Posterior Consistency for Recovering Initial States in Nonlinear Subdiffusion Equations
Abstract
We study the Bayesian recovery of the initial state in a semilinear time-fractional subdiffusion equation from noisy random space-time point observations. A rescaled Gaussian prior based on a Whittle--Matérn process is assigned to the unknown initial condition. We prove that the solution has Ḣ3-regularity when the nonlinearity satisfies a Lipschitz condition in the Sobolev norm. We then establish posterior contraction rates for the prediction error in the L2-norm and for the parameter in Sobolev norms. The rates are polynomial in the sample size, with exponent depending on the prior smoothness and the spatial dimension. Moreover, we prove a minimax lower bound by constructing a wavelet-packing set and controlling the Kullback--Leibler divergences.
Related
- Numerical methods for nonlinear stochastic differential equations driven by subdiffusion
- Posterior Consistency under dependent errors in non-linear inverse problems with applications to time evolution equations
- Error analysis of a backward L2 method on graded meshes for linear and semilinear subdiffusion equations
- Numerical Analysis of Space-Time Dependent Source Identification in Subdiffusion Equations
- Error estimate of the nonuniform BDF3-L2 method for subdiffusion equations via multiscale solution decomposition
BibTeX
@misc{lu2026posterior,
title = {{Posterior Consistency for Recovering Initial States in Nonlinear Subdiffusion Equations}},
author = {Haoyu Lu and Shaokang Zu and Junxiong Jia},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2608.26536},
eprint = {2608.26536},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2608.26536},
}
RIS
TY - UNPB
TI - Posterior Consistency for Recovering Initial States in Nonlinear Subdiffusion Equations
AU - Haoyu Lu
AU - Shaokang Zu
AU - Junxiong Jia
PY - 2026
DA - 2026/10/09
PB - arXiv
DO - 10.48550/arxiv.2608.26536
UR - https://arxiv.org/abs/2608.26536
AB - We study the Bayesian recovery of the initial state in a semilinear time-fractional subdiffusion equation from noisy random space-time point observations. A rescaled Gaussian prior based on a Whittle--Matérn process is assigned to the unknown initial condition. We prove that the solution has Ḣ^3-regularity when the nonlinearity satisfies a Lipschitz condition in the Sobolev norm. We then establish posterior contraction rates for the prediction error in the L^2-norm and for the parameter in Sobolev norms. The rates are polynomial in the sample size, with exponent depending on the prior smoothness and the spatial dimension. Moreover, we prove a minimax lower bound by constructing a wavelet-packing set and controlling the Kullback--Leibler divergences.
ER -