Quasi-boundary value methods for regularizing the backward parabolic equation under the optimal control framework**Jun Liu’s research was supported by a Seed Grants for the Transitional and Exploratory Projects (STEP) Award (FY2019) from the SIUE Graduate School. Mingqing Xiao’s research was supported in part by the NSF-DMS140928, 1854638 of the United States.

Abstract

In this paper, we propose to solve the classical backward parabolic equation under the optimal control framework associated with the Tikhonov regularization formulation, where the initial condition is set to be the control variable while the misfit of the final condition is formulated as the Tikhonov objective functional to be minimized. The corresponding first-order necessary optimality system is discretized in a one-shot manner by a second-order finite difference scheme in space and time. The proposed optimal control setting, as discussed in the paper, provides more general framework in terms of solving this type of ill-posed inverse problem. In particular, several existing nonlocal quasi-boundary value methods appear to be the special cases of our proposed optimal control framework with appropriately chosen generalized regularization setting respectively. The relationship between our Tikhonov regularization approach and the quasi-boundary value methods is discussed in detail. The optimal control approach based on Tikhonov regularization is shown to deliver the known optimal order convergence rate. Numerical examples are provided to demonstrate both effective accuracy of approximation as well as excellent stability under the optimal control realization, comparing with three recent quasi-boundary value methods in literature.