Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems

DOI10.1088/0266-5611/28/4/045008zbMATH Open1236.35213arXiv1107.5774OpenAlexW2109347966MaRDI QIDQ2882702FDOQ2882702

Authors: Qi Lü 

Publication date: 7 May 2012

Published in: Inverse Problems (Search for Journal in Brave)

Abstract: In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we solve two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the history of a stochastic heat process through the observation at the final time $T$, for which we obtain a conditional stability estimate. The other is an inverse source problem with observation on the lateral boundary. We derive the uniqueness of the source.

Full work available at URL: https://arxiv.org/abs/1107.5774

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Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) Heat equation (35K05) Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60)

Cited In (43)

• 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
• Null controllability and inverse source problem for stochastic Grushin equation with boundary degeneracy and singularity
• Local state observation for stochastic hyperbolic equations
• Global uniqueness for an inverse stochastic hyperbolic problem with three unknowns
• Unique continuation for stochastic heat equations
• Conditional stability in determination of initial data for stochastic parabolic equations
• Carleman estimates for stochastic parabolic equations with Neumann boundary conditions and applications
• Global Carleman estimates for the linear stochastic Kuramoto-Sivashinsky equations and their applications
• Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
• A numerical solution for a quasi solution of the time-fractional stochastic backward parabolic equation
• Two Multiobjective Problems for Stochastic Degenerate Parabolic Equations
• Identification of a time-dependent control parameter for a stochastic diffusion equation
• Unique continuation for a fourth-order stochastic parabolic equation
• Global uniqueness in an inverse problem for a class of damped stochastic plate equations
• On the stability of recovering two sources and initial status in a stochastic hyperbolic-parabolic system
• Determination of two kinds of sources simultaneously for a stochastic wave equation
• Global Carleman estimates for linear stochastic Kawahara equation and their applications
• On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
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• Inverse problems for stochastic parabolic equations with additive noise
• Stability Estimate for an Inverse Stochastic Parabolic Problem of Determining Unknown Time-varying Boundary
• Cauchy problem of non-homogenous stochastic heat equation and application to inverse random source problem
• Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
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• Null controllability for a class of stochastic singular parabolic equations with the convection term
• Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
• Observability estimates and null controllability for forward and backward linear stochastic Kuramoto-Sivashinsky equations
• An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise
• Regularization of the backward stochastic heat conduction problem
• Quantitative uniqueness estimates for stochastic parabolic equations on the whole Euclidean space
• Hardy's uncertainty principle and unique continuation property for stochastic heat equations
• A weighted identity for stochastic partial differential operators and its applications
• A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation
• Global Carleman estimate for the plate equation and applications to inverse problems
• Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
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• TERMINAL VALUE PROBLEM FOR STOCHASTIC FRACTIONAL EQUATION WITHIN AN OPERATOR WITH EXPONENTIAL KERNEL
• Determination of the solution of a stochastic parabolic equation by the terminal value
• Carleman estimates of some stochastic degenerate parabolic equations and application
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion

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