Observability Estimate for Stochastic Schrödinger Equations and Its Applications

DOI10.1137/110830964zbMATH Open1262.93021OpenAlexW2059855094MaRDI QIDQ4920253FDOQ4920253

Qi Lü

Publication date: 16 May 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11824/479

zbMATH Keywords

global Carleman estimateunique continuation propertyobservability estimatestate observation problemstochastic Schrödinger equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Time-dependent Schrödinger equations and Dirac equations (35Q41) Observability (93B07) Estimation and detection in stochastic control theory (93E10)

Cited In (27)

• Inverse problems for stochastic partial differential equations: some progresses and open problems
• Lipschitz stability for a semi-linear inverse stochastic transport problem
• A concise introduction to control theory for stochastic partial differential equations
• The cost of null controllability for a backward stochastic degenerate parabolic equation in the vanishing viscosity limit
• Null controllability and inverse source problem for stochastic Grushin equation with boundary degeneracy and singularity
• Carleman estimate and unique continuation property for the linear stochastic Korteweg-de Vries equation
• Local state observation for stochastic hyperbolic equations
• Global null-controllability for stochastic semilinear parabolic equations
• Global Carleman estimates for the linear stochastic Kuramoto-Sivashinsky equations and their applications
• Observability Estimates and Null Controllability for Forward and Backward Linear Stochastic Kuramoto--Sivashinsky Equations
• Exact controllability for stochastic Schrödinger equations
• Stochastic Well-Posed Systems and Well-Posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation
• Hardy’s uncertainty principle and unique continuation property for stochastic heat equations
• Unique continuation for a fourth-order stochastic parabolic equation
• A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems
• A quantitative internal unique continuation for stochastic parabolic equations
• Global Carleman estimates for linear stochastic Kawahara equation and their applications
• Inverse problems for stochastic parabolic equations with additive noise
• Null controllability for a class of stochastic singular parabolic equations with the convection term
• Carleman Estimates of Some Stochastic Degenerate Parabolic Equations and Application
• Unique continuation and observability for a semi-linear parabolic system
• Null controllability for a strongly coupled stochastic degenerate reaction-diffusion system
• Logarithmic stability for a coefficient inverse problem of coupled Schrödinger equations
• A weighted identity for stochastic partial differential operators and its applications
• Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
• Carleman estimates for forward and backward stochastic fourth order Schrödinger equations and their applications
• Ensemble observability of Bloch equations with unknown population density

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