DISCRETE AND CONTINUOUS

DYNAMICAL SYSTEMS
Supplement 2013

Website: www.aimSciences.org
pp. 259272

REGULARIZATION FOR ILL-POSED INHOMOGENEOUS

EVOLUTION PROBLEMS IN A HILBERT SPACE

Matthew A. Fury
Division of Science and Engineering
Penn State Abington
1600 Woodland Road
Abington, PA 19001, USA

Abstract. We prove regularization for ill-posed evolution problems that are

both inhomogeneous and nonautonomous in a Hilbert Space H. We consider
the ill-posed problem du/dt = A(t, D)u(t) + h(t), u(s) = , 0 s t < T
Pk
j
+
where A(t, D) =
j=1 aj (t)D with aj C([0, T ] : R ) for each 1 j k
and D a positive, self-adjoint operator in H. Assuming there exists a solution
u of the problem with certain stabilizing conditions, we approximate u by the
solution v of the approximate well-posed problem dv/dt = f (t, D)v(t) + h(t),
v(s) = , 0 s t < T where 0 < < 1. Our method implies the existence
of a family of regularizing operators for the given ill-posed problem with applications to a wide class of ill-posed partial differential equations including
the inhomogeneous backward heat equation in L2 (Rn ) with a time-dependent
diffusion coefficient.

1. Introduction. Mathematical models formulated to describe physical processes

often do not possess desired properties such as existence and uniqueness of solutions,
and/or continuous dependence of solutions on initial data. For instance, while
initial value problems with such properties are called well-posed, the backward heat
equation given by

u(t, x) = u(t, x), (t, x) [0, T ) Rn

t
u(0, x) = (x), x Rn
in L2 (Rn ) is called ill-posed since a small change in the initial data could yield a
very large difference in the corresponding solutions. Letting A be the positive, selfadjoint operator A = in the Hilbert space H = L2 (Rn ), we have the ill-posed
abstract Cauchy problem
du
= Au(t) 0 t < T
(1)
dt
u(0) = .
In general, for a positive, self-adjoint operator A on a Hilbert space H, (1) is illposed because A does not generate a C0 semigroup on H (cf. [8, Theorem II.1.2]).
Approximation techniques have been widely used to study ill-posed Cauchy problems. One technique known as the regularization of ill-posed problems involves
2010 Mathematics Subject Classification. Primary: 47D06, 46C99; Secondary: 35K05.
Key words and phrases. Regularizing families of operators, ill-posed problems, evolution equations, backward heat equation.

259

260

MATTHEW A. FURY

approximating a known solution of an ill-posed problem by the solution of an approximate well-posed problem
dv
= f (A)v(t)
dt
v(0) = ,

0t<T

(2)

where > 0 and the operator f (A) approaches A in some sense as 0. For
instance, introduced by Lattes and Lions [12] and Miller [15], the quasi-reversibility
method yields a common approach in the regularization of problem (1) where
f (A) = A A2 (cf. [14, Chapter 3.1.1]). Specifically, regularization refers to
the following:
Definition 1.1. ([10, Definition 3.1]) A family {R (t) | > 0, t [0, T ]} of
bounded linear operators on H is called a family of regularizing operators for the
problem (1) if for each solution u(t) of (1) with initial data H, and for any
> 0, there exists () > 0 such that
(i) () 0 as 0, and
(ii) ku(t) R() (t) k 0 as 0 for 0 t T whenever k k .
Hence, in Definition 1.1, the solution u of (1) may be approximated given a small
perturbation in the operator (A to f (A)) and also in the initial data ( to ).
Here the regularizing operator R (t) may be defined as the solution operator of
problem (2); that is R (t)x is the solution of (2) with initial condition v(0) = x.
Regularization has been established by authors such as Melnikova and Filinkov
[14], Melnikova [13], Ames and Hughes [3], Huang and Zheng [9, 10], Trong and
Tuan [19, 20], and Fury and Hughes [7] for evolution problems in various settings.
For example, Melnikova, Ames and Hughes, and Huang and Zheng each prove regularization for problem (1) in the case that A generates a holomorphic semigroup
on a Banach space (cf. [13], [3], [9, 10]). Also, Fury and Hughes prove regularization
for nonautonomous evolution problems where the operator A in (1) is replaced by
the nonconstant operator A(t) for t [0, T ] (cf. [7]).
This paper extends regularization to evolution problems that are both nonautonomous and inhomogeneous in a Hilbert space H, problems specifically of the
form
du
= A(t, D)u(t) + h(t) 0 s t < T
(3)
dt
u(s) =
Pk
j
where D is a positive, self-adjoint operator in H, A(t, D) =
j=1 aj (t)D for
+
t [0, T ] with aj C([0, T ] : R ) for 1 j k, and h is a function from [s, T ]
into H. Since D is positive, self-adjoint and aj (t) is nonnegative for 1 j k,
(3) is generally ill-posed. Taking the simple example where A(t, D) = D =
for t [0, T ], H = L2 (Rn ), and h 0, (3) reduces to the ill-posed backward heat
equation.
Following techniques of Lattes and Lions [12], Miller [15], Ames [2], Showalter
[18], and Ames and Hughes [3], we define the approximate well-posed problem
dv
= f (t, D)v(t) + h(t)
dt
v(s) =

0st<T

(4)

REGULARIZATION FOR ILL-POSED PROBLEMS

261

where 0 < < 1. We will show that the assumptions made on the operators
f (t, D) yield an evolution system V (t, s), 0 s t T (cf. [16, Definition 5.1.3]) associated with problem (4) such that the family of bounded operators
{V (t, s) | > 0, 0 s t T } regularizes the ill-posed problem (3) in the
sense of regularization for inhomogeneous problems. That is given a small change
in initial data k k , there exists () > 0 such that 0 as 0 and
Z t
V (t, r)h(r)dr)k 0 as 0
ku(t) (V (t, s) +
s

for each t [s, T ].

The results of this paper apply to a wide class of ill-posed partial differential
equations that are both nonautonomous and inhomogeneous, with the simplest
example being the inhomogeneous backward heat equation in L2 (Rn ) with a timedependent diffusion coefficient. In these applications, the regularizing family of
operators stems from one of two main approximations f (t, D). The first, f (t, D) =
Pk
A(t, D) Dk+1 = j=1 aj (t)Dj Dk+1 generalizes the approximation A A2
applied by Melnikova [13] and Ames and Hughes [3] in the autonomous case where
regularization is established for problem (1). The second approximation f (t, D) =
A(t, D)(I + Dk )1 is motivated by work of Showalter [18] and generalizes the
approximation A(I +A)1 applied by Huang and Zheng [10] and Ames and Hughes
[3] also in the autonomous case.
The paper is organized as follows. In Section 2, we name conditions on f so
that (4) is well-posed, and we define an approximation condition, Condition (A, p)
by which the operators f (t, D) approximate the operators A(t, D). In Section 3,
we prove that given a solution u(t) of the ill-posed problem (3) adhering to certain
stabilizing conditions,
T t

ts

ku(t) v (t)k C T s M T s ,

0stT

(5)

where v (t) is the solution of (4). Allowing to approach 0, the inequality (5)
establishes H
older-continuous dependence on modeling (cf. [12], [15], [2], [18], [3],
[4], [6], [7]) meaning a small change from the models (3) to (4) produces only a
small change in the corresponding solutions. The calculations and results in this
section of the paper extend the work of Fury and Hughes who in [6] prove Holdercontinuous dependence on modeling for the homogeneous version of (3) where h 0.
In Section 4, we then use inequality (5) to prove the main result of the paper which is
the existence of a family of regularizing operators for problem (3). Finally, Section 5
applies the theory to partial differential equations in L2 (Rn ).
Below, B(H) will denote the space of bounded linear operators on H. For a
subspace Y of H, B(Y, H) denotes the space of bounded linear operators from Y
into H, and k kY H the corresponding operator norm. When referring to solutions
of (3) and (4), we will be concerned with classical solutions which (in the case of
(3)) are functions u : [s, T ] H such that u(t) Dom(A(t, D)) for s < t < T ,
u C([s, T ] : H)C 1 ((s, T ) : H), and u satisfies (3) in H. Also, a Y -valued solution
of (4) is a classical solution v of (4) such that v C([s, T ] : Y ).
2. The approximate well-posed problem. For 0 < < 1, let f : [0, T ]
[0, ) R be a function continuous in t [0, T ] and Borel in [0, ). In this
section, we first determine conditions on the function f so that the approximate
problem (4) is well-posed, meaning a unique classical solution exists for each initial

262

MATTHEW A. FURY

data in a dense subspace Y of H, and solutions depend continuously on the initial

data (cf. [8, Chapter II.13]).
As f : [0, T ][0, ) R is Borel in [0, ), the operators f (t, D), 0 t T
are defined by means of the functional calculus for self-adjoint operators in the
Hilbert space H. In particular, since D is positive, self-adjoint, the spectrum (D)
of D is contained in [0, ) and for each t [0, T ],
Z
f (t, )dE()x,
f (t, D)x =
0

for x Dom(f (t, D)) = {x H | 0 |f (t, )|2 d(E()x, x) < }, where {E()}
denotes the resolution of the identity for the self-adjoint operator D.
Proposition 2.1. Let H be a Hilbert space and for 0 < < 1, let f : [0, T ]
[0, ) R be continuous in t [0, T ] and Borel in [0, ). Assume the
following conditions.
(i) There exists R such that f (t, ) for all (t, ) [0, T ] [0, ).
(ii) There exists a Borel function r : [0, ) [0, ) such that |f (t, )| r ()
for all (t, ) [0, T ] [0, ), and Dom(f (t, D)) = Dom(r (D)) for all t [0, T ].
(iii) The function t 7 f (t, D) is continuous in the B(Y, H) norm k kY H where
Y = Dom(r (D)) and k kY denotes the graph norm associated with the operator
r (D).
(iv) h C([s, T ] : Y ).
Then
(4) is well-posed
with unique classical solution (and Y -valued solution) v (t) =
Rt
Rt Rt
e s f (,D)d + s e r f (,D)d h(r)dr for every Y .
Proof. As seen in [6, Proposition 2.10], condition (i) implies that for each t [0, T ],
f (t, D) is the infinitesimal generator of the C0 semigroup esf (t,D) , s 0, and
conditions (i)(iii) imply that {f (t, D)}t[0,T ] is a stable family satisfying Katos
stability conditions (cf. [11, Theorem 4.1 (i)(iii)], [16, Section 5.3]) with Y =
Dom(r (D)) and with stability constants K = 1 and . The homogeneous
version
Rt
f (,D)d
s
of (4) with h 0 is then well-posed with
unique
Y
-valued
solution
t

7
e

Rt
f
(,D)d

for every Y where V (t, s) := e s

is an evolution system satisfying the
properties that V (t, s)Y Y and V (t, s)y C([0, T ]2 : Y ) for y Y , for all
0 s t T . The addition of (iv) then implies the desired result (cf. [11,
Theorem 7.1], [16, Theorem 5.5.2]).
In order to establish H
older-continuous dependence on modeling and regularization, we will require additional conditions on f . The following definition is inspired
by results obtained by Ames and Hughes (cf. [3, Definition 1]) for continuous dependence on modeling in the autonomous or time-independent case.
Definition 2.2. For 0 < < 1, let f : [0, T ] [0, ) R be a function continuous in t [0, T ] and Borel in [0, ) and assume the conditions (i)(iv)
of Proposition 2.1. Then f is said to satisfy Condition (A, p) if there exists a
nonzero polynomial p() independent of such that for t [0, T ], Dom(p(D))
Dom(A(t, D)) Dom(f (t, D)) and
k(A(t, D) + f (t, D))k kp(D)k
for all Dom(p(D)).

REGULARIZATION FOR ILL-POSED PROBLEMS

263

In light of Condition (A, p), for t [0, T ], we set g (t, ) = A(t, ) + f (t, ).
For each n | |, set en = { [0, ) | max{|g (t, )| : t [0, T ]} n}. Then
for en , max{|A(t, )| : t [0, T ]} n + and max{|f (t, )| : t [0, T ]}
2n + . Set En = E(en ) and let n En H. Consider the evolution problem
du
= A(t, D)En u(t) + hn (t)
dt
u(s) = n

0st<T

(6)

in H where h C([s, T ] : Y ) and hn (t) = En h(t) for all t [0, T ].

Lemma 2.3. The evolution problem (6) has a unique classical solution un (t) =
Rt
Un (t, s)n + s Un (t, r)hn (r)dr where Un (t, s), 0 s t T is an evolution system
Rt
on H such that Un (t, s) = e s A(,D)d when acting on En H.
Proof. For each t [0, T ], A(t, D)En is a bounded operator on H by properties of
the projection operators En and from the fact that |A(t, )| n + for (t, )
[0, T ] en . Also, the function t 7 A(t, D)En is continuous in the uniform operator
Pk
topology since A(t, D) = j=1 aj (t)Dj and each aj is a continuous function. Hence,
it follows that the homogeneous version of (6) with hn 0 has a unique classical
solution
t 7 Un (t, s)n where Un (t, s) is an evolution system such that Un (t, s) =
Rt
e s A(,D)d on En H (cf. [6, Lemma 3.2]). Because h C([s, T ] : Y ) C([s, T ] : H),
Rt
it may be shown that t 7 s Un (t, r)hn (r)dr is a classical solution of (6) with
the initial value n = 0. From this, it then follows that un (t) = Un (t, s)n +
Rt
U (t, r)hn (r)dr is a unique classical solution of (6).
s n
Note that if in (6), A(t, D) is replaced by either
f (t, D) or g (t, D), then the
Rt
A(,D)d
s
results
of
Lemma
2.3
hold
with
U
(t,
s)
=
e
replaced by V,n (t, s) =
n
Rt
Rt
f (,D)d
g (,D)d
s
s
e
or W,n (t, s) = e
respectively (all when acting on En H).
Each of these evolution systems will aid in proving Holder-continuous dependence
on modeling in Section 3. We close the current section with an important relationship between these evolution systems which follows immediately from the relation
g (t, ) = A(t, ) + f (t, ) and from properties of the functional calculus for
self-adjoint operators (cf. [5, Corollary XII.2.7]).
Corollary 2.4. Let n En H. Then
Un (t, s)W,n (t, s)n = V,n (t, s)n = W,n (t, s)Un (t, s)n
for all 0 s t T .
3. H
older-continuous dependence on modeling. We prove inequality (5) which
establishes H
older-continuous dependence on modeling for problems (3) and (4).
Our strategy will be to extend into the complexR plane, the solutions established
t
at the end of Section 2, un (t) = Un (t, s)n + s Un (t, r)hn (r)dr and v,n (t) =
Rt
V,n (t, s)n + s V,n (t, r)hn (r)dr, where n in (6) has been replaced by n =
En . An application of Hadamards Three Lines Theorem (cf. [17, Theorem
12.8]) to a related function will then yield inequality (5). For 1 j k, set
Pk
bj = maxt[0,T ] |aj (t)| and define b() = j=1 bj j for [0, ). We have
Theorem 3.1. Let D be a positive, self-adjoint operator in a Hilbert space H
and let A(t, D) be defined as above for all t [0, T ]. Let f satisfy Condition
(A, p), and assume that there exists a constant , independent of and such

264

MATTHEW A. FURY

that g (t, ) for all (t, ) [0, T ] [0, ). Then if u(t) and v (t) are classical
solutions of (3) and (4) respectively with Y and h R C([s, T ] : Y ), and if
T
there exist constants
M 0 , M 00 0 such that kp(D)b(D)e s A(,D)d k M 0 and
RT
kp(D)b(D)e s A(,D)d h(t)k M 00 for all t [s, T ], then there exist constants C
and M independent of such that for 0 s t < T ,
T t

ts

ku(t) v (t)k C T s M T s .
Proof. Let n = En for n | |, and define S to be the complex strip S =
{t + i | t [s, T ], R}. Since D is self-adjoint, eiD is a bounded operator on
H for every R. Hence, for = t + i S, we may define n : S H by
n () = eiD (un (t) v,n (t))
Rt
where, as above, un (t) = Un (t, s)n + s Un (t, r)hn (r)dr and v,n (t) = V,n (t, s)n +
Rt
V (t, r)hn (r)dr.
s ,n
The function n () is not necessarily analytic, and so we may not apply the
Three Lines Theorem directly to it. To construct a function that is analytic on the
interior of S, following work of Agmon and Nirenberg [1, p. 148], we consider the
function


Z Z
1
1
1

n (z)
+
dxdy,
n () =

z z + 1 +
S

where = t + i and z =
 x + iy are in S, and denotes the Cauchy-Riemann
1

n (z). Since
operator = 2 x + i y . Let z = x + iy S. We first determine
eiyD is a bounded operator on H, and since un (x) and v,n (x) are both in En H,
we have by Lemma 2.3,
d
d

n (z) = eiyD ( un (x)

v,n (x)) = eiyD (A(x, D)un (x) f (x, D)v,n (x)).
x
dx
dx
Next, note un (x), v,n (x) Dom(D) since en is a bounded subset of [0, ). Hence,

iyD
n (z) =
e (un (x) v,n (x)) = eiyD (iD)(un (x) v,n (x)),
y
y
and therefore,
n (z)
2

n (z) + i n (z)
x
y
=eiyD (A(x, D)un (x) f (x, D)v,n (x)) eiyD (Dun (x) Dv,n (x)).
=

(7)

n (z) is
Following the method of Agmon and Nirenberg [1, p. 148], we show that
iyD
bounded and continuous on S. Since ke k = 1, we have from (7),
n (z)k kA(x, D)un (x) A(x, D)v,n (x)k
2k
+ kA(x, D)v,n (x) f (x, D)v,n (x)k
+ kDun (x) Dv,n (x)k.

(8)

REGULARIZATION FOR ILL-POSED PROBLEMS

265

Since n En H and hn (r) En H for every s r x, we have by Corollary 2.4,

kA(x, D)un (x) A(x, D)v,n (x)k
kA(x, D)Un (x, s)n A(x, D)V,n (x, s)n k
Z x
kA(x, D)Un (x, r)hn (r) A(x, D)V,n (x, r)hn (r)kdr
+
s

=kA(x, D)Un (x, s)n A(x, D)W,n (x, s)Un (x, s)n k
Z x
kA(x, D)Un (x, r)hn (r) A(x, D)W,n (x, r)Un (x, r)hn (r)kdr
+

(9)

=k(I W,n (x, s))A(x, D)Un (x, s)n k

Z x
k(I W,n (x, r))A(x, D)Un (x, r)hn (r)kdr.
+
s

Now, A(x, D)Un (x, r)hn (r) Dom(p(D)) since en is a bounded subset of [0, ). By
Condition (A, p), then A(x, D)Un (x, r)hn (r) Dom(A(t, D)) Dom(f (t, D))
Dom(g (t, D)) for each t [0, T ], and by standard properties of evolution systems
(cf. [16, Theorem 5.1.2]),
Z x
k(I W,n (x, r))A(x, D)Un (x, r)hn (r)kdr
Zs x
=
k(W,n (x, x) W,n (x, r))A(x, D)Un (x, r)hn (r)kdr

Zs x Z x

=
W,n (x, q)A(x, D)Un (x, r)hn (r)dq

dr
s
r q

Z x Z x



(W,n (x, q)g (q, D)En )A(x, D)Un (x, r)hn (r)dq
=
dr

Zs x Z xr

kW,n (x, q)g (q, D)A(x, D)Un (x, r)hn (r)kdq dr.
s

r
Rt

Recall from the paragraph before Corollary 2.4 that W,n (t, s) = e s g (,D)d on
En H. By the assumption that g (t, ) for all (t, ) [0, T ] [0, ) and by
Condition (A, p), we then have
Z xZ x
kW,n (x, q)g (q, D)A(x, D)Un (x, r)hn (r)kdq dr
Zs x Zr x

e(xq) kg (q, D)A(x, D)Un (x, r)hn (r)kdq dr

s
r
Z x

T (1 + eT )kp(D)A(x, D)Un (x, r)hn (r)kdr.

s

Similarly,
k(I W,n (x, s))A(x, D)Un (x, s)n k T (1 + eT )kp(D)A(x, D)Un (x, s)n k,
and so by calculation (9), we have shown
kA(x, D)un (x) A(x, D)v,n (x)k
T (1 + eT )kp(D)A(x, D)Un (x, s)n k
Z x
+
T (1 + eT )kp(D)A(x, D)Un (x, r)hn (r)kdr.
s

(10)

266

MATTHEW A. FURY

By similar calculations, it follows that

kDun (x) Dv,n (x)k T (1 + eT )kp(D)DUn (x, s)n k
Z x
+
T (1 + eT )kp(D)DUn (x, r)hn (r)kdr.

(11)

Finally, by Corollary 2.4 and Condition (A, p),

kA(x, D)v,n (x) f (x, D)v,n (x)k
k(A(x, D) + f (x, D))V,n (x, s)n k
Z x
+
k(A(x, D) + f (x, D))V,n (x, r)hn (r)kdr
s

=kW,n (x, s)Un (x, s)(A(x, D) + f (x, D))n k

Z x
+
kW,n (x, r)Un (x, r)(A(x, D) + f (x, D))hn (r)kdr

(12)

(1 + eT )(k(A(x, D) + f (x, D))Un (x, s)n k

Z x
+
k(A(x, D) + f (x, D))Un (x, r)hn (r)kdr)
 s

Z x
T
(1 + e ) kp(D)Un (x, s)n k +
kp(D)Un (x, r)hn (r)kdr .
s

Combining calculationsR (8), (10), (11), and (12), together with

the stabilizing asRT
T
sumptions kp(D)b(D)e s A(,D)d k M 0 and kp(D)b(D)e s A(,D)d h(t)k M 00
for all t [s, T ], we have
n (z)k C 0
k

(13)

where C 0 is a constant independent of , z and n (since was assumed to be

n (z) is bounded on S.
independent of ). Thus,
n (z) is also continuous on S. It follows then that
It is easy to check that
n () =
n (), and there exists a constant K

n () is absolutely convergent,
such that



Z 

 1
1
1



(14)
 z + z + 1 +  dy K 1 + log |x t|

for x 6= t (cf. [1, p. 148]). Hence, the function n : S H defined by

n () = n () n ()
n () =
n ()
n () = 0 for in
is then analytic on the interior of S since
the interior of S (cf. [17, Theorem 11.2]).
In order to apply the Three Lines Theorem we show that n is bounded and
continuous on S. Let = t + i S. Similar to calculations (10) and (11), we have
kn ()k kun (t) v,n (t)k
T (1 + e

Z
)kp(D)Un (t, s)n k +

T (1 + eT )kp(D)Un (t, r)hn (r)kdr

K 0
(15)

REGULARIZATION FOR ILL-POSED PROBLEMS

267

where K 0 is a constant independent of , , and n. Next, using (13) and (14),



Z Z
1

1
1
n (z)

kn ()k =

+
dxdy


z z + 1 +
S
 
Z T Z 
 1

1
1

 dy dx
C 0
+


z + 1 + 
(16)
z
s

Z T

1
K
1 + log
C0
dx

|x t|
s
C 0
for a possibly different constant C 0 independent of , , and n. Therefore, from
(15) and (16), we have for = t + i S,
kn ()k kn ()k + kn ()k (K 0 + C 0 ),

(17)

proving that n is bounded on S.

It is easy to check that n is also continuous on S, and so n is bounded and
continuous on S, and analytic on the interior of S. It follows from the CauchySchwarz inequality that for arbitrary H, the mapping 7 (n (), ) from
S into C, where (, ) denotes the inner product in H, has the same properties.
Therefore, by the Three Lines Theorem (cf. [17, Theorem 12.8]),
T t

ts

(18)

|(n (t), )| Mn (s) T s Mn (T ) T s

for 0 s t T , where Mn (t) = max |(n (t + i), )|.
R

We aim to prove (5) and so we bound Mn (s) in terms of . For R, from

(16),
iD
kk =

e
(u
(s)

v
(s))

(s
+
i)
|(
(s
+
i),
)|

k
(s
+
i)kkk
=
n
,n
n
n
n
iD

e (n n ) n (s + i) kk = kn (s + i)kkk C 0 kk, and so
Mn (s) = max |(n (s + i), )| C 0 kk.

(19)

Next, for R, using (17) and the fact that 0 < < 1, we have |(n (T + i), )|
kn (T + i)kkk (K 0 + C 0 )kk, and so
Mn (T ) = max |(n (T + i), )| M kk.

(20)

where M is a constant independent of and n.

It follows from (18), (19), and (20) that there exist constants C 0 and M , each
T t
ts
independent of and n, such that |(n (t), )| (C 0 kk) T s (M kk) T s =
T t
ts
(C 0 ) T s M T s kk for 0 s t < T . Taking the supremum over all H
with kk 1, we have found constants C and M , independent of and n, such
T t
ts
that kn (t)k C T s M T s for 0 s t < T . Hence, using (16),
T t

ts

kun (t) v,n (t)k =kn (t)k kn (t)k + kn (t)k C T s M T s + C 0

ts

T t

st

ts

T t

ts

= (C + T s M T s C 0 ) T s M T s C T s M T s
for a possibly different constant C independent of and n. Letting n , we
have found constants C and M , independent of , such that
T t

ts

ku(t) v (t)k C T s M T s
for 0 s t < T as desired.

268

MATTHEW A. FURY

4. Regularization for problem (3). In this section, we utilize the results from
Theorem 3.1 to prove the main result of the paper, that is regularization for problem
(3). Following [10, Definition 3.1], we have
Definition 4.1. A family {V (t, s) | > 0, 0 s t T } B(H) is called a
family of regularizing operators for the problem (3) if for each classical solution u(t)
of (3) with initial data Y and h C([s, T ] : Y ), and for any > 0, there exists
() > 0 such that
(i) () 0 as 0,
Rt
(ii) ku(t) (V() (t, s) + s V() (t, r)h(r)dr)k 0 as 0 for s t T
whenever k k .
Rt

We show that the evolution system V (t, s) = e s f (,D)d given in Proposition 2.1 provides a family of regularizing operators for the problem (3) where the
function f (t, ) is given by two different approximations each satisfying Condition
(A, p). The first approximation f : [0, T ] [0, ) R, motivated by work of
Miller [15], Lattes and Lions [12], Ames [2], and Ames and Hughes [3] will be given
by
f (t, ) =

k
X

aj (t)j k+1 .

(21)

j=1

The second approximation, motivated by work of Showalter [18] is defined by

Pk
j
j=1 aj (t)
(22)
f (t, ) =
.
1 + k
Theorem 4.2. Let D be a positive, self-adjoint operator in a Hilbert space H and
let A(t, D) be defined as above for all t [0, T ]. Let f : [0, T ] [0, ) R be
defined by either (21) or (22). Then the family
{V (t, s) = e

Rt
s

f (,D)d

| > 0, 0 s t T }

is a family of regularizing operators for the ill-posed problem (3).

Proof. The content of the proof is to first show that each approximation satisfies
the hypotheses of Theorem 3.1, and then to use inequality (5) to prove regularization. Set bj = maxt[0,T ] |aj (t)| for 1 j k, and for [0, ), define
Pk
b() = j=1 bj j .
Approximation (21): For the first approximation, we have f (t, ) () :=
Pk
b() k+1 . Note, for 0 1, () B := b(1) = j=1 bj . Next, fix 1.
Then j k for 1 j k and () Bk k+1 . Now, it is readily shown
Bk
that on [0, ), Bk k+1 has a maximum value at = (k+1)
, and so

k

k+1
Bk
Bk
B k+1 k k
() B

= k
.
(k + 1)
(k + 1)
(k + 1)k+1
k+1 k

Setting = kB(k+1)kk+1 , we have that f (t, ) for small and so Proposition 2.1 (i) is satisfied. Also,
|f (t, )| r () := b() + k+1

(23)

REGULARIZATION FOR ILL-POSED PROBLEMS

269

for all (t, ) [0, T ] [0, ) and Dom(f (t, D)) = Dom(r (D)) = Dom(Dk+1 ) for
all t [0, T ]. It is easily shown that Proposition 2.1 (iii) holds (cf. [6, Example 4.1]).
Hence if h(t) is continuous from [s, T ] to Y = Dom(r (D)) in the graph norm k kY
associated with the operator r (D), then the hypotheses (i)(iv) of Proposition 2.1
hold so that (4) is well-posed.
It is easy to check that f satisfies Condition (A, p) with p() = k+1 . Also,
g (t, ) = k+1 0 for all (t, ) [0, T ] [0, ), so we may choose = 0.
T t
ts
Theorem 3.1 then yields the result ku(t)v (t)k C T s M T s for 0 s t < T ,
where u(t) and v (t) are classical solutions of (3) and (4) respectively.
Approximation (22): For the second approximation, we have for small ,
f (t, ) r () :=

B
b()

1 + k

(24)

Pk
where again B = j=1 bj . Setting = B
, we have that f (t, ) for small
and so Proposition 2.1 (i) is satisfied. Since r () is a bounded Borel function on
[0, ), the Spectral Theorem implies that r (D) = b(D)(I + Dk )1 is a bounded
everywhere-defined operator on H and so we may choose Y = Dom(r (D)) = H.
It is easy to check then that hypotheses (ii) and (iii) of Proposition 2.1 hold where
f (t, D) = A(t, D)(I + Dk )1 B(H) for each t [0, T ]. Therefore, if h
C([s, T ] : H), then Proposition 2.1 (i)(iv) hold so that (4) is well-posed.
Pk
It is not hard to show that f satisfies Condition (A, p) with p() = j=1 bj k+j
(cf. [6, Example 4.2]). Further, g (t, ) = A(t, ) + A(t, )(1 + k )1 0 for
all (t, ) [0, T ] [0, ), so we may choose = 0. Again, Theorem 3.1 yields the
ts
T t
result ku(t) v (t)k C T s M T s for 0 s t T .
Regularization: Now, for regularization, we assume u(t) is a classical solution of (3)
where Y and h C([s, T ] : Y ). Let > 0 be given and assume k k .
Also, let v (t) be a classical solution of (4) with f defined by either (21) or (22).
Rt
By Proposition 2.1, then v (t) = V (t, s) + s V (t, r)h(r)dr. Note, for x H and
0 s t T,
Z R
t
kV (t, s)xk2 =
|e s f (,)d |2 d(E()x, x)
0
Z
T 2
(e
)
d(E()x, x)
0

= (e T )2 kxk2
so that kV (t, s)k e T . Hence, for 0 s t T , we have
Z t
ku(t) (V (t, s) +
V (t, r)h(r)dr)k
s
Z t
ku(t) v (t)k + kv (t) (V (t, s) +
V (t, r)h(r)dr)k
s

=ku(t) v (t)k + kV (t, s) V (t, s) k

ku(t) v (t)k + e T .
First, consider s t < T . For the first approximation (21), choose

1/k
2B k+1 k k T
.
=
(k + 1)k+1 ln

(25)

270

MATTHEW A. FURY

Then 0 as 0 and by (25),

Z

ku(t) (V (t, s) +

V (t, r)h(r)dr)k
s

T t

B k+1 kk T

ts

C T s M T s + e k (k+1)k+1
t
 k1 TT s


ts
2B k+1 k k T
=C
M T s +
k+1
(k + 1)
ln
0 as 0.

(26)

In the case of the second approximation (22), choose = 2BT /ln . Then 0
as 0 and
Z t
V (t, r)h(r)dr)k
ku(t) (V (t, s) +
s

T t
T s

ts
T s

+ e

=C(2BT /ln )
0

T t
T s

BT

ts
T s

(27)

as 0.

Finally, for the case that t = T , from inequalities (17) and (18), it is easily shown
by an argument similar to that in the last paragraph of the proof of Theorem 3.1
with t = T that ku(T ) v (T )k N for some constant N independent of . Then
by (25), in the case of either approximation (21) or (22), we have that 0 as
0 and
Z T
ku(T ) (V (T, s) +
V (T, r)h(r)dr)k
s
T

ku(T ) v (T )k + e

N +
0

as

(28)

0.

Combining (26), (27), and (28), we have in the case of either approximation, that
{V (t, s) | > 0, 0 s t T } is a family of regularizing operators for problem
(3).
5. Examples. The main application of our theory is to partial differential equations in the Hilbert space (H, k k) = (L2 (Rn ), k k2 ) with D = where
Pn
2
denotes the Laplacian defined by = i=1 x2 . The operator is a positive,
i

self-adjoint operator in L2 (Rn ) and hence the partial differential equation

u(t, x) = A(t, )u(t, x) + h(t, x),

t
u(s, x) = (x), x Rn

(t, x) [s, T ) Rn

(29)

Pk
in L2 (Rn ), where A(t, ) = j=1 aj (t)()j and aj C([0, T ] : R+ ) for 1 j
k, is generally ill-posed. By the results in Section 4, regularization for (29) stems
from the approximate well-posed problem (4) where f (t, D) = f (t, ) is defined
by two different functional calculi f :

REGULARIZATION FOR ILL-POSED PROBLEMS

271

Example 5.1. By the first approximation f (t, ) = A(t, ) k+1 , the approximate well-posed problem (4) becomes

v(t, x) = A(t, )v(t, x) ()k+1 v(t, x) + h(t, x), (t, x) [s, T ) Rn

t
(30)
v(s, x) = (x),

x Rn .

Here, as in the proof of Theorem 4.2, we note that Y = Dom(r ()) = Dom(k+1 )
where r () = b() + k+1 as in (23), and Y is the Sobolev space W 2(k+1),2 (Rn )
consisting of functions L2 (Rn ) whose derivatives, in the sense of distributions
of order j 2(k + 1) are in L2 (Rn ) (cf. [16, Section 7.1]). Hence, in accordance
with Proposition 2.1 (iv), we require t h(t, ) to be continuous in the graph norm
k kY associated with the operator r () so that (30) is indeed well-posed.
For a simple example, consider problem (29) in H = L2 (R), where A(t, ) =
2
a(t)() with a C([0, T ] : R+ ), and h(t, x) is defined by h(t, x) = e(xt) . Thus,
the ill-posed problem (29) becomes the inhomogeneous backward heat equation
2
2

u(t, x) = a(t) 2 u(t, x) + e(xt) ,

t
x
u(s, x) = (x), x R

(t, x) [s, T ) R

with a time-dependent diffusion coefficient a(t). In this case, f (t, ) = a(t)

2 , r () = B + 2 where B = maxt[0,T ] |a(t)|, and Y = Dom(r ()) =
Dom(2 ) = W 4,2 (R). The approximate well-posed problem in accordance with
f (t, ) = a(t) 2 becomes
2
2
4

v(t, x) = a(t) 2 v(t, x) 4 v(t, x) + e(xt) ,

t
x
x
v(s, x) = (x), x R.

(t, x) [s, T ) R

(31)

It is easy to check that e(xt) , and its derivatives with respect to x up to the
2
fourth order are each in L2 (R) since q(x)e(xt) L2 (R) for any polynomial q(x).
2
Using a dominated convergence argument, it may also be shown that t e(xt)
is continuous in the graph norm k kY associated with the operator r () =
B + 2 . Hence, (31) is well-posed.
Returning to the general case, as seen in Section 4, Theorem 4.2 implies that the
approximation
f (t, ) = A(t, ) k+1 of Example 5.1 yields an evolution system
Rt
V (t, s) = e s f (,)d , 0 s t T which serves as a family of regularizing
operators for the ill-posed problem (29).
A(t,)
Example 5.2. Using the second approximation f (t, ) = 1+
k , the approximate
well-posed problem (4) becomes

v(t, x) A(t, )v(t, x) + ()k v(t, x) = h(t, x), (t, x) [s, T ) Rn

t
t
(32)

v(s, x) = (x),

x Rn .

b()
In this case, r () = 1+
k as in (24), and since r () is a bounded everywheredefined operator, we have Y = Dom(r ()) = L2 (Rn ). Thus, we require t
h(t, ) to be continuous in the ordinary L2 -norm k k2 so that (32) is indeed wellposed.

272

MATTHEW A. FURY

Again, as seen in Section 4, by Theorem 4.2, the approximation f (t, ) =

A(t,)
1+k

Rt

of Example 5.2 yields an evolution system V (t, s) = e s f (,)d , 0 s t T

which serves as a family of regularizing operators for the ill-posed problem (29).
Acknowledgments. The author would like to thank Atousa Jahanshahi and Yasir
Mughal for their contribution to the calculations in Section 4, and also Rhonda J.
Hughes for her invaluable guidance.
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Received for publication July 2012.

E-mail address: maf44@psu.edu