Identification of a time-dependent control parameter for a stochastic diffusion equation
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
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Cites work
- An inverse problem of identifying the control function in two and three-dimensional parabolic equations through the spectral meshless radial point interpolation
- An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
- An inverse random source problem in a stochastic fractional diffusion equation
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- Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems
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- Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
- Determination of a control function in three-dimensional parabolic equations by Legendre pseudospectral method
- Determination of a control parameter in a one-dimensional parabolic equation using the method of radial basis functions
- Discrete stability analysis of the mollification method for numerical differentiation
- Finding a control parameter in a one-dimensional parabolic inverse problem by using the Bernstein Galerkin method
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- High-order scheme for determination of a control parameter in an inverse problem from the over-specified data
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- Identification of a time-dependent coefficient in a partial differential equation subject to an extra measurement
- Infinite dimensional parameter identification for stochastic parabolic systems
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- Maximal regularity for stochastic convolutions in \(L^p\) spaces
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Parameter determination in a parabolic inverse problem in general dimensions
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- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
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- Stochastic Equations in Infinite Dimensions
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Cited in
(4)- scientific article; zbMATH DE number 3926780 (Why is no real title available?)
- An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise
- Reconstructing a random source for a stochastic equation with biharmonic operator with fractional white noise
- Optimal estimation and uncertainty quantification for stochastic inverse problems via variational Bayesian methods
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