scholarly journals Global Carleman estimate for stochastic parabolic equations, and its application

2014 ◽  
Vol 20 (3) ◽  
pp. 823-839 ◽  
Author(s):  
Xu Liu
2020 ◽  
Vol 29 (1) ◽  
pp. 93-108
Author(s):  
Ganghua Yuan

Abstract In this paper, we study two inverse problems for stochastic parabolic equations with additive noise. One is to determinate the history of a stochastic heat process and the random heat source simultaneously by the observation at the final time 𝑇. For this inverse problem, we obtain a conditional stability result. The other one is an inverse source problem to determine two kinds of sources simultaneously by the observation at the final time and on the lateral boundary. The main tool for solving the inverse problems is a new global Carleman estimate for the stochastic parabolic equation.


2020 ◽  
Vol 26 ◽  
pp. 79
Author(s):  
Qi Lü ◽  
Zhongqi Yin

In this paper, we solve a local state observation problem for stochastic hyperbolic equations without boundary conditions, which is reduced to a local unique continuation property for these equations. This result is proved by a global Carleman estimate. As far as we know, this is the first result in this topic.


2011 ◽  
Vol 1 (3) ◽  
pp. 307-330 ◽  
Author(s):  
Lucie Baudouin ◽  
◽  
Emmanuelle Crépeau ◽  
Julie Valein ◽  
◽  
...  

Author(s):  
Lucie Baudouin ◽  
Eduardo Cerpa ◽  
Emmanuelle Crépeau ◽  
Alberto Mercado

AbstractThis paper concerns the inverse problem of retrieving the principal coefficient in a Korteweg–de Vries (KdV) equation from boundary measurements of a single solution. The Lipschitz stability of this inverse problem is obtained using a new global Carleman estimate for the linearized KdV equation. The proof is based on the Bukhgeĭm–Klibanov method.


2014 ◽  
Vol 90 (1) ◽  
pp. 90-98 ◽  
Author(s):  
MO CHEN ◽  
PENG GAO

AbstractThe aim of this paper is to obtain a new unique continuation property (UCP) for the Korteweg–de Vries equation posed on a finite interval. Compared with the previous UCP, we need fewer conditions on the solution. For this purpose, we have to establish a global Carleman estimate for the Korteweg–de Vries equation.


2020 ◽  
Vol 26 ◽  
pp. 12
Author(s):  
Franck Boyer ◽  
Víctor Hernández-Santamaría

In this paper, we prove a Carleman estimate for a time-discrete parabolic operator under some condition relating the large Carleman parameter to the time step of the discretization scheme. This estimate is then used to obtain relaxed observability estimates that yield, by duality, some controllability results for linear and semi-linear time-discrete parabolic equations. We also discuss the application of this Carleman estimate to the controllability of time-discrete coupled parabolic systems.


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