In this paper, the inverse problem of identifying the unknown initial value for time fractional diffusion equation with Caputo-Hadamard derivative is considered. This problem is illposed and two regularization methods are used to solve it. Firstly, we prove that this problem is ill-posed. Secondly, the conditional stability result and the optimal error bound are given. Then, the error estimates of the Quasi-boundary regularization method and the fractional Landweber iterative regularization method under a priori and a posteriori regularization parameter selection rules are given respectively. Finally, numerical examples are given to illustrate the effectiveness of two regularization methods.
In this paper, we present a collocation method for linear Volterra–Fredholm integral equations with delay on a semi-infinite interval. The method employs orthogonal mapped Legendre basis functions together with a mapped Gauss quadrature rule adapted to the Volterra operator, leading to a stable and well-conditioned linear system. The convergence properties of both the collocation and iterated collocation solutions are investigated in the L2- and L∞-norms, and algebraic convergence rates are derived under mild regularity assumptions. Several numerical examples are presented and discussed to show the accuracy and efficiency of the methods.
We study nonlinear problems which use the generalized $\alpha(x)-$Laplacian operator under Fourier boundary conditions with $L^{1}$ data. Our research establishes both weak and entropy solutions through the framework of variable exponent Sobolev spaces. Our solution method uses monotone operator theory and appropriate approximation methods to develop a unified approach for dealing with nonlinearities that exhibit variable growth. These findings help expand knowledge about nonlinear Fourier-type problems while demonstrating how entropy formulations enable well-posedness for problems with minimal data requirements.
In this paper, we study a coefficients inversion problem of a coupled system controlled by three reaction-diffusion equations describing a simple dynamic model of a drug epidemic in an idealized community from the final measurement data. Firstly, the optimization theory is used to transform the given problem into an optimal control problem, and the existence of minimizer is established. Then the stability estimates of the Lipschitz type for the three spatially varying coefficients are proved, where the upper bounds are given by some Lebesgue norms of the final measure.
The purpose of this paper is to obtain a duality between the game put and call options assuming three component penalties – proportion of the usual option payoff, shares of the underlying asset, and a fixed amount. We examine separately the cases of finite and infinite maturities. For the perpetual options, we need to derive a polynomial-style equations for the optimal boundaries. We prove the existence and uniqueness of their solutions as well as provide a method for their deriving. This result is important in itself since the current literature in the field is based on inverting of several functions or on solving of non-linear systems which may lead to some computational difficulties and significant errors for extreme parameter values. Furthermore, the duality is established under a finite time horizon too. It is important to note that this duality does not hold under the classical assumption of a fixed penalty.
