etc.) not just diffuse in the space. Also in the context of heat conduction and diffusion when $u$ represents temperature and concentration, $f(u)$ is interpreted as a heat and material source respectively. It is known that the direct problem, i.e the problem \eqref{1-1} without the additional condition, has a unique solution if $a(u)$ satisfies certain conditions \cite{FRD}. The inverse problem here consists of determining the unknown coefficient $a(u)$ in the problem \eqref{1-1}. Nonlinear inverse problems similar to \eqref{1-1} have been previously treated by many authors \cite{ APS, ATU,N2, C1, D1, N1, TTU}. In this article, we consider the existence and uniqueness of the solution of a higher dimensional inverse reaction-diffusion problem with a general nonlinear source. We prove that the inverse problem has a unique solution in the class of admissible coefficients. Now we provide some preliminary material. First we define the following function spaces: \begin{gather*} | u |_D=\sup \big \{u(s), s \in D \big \},\\ H_{\alpha}(u)=\sup \Big \{\frac{u(p)-u(q)}{d(p,g)^{\alpha}} : p,q \in D, p \ne q \Big \},\\ | u |_\alpha=| u |_D+H_{\alpha}(u), \\ | u |_{1+\alpha}=| u |_\alpha+\sum_{i=1}^{n} \big | \frac{\partial u}{\partial x_i} \big |_\alpha, \\ | u |_{2+\alpha}=| u |_\alpha+\sum_{i=1}^{n} \big | \frac{\partial u}{\partial x_i} \big |_\alpha +\sum_{i,j=1}^{n} \big | \frac{\partial^2 u}{\partial x_i \partial x_j } \big |_\alpha+\big | \frac{\partial u}{\partial t} \big |_\alpha, \end{gather*} where $D=\Omega_T$, $d(p,q)$ is usual Euclidean metric for the points $p$ and $q$ in $D$ and $\alpha>0$ is a constant. The space of all functions $u$ for which $| u |_{2+\alpha}<\alpha$ is denoted by $C_{2+\alpha}(D)$. In \cite{FRD}, it is proved that the space $C_{2+\alpha}(D)$ is a Banach space with the corresponding norm. \begin{definition} \rm A set $\mathcal{A}$ satisfying the following conditions is called the class of admissible coefficients in optimal control and inverse problems: \begin{enumerate} \item $a \in C_{2+\alpha}(I)$ with $| a |_{2+\alpha} \leq c$; \item $\nu \leq a \leq \mu$ and $a'(s)>0$, for $s \in I$; \item $| a' | \leq \delta$ and $| a'' | \leq \delta$ for $s \in I$; \end{enumerate} where $\alpha \in (0,1)$, I is a closed interval, $a:I \to \mathbb{R}$ and $c, \nu, \mu, \delta$ are positive constants. \end{definition} This article is organized as follows. In section \ref{sec:ex-uniq} the inverse problem \eqref{1-1} is reduced to an equivalent auxiliary problem and existence and uniqueness of the inverse problem is proved. We present our numerical method for the numerical solution of the inverse problem in Section \ref{numer}. A numerical example is also given to show efficiency of the method. \section{Existence and uniqueness for the inverse problem}\label{sec:ex-uniq} In this section we prove that the inverse problem \eqref{1-1} has a unique solution. We use the well-known Kirchoff's transformation \begin{equation*} T_a(u) = \int_0^u a(s) \, ds, \end{equation*} where $a \in \mathcal{A}$ and $u>0$. Let $u = u(x, t)$ be a solution of \eqref{1-1}. Then define $v(x,t)$ as \begin{equation}\label{sol-v} v(x, t) = T_a(u(x,t)) = \int_0^{u(x, t)} a(s) \, ds. \end{equation} From \eqref{sol-v}, we reduce the inverse problem \eqref{1-1} to the auxiliary problem \begin{equation} \label{1-2} \begin{gathered} v_t= a(T_a^{-1}(v)) \Delta v + a(T_a^{-1}(v)) f(T_a^{-1}(v)) ,\quad (x,t)\in\Omega_T, \\ v(x,0) = 0,\quad x \in \overline \Omega,\\ -\nabla v(x, t) = \vec{g}(x,t), \quad x \in B_{0}^1,\; t \in [0,T], \\ v_{x_i}(x,t)=0,\quad x \in B_{0}^i,\; t \in [0,T],\; i= 2,\dots, n,\\ v_{x_i}(x,t)=0,\quad x \in B_{1}^i,\; t \in [0,T],\; i= 1,\dots, n,\\ v(x,t)= F(x,t),\quad x \in B_{0}^1,\; t \in [0,T], \end{gathered} \end{equation} where $F(x, t) := \int_0^{f_1(x,t)} a(s) \, ds$. We note that $\frac{d}{du} T_a(u) \geq \nu > 0$ implies that $T_a(u)$ is invertible. Now, we prove the following comparison theorem. \begin{theorem}\label{thm:comp} Let $f \in C^1(\Omega_T)$, $\vec{g}(x,t)$ and $F$ be continuous functions. In addition assume that $\vec{g}_t(x,t)$ and $\frac{\partial F}{\partial t}$ are positive and continuous functions. Then, \begin{equation}\label{1-3} w_{\nu} \leq v \leq w_{\mu}, \end{equation} where $v$ is the solution of \eqref{1-2}, $w_{\nu}$ and $ w_{\mu}$ are solutions of the following problem for $\lambda = \nu$ and $\lambda = \mu$ respectively: \begin{equation} \label{1-4} \begin{gathered} L_{\lambda}w := \lambda \Delta w + \lambda f(T_a^{-1}(w)) - w_t = 0, \quad (x,t)\in\Omega_T, \\ w(x,0) = 0,\quad x \in \overline \Omega,\\ -\nabla w(x, t) = \vec{g}(x,t), \quad x \in B_{0}^1,\; t \in [0,T], \\ w_{x_i}(x,t)=0,\quad x \in B_{0}^i, \;t \in [0,T], \; i= 2,\dots, n,\\ w_{x_i}(x,t)=0,\quad x \in B_{1}^i,\; t \in [0,T],\; i= 1,\dots, n,\\ w(x,t)= F(x,t),\quad x \in B_{0}^1,\; t \in [0,T]. \end{gathered} \end{equation} \end{theorem} \begin{proof} Let $\tilde{a} = a(T_a^{-1}(v))$. Now, we estimate $L_{\tilde{a}}(w_{\mu}) - L_{\tilde{a}}(w_{\mu}) $. Since, ${w_{\mu}}_t = \mu [ \Delta w_{\mu} + f(T_a^{-1}(w_{\mu})) ]$ and $ v_t = \tilde{a} [ \Delta v + f(T_a^{-1}(v)) ]$, we obtain \begin{equation}\label{1-5} L_{\tilde{a}}(w_{\mu}) - L_{\tilde{a}}(v) = \left(\tilde{a}- \mu \right)[ \Delta w_{\mu} + f(T_a^{-1}(w_{\mu}))]. \end{equation} To use the maximum principle on \cite[page 177]{Wein}, we need to show that $[ \Delta w_{\mu} + f(T_a^{-1}(w_{\mu}))] \geq 0$. For this purpose let $r = \frac{\partial w_{\mu}}{\partial t}$. Then $r(x, t)$ satisfies \begin{equation} \label{1-6} \begin{gathered} r_t = \big[ \Delta r + f'(T_a^{-1}(w_{\mu}))\frac{1}{a'(w_{\mu})}r \big], \quad (x,t)\in\Omega_T, \\ r(x,0) = 0, \quad x \in \overline \Omega,\\ -\nabla r(x, t) = \vec{g}_t(x,t),\quad x \in B_{0}^1,\; t \in [0,T], \\ r_{x_i}(x,t)=0, \quad x \in B_{0}^i,\; t \in [0,T], \; i= 2,\dots, n,\\ r_{x_i}(x,t)=0,\quad x \in B_{1}^i, \; t \in [0,T], \; i= 1,\dots, n,\\ r(x,t)=\frac{\partial }{\partial t}F(x,t),\quad x \in B_{0}^1,\; t \in [0,T]. \end{gathered} \end{equation} Employing the maximum principle on \cite[page 177]{Wein}, we conclude that $r \geq 0$, which implies that $[ \Delta w_{\mu} + f(T_a^{-1}(w_{\mu}))] \geq 0$. Thus, $L_{\tilde{a}}(w_{\mu}) - L_{\tilde{a}}(v) \leq 0$. By the maximum principle \cite[page 172]{Wein}, we conclude that $w_{\mu} \geq v$. The proof for the other side of the inequality \eqref{1-3} is similar. \end{proof} Now, we state and prove an existence theorem. \begin{theorem}\label{thm:exist} Under the conditions of Theorem \ref{thm:comp}, the inverse problem \eqref{1-1} has a solution for each $a \in \mathcal{A}$. \end{theorem} \begin{proof} Let $z_0 =0$ and $z_n$, $n=1,2, \dots, $ be solution of the problem \begin{equation} \label{e1} \begin{gathered} ( {z_n})_t=a(T_a^{-1}( {{z}_{n-1}})) [\Delta {z_n} + f(T_a^{-1}( {z_{n-1}}))], \quad (x,t)\in\Omega_T, \\ z_n(x,0) = 0, \quad x \in \overline \Omega,\\ -\nabla {z_n} (x,t) = \vec{g}(x,t),\quad x \in B_{0}^1,\; t \in [0,T],\\ ( {z_n})_{x_i}(x,t)=0,\quad x \in B_{0}^i,\; t \in [0,T], \; i= 2,\dots, n,\\ ( {z_n})_{x_i}(x,t)=0,\quad x \in B_{1}^i,\; t \in [0,T],\; i= 1,\dots, n,\\ z_n(x,t) = F(x,t),\quad x \in B_{0}^1, \;t \in [0,T]. \end{gathered} \end{equation} Then $z_n$ is a bounded sequence in $C_{2+\alpha}(\Omega_T)$ \cite{FRD}. Now we show that $z_n$ is monotone increasing. For this we employ induction. If we put $n=1$ in \eqref{e1} and note that $z_0 = 0$ we obtain \begin{equation} (z_1)_t = a(T_a^{-1}( 0) [\Delta z_1 + f(T_a^{-1}( 0) = a(0)[\Delta z_1 + f(0)]. \end{equation} This says that $z_1$ is a solution of \eqref{1-2} for $\lambda = a(0)$. Using Theorem \ref{thm:comp} we deduce that $z_1 \geq z_0$. Now suppose that $z_{n-1} \leq z_n$. Applying the same method in Theorem \ref{thm:comp} for $z_{n+1}$ and $z_n$ we find that $z_n \leq z_{n+1}$ which shows that $\{ z_n\}$, is a monotone increasing sequence. Applying a simple version of Lemma 1 in \cite{APS} we deduce that there is a $z \in C_{2+\alpha}(\Omega_T)$ such that \begin{gather*} \Delta z_n \to \Delta z, \quad \text{as } n \to \infty, \\ z_n \to z,\quad \text{as } n \to \infty. \end{gather*} Passing to the limit in the first equation of \eqref{e1} as $n \to \infty$ and observing that $z$ satisfies all conditions in \eqref{1-2} we find that $z$ satisfies the problem \eqref{1-2}. \end{proof} As $z$ is a solution of \eqref{1-2} and the operator $T_a$ is invertible, $u = T_a^{-1}z$ is a solution of the problem \eqref{1-1}. \begin{theorem} \label{thm2.3} Under the assumptions of Theorems \ref{thm:comp} and \ref{thm:exist}, the problem \eqref{1-1} has a unique solution. \end{theorem} \begin{proof} Let $u(x, t)$ and $v(x, t)$ be two solutions of \eqref{1-2} and let $z(x, t) = v(x, t) - u(x, t)$. Then \begin{equation}\label{zeqn} \begin{split} z_t &= v_t - u_t = [ a(T_a^{-1}( v)) \Delta v - a(T_a^{-1}( u)) \Delta u ] \\ &\quad + [ a(T_a^{-1}( v)) f(T_a^{-1}( v)) - a(T_a^{-1}( u)) f(T_a^{-1}( u)) ]. \end{split} \end{equation} Now, we estimate the term in the first bracket on the right hand side of \eqref{zeqn}. For this, add and subtract the term $a(T_a^{-1}( v)) \Delta u$. Then, we have \[ a(T_a^{-1}( v)) \Delta v - a(T_a^{-1}( u)) \Delta u = a(T_a^{-1}( v)) \Delta z + [a(T_a^{-1}( v)) -a(T_a^{-1}( u)) ]\Delta u. \] Using smoothness of the functions $a$ and $T_a^{-1}$, we conclude that \begin{equation}\label{conc1} a(T_a^{-1}( v)) - a(T_a^{-1}( u)) = \left(C(x, t) \Delta u \right) z, \end{equation} where \[ C(x, t) = \frac{a'\big(p_a( T_a^{-1}(v(x, t)), T_a^{-1}(u(x, t)))\big)} { a(q_a(v(x, t)), u(x, t))} \] and $p_a(y_1, y_2)$, $q_a(y_1, y_2)$ are two numbers between $y_1$ and $y_2$. Next, we estimate the term in the second bracket on the right hand side of \eqref{zeqn}. Let $h(s) = a(s) f(s)$. Then \begin{equation}\label{conc2} \begin{split} &a(T_a^{-1}( v)) f(T_a^{-1}( v)) - a(T_a^{-1}( u)) f(T_a^{-1}( u)) \\ &= h(T_a^{-1}( v)) - h(T_a^{-1}( u)) = \frac{h'(T_a^{-1}(\tilde{u}))}{a(q_a(v(x, t), u(x, t)))} z, \end{split} \end{equation} where $\tilde{u}$ is a number between $T_a^{-1}( v)$ and $T_a^{-1}( u)$. Combining \eqref{conc1}, \eqref{conc2} we conclude that $z(x, t)$ satisfies the equation \begin{equation*} z_t = a(T_a^{-1}(v)) \Delta z + C_{*}(x, t) z, \end{equation*} where $$ C_{*}(x, t) = C(x, t) \Delta u +\frac{h'(T_a^{-1}(\tilde{u}))}{a(q_a(v(x, t), u(x, t)))}. $$ Moreover, $z(x, t)$ satisfies the initial and boundary conditions \begin{gather*} z(x,0) = 0,\quad x \in \overline \Omega,\\ -\nabla z(x, t) = \vec{0},\quad x \in B_{0}^1,\; t \in [0,T], \\ z_{x_i}(x,t) = 0,\quad x \in B_{0}^i,\; t \in [0,T],\; i= 2,\dots, n,\\ z_{x_i}(x,t) = 0,\quad x \in B_{1}^i,\; t \in [0,T],\; i= 1,\dots, n,\\ z(x,t) = 0,\quad x \in B_{0}^1, \; t \in [0,T]. \end{gather*} Employing the maximum principle \cite[page 177]{Wein} for $z(x, t)$, we conclude that $z(x, t) \equiv 0$, which concludes the proof. \end{proof} \section{Numerical solution of the inverse problem}\label{numer} In this section, we present our numerical method for the solution of the inverse problem. For simplicity, we consider only one dimensional case in space. In this case, the inverse problem \eqref{1-1} becomes \begin{equation} \label{3-1} \begin{gathered} u_t=(a(u) u_x)_x+ f(u) ,\quad (x,t)\in\Omega_T, \\ u(x,0)=0,\quad x \in \overline \Omega,\\ -a(u(0,t))u_x(0,t)= g(t),\quad t \in [0,T], \\ u_{x}(1,t)=0,\quad t \in [0,T],\\ u(0,t)= f_1(t),\quad t \in [0,T], \end{gathered} \end{equation} where $\Omega:= [0,1]$ and $\Omega_T :=\Omega\times (0,T)$. We note that the same method is used in \cite{TTU}. For the completeness of the content, we explain the main steps of the method. The essence of the method is to approximate the unknown coefficient $a(u)$ by polynomials. Since the unknown diffusion coefficient $a(u)$ is continuous on a compact domain $\Omega_{T}$, there exists a sequence of polynomials converging to $a(u)$. Our starting point is that the correct $a(u)$ will yield the solution satisfying the condition $u(0,t)=f_1(t)$, hence $a(u)$ will minimize the functional \begin{equation*} F(c)=\| u(c,0,t)-f_1(t)\| _{2}^{2}, \end{equation*} where $u(c,x,t)$ is the solution of the direct problem with the diffusion coefficient $c(u)$ and $\| \cdot\| _{2}$ is the $L_{2}$ norm on $\Omega$. Hence, our strategy is to find a polynomial of degree $n$ that minimizes $F(c)$, i.e, $n^{th}$ degree polynomial approximation of $a(u)$ for the desired $n$. From now on we take $c(u)=c_{0}+c_{1}u+\dots+c_{n}u^{n}$ as $c=(c_{0},\dots,c_{n}$), hence $F(c)$ is a function of $n$ variables. To overcome the ill-posedness of the inverse problem, Tikhonov regularization is applied. A regularization term with a regularization parameter $\lambda$ is added to $F(c)$ \begin{equation*} G(c)=\| u(c,0,t)-f_1(t)\| _{2}^{2}+\lambda\| c\| ^{2}, \end{equation*} where $\| c\| $ denotes the Euclidean norm of $c$. From now on, we fix $n$ and $\lambda$. The method for minimizing $G(c)$ depends on the properties of $F(c)$, e.g., convexity, differentiability etc. In our case, the convexity or differentiability of $F(c)$ is not clear due to the term $u(c,x,t)$. However, we do not envision a major drawback in assuming the differentiability of $F(c)$ in numerical implementations. For this reason, we proceed the minimization of $G(c)$ by the steepest descent method which will utilize the gradient of $F$. In this method, the algorithm starts with an initial point $b_{0}$, then the point providing the minimum is approximated by the points \begin{equation*} b_{i+1}=b_{i}+\triangle b_{i}, \end{equation*} where $\triangle b_{i}$ is the feasible direction which minimizes \begin{equation*} E(\triangle b)=G(b_{i}+\triangle b). \end{equation*} This procedure is repeated until a stop criterion is satisfied, i.e, $\| \triangle b_{i}\| <\epsilon$ or $|G(b_{i+1})-G(b_{i})|<\epsilon$ or a certain number of iterations. In the minimization of $E(\triangle b)$, we use the following estimate on $u(b_{i}+\triangle b,0,t)$: \begin{equation*} u(b_{i}+\triangle b,0,t)\simeq u(b_{i},0,t)+\nabla u(b_{i},0,t)\cdot\triangle b, \end{equation*} where $\nabla$ denotes the gradient of $u(b,0,t)$ with respect to $b$. Hence $E(\triangle b)$ turns out to be \begin{equation*} E(\triangle b)=\| \nabla u(b_{i},0,t)\cdot\triangle b +u(b_{i},0,t)-f_1(t)\| _{2}^{2}+\lambda\| \triangle b\| _{2}^{2}. \end{equation*} In numerical calculations, we note that $\| \cdot\| _{2}$ can be discretized by using a finite number of points in $[0,T]$, i.e., for $t_{1}=0