A Two Dimensional Backward Heat Problem With Statistical Discrete Data

Abstract: In this paper, we focus on the backward heat problem of finding the function $\theta(x,y)=u(x,y,0)$ such that [ {l l l} u_t - a(t)(u_{xx} + u_{yy}) & = f(x,y,t), & \qquad (x,y,t) \in \Omega\times (0,T), u(x,y,T) & = h(x,y), & \qquad (x,y) \in\bar{\Omega}. ] where $\Omega = (0,\pi) \times (0,\pi)$ and the heat transfer coefficient $a(t)$ is known. In our problem, the source $f = f(x,y,t)$ and the final data $h(x,y)$ are unknown. We only know random noise data $g_{ij}(t)$ and $d_{ij}$ satisfying the regression models g_{ij}(t) &=& f(x_i,y_j,t) + \vartheta\xi_{ij}(t), d_{ij} &=& h(x_i,y_j) + \sigma_{ij}\epsilon_{ij}, where $\xi_{ij}(t)$ are Brownian motions, $\epsilon_{ij}\sim \mathcal{N}(0,1)$, $(x_i,y_j)$ are grid points of $\Omega$ and $\sigma_{ij}, \vartheta$ are unknown positive constants. The noises $\xi_{ij}(t), \epsilon_{ij}$ are mutually independent. From the known data $g_{ij}(t)$ and $d_{ij}$, we can recovery the initial temperature $\theta(x,y)$. However, the result thus obtained is not stable and the problem is severely ill--posed. To regularize the instable solution, we use the trigonometric method in nonparametric regression associated with the truncated expansion method. In addition, convergence rate is also investigated numerically.