| Citation: | Siying Li, Ruohong Li, Fan Yang, Xiaoxiao Li, Zhenji Tian. IDENTIFICATION OF THE RANDOM SOURCE IN THE STOCHASTIC CAPUTO-HADAMARD TIME-FRACTIONAL DIFFUSION EQUATION[J]. Journal of Applied Analysis & Computation, 2026, 16(2): 987-1015. doi: 10.11948/20250065 |
This paper investigates the inverse problem of identifying the unknown source term in a stochastic Caputo-Hadamard time-fractional diffusion equation, where the source term consists of a deterministic function and a stochastic process. By utilizing the statistical properties of final value data (including its expectation and variance), we recover both the deterministic and random terms. To address the inherent ill-posedness of the problem, we apply the quasi-boundary regularization method and provide both a priori and a posteriori error estimates. Finally, numerical experiments in one and two dimensions are conducted to validate the feasibility and effectiveness of the proposed method.
| [1] | B. Ahmad, A. Alsaedi, S. K. Ntouyas, et al., Hadamard-Type Fractional Differential Equations, Inclusions and Inequalities, Springer, Switzerland, 2017. |
| [2] | M. Cai, G. Em Karniadakis and C. Li, Fractional SEIR model and data-driven predictions of COVID-19 dynamics of omicron variant, Chaos, 2022, 32(7), 071101. doi: 10.1063/5.0099450 |
| [3] | D. Cao and C. Li, Quenching phenomenon in the Caputo-Hadamard time-fractional Kawarada problem: Analysis and computation, Math. Comput. Simulat., 2025, 233, 21–38. doi: 10.1016/j.matcom.2025.01.014 |
| [4] | Z. Chen, K. Kim and P. Kim, Fractional time stochastic partial differential equations, Stoch. Proc. Appl., 2015, 125(4), 1470–1499. doi: 10.1016/j.spa.2014.11.005 |
| [5] | L. R. Evangelista and E. K. Lenzi, Fractional Diffusion Equations and Anomalous Diffusion, Cambridge University Press, United Kingdom, 2018. |
| [6] | S. Fomin, V. Chugunov and T. Hashida, Mathematical modeling of anomalous diffusion in porous media, Frac. Differ. Calc., 2011, 1(1), 1–28. |
| [7] | S. Fu and Z. Zhang, Application of the generalized multiscale finite element method in an inverse random source problem, J. Comput. Phys., 2021, 429, 110032. doi: 10.1016/j.jcp.2020.110032 |
| [8] | R. Garra, F. Mainardi and G. Spada, A generalization of the Lomnitz logarithmic creep law via Hadamard fractional calculus, Chaos Solitons Fract., 2017, 102, 333–338. doi: 10.1016/j.chaos.2017.03.032 |
| [9] | M. Giona, S. Cerbelli and H. E. Roman, Fractional diffusion equation and relaxation in complex viscoelastic materials, Physica A, 1992, 191(1–4), 449–453. doi: 10.1016/0378-4371(92)90566-9 |
| [10] | M. Gohar, C. Li and Z. Li, Finite difference methods for Caputo-Hadamard fractional differential equations, Mediterr. J. Math., 2020, 17(6), 194. doi: 10.1007/s00009-020-01605-4 |
| [11] | Y. Gong, P. Li, X. Wang, et al., Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift, Inverse Probl., 2021, 37(4), 045001. doi: 10.1088/1361-6420/abe6f0 |
| [12] | M. Gunzburger, B. Li and J. Wang, Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise, Math. Comput., 2019, 88(318), 1715–1741. |
| [13] | W. Hou, F. Yang, X. Li, et al., The Modified Tikhonov Regularization Method for Backward Heat Conduction Problem with a Complete Parabolic Equation in $ \mathbb{R}.{n}$, Numer. Algorithms, 2025. DOI: 10.1007/s11075-025-02164-z. |
| [14] | Z. Kala, Stochastic inverse analysis of fatigue cracks based on linear fracture mechanics, Int. J. Math. Comput. Methods, 2017, 2, 60–65. |
| [15] | A. A. Kilbas, H. M. Srivastava and J. J. Trujillo, Theory and Applications of Fractional Differential Equations, Elsevier, United Kingdom, 2006. |
| [16] | C. Li and Z. Li, Asymptotic behaviours of solution to Caputo-Hadamard fractional partial differential equation with fractional Laplacian, Int. J. Comput. Math., 2021, 98(2), 305–339. doi: 10.1080/00207160.2020.1744574 |
| [17] | Y. Liang, F. Yang and X. Li, A hybrid regularization method for identifying the source term and the initial value simultaneously for fractional pseudo-parabolic equation with involution, Numer. Algorithms, 2025, 99(4), 2063–2095. doi: 10.1007/s11075-024-01944-3 |
| [18] | Y. Liang, F. Yang and X. Li, Two regularization approaches for identifying the source term of time-fractional telegraph equation, J. Anal., 2025, 33, 2285-2318. doi: 10.1007/s41478-025-00921-w |
| [19] | Y. Liang, F. Yang and X. Li, Two regularization methods for identifying the initial value of time-fractional telegraph equation, Comput. Methods Appl. Math., 2025, 25(4), 883–905. doi: 10.1515/cmam-2024-0159 |
| [20] | C. Liu, J. Wen and Z. Zhang, Reconstruction of the time-dependent source term in a stochastic fractional diffusion equation, Inverse Probl. Imag., 2020, 14(6), 1001–1024. doi: 10.3934/ipi.2020053 |
| [21] | D. Nie and W. Deng, A unified convergence analysis for the fractional diffusion equation driven by fractional gaussian noise with hurst index $ H \in (0, 1)$, SIAM J. Numer. Anal., 2022, 60(3), 1548–1573. doi: 10.1137/21M1422616 |
| [22] | P. Niu, T. Helin and Z. Zhang, An inverse random source problem in a stochastic fractional diffusion equation, Inverse Probl., 2020, 36(4), 045002. doi: 10.1088/1361-6420/ab532c |
| [23] | I. Podlubny, Fractional Differential Equations, Elsevier, Slovak Republic, 1999. |
| [24] | H. Pollard, The completely monotonic character of the Mittag-Leffler function $E_{a}(-x) $, Bull. Am. Math. Soc., 1948, 54(12), 1115–1116. doi: 10.1090/S0002-9904-1948-09132-7 |
| [25] | L. Qiao, R. Li, F. Yang, et al., Simultaneous inversion of the source term and initial value of the multi-term time fractional slow diffusion equation, J. Appl. Anal. Comput., 2025, 15(4), 1903–1927. |
| [26] | L. Qiao, F. Yang and X. Li, Simultaneous identification of the unknown source term and initial value for the time fractional diffusion equation with local and nonlocal operators, Chaos Solitons Fract., 2024, 189, 115601. doi: 10.1016/j.chaos.2024.115601 |
| [27] | K. Sakamoto and M. Yamamoto, Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems, J. Math. Anal. Appl., 2011, 382(1), 426–447. doi: 10.1016/j.jmaa.2011.04.058 |
| [28] | L. Wang, T. Wei and G. Zheng, Determining the random source and initial value simultaneously in stochastic fractional diffusion equations, Commun. Anal. Comput., 2023, 1(3), 234–270. |
| [29] | L. Yan, F. Yang and X. Li, The fractional Tikhonov regularization method for simultaneous inversion of the source term and initial value in a space-fractional Allen-Cahn equation, J. Appl. Anal. Comput., 2024, 14(4), 2257–2282. |
| [30] | L. Yan, F. Yang and X. Li, Identifying the random source term and two initial values simultaneously for the stochastic time-fractional diffusion-wave equation, Commun. Nonlinear Sci. Numer. Simul., 2025, 152, 109135. |
| [31] | F. Yang, Y. Cao and X. Li, Two regularization methods for identifying the source term of Caputo-Hadamard time-fractional diffusion equation, Math. Methods Appl. Sci., 2023, 46(15), 16170–16202. doi: 10.1002/mma.9444 |
| [32] | F. Yang, Y. Cao and X. Li, Identifying source term and initial value simultaneously for the time-fractional diffusion equation with Caputo-like hyper-Bessel operator, Fract. Calc. Appl. Anal., 2024, 27(5), 2359–2396. doi: 10.1007/s13540-024-00304-1 |
| [33] | F. Yang, R. Li, Y. Gao, et al., Two regularization methods for identifying the source term of Caputo-Hadamard type time fractional diffusion-wave equation, J. Inverse Ill-Posed Probl., 2025, 33(3), 369–399. |
| [34] | F. Yang, S. Li and X. Li, Inverse random source problem for the stochastic Caputo-Hadamard time-fractional diffusion equation driven by fractional Brownian motion, Chaos Solitons Fract., 2026, 201(2), 117233. |
| [35] | F. Yang, J. Xu and X. Li, Simultaneous inversion of the source term and initial value of the time fractional diffusion equation, Math. Model. Anal., 2024, 29(2), 193–214. doi: 10.3846/mma.2024.18133 |
| [36] | F. Yang, L. Yan and X. Li, The backward problem of a stochastic space-fractional diffusion equation driven by fractional Brownian motion, J. Comput. Appl. Math., 2026, 476, 117086. doi: 10.1016/j.cam.2025.117086 |
| [37] | F. Yang, L. Yan, H. Liu, et al., Two regularization methods for identifying the unknown source of sobolev equation with fractional Laplacian, J. Appl. Anal. Comput., 2025, 15(1), 198–225. |
| [38] | F. Yang, Y. Zhang and X. Li, Landweber iterative method for an inverse source problem of time-space fractional diffusion-wave equation, Comput. Methods Appl. Math., 2024, 24(1), 265–278. doi: 10.1515/cmam-2022-0240 |
| [39] | Z. Yang, X. Zheng and H. Wang, Well-posedness and regularity of caputo-hadamard time-fractional diffusion equations, Fractals, 2022, 30(1), 2250005. doi: 10.1142/S0218348X22500050 |
| [40] | C. Zhang, F. Yang and X. Li, Two regularization methods for identifying the spatial source term problem for a space-time fractional diffusion-wave equation, Mathematics, 2024, 12(2), 231. doi: 10.3390/math12020231 |
| [41] | C. Zhang, F. Yang and X. Li, Identifying the source term and the initial value simultaneously for Caputo-Hadamard fractional diffusion equation on spherically symmetric domain, Comput. Appl. Math., 2024, 43(4), 161. doi: 10.1007/s40314-024-02679-6 |
The comparison of the exact
The comparison of the exact
The comparison of the exact solutions and the regularized solutions with
The comparison of the exact solutions and the regularized solutions with
Exact solution, regularized solution, error surface, and error distribution histogram of
Exact solution, regularized solution, error surface, and error distribution histogram of