Journal of Inequalities in Pure and Applied Mathematics REVERSE CONVOLUTION INEQUALITIES AND APPLICATIONS TO INVERSE HEAT SOURCE PROBLEMS ´ AND MASAHIRO YAMAMOTO SABUROU SAITOH, VŨ KIM TUÂN Department of Mathematics Faculty of Engineering Gunma University Kiryu 376-8515, JAPAN. EMail: ssaitoh@math.sci.gunma-u.ac.jp Department of Mathematics and Computer Science Faculty of Science Kuwait University P.O. Box 5969, Safat 13060, KUWAIT. EMail: vu@mcc.sci.kuniv.edu.kw Graduate School of Mathematical Sciences The University of Tokyo 3-8-1 Komaba Tokyo 153-8914, JAPAN. EMail: myama@ms.u-tokyo.ac.jp volume 3, issue 5, article 80, 2002. Received 2 April, 2002; accepted 30 October, 2002. Communicated by: S.S. Dragomir Abstract Contents JJ J II I Home Page Go Back Close c 2000 School of Communications and Informatics,Victoria University of Technology ISSN (electronic): 1443-5756 029-02 Quit Abstract We introduce reverse convolution inequalities obtained recently and at the same time, we give new type reverse convolution inequalities and their important applications to inverse source problems. We consider the inverse problem of determining f(t), 0 < t < T , in the heat source of the heat equation ∂t u(x, t) = ∆u(x, t) + f(t)ϕ(x), x ∈ Rn , t > 0 from the observation u(x0 , t), 0 < t < T , at a remote point x0 away from the support of ϕ. Under an a priori assumption that f changes the signs at most N-times, we give a conditional stability of Hölder type, as an example of applications. 2000 Mathematics Subject Classification: Primary 44A35; Secondary 26D20. Key words: Convolution, Heat source, Weighted convolution inequalities, Young’s inequality, Hölder’s inequality, Reverse Hölder’s inequality, Green’s function, Stability in inverse problems, Volterra’s equation, Conditional stability of Hölder type, Analytic semigroup, Interpolation inequality, Sobolev inequality. Contents 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2 Remarks for Reverse Hölder Inequalities . . . . . . . . . . . . . . . . . 7 3 New Reverse Convolution Inequalities . . . . . . . . . . . . . . . . . . . 9 4 Applications to Inverse Source Heat Problems and Results . . 11 5 Proof of Theorem 4.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 References Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close Quit Page 2 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au 1. Introduction For the Fourier convolution ∞ Z (f ∗ g)(x) = f (x − ξ)g(ξ) dξ, −∞ the Young’s inequality (1.1) kf ∗ gkr ≤ kf kp kgkq , f ∈ Lp (R), g ∈ Lq (R), r−1 = p−1 + q −1 − 1 Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems (p, q, r > 0), is fundamental. Note, however, that for the typical case of f, g ∈ L2 (R), the inequality (1.1) does not hold. In a series of papers [12] – [16] (see also [5]) we obtained the following weighted Lp (p > 1) norm inequality for convolution Proposition 1.1. ([15]). For two nonvanishing functions ρj ∈ L1 (R) (j = 1, 2), the Lp (p > 1) weighted convolution inequality 1 −1 (1.2) ((F1 ρ1 ) ∗ (F2 ρ2 )) (ρ1 ∗ ρ2 ) p ≤ kF1 kLp (R,|ρ1 |) kF2 kLp (R,|ρ2 |) p holds for Fj ∈ Lp (R, |ρj |) (j = 1, 2). Equality holds here if and only if (1.3) kF kLp (R,|ρ|) = p |F (x)| |ρ(x)| dx Contents JJ J II I Close where α is a constant such that eαx ∈ Lp (R, |ρj |) (j = 1, 2). Here ∞ Title Page Go Back Fj (x) = Cj eαx , Z Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto p1 Quit Page 3 of 24 . −∞ J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Unlike the Young’s inequality, inequality (1.2) holds also in case p = 2. Note that the proof of Proposition 1.1 is direct and fairly elementary. Indeed, we use only Hölder’s inequality and Fubini’s theorem for exchanging the orders of integrals for the proof. So, for various type convolutions, we can also obtain similar type convolution inequalities, see [17] for various convolutions. In many cases of interest, the convolution is given in the form (1.4) ρ2 (x) ≡ 1, F2 (x) = G(x), where G(x − ξ) is some Green’s function. Then inequality (1.2) takes the form (1.5) 1− p1 k (F ρ) ∗ Gkp ≤ kρkp kGkp kF kLp (R,|ρ|) , where ρ, F , and G are such that the right hand side of (1.5) is finite. Inequality (1.5) enables us to estimate the output function Z ∞ (1.6) F (ξ)ρ(ξ)G(x − ξ) dξ −∞ in terms of the input function F in the related differential equation. We are also interested in the reverse type inequality for (1.5), namely, we wish to estimate the input function F by means of the output (1.6). This kind of estimates is important in inverse problems. One estimate is obtained by using the following famous reverse Hölder inequality Proposition 1.2. ([18], see also [10, p. 125–126]). For two positive functions f and g satisfying (1.7) f 0<m≤ ≤M <∞ g Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close Quit Page 4 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au on the set X, and for p, q > 1, p−1 + q −1 = 1, p1 Z Z f dµ (1.8) X 1q mZ 1 1 gdµ ≤ Ap,q f p g q dµ, M X X if the right hand side integral converges. Here 1 Ap,q (t) = p − p1 − 1q q t− pq (1 − t) p1 1q . 1 1 1 − tq 1 − tp Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Then, by using Proposition 1.2 we obtain, as in the proof of Proposition 1.1, the following Proposition 1.3. ([16]). Let F1 and F2 be positive functions satisfying (1.9) 1 p 1 p 1 p 1 p Title Page 0 < m1 ≤ F1 (x) ≤ M1 < ∞, 0 < m2 ≤ F2 (x) ≤ M2 < ∞, Contents p > 1, x ∈ R. Then for any positive continuous functions ρ1 and ρ2 , we have the reverse Lp – weighted convolution inequality (1.10) Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto −1 m1 m2 kF1 kLp (R,ρ1 ) kF2 kLp (R,ρ2 ) Ap,q M1 M2 1 −1 p ≤ ((F1 ρ1 ) ∗ (F2 ρ2 )) (ρ1 ∗ ρ2 ) . JJ J II I Go Back Close Quit Page 5 of 24 p J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Inequality (1.10) should be understood in the sense that if the right hand side is finite, then so is the left hand side, and in this case the inequality holds. In formula (1.10) replacing ρ2 by 1, and F2 (x − ξ) by G(x − ξ), and integrating with respect to x from c to d we arrive at the following inequality (1.11) p−1Z ∞ Z d−ξ n m o−pZ ∞ p Ap,q ρ(ξ) dξ F (ξ) ρ(ξ) dξ Gp (x)dx M −∞ −∞ c−ξ p Z dZ ∞ ≤ F (ξ) ρ(ξ) G(x − ξ) dξ dx, c −∞ Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto if positive continuous functions ρ, F , and G satisfy (1.12) 1 1 0 < m p ≤ F (ξ)G(x − ξ) ≤ M p , Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems x ∈ [c, d], ξ ∈ R. Inequality (1.11) is especially important when G(x − ξ) is a Green’s function. We gave various concrete examples in [16] from the viewpoint of stability in inverse problems. Title Page Contents JJ J II I Go Back Close Quit Page 6 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au 2. Remarks for Reverse Hölder Inequalities In connection with Proposition 1.2 which gives Proposition 1.3, Izumino and Tominaga [8] consider the upper bound of X apk p1 X bqk 1q −λ X ak b k for λ > 0, for p, q > 1 satisfying p1 + 1q = 1 and for positive numbers {ak }nk=1 and {bk }nk=1 , in detail. In their different approach, they showed that the constant Ap,q (t) in Proposition 1.2 is best possible in a sense. Note that the proof of Proposition 1.2 is quite involved. In connection with Proposition 1.2 we note that the following version whose proof is surprisingly simple Theorem 2.1. In Proposition 1.2, replacing f and g by f p and g q , respectively, we obtain the reverse Hölder type inequality 1 q Z m − pq1 Z q f dµ g dµ ≤ f gdµ. M X X X Z (2.1) Proof. Since 1 p fp gq p 1 p ≤ M , g ≥ M − q f q , therefore Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back 1 p 1 f g ≥ M − q f 1+ q = M − q f p Quit and so, Z (2.2) Close p1 Z p1 1 f dµ ≤ M pq f gdµ . Page 7 of 24 p J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au On the other hand, since m ≤ Z fp , gq Z f gdµ ≥ and so, 1 1 p m g 1+ pq 1q Z f gdµ q f ≥ m p g p , hence ≥m dµ = m 1 pq Z 1 p Z g q dµ, 1q g dµ . q Combining with (2.2), we have the desired inequality Z p1 1q p1 Z 1q Z Z −1 1 q g dµ ≤ M pq f gdµ m pq f gdµ f dµ Z m −1 pq f gdµ. = M p Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close Quit Page 8 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au 3. New Reverse Convolution Inequalities In reverse convolution inequality (1.10), similar type inequalities for m1 = m2 = 0 are also important as we see from our example in Section 4. For these, we obtain a new reverse convolution inequality. Theorem 3.1. Let p ≥ 1, δ > 0, 0 ≤ α < T , and f, g ∈ L∞ (0, T ) satisfy 0 ≤ f, g ≤ M < ∞, (3.1) 0 < t < T. Then (3.2) kf kLp (α,T ) kgkLp (0,δ) ≤ M 2p−2 p Z T +δ Z α t p1 f (s)g(t − s)ds dt . α Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto In particular, for Z (f ∗ g)(t) = Title Page t f (t − s)g(s)ds, 0<t<T 0 and for α = 0, we have kf kLp (0,T ) kgkLp (0,δ) ≤ M 2p−2 p 1 kf ∗ gkLp 1 (0,T +δ) . Proof. Since 0 ≤ f, g ≤ M for 0 ≤ t ≤ T , we have Z t Z t p p (3.3) f (s) g(t − s) ds = f (s)p−1 g(t − s)p−1 f (s)g(t − s)ds α α Z t 2p−2 ≤M f (s)g(t − s)ds. α Contents JJ J II I Go Back Close Quit Page 9 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Hence Z T +δ Z α t Z 2p−2 f (s) g(t − s) ds dt ≤ M p T +δ p α Z t f (s)g(t − s)ds dt. α α On the other hand, we have Z T +δ Z t Z T +δ Z T +δ p p p f (s) g(t − s) ds dt = g(t − s) dt f (s)p ds α α α s Z T +δ Z T +δ−s p = g(η) dη f (s)p ds α 0 Z T Z T +δ−s p ≥ g(η) dη f (s)p ds α 0 Z T Z δ p ≥ g(η) dη f (s)p ds α 0 = kf kpLp (α,T ) kgkpLp (0,δ) . Thus the proof of Theorem 3.1 is complete. Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close Quit Page 10 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au 4. Applications to Inverse Source Heat Problems and Results We consider the heat equation with a heat source: (4.1) (4.2) ∂t u(x, t) = ∆u(x, t) + f (t)ϕ(x), u(x, 0) = 0, x ∈ Rn , t > 0 x ∈ Rn . We assume that ϕ is a given function and satisfies ϕ ≥ 0, 6≡ 0 in Rn , ϕ has compact support, ϕ ∈ C ∞ (Rn ), if n ≥ 4 and (4.3) ϕ ∈ L2 (Rn ), if n ≤ 3. Our problem is to derive a conditional stability in the determination of f (t), 0 < t < T , from the observation Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back (4.4) u(x0 , t), 0 < t < T, where x0 6∈ supp ϕ. We are interested only in the case of x0 6∈ supp ϕ, because in the case where x0 is in the interior of supp ϕ, the problem can be reduced to a Volterra integral equation of the second kind by differentiation in t formula (4.8) stated below. Close Quit Page 11 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Moreover x0 6∈ supp ϕ means that our observation (4.4) is done far from the set where the actual process is occuring, and the design of the observation point is easy. Let (4.5) K(x, t) = |x|2 1 − 4t √ e , (2 πt)n x ∈ Rn , t > 0. Then the solution u to (4.1) and (4.2) is represented by Z tZ (4.6) u(x, t) = K(x − y, t − s)f (s)ϕ(y)dyds, 0 x ∈ Rn , t > 0 Rn (e.g., Friedman [6]). Therefore, setting Z (4.7) µx0 (t) = K(x0 − y, t)ϕ(y)dy, Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto t > 0, Title Page Rn Contents we have Z (4.8) u(x0 , t) ≡ hx0 (t) = t µx0 (t − s)f (s)ds, 0 < t < T, 0 which is a Volterra integral equation of the first kind with respect to f . Since dk µx0 lim (t) = (∆k ϕ)(x0 ) = 0, t↓0 dtk JJ J II I Go Back Close k ∈ N ∪ {0} by x0 6∈ supp ϕ (e.g., [6]), the equation (4.8) cannot be reduced to a Volterra equation of the second kind by differentiating in t. Hence, even though, for any Quit Page 12 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au m ∈ N, we take the C m -norms for data h, the equation (4.8) is ill-posed, and we cannot expect a better stability such as of Hölder type under suitable a priori boundedness. In Cannon and Esteva [3], an estimate of logarithmic type is proved: let n = 1 and ϕ = ϕ(x) be the characteristic function of an interval (a, b) ⊂ R. Set ( ) 2 d f df (4.9) VM = f ∈ C 2 [0, ∞); f (0) = 0, , ≤M . dt dt2 C[0,∞) C[0,∞) Let x0 6∈ (a, b). Then, for T > 0, there exists a constant C = C(M, a, b, x0 ) > 0 such that (4.10) |f (t)| ≤ C , | log ku(x0 , ·)kL2 (0,∞) |2 Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto 0 ≤ t ≤ T, for all f ∈ VM . The stability rate is logarithmic and worse than any rate of Hölder type: ku(x0 , ·)kαL2 (0,∞) for any α > 0. For (4.10), the condition f ∈ VM prescribes a priori information and (4.10) is called conditional stability within the admissible set VM . The rate of conditional stability heavily depends on the choice of admissible sets and an observation point x0 . As for other inverse problems for the heat equation, we can refer to Cannon [2], Cannon and Esteva [4], Isakov [7] and the references therein. We arbitrarily fix M > 0 and N ∈ N. Let (4.11) U = {f ∈ C[0, T ]; kf kC[0,T ] ≤ M, f changes the signs at most N -times}. Title Page Contents JJ J II I Go Back Close Quit Page 13 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au We take U as an admissible set of unknowns f . Then, within U, we can show an improved conditional stability of Hölder type: Theorem 4.1. Let ϕ satisfy (4.3), and x0 6∈ supp ϕ. We set 4 , n ≤ 3, 4−n (4.12) p> 1, n ≥ 4. Then, for an arbitrarily given δ > 0, there exists a constant C = C(x0 , ϕ, T, p, δ, U) > 0 such that (4.13) 1 N kf kLp (0,T ) ≤ Cku(x0 , ·)kLp 1 (0,T +δ) for any f ∈ U. We will see that limδ→0 C = ∞ and, in order to estimate f over the time interval (0, T ), we have to observe u(x0 , ·) over a longer time interval (0, T +δ). Remark 4.1. In the case of n ≥ 4, we can relax the regularity of ϕ to H α (Rn ) with some α > 0, but we will not go into the details. In the case of n ≤ 3, if we assume that ϕ ∈ C ∞ (Rn ) in (4.3), then in Theorem 4.1 we can take any p > 1. Remark 4.2. As a subset of U, we can take, for example, Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close PN = {f ; f is a polynomial whose order is at most N and kf kC[0,T ] ≤ M }. Quit The condition f ∈ U is quite restrictive at the expense of the practically reasonable estimate of Hölder type (4.4). Page 14 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Remark 4.3. The a priori boundedness kf kC[0,T ] ≤ M is necessary for the stability. Example 4.1. Let n = 1, p > 2 and 0 |x| < r, |x| > R, √ (4.14) ϕ(x) = π , r < |x| < R. R−r We set x0 = 0. Then, by (4.7), we have Z y2 1 e− 4t ϕ(y)dy, (4.15) µ0 (t) = √ 2 πt r<|y|<R Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto so that (4.16) R2 r2 1 1 √ e− 4t ≤ µ0 (t) ≤ √ e− 4t , t t Title Page t > 0. We choose fn as (4.17) 1 1 fn (t) = √ e− nt , t t > 0, n ∈ N. Then fn does not change the signs in (0, T ) and limn→∞ max0≤t≤T |fn (t)| = ∞. The corresponding solution un (x, t) of (4.1) – (4.2) with fn is estimated as follows: Z t Z t r2 1 1 1 √ |un (0, t)| = µ0 (t − s)fn (s)ds ≤ e− 4(t−s) √ e− ns ds, s t−s 0 0 Contents JJ J II I Go Back Close Quit Page 15 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au and so Z 0 T T t r2 1 −1 1 − 4(t−s) √ e ns ds dt √ e |un (0, t)|dt ≤ s t−s 0 0 Z T Z T r2 1 1 1 − 4(t−s) √ = e dt √ e− ns ds s t−s 0 s Z T Z T 2 1 1 −r ≤ √ e 4η dη √ ds η s 0 0 Z T √ 1 − r2 =2 T √ e 4η dη. η 0 Z Z Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Next Z T p fn (t) dt = n p −1 2 0 Z nT p p e− η η − 2 dη. 0 Therefore, for any γ ∈ (0, 1), we have Contents R p1 p1 p 1 1 p nT fn (t)p dt n 2 − p 0 e− η η − 2 dη R γ ≥ √ R γ −→ ∞ as n −→ ∞ 2 T T 1 −r 4η dη √ u (0, t)dt 2 T e n 0 η 0 R T 0 by p > 2. Hence the stability of the type (4.4) is impossible for p > 2. Remark 4.4. For our stability, the finiteness of changes of signs is essential. In fact, we take (4.18) fn (t) = cos nt, Title Page 0 ≤ t ≤ T, n ∈ N. JJ J II I Go Back Close Quit Page 16 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Then fn oscillates very frequently and we cannot take any finite partition of (0, T ) where the condition on signs in (4.1) holds true. We note that we can take M = 1, that is, kfn kC[0,T ] ≤ 1 for n ∈ N. We denote the solution to (4.1) – (4.2) for f = fn by un (x, t). Then Z t un (x0 , t) = µx0 (t − s)fn (s)ds 0 Z t = µx0 (s)fn (t − s)ds 0 Z t Z t = cos nt µx0 (s) cos nsds − sin nt µx0 (s) sin nsds. 0 0 By µx0 ∈ L1 (0, T ), the Riemann-Lebesgue lemma yields limn→∞ un (x0 , t) = 0 for all t ∈ [0, T + δ]. Moreover we readily see that Z T +δ |un (x0 , t)| ≤ µx0 (s)ds < ∞, n ∈ N, 0 ≤ t ≤ T + δ. Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents 0 Therefore, by the Lebesgue convergence theorem, we can conclude that lim kun (x0 , ·)kL1 (0,T +δ) = 0. n→∞ For n = 1, we can choose p = 2 in Theorem 4.1. We have Z T T sin 2nT fn (t)2 dt = + , 2 4n 0 JJ J II I Go Back Close Quit Page 17 of 24 so that limn→∞ kfn kL2 (0,T ) 6= 0. Thus any stability cannot hold for fn , n ∈ N. J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au 5. Proof of Theorem 4.1 Suppose that f changes the signs at 0 < t1 < t2 < ... < tI = T, I ≤ N . Without loss of generality, we may assume that f ≥ 0 on (0, t1 ). Since f ∈ U, we see that f satisfies (3.1). Meanwhile since µx0 (t) is positive and bounded, for some constant B > 0, Bµx0 (t) satisfies (3.1). We apply Theorem 3.1 on 1 (0, t1 ), setting α = 0 and g(t) = Bµx0 (t). Setting C1 = B 1− p kµx0 kLp (0,δ) (C1 > 0), we obtain (5.1) kf kLp (0,t1 ) ≤ C1−1 M 2p−2 p 1 ku(x0 , ·)kLp 1 (0,t1 +δ) . Next we will prove Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto 1 (5.2) |u(x0 , t1 )| ≤ C2 ku(x0 , ·)kLp 1 (0,t1 +δ) , where the constant C2 > 0 depends on ϕ, T, δ, p. Henceforth the constants Cj > 0, j ≥ 2, are independent of the choice of 0 < t1 < t2 < · · · < tN < T . Proof of (5.2). Let L2 (Rn ) be the usual L2 -space with the norm k · k and let −A be the operator defined by (5.3) (−Au)(x) = ∆u(x), x ∈ Rn , D(A) = H 2 (Rn ). Then −A generates an analytic semigroup e−tA , t > 0 and, by the definition of H 2` (Rn ) and the interpolation inequality (e.g., Lions and Magenes [9]), we see that (DA` ) = H 2` (Rn ), kukH 2` (Rn ) ≤ C3 (`)kA` uk, u ∈ D(A` ). Title Page Contents JJ J II I Go Back Close Quit Page 18 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Moreover kA` e−tA k ≤ C3 (`)t−` (5.4) and Z (5.5) u(t) = u(·, t) = t e−(t−s)A f (s)ϕ(·)ds, t>0 0 (e.g., Pazy [11]). By the Sobolev inequality: H 2` (Rn ) ⊂ L∞ (Rn ) if 4` > n (e.g., Adams [1]), we have D(A` ) ⊂ L∞ (Rn ) and (5.6) kukL∞ (Rn ) ≤ C4 (`)kA` uk, Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems u ∈ D(A` ). Case: n ≤ 3. We can take n + ε0 < 1 with a sufficiently small ε0 > 0. 4 4 Let q > 1 satisfy p1 + 1q = 1. Since p > 4−n , we have q < n4 , therefore we can choose ε0 > 0 sufficiently small such that (5.7) Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto `= q` < 1. (5.8) ≤ C5 −q` (t1 − s) 0 1q Z Close Quit t1 p |f (s)| ds ds II I Go Back 0 t1 Contents JJ J Hence, by (5.4), (5.5) and the Hölder inequality, we obtain Z t1 ` (5.9) kA u(t1 )k ≤ |f (s)|kA` e−(t1 −s)A ϕkds 0 Z t1 ≤ C5 (t1 − s)−` |f (s)|ds Z Title Page p1 Page 19 of 24 . 0 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Consequently, by (5.8), we have ` kA u(t1 )k ≤ C5 t1−q` 1 1 − q` ! 1q kf kLp (0,t1 ) ≤ C5 T 1 − q` 1q kf kLp (0,t1 ) . Therefore (5.1) and (5.6) yield (5.2). Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close Quit Page 20 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au Case: n ≥ 4. By ϕ ∈ C0∞ (Rn ), we have ϕ ∈ D(A` ) for ` ∈ N. Therefore the estimate of kA` u(t)k is simpler than in (5.9): Z t1 ` −(t1 −s)A ` kA u(t1 )k = f (s)e A ϕds 0 Z t1 ≤ |f (s)|ke−(t1 −s)A kkA` ϕkds ≤ 0 C60 kf kL1 (0,t1 ) ≤ C6 kf kLp (0,t1 ) . Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Thus (5.1) and (5.6) complete the proof of (5.2). Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Next we will estimate kf kLp (t1 ,t2 ) . By (4.8), we have Z t (5.10) −u(x0 , t) = −u(x0 , t1 ) + µx0 (t − s)(−f (s))ds, t1 ≤ t ≤ t2 . t1 Taking α = t1 , T = t2 in Theorem 3.1, we obtain Z t2 +δ p1 2p−2 −1 kf kLp (t1 ,t2 ) ≤ M p C1 (5.11) | − u(x0 , t) + u(x0 , t1 )|dt t1 ≤M 2p−2 p 1 C1−1 (ku(x0 , ·)kL1 (t1 ,t2 +δ) + T |u(x0 , t1 )|) p . (5.12) kf kLp (t1 ,t2 ) ≤ Contents JJ J II I Go Back Close Therefore we apply (5.2), and C1−1 M Title Page 2p−2 p Quit 1 p ku(x0 , ·)kL1 (t1 ,t2 +δ) + C1−1 M 2p−2 p 1 1 p Page 21 of 24 1 p2 T p C2 ku(x0 , ·)kL1 (0,t1 +δ) J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au 1 1 − 12 2 p ku(x0 , ·)kL1 (tp1 ,t2 +δ) ku(x0 , ·)kLp 1 (t1 ,t2 +δ) 1 1 1 p p2 p + T C2 ku(x0 , ·)kL1 (0,t1 +δ) C1−1 M 2p−2 p ≤ C1−1 M 2p−2 p ≤ ((T M 0 ) p−1 p2 1 1 1 2 + T p C2p )ku(x0 , ·)kLp 1 (0,t2 +δ) . Here, since u(x0 , t) is bounded, we take a positive M 0 such that |u(x0 , t)| ≤ M 0 . By (5.1) and (5.12), we can estimate kf kLp (0,t2 ) . Continuing this argument until tI = T , we can complete the proof of Theorem 4.1. Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto Title Page Contents JJ J II I Go Back Close Quit Page 22 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au References [1] R.A. ADAMS, Sobolev Spaces, Academic Press, New York, 1975. [2] J.R. CANNON, The One-dimensional Heat Equation, Addison-Wesley, Reading, Massachusetts, 1984. [3] J.R. CANNON AND S.P. ESTEVA, An inverse problem for the heat equation, Inverse Problems, 2 (1986), 395–403. [4] J.R. CANNON AND S.P. ESTEVA, Uniqueness and stability of 3D heat sources, Inverse Problems, 7 (1991) 57–62. Reverse Convolution Inequalities and Applications to Inverse Heat Source Problems [5] M. CWICKEL AND R. KERMAN, On a convolution inequality of Saitoh, Proc. Amer. Math. Soc., 124 (1996), 773–777. Saburou Saitoh, Vũ Kim Tuấn and Masahiro Yamamoto [6] A. FRIEDMAN, Partial Differential Equations of Parabolic Type, Krieger, Malabar, Florida, 1983. Title Page [7] V. ISAKOV, Inverse Problems for Partial Differential Equations, SpringerVerlag, Berlin, 1998. [8] S. IZUMINO AND M. TOMINAGA, Estimations in Hölder type inequalities, Mathematical Inequalities & Applications, 4 (2001), 163–187. [9] J.-L. LIONS AND E. MAGENES, Non-homogeneous Boundary Value Problems and Applications, Springer-Verlag, Berlin, 1972. [10] D.S. MITRINOVIĆ, J.E. PEČARIĆ AND A.M. FINK, Classic and New Inequalities in Analysis, Kluwer Academic Publishers, The Netherlands, 1993. Contents JJ J II I Go Back Close Quit Page 23 of 24 J. Ineq. Pure and Appl. Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au [11] A. PAZY, Semigroups of Linear Operators and Applications to Partial Differential Equations, Springer-Verlag, Berlin, 1983. [12] S. SAITOH, A fundamental inequality in the convolution of L2 functions on the half line, Proc. Amer. Math. Soc., 91 (1984), 285–286. [13] S. SAITOH, Inequalities in the most simple Sobolev space and convolutions of L2 functions with weights, Proc. Amer. Math. Soc., 118 (1993), 515–520. [14] S. 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Math. 3(5) Art. 80, 2002 http://jipam.vu.edu.au