Inverse problems for stochastic parabolic equations with additive noise

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 28 (6) ◽  
pp. 797-814
Author(s):  
Elena-Alexandra Melnig

AbstractWe consider systems of parabolic equations coupled in zero and first order terms. We establish Lipschitz estimates in {L^{q}}-norms, {2\leq q\leq\infty}, for the source in terms of the solution in a subdomain. The main tool is a family of appropriate Carleman estimates with general weights, in Lebesgue spaces, for nonhomogeneous parabolic systems.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
El Mustapha Ait Ben Hassi ◽  
Salah-Eddine Chorfi ◽  
Lahcen Maniar

Abstract We study an inverse problem involving the restoration of two radiative potentials, not necessarily smooth, simultaneously with initial temperatures in parabolic equations with dynamic boundary conditions. We prove a Lipschitz stability estimate for the relevant potentials using a recent Carleman estimate, and a logarithmic stability result for the initial temperatures by a logarithmic convexity method, based on observations in an arbitrary subdomain.


2015 ◽  
Vol 121 ◽  
pp. 101-122 ◽  
Author(s):  
Daniele Del Santo ◽  
Christian P. Jäh ◽  
Martino Prizzi

2020 ◽  
Vol 28 (2) ◽  
pp. 185-193
Author(s):  
Zhongqi Yin

AbstractThis paper is addressed to a semi-linear stochastic transport equation with three unknown parameters. It is proved that the initial displacement, the terminal state and the random term in diffusion are uniquely determined by the state on partial boundary and a Lipschitz stability of the inverse problem is established. The main tool we employ is a global Carleman estimate for stochastic transport equations.


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