Identification of unknown source term in space and time fractional Fokker-Planck equations
- Mathematics Department, Faculty of Basic Science, Khatam-ol-Anbia (PBU) University, Tehran, Iran AND Quantum Technologies Research Center (QTRC), Science and Research Branch, Islamic Azad University, Tehran, Iran
- Quantum Technologies Research Center (QTRC), Science and Research Branch, Islamic Azad University, Tehran, Iran AND Physics Department, West Tehran Branch, Islamic Azad University, Tehran, Iran
Received: 2024-10-21
Revised: 2024-12-23
Accepted: 2025-01-07
Published 2025-02-10
Copyright (c) 2025 Amir Hossein Salehi Shayegan, Laya Dejam (Author)

This work is licensed under a Creative Commons Attribution 4.0 International License.
How to Cite
PDF views: 72
Abstract
The problem of identifying the source term in space and time fractional Fokker-Planck equations is considered. Due to this, a methodology based on the quasi solution approach is applied and it is proved that the Fréchet derivative of the suggested cost functional may be expressed through the solution of an adjoint problem. Furthermore, we demonstrate the Lipschitz continuity of the gradient. With these results, it is possible to establish the existence and uniqueness of a quasi solution and construct a monotone iteration scheme using a gradient-type method. Finally, the convexity of the Fréchet derivative is provided.
Keywords
- Fractional Fokker-Planck equations,
- Quasi-solution,
- Computational algorithm,
- Regularization
References
- H. Risken,The Fokker-Planck equation: Method of solution and applications, Springer Verlag, Berlin, Heidelberg, 1989.
- B. Sepehrian, M. Karimi Radpoor, Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions, Appl. Math. Comput., 262 (2015), 187--190, https://doi.org/10.1016/j.amc.2015.03.062.
- S. Vong, Z. Wang, A high order compact finite difference scheme for time fractional Fokker-Planck equations, Appl. Math. Lett., 43 (2015), 38--43, https://doi.org/10.1016/j.aml.2014.11.007.
- Y. Jiang, A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation, Appl. Math. Model., 39 (2015), no. 3-4, 1163--1171, https://doi.org/10.1016/j.apm.2014.07.029.
- W. Deng, Finite element method for the space and time fractional Fokker-Planck equation, SIAM J. Numer. Anal., 47 (2008/09), no. 1, 204--226, https://doi.org/10.1137/080714130.
- X. Sun, F. Zhao, S. Chen, Numerical algorithms for the time-space tempered fractional Fokker-Planck equation, Adv. Difference Equ., 2017, Paper No. 259, 17 pp, https://doi.org/10.1186/s13662-017-1317-9.
- V. J. Ervin, N. Heuer, J. P. Roop, Numerical approximation of a time dependent, nonlinear, space-fractional diffusion equation, SIAM J. Numer. Anal., 45 (2007), no. 2, 572--591, https://doi.org/10.1137/050642757.
- X. Li, C. Xu, Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation, Commun. Comput. Phys. 8 (2010), no. 5, 1016--1051, https://doi.org/10.4208/CICP.020709.221209A.
- A. Hasanov Hasanoglu, V. Romanov, Introduction to inverse problems for differential equations, Springer, New York, 2017.
- A. Hasanov, Simultaneous determination of source terms in a linear parabolic problem from the final overdetermination: Weak solution approach, J. Math. Anal. Appl. 330 (2007), no. 2, 766--779, https://doi.org/10.1016/j.jmaa.2006.08.018.
- A. H. Salehi Shayegan, A. Zakeri, A numerical method for determining a quasi solution of a back-ward time-fractional diffusion equation, Inverse Probl. Sci. Eng. 26 (2018), no. 8, 1130--1154, https://doi.org/10.1080/17415977.2017.1384826.
- A. H. Salehi Shayegan, A. Zakeri, Quasi solution of a backward space fractional diffusion equa-tion, J. Inverse Ill-Posed Probl. 27 (2019), no. 6, 795--814, https://doi.org/10.1515/jiip-2018-0042.
- A. H. Salehi Shayegan, R. Bayat Tajvar, A. Ghanbari, A. Safaie, Inverse source problem in a space fractional diffusion equation from the final overdetermination, Appl. Math. 64 (2019), no. 4, 469--484, https://doi.org/10.21136/AM.2019.0251-18.
- I. Ahmad, Mathematical integrals in quantum nature, The Nucleus. (1971), 189--209.
- S. Albeverio, R. Hoegh-Krohn., S. Mazzucchi, Mathematical theory of Feynman path integral. Lecture Notes in Mathematics 523, Springer-Verlag, 2008.