Solving a final value fractional diffusion problem by boundary condition regularization

摘要

The evolution process of fractional order describes some phenomenon of anomalous diffusion and transport dynamics in complex system. The equation containing fractional derivatives provides a suitable mathematical model for describing such a process. The initial boundary value problem is hard to solve due to the nonlocal property of the fractional order derivative. We consider a final value problem in a bounded domain for fractional evolution process with respect to time, which means to recover the initial state for some slow diffusion process from its present status. For this ill-posed problem, we construct a regularizing solution using quasi-reversible method. The well-posedness of the regularizing solution as well as the convergence property is rigorously analyzed. The advantage of the proposed scheme is that the regularizing solution is of the explicit analytic solution and therefore is easy to be implemented. Numerical examples are presented to show the validity of the proposed scheme.