IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v489y2025ics0096300324006362.html
   My bibliography  Save this article

A mollifier approach to the simultaneous identification of the unknown source and initial distribution in a space-fractional diffusion equation

Author

Listed:
  • Qiao, Yu
  • Xiong, Xiangtuan

Abstract

In this paper, a simultaneous inversion problem for the Riesz-Feller space-fractional diffusion equation with inexact operators is investigated, which is to identify the source term and initial value from two over-specified measurements. The problem model is well known to be ill-posed. We propose a regularization method to deal with the inverse problem using the idea of mollification. Under an a priori and an a posteriori parameter choice rules, we derive explicit error estimates between the exact solutions and their regularized approximations in the practical case where both the operators and the data are noisy. Numerical results show that the proposed method is efficient, and the unknown terms are recovered quite well.

Suggested Citation

  • Qiao, Yu & Xiong, Xiangtuan, 2025. "A mollifier approach to the simultaneous identification of the unknown source and initial distribution in a space-fractional diffusion equation," Applied Mathematics and Computation, Elsevier, vol. 489(C).
  • Handle: RePEc:eee:apmaco:v:489:y:2025:i:c:s0096300324006362
    DOI: 10.1016/j.amc.2024.129175
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300324006362
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2024.129175?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Hohage, Thorsten & Maréchal, Pierre & Simar, Léopold & Vanhems, Anne, 2024. "A Mollifier Approach To The Deconvolution Of Probability Densities," Econometric Theory, Cambridge University Press, vol. 40(2), pages 320-359, April.
    2. Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002. "Waiting-times and returns in high-frequency financial data: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 314(1), pages 749-755.
    3. Zhang, Z.Q. & Wei, T., 2013. "An optimal regularization method for space-fractional backward diffusion problem," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 92(C), pages 14-27.
    4. Simo Tao Lee, Walter C., 2023. "A variational technique of mollification applied to backward heat conduction problems," Applied Mathematics and Computation, Elsevier, vol. 449(C).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yang, Fan & Fu, Chu-Li & Li, Xiao-Xiao, 2018. "The method of simplified Tikhonov regularization for a time-fractional inverse diffusion problem," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 144(C), pages 219-234.
    2. Viktor Stojkoski & Trifce Sandev & Lasko Basnarkov & Ljupco Kocarev & Ralf Metzler, 2020. "Generalised geometric Brownian motion: Theory and applications to option pricing," Papers 2011.00312, arXiv.org.
    3. Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006. "Waiting times between orders and trades in double-auction markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 463-471.
    4. Wael W. Mohammed & Mohammed Alshammari & Clemente Cesarano & Sultan Albadrani & M. El-Morshedy, 2022. "Brownian Motion Effects on the Stabilization of Stochastic Solutions to Fractional Diffusion Equations with Polynomials," Mathematics, MDPI, vol. 10(9), pages 1-9, April.
    5. Schumer, Rina & Baeumer, Boris & Meerschaert, Mark M., 2011. "Extremal behavior of a coupled continuous time random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(3), pages 505-511.
    6. Langlands, T.A.M., 2006. "Solution of a modified fractional diffusion equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 136-144.
    7. Hamid, M. & Usman, M. & Haq, R.U. & Wang, W., 2020. "A Chelyshkov polynomial based algorithm to analyze the transport dynamics and anomalous diffusion in fractional model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    8. Staccioli, Jacopo & Napoletano, Mauro, 2021. "An agent-based model of intra-day financial markets dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 331-348.
    9. D’Amico, Guglielmo & Janssen, Jacques & Manca, Raimondo, 2009. "European and American options: The semi-Markov case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3181-3194.
    10. Przemyslaw Repetowicz & Peter Richmond, 2004. "Pricing of options on stocks driven by multi-dimensional operator stable Levy processes," Papers math-ph/0412071, arXiv.org, revised Feb 2005.
    11. Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009. "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
    12. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004. "Anomalous waiting times in high-frequency financial data," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 695-702.
    13. repec:spo:wpmain:info:hdl:2441/5mqflt6amg8gab4rlqn6sbko4b is not listed on IDEAS
    14. Plamen Ch Ivanov & Ainslie Yuen & Pandelis Perakakis, 2014. "Impact of Stock Market Structure on Intertrade Time and Price Dynamics," PLOS ONE, Public Library of Science, vol. 9(4), pages 1-14, April.
    15. Berardi, Luca & Serva, Maurizio, 2005. "Time and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 403-412.
    16. Meerschaert, Mark M. & Scalas, Enrico, 2006. "Coupled continuous time random walks in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 114-118.
    17. Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December.
    18. Guglielmo D'Amico & Filippo Petroni, 2020. "A micro-to-macro approach to returns, volumes and waiting times," Papers 2007.06262, arXiv.org.
    19. Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010. "Scaling and memory in the non-Poisson process of limit order cancelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
    20. Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019. "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
    21. Repetowicz, Przemysław & Richmond, Peter, 2004. "Modeling of waiting times and price changes in currency exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 677-693.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:489:y:2025:i:c:s0096300324006362. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.